|
MRCI's End of Day Prices |
Daily Futures Price Listing Mon November 22, 2010 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jan11 |
101122 |
1196.00 |
1223.00 |
1190.00 |
1221.50 |
+20.00 |
109,606 |
283,046 |
-3,462 |
Mar11 |
101122 |
1206.75 |
1230.00 |
1198.00 |
1228.75 |
+19.75 |
27,894 |
109,759 |
+1,736 |
May11 |
101122 |
1209.25 |
1230.25 |
1199.00 |
1229.00 |
+19.00 |
12,856 |
61,179 |
+876 |
Jul11 |
101122 |
1202.50 |
1231.75 |
1200.25 |
1230.75 |
+18.75 |
16,751 |
54,341 |
+896 |
Aug11 |
101122 |
1187.25 |
1210.75 |
1187.25 |
1210.75 |
+15.25 |
544 |
2,376 |
+116 |
Sep11 |
101122 |
1149.00 |
1174.75 |
1149.00 |
1172.50 |
+13.50 |
535 |
2,758 |
+26 |
Nov11 |
101122 |
1126.25 |
1144.50 |
1114.00 |
1135.00 |
+9.25 |
12,350 |
94,545 |
+733 |
Total Volume and Open Interest |
180,809 |
615,806 |
+990 |
Soybean Meal(CBOT) |
Dec10 |
101122 |
325.00 |
334.20 |
322.80 |
333.60 |
+7.80 |
31,416 |
45,367 |
-5,649 |
Jan11 |
101122 |
327.10 |
336.70 |
324.50 |
336.10 |
+8.40 |
25,535 |
49,957 |
+2,723 |
Mar11 |
101122 |
330.40 |
339.00 |
327.10 |
338.60 |
+8.20 |
11,294 |
33,714 |
+2,449 |
May11 |
101122 |
329.40 |
338.00 |
326.10 |
337.50 |
+8.10 |
6,028 |
23,642 |
+937 |
Jul11 |
101122 |
329.10 |
336.80 |
325.50 |
336.80 |
+7.90 |
3,886 |
15,878 |
-103 |
Aug11 |
101122 |
322.00 |
328.60 |
321.70 |
328.50 |
+7.20 |
424 |
4,434 |
-1 |
Sep11 |
101122 |
312.00 |
317.10 |
312.00 |
317.00 |
+5.80 |
538 |
4,841 |
+25 |
Oct11 |
101122 |
292.20 |
299.20 |
292.20 |
298.70 |
+4.30 |
547 |
4,751 |
+62 |
Total Volume and Open Interest |
84,152 |
199,648 |
+1,022 |
Soybean Oil(CBOT) |
Dec10 |
101122 |
48.80 |
49.79 |
48.58 |
49.18 |
+0.22 |
46,474 |
74,051 |
-3,990 |
Jan11 |
101122 |
48.96 |
50.14 |
48.90 |
49.51 |
+0.21 |
39,837 |
125,608 |
+2,885 |
Mar11 |
101122 |
49.55 |
50.50 |
49.32 |
49.91 |
+0.22 |
13,194 |
69,620 |
+2,263 |
May11 |
101122 |
50.00 |
50.76 |
49.62 |
50.19 |
+0.25 |
5,208 |
35,570 |
+506 |
Jul11 |
101122 |
50.13 |
51.00 |
49.92 |
50.43 |
+0.27 |
3,627 |
26,562 |
+778 |
Aug11 |
101122 |
50.00 |
50.50 |
50.00 |
50.50 |
+0.29 |
479 |
3,909 |
-346 |
Sep11 |
101122 |
50.00 |
50.55 |
50.00 |
50.55 |
+0.29 |
158 |
2,490 |
+1 |
Oct11 |
101122 |
50.07 |
50.57 |
49.99 |
50.57 |
+0.29 |
378 |
4,592 |
+159 |
Total Volume and Open Interest |
111,025 |
357,067 |
+2,068 |
Canola(WCE) |
Nov10 |
101112 |
532.6 |
532.6 |
532.6 |
532.6 |
-26.4 |
0 |
145 |
-7 |
Jan11 |
101122 |
530.6 |
539.6 |
526.6 |
535.0 |
+6.2 |
11,739 |
125,332 |
-1,934 |
Mar11 |
101122 |
535.2 |
542.4 |
532.8 |
541.0 |
+5.8 |
4,349 |
20,925 |
+894 |
May11 |
101122 |
538.5 |
543.4 |
535.6 |
543.4 |
+5.5 |
148 |
4,750 |
+12 |
Jul11 |
101122 |
536.6 |
545.1 |
536.6 |
544.2 |
+5.4 |
321 |
14,388 |
+115 |
Total Volume and Open Interest |
17,906 |
198,498 |
-1,060 |
Corn(CBOT) |
Dec10 |
101122 |
515.25 |
532.25 |
511.75 |
515.25 |
-5.50 |
197,574 |
279,007 |
-11,329 |
Mar11 |
101122 |
528.00 |
546.50 |
526.00 |
529.25 |
-5.50 |
147,123 |
676,002 |
+19,917 |
May11 |
101122 |
538.00 |
553.50 |
533.50 |
537.25 |
-4.75 |
30,204 |
139,856 |
+3,614 |
Jul11 |
101122 |
542.00 |
557.00 |
537.25 |
540.75 |
-5.00 |
41,392 |
221,136 |
+3,099 |
Sep11 |
101122 |
510.00 |
522.25 |
504.50 |
507.75 |
-5.75 |
2,210 |
38,845 |
-205 |
Dec11 |
101122 |
489.50 |
500.00 |
482.00 |
483.25 |
-7.75 |
44,232 |
256,394 |
-1,809 |
Total Volume and Open Interest |
470,014 |
1,668,011 |
+14,952 |
Wheat(CBOT) |
Dec10 |
101122 |
643.75 |
653.00 |
639.00 |
645.50 |
+1.00 |
44,383 |
86,923 |
-2,239 |
Mar11 |
101122 |
684.00 |
692.00 |
678.50 |
684.50 |
+0.50 |
38,765 |
203,629 |
+6,712 |
May11 |
101122 |
706.25 |
716.50 |
704.00 |
709.25 |
+0.75 |
2,651 |
47,246 |
-82 |
Jul11 |
101122 |
716.50 |
728.75 |
715.50 |
720.25 |
unch |
2,348 |
85,432 |
-140 |
Sep11 |
101122 |
744.75 |
746.25 |
736.00 |
738.25 |
-1.50 |
159 |
16,453 |
+31 |
Total Volume and Open Interest |
89,129 |
507,856 |
+4,205 |
Wheat(KCBT) |
Dec10 |
101122 |
709.50 |
719.50 |
705.75 |
712.50 |
+3.00 |
8,846 |
40,714 |
-1,186 |
Mar11 |
101122 |
726.50 |
735.50 |
721.75 |
728.25 |
+3.00 |
7,439 |
102,486 |
+361 |
May11 |
101122 |
733.50 |
744.50 |
731.50 |
737.50 |
+2.50 |
1,748 |
21,092 |
+531 |
Jul11 |
101122 |
743.75 |
751.00 |
737.00 |
743.25 |
+2.75 |
1,112 |
49,490 |
+134 |
Sep11 |
101122 |
755.25 |
758.75 |
747.00 |
751.25 |
+2.25 |
105 |
7,620 |
+123 |
Total Volume and Open Interest |
19,353 |
232,147 |
+6 |
Wheat(MGE) |
Dec10 |
101122 |
725.00 |
734.75 |
722.00 |
730.00 |
+4.25 |
2,803 |
7,880 |
-1,303 |
Mar11 |
101122 |
740.25 |
751.50 |
738.25 |
745.75 |
+4.25 |
3,368 |
27,538 |
+656 |
May11 |
101122 |
749.50 |
759.50 |
747.25 |
754.50 |
+4.50 |
932 |
8,301 |
+205 |
Jul11 |
101122 |
752.75 |
764.00 |
752.50 |
757.25 |
+2.50 |
802 |
7,565 |
-27 |
Sep11 |
101122 |
764.50 |
768.25 |
760.75 |
761.00 |
+2.50 |
284 |
6,422 |
-31 |
Total Volume and Open Interest |
8,395 |
65,331 |
-465 |
Oats(CBOT) |
Dec10 |
101122 |
353.25 |
360.00 |
348.50 |
351.00 |
-2.25 |
811 |
3,033 |
-320 |
Mar11 |
101122 |
367.50 |
371.50 |
361.50 |
363.75 |
-2.25 |
708 |
8,883 |
+170 |
May11 |
101122 |
375.25 |
375.25 |
369.50 |
369.50 |
-2.25 |
11 |
534 |
+6 |
Jul11 |
101122 |
379.00 |
379.00 |
372.50 |
374.75 |
-1.25 |
7 |
125 |
+0 |
Total Volume and Open Interest |
1,562 |
13,460 |
-139 |
Rough Rice(CBOT) |
Jan11 |
101122 |
13.91 |
14.09 |
13.66 |
13.74 |
-0.16 |
556 |
10,651 |
-106 |
Mar11 |
101122 |
14.19 |
14.36 |
13.94 |
14.02 |
-0.14 |
162 |
3,228 |
-53 |
May11 |
101122 |
14.60 |
14.60 |
14.27 |
14.28 |
-0.14 |
11 |
987 |
-2 |
Jul11 |
101122 |
14.72 |
14.72 |
14.49 |
14.49 |
-0.12 |
6 |
1,511 |
-3 |
Total Volume and Open Interest |
741 |
17,020 |
-167 |
Live Cattle(CME) |
Dec10 |
101122 |
101.300 |
101.300 |
100.635 |
100.930 |
-0.520 |
15,137 |
55,620 |
-3,453 |
Feb11 |
101122 |
104.950 |
104.950 |
104.285 |
104.600 |
-0.435 |
21,205 |
142,366 |
+4,629 |
Apr11 |
101122 |
108.000 |
108.080 |
107.535 |
107.950 |
-0.230 |
9,080 |
72,770 |
+2,301 |
Jun11 |
101122 |
104.730 |
104.850 |
104.430 |
104.580 |
-0.520 |
2,497 |
33,306 |
+350 |
Aug11 |
101122 |
104.000 |
104.200 |
103.800 |
104.180 |
-0.300 |
986 |
13,258 |
+182 |
Oct11 |
101122 |
106.450 |
106.700 |
106.200 |
106.650 |
-0.400 |
594 |
6,471 |
+172 |
Total Volume and Open Interest |
49,755 |
326,519 |
+4,377 |
Feeder Cattle(CME) |
Jan11 |
101122 |
117.385 |
117.950 |
116.850 |
117.400 |
unch |
2,351 |
15,315 |
+314 |
Mar11 |
101122 |
117.600 |
118.230 |
117.200 |
117.700 |
+0.050 |
1,247 |
7,406 |
+199 |
Apr11 |
101122 |
118.000 |
118.635 |
117.885 |
118.480 |
-0.020 |
378 |
2,147 |
+185 |
May11 |
101122 |
118.250 |
118.650 |
117.800 |
118.300 |
-0.300 |
399 |
3,004 |
+247 |
Aug11 |
101122 |
119.100 |
119.785 |
119.100 |
119.500 |
-0.300 |
390 |
2,160 |
+286 |
Sep11 |
101122 |
118.500 |
119.000 |
118.300 |
118.800 |
+0.050 |
28 |
142 |
+25 |
Oct11 |
101122 |
118.000 |
118.000 |
118.000 |
118.000 |
+0.100 |
9 |
24 |
+8 |
Total Volume and Open Interest |
4,802 |
30,198 |
+148 |
Lean Hogs(CME) |
Dec10 |
101122 |
69.250 |
69.725 |
68.800 |
69.400 |
+0.265 |
9,561 |
27,921 |
-915 |
Feb11 |
101122 |
76.850 |
77.680 |
76.635 |
76.930 |
+0.080 |
12,425 |
76,150 |
+2,858 |
Apr11 |
101122 |
80.800 |
81.500 |
80.500 |
80.700 |
-0.100 |
5,763 |
46,992 |
+1,271 |
May11 |
101122 |
86.230 |
86.885 |
86.000 |
86.500 |
+0.420 |
159 |
1,444 |
+15 |
Jun11 |
101122 |
89.000 |
89.400 |
88.550 |
89.050 |
-0.100 |
2,548 |
28,516 |
+766 |
Jul11 |
101122 |
88.200 |
88.700 |
87.730 |
88.385 |
-0.115 |
501 |
6,380 |
+108 |
Aug11 |
101122 |
87.450 |
87.885 |
87.135 |
87.480 |
-0.020 |
179 |
5,570 |
+82 |
Oct11 |
101122 |
78.500 |
78.600 |
77.930 |
78.000 |
-0.250 |
227 |
3,944 |
+28 |
Total Volume and Open Interest |
31,380 |
198,425 |
+4,214 |
Class III Milk(CME) |
Nov10 |
101122 |
15.45 |
15.45 |
15.40 |
15.43 |
unch |
185 |
4,999 |
+12 |
Dec10 |
101122 |
13.84 |
14.03 |
13.78 |
13.87 |
-0.05 |
766 |
5,920 |
+87 |
Jan11 |
101122 |
13.73 |
13.91 |
13.65 |
13.70 |
-0.11 |
443 |
3,507 |
-56 |
Feb11 |
101122 |
13.96 |
14.08 |
13.85 |
13.91 |
-0.04 |
256 |
2,749 |
+104 |
Mar11 |
101122 |
14.12 |
14.15 |
14.02 |
14.06 |
-0.03 |
255 |
2,541 |
+94 |
Total Volume and Open Interest |
2,515 |
28,497 |
+553 |
Cocoa(ICE) |
Dec10 |
101122 |
2834 |
2866 |
2811 |
2811 |
-15 |
34 |
168 |
-61 |
Mar11 |
101122 |
2882 |
2895 |
2830 |
2839 |
-29 |
7,623 |
72,647 |
-262 |
May11 |
101122 |
2891 |
2911 |
2850 |
2859 |
-28 |
804 |
19,910 |
-107 |
Jul11 |
101122 |
2918 |
2930 |
2872 |
2879 |
-27 |
314 |
9,285 |
+105 |
Sep11 |
101122 |
2938 |
2938 |
2890 |
2897 |
-28 |
85 |
4,467 |
+18 |
Dec11 |
101122 |
2937 |
2952 |
2904 |
2913 |
-30 |
231 |
9,631 |
-12 |
Mar12 |
101122 |
2987 |
2987 |
2987 |
2987 |
-32 |
62 |
10,149 |
+29 |
Total Volume and Open Interest |
9,157 |
131,424 |
-290 |
Coffee "C"(ICE) |
Dec10 |
101122 |
210.20 |
211.65 |
205.00 |
206.15 |
-3.70 |
741 |
2,085 |
-822 |
Mar11 |
101122 |
211.30 |
213.25 |
206.00 |
207.15 |
-4.10 |
7,914 |
89,729 |
+3,166 |
May11 |
101122 |
212.85 |
213.65 |
206.50 |
207.70 |
-3.90 |
1,225 |
19,731 |
-19 |
Jul11 |
101122 |
212.00 |
212.30 |
206.25 |
206.85 |
-3.40 |
145 |
6,551 |
+20 |
Sep11 |
101122 |
208.85 |
209.20 |
204.30 |
204.40 |
-3.05 |
71 |
3,096 |
+27 |
Dec11 |
101122 |
205.00 |
205.00 |
200.60 |
200.70 |
-2.60 |
80 |
6,041 |
-4 |
Total Volume and Open Interest |
10,238 |
128,326 |
+2,394 |
Orange Juice(ICE) |
Jan11 |
101122 |
151.65 |
156.00 |
150.55 |
153.70 |
+2.05 |
554 |
22,235 |
-223 |
Mar11 |
101122 |
151.90 |
156.00 |
151.50 |
154.65 |
+2.15 |
170 |
3,491 |
+9 |
May11 |
101122 |
152.00 |
155.25 |
151.90 |
155.20 |
+2.05 |
128 |
986 |
+99 |
Jul11 |
101122 |
154.65 |
155.80 |
154.65 |
155.80 |
+1.95 |
27 |
1,563 |
+22 |
Sep11 |
101122 |
156.00 |
156.40 |
156.00 |
156.40 |
+1.95 |
0 |
300 |
+0 |
Nov11 |
101122 |
156.00 |
156.00 |
156.00 |
156.00 |
+1.95 |
0 |
15 |
+0 |
Total Volume and Open Interest |
879 |
28,613 |
-93 |
Sugar #11(ICE) |
Mar11 |
101122 |
27.00 |
27.50 |
25.90 |
26.50 |
+0.35 |
65,542 |
237,882 |
+1,896 |
May11 |
101122 |
24.29 |
24.69 |
23.67 |
24.15 |
+0.44 |
23,890 |
97,747 |
-855 |
Jul11 |
101122 |
22.00 |
22.17 |
21.25 |
21.73 |
+0.44 |
17,006 |
98,068 |
-778 |
Oct11 |
101122 |
20.14 |
20.90 |
20.00 |
20.36 |
+0.45 |
11,385 |
56,061 |
+1,345 |
Mar12 |
101122 |
19.91 |
20.14 |
19.27 |
19.69 |
+0.48 |
4,032 |
47,544 |
+20 |
Total Volume and Open Interest |
124,094 |
580,227 |
+1,834 |
London Cocoa(LCE) |
Dec10 |
101122 |
1885 |
1905 |
1877 |
1878 |
-3 |
4,276 |
52,189 |
-216 |
Mar11 |
101122 |
1883 |
1899 |
1866 |
1869 |
-10 |
8,361 |
56,433 |
-76 |
May11 |
101122 |
1899 |
1912 |
1880 |
1883 |
-12 |
1,656 |
19,651 |
-167 |
Jul11 |
101122 |
1916 |
1928 |
1900 |
1900 |
-12 |
581 |
13,027 |
+34 |
Sep11 |
101122 |
1926 |
1939 |
1914 |
1914 |
-12 |
335 |
9,865 |
+74 |
Dec11 |
101122 |
1942 |
1954 |
1927 |
1930 |
-12 |
279 |
15,736 |
+74 |
Mar12 |
101122 |
1955 |
1955 |
1944 |
1944 |
-11 |
78 |
12,992 |
+4 |
Total Volume and Open Interest |
15,578 |
182,874 |
-264 |
London Sugar(LCE) |
Mar11 |
101122 |
683.00 |
690.00 |
667.30 |
673.70 |
-5.40 |
3,691 |
31,033 |
-1,108 |
May11 |
101122 |
651.60 |
659.90 |
639.70 |
645.90 |
-5.10 |
1,242 |
8,321 |
+194 |
Aug11 |
101122 |
601.00 |
601.00 |
582.60 |
589.50 |
-3.70 |
406 |
6,745 |
+89 |
Oct11 |
101122 |
555.00 |
556.10 |
542.50 |
549.00 |
-3.80 |
145 |
1,625 |
+84 |
Dec11 |
101122 |
536.50 |
540.00 |
525.00 |
533.60 |
-0.50 |
60 |
569 |
+39 |
Total Volume and Open Interest |
5,548 |
48,806 |
-698 |
Cotton(ICE) |
Dec10 |
101122 |
127.50 |
127.90 |
121.90 |
121.90 |
-6.00 |
6,619 |
4,347 |
-5,820 |
Mar11 |
101122 |
123.00 |
123.74 |
117.15 |
117.79 |
-5.36 |
9,061 |
112,823 |
+1,045 |
May11 |
101122 |
118.69 |
118.73 |
112.39 |
112.97 |
-5.42 |
1,845 |
19,271 |
+120 |
Jul11 |
101122 |
113.34 |
113.42 |
107.07 |
108.06 |
-4.93 |
3,291 |
28,136 |
-108 |
Oct11 |
101122 |
100.00 |
101.50 |
99.54 |
99.54 |
-2.74 |
12 |
425 |
-2 |
Dec11 |
101122 |
88.20 |
88.20 |
85.69 |
86.52 |
-1.69 |
2,386 |
31,352 |
+1,189 |
Total Volume and Open Interest |
23,705 |
197,905 |
-3,344 |
Lumber(CME) |
Jan11 |
101122 |
255.0 |
257.1 |
251.5 |
253.3 |
-1.9 |
504 |
5,511 |
-58 |
Mar11 |
101122 |
273.1 |
275.9 |
270.5 |
272.5 |
-1.6 |
167 |
3,040 |
-18 |
May11 |
101122 |
280.2 |
284.8 |
280.2 |
284.7 |
+0.4 |
121 |
796 |
+3 |
Jul11 |
101122 |
289.1 |
289.1 |
289.1 |
289.1 |
unch |
2 |
174 |
+0 |
Total Volume and Open Interest |
794 |
9,521 |
-73 |
Crude Oil(NYM) |
Dec10 |
101119 |
82.24 |
82.75 |
80.59 |
81.51 |
-0.34 |
160,405 |
18,493 |
-60,346 |
Jan11 |
101122 |
82.15 |
82.87 |
80.68 |
81.74 |
-0.24 |
324,513 |
353,708 |
+3,391 |
Feb11 |
101122 |
82.72 |
83.42 |
81.30 |
82.33 |
-0.25 |
68,210 |
110,002 |
-1,695 |
Mar11 |
101122 |
83.08 |
83.91 |
81.82 |
82.83 |
-0.24 |
37,651 |
114,521 |
+1,656 |
Apr11 |
101122 |
83.67 |
84.25 |
82.30 |
83.19 |
-0.24 |
12,933 |
44,860 |
+540 |
May11 |
101122 |
83.90 |
84.49 |
82.59 |
83.48 |
-0.24 |
7,310 |
37,801 |
+530 |
Jun11 |
101122 |
84.10 |
84.78 |
82.85 |
83.75 |
-0.25 |
20,215 |
86,871 |
+623 |
Jul11 |
101122 |
84.32 |
84.32 |
83.22 |
83.99 |
-0.25 |
3,648 |
35,347 |
+634 |
Aug11 |
101122 |
83.45 |
84.21 |
83.45 |
84.21 |
-0.25 |
3,364 |
17,995 |
+806 |
Sep11 |
101122 |
84.51 |
84.51 |
83.56 |
84.43 |
-0.24 |
3,465 |
23,767 |
-380 |
Oct11 |
101122 |
84.30 |
84.65 |
83.93 |
84.64 |
-0.24 |
1,774 |
16,807 |
+2 |
Nov11 |
101122 |
84.19 |
84.85 |
84.00 |
84.85 |
-0.24 |
1,365 |
21,646 |
-19 |
Dec11 |
101122 |
85.40 |
86.05 |
84.16 |
85.08 |
-0.24 |
20,530 |
142,655 |
-845 |
Jan12 |
101122 |
85.17 |
85.17 |
85.17 |
85.17 |
-0.24 |
860 |
17,873 |
+402 |
Feb12 |
101122 |
85.25 |
85.25 |
85.25 |
85.25 |
-0.24 |
280 |
8,047 |
+224 |
Mar12 |
101122 |
85.33 |
85.33 |
85.33 |
85.33 |
-0.23 |
51 |
10,279 |
+50 |
Total Volume and Open Interest |
519,181 |
1,339,738 |
-11,564 |
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 |
101122 |
82.200 |
82.875 |
80.650 |
81.750 |
-0.225 |
8,463 |
4,019 |
+263 |
Feb11 |
101122 |
82.800 |
83.400 |
81.325 |
82.325 |
-0.250 |
222 |
781 |
+59 |
Mar11 |
101122 |
83.700 |
83.825 |
81.950 |
82.825 |
-0.250 |
30 |
205 |
+0 |
Apr11 |
101122 |
83.200 |
83.200 |
83.200 |
83.200 |
-0.225 |
1 |
2 |
+1 |
May11 |
101122 |
83.475 |
83.475 |
83.475 |
83.475 |
-0.250 |
0 |
13 |
+0 |
Jun11 |
101122 |
83.850 |
83.850 |
83.250 |
83.750 |
-0.250 |
0 |
7 |
+0 |
Jul11 |
101122 |
84.000 |
84.000 |
84.000 |
84.000 |
-0.250 |
0 |
2 |
+0 |
Aug11 |
101122 |
84.200 |
84.200 |
84.200 |
84.200 |
-0.250 |
|
|
|
Total Volume and Open Interest |
8,716 |
5,184 |
+323 |
Heating Oil(NYM) |
Dec10 |
101122 |
227.40 |
230.49 |
224.39 |
226.86 |
-0.58 |
31,108 |
48,454 |
-4,614 |
Jan11 |
101122 |
229.11 |
232.24 |
226.11 |
228.56 |
-0.62 |
44,062 |
91,927 |
+2,933 |
Feb11 |
101122 |
231.35 |
232.93 |
227.10 |
229.52 |
-0.57 |
12,074 |
36,873 |
-717 |
Mar11 |
101122 |
231.00 |
233.07 |
227.61 |
229.73 |
-0.64 |
8,434 |
30,727 |
+242 |
Apr11 |
101122 |
230.85 |
230.85 |
226.78 |
228.75 |
-0.64 |
5,204 |
16,003 |
+470 |
May11 |
101122 |
229.38 |
229.63 |
226.13 |
228.08 |
-0.58 |
3,003 |
17,090 |
+1,206 |
Jun11 |
101122 |
229.34 |
231.26 |
225.71 |
228.05 |
-0.52 |
8,325 |
35,769 |
+1,219 |
Jul11 |
101122 |
228.75 |
228.98 |
226.61 |
228.98 |
-0.51 |
2,608 |
6,714 |
+742 |
Aug11 |
101122 |
230.17 |
230.17 |
230.11 |
230.17 |
-0.51 |
1,155 |
4,237 |
+234 |
Sep11 |
101122 |
229.85 |
231.69 |
229.85 |
231.69 |
-0.51 |
2,922 |
5,092 |
+185 |
Oct11 |
101122 |
231.84 |
233.56 |
231.84 |
233.56 |
-0.51 |
1,337 |
2,812 |
+700 |
Nov11 |
101122 |
235.39 |
235.39 |
235.39 |
235.39 |
-0.51 |
402 |
2,874 |
-37 |
Total Volume and Open Interest |
122,317 |
320,270 |
+2,618 |
Gasoline(NYMEX) |
Dec10 |
101122 |
219.88 |
221.50 |
213.03 |
215.19 |
-4.41 |
29,851 |
38,423 |
-5,871 |
Jan11 |
101122 |
212.59 |
215.00 |
207.85 |
209.77 |
-2.94 |
53,680 |
99,610 |
-552 |
Feb11 |
101122 |
212.35 |
214.14 |
208.17 |
210.15 |
-2.20 |
25,889 |
32,003 |
+734 |
Mar11 |
101122 |
215.15 |
215.42 |
210.02 |
211.75 |
-1.88 |
13,790 |
24,072 |
+1,755 |
Apr11 |
101122 |
224.49 |
224.49 |
221.05 |
222.51 |
-1.55 |
4,538 |
22,305 |
-68 |
May11 |
101122 |
226.30 |
226.30 |
221.65 |
223.47 |
-1.34 |
2,123 |
10,823 |
+74 |
Jun11 |
101122 |
226.22 |
227.25 |
222.47 |
224.05 |
-1.21 |
3,394 |
13,182 |
-555 |
Jul11 |
101122 |
225.75 |
225.75 |
223.87 |
223.87 |
-1.08 |
694 |
4,350 |
+17 |
Aug11 |
101122 |
223.39 |
223.39 |
223.39 |
223.39 |
-1.04 |
481 |
5,482 |
-15 |
Sep11 |
101122 |
222.33 |
222.33 |
222.33 |
222.33 |
-0.98 |
449 |
2,768 |
+85 |
Total Volume and Open Interest |
137,134 |
286,015 |
-4,478 |
e-miNY RBOB Gasoline(NYM) |
Dec10 |
101122 |
215.20 |
215.20 |
215.19 |
215.20 |
-4.40 |
0 |
3 |
+0 |
Jan11 |
101122 |
209.80 |
209.80 |
209.77 |
209.80 |
-2.90 |
0 |
1 |
+0 |
Feb11 |
101122 |
210.20 |
210.20 |
210.15 |
210.20 |
-2.20 |
0 |
1 |
+0 |
Mar11 |
101122 |
211.80 |
211.80 |
211.75 |
211.80 |
-1.80 |
0 |
1 |
+0 |
Total Volume and Open Interest |
0 |
10 |
+0 |
Natural Gas(NYM) |
Dec10 |
101122 |
4.162 |
4.293 |
4.125 |
4.271 |
+0.107 |
117,948 |
29,119 |
-8,966 |
Jan11 |
101122 |
4.325 |
4.448 |
4.285 |
4.432 |
+0.108 |
85,548 |
230,791 |
-1,012 |
Feb11 |
101122 |
4.320 |
4.443 |
4.292 |
4.435 |
+0.115 |
23,613 |
58,885 |
+877 |
Mar11 |
101122 |
4.300 |
4.397 |
4.255 |
4.389 |
+0.111 |
21,804 |
93,482 |
-340 |
Apr11 |
101122 |
4.261 |
4.349 |
4.218 |
4.339 |
+0.103 |
19,615 |
68,891 |
+400 |
May11 |
101122 |
4.300 |
4.372 |
4.247 |
4.365 |
+0.101 |
4,602 |
24,771 |
-140 |
Jun11 |
101122 |
4.349 |
4.415 |
4.298 |
4.413 |
+0.101 |
2,468 |
13,242 |
+74 |
Jul11 |
101122 |
4.406 |
4.476 |
4.358 |
4.471 |
+0.100 |
2,086 |
11,206 |
-261 |
Aug11 |
101122 |
4.440 |
4.510 |
4.400 |
4.510 |
+0.099 |
1,321 |
13,474 |
-143 |
Sep11 |
101122 |
4.452 |
4.529 |
4.414 |
4.527 |
+0.102 |
1,342 |
10,305 |
+148 |
Oct11 |
101122 |
4.510 |
4.609 |
4.487 |
4.607 |
+0.104 |
7,299 |
42,129 |
+1,075 |
Nov11 |
101122 |
4.714 |
4.819 |
4.714 |
4.818 |
+0.104 |
2,678 |
21,292 |
+397 |
Dec11 |
101122 |
5.042 |
5.116 |
5.001 |
5.113 |
+0.107 |
2,225 |
19,120 |
+517 |
Jan12 |
101122 |
5.220 |
5.290 |
5.180 |
5.287 |
+0.103 |
980 |
25,568 |
-169 |
Feb12 |
101122 |
5.195 |
5.252 |
5.175 |
5.252 |
+0.101 |
142 |
6,303 |
-38 |
Mar12 |
101122 |
5.069 |
5.143 |
5.069 |
5.143 |
+0.099 |
206 |
14,301 |
+87 |
Total Volume and Open Interest |
294,668 |
760,685 |
-7,126 |
Brent Crude Oil(ICE) |
Jan11 |
101122 |
84.34 |
85.45 |
83.11 |
83.96 |
-0.38 |
207,656 |
256,795 |
+1,499 |
Feb11 |
101122 |
84.75 |
85.56 |
83.28 |
84.11 |
-0.38 |
76,611 |
159,571 |
-928 |
Mar11 |
101122 |
84.96 |
85.72 |
83.46 |
84.28 |
-0.36 |
46,767 |
85,501 |
+1,876 |
Apr11 |
101122 |
85.13 |
85.86 |
83.71 |
84.47 |
-0.34 |
20,118 |
38,967 |
+514 |
May11 |
101122 |
85.62 |
85.97 |
83.88 |
84.67 |
-0.33 |
10,173 |
24,975 |
+131 |
Jun11 |
101122 |
85.70 |
86.16 |
84.11 |
84.89 |
-0.32 |
20,318 |
48,090 |
-665 |
Jul11 |
101122 |
86.06 |
86.33 |
84.53 |
85.09 |
-0.32 |
4,214 |
12,938 |
+330 |
Aug11 |
101122 |
86.28 |
86.52 |
84.72 |
85.29 |
-0.31 |
4,083 |
12,466 |
+585 |
Sep11 |
101122 |
86.44 |
86.68 |
84.82 |
85.47 |
-0.31 |
3,263 |
9,030 |
+494 |
Oct11 |
101122 |
86.80 |
86.80 |
85.64 |
85.64 |
-0.31 |
1,411 |
7,688 |
+309 |
Nov11 |
101122 |
85.80 |
85.80 |
85.80 |
85.80 |
-0.31 |
1,174 |
11,200 |
+145 |
Dec11 |
101122 |
86.88 |
87.17 |
85.20 |
85.97 |
-0.30 |
16,960 |
81,190 |
-65 |
Jan12 |
101122 |
86.14 |
86.14 |
86.14 |
86.14 |
-0.30 |
2,012 |
11,061 |
-497 |
Feb12 |
101122 |
86.28 |
86.28 |
86.28 |
86.28 |
-0.29 |
3,186 |
6,487 |
+2,445 |
Total Volume and Open Interest |
421,513 |
845,012 |
+7,071 |
Gas Oil(ICE) |
Dec10 |
101122 |
709.00 |
718.75 |
699.00 |
700.75 |
-4.75 |
81,803 |
79,207 |
-14,959 |
Jan11 |
101122 |
714.25 |
723.75 |
704.25 |
706.50 |
-4.25 |
83,492 |
114,109 |
+3,464 |
Feb11 |
101122 |
718.75 |
726.50 |
708.00 |
710.25 |
-4.00 |
31,812 |
57,943 |
+3,571 |
Mar11 |
101122 |
721.75 |
728.00 |
710.00 |
712.25 |
-4.00 |
16,374 |
40,585 |
+2,899 |
Apr11 |
101122 |
724.00 |
728.00 |
711.25 |
713.25 |
-4.25 |
10,754 |
46,667 |
+2,150 |
May11 |
101122 |
724.25 |
729.75 |
712.75 |
714.50 |
-4.25 |
10,241 |
37,341 |
+2,799 |
Jun11 |
101122 |
725.75 |
731.75 |
714.50 |
716.25 |
-4.50 |
16,528 |
48,452 |
+897 |
Jul11 |
101122 |
734.00 |
734.50 |
717.50 |
719.50 |
-4.25 |
2,430 |
16,230 |
+341 |
Aug11 |
101122 |
725.00 |
728.25 |
723.25 |
723.25 |
-4.00 |
1,371 |
13,408 |
+439 |
Sep11 |
101122 |
738.00 |
740.75 |
726.75 |
726.75 |
-4.00 |
1,014 |
10,013 |
+172 |
Total Volume and Open Interest |
264,702 |
578,302 |
+2,121 |
Ethanol(CBOT) |
Nov10 |
101103 |
2.395 |
2.395 |
2.361 |
2.390 |
+0.013 |
35 |
50 |
-30 |
Dec10 |
101122 |
2.080 |
2.090 |
2.080 |
2.086 |
-0.018 |
133 |
627 |
-18 |
Jan11 |
101122 |
2.035 |
2.046 |
2.035 |
2.045 |
-0.022 |
29 |
939 |
-10 |
Feb11 |
101122 |
2.015 |
2.015 |
2.015 |
2.015 |
-0.016 |
27 |
922 |
+7 |
Mar11 |
101122 |
2.011 |
2.022 |
2.011 |
2.020 |
-0.014 |
118 |
1,075 |
+12 |
Apr11 |
101122 |
2.011 |
2.029 |
2.011 |
2.026 |
-0.018 |
5 |
843 |
+5 |
May11 |
101122 |
2.021 |
2.040 |
2.018 |
2.036 |
-0.013 |
13 |
346 |
+0 |
Jun11 |
101122 |
2.025 |
2.048 |
2.025 |
2.037 |
-0.013 |
17 |
611 |
+9 |
Total Volume and Open Interest |
463 |
7,863 |
-76 |
WTI Crude Oil(ICE |
Jan11 |
101122 |
82.22 |
82.87 |
80.68 |
81.74 |
-0.24 |
93,382 |
110,058 |
-2,122 |
Feb11 |
101122 |
82.94 |
83.43 |
81.29 |
82.33 |
-0.25 |
35,582 |
50,192 |
-1,361 |
Mar11 |
101122 |
83.38 |
83.88 |
81.82 |
82.83 |
-0.24 |
17,524 |
43,385 |
-2,244 |
Apr11 |
101122 |
84.24 |
84.24 |
82.38 |
83.19 |
-0.24 |
6,903 |
28,470 |
-189 |
May11 |
101122 |
84.07 |
84.07 |
82.69 |
83.48 |
-0.24 |
3,076 |
18,613 |
+504 |
Jun11 |
101122 |
84.37 |
84.37 |
82.88 |
83.75 |
-0.25 |
8,512 |
47,835 |
-216 |
Jul11 |
101122 |
84.58 |
84.58 |
83.33 |
83.99 |
-0.25 |
1,376 |
14,627 |
+294 |
Aug11 |
101122 |
83.56 |
84.26 |
83.56 |
84.21 |
-0.25 |
1,358 |
9,690 |
+387 |
Sep11 |
101122 |
85.39 |
85.41 |
83.67 |
84.43 |
-0.24 |
1,595 |
11,317 |
+303 |
Oct11 |
101122 |
84.64 |
84.64 |
84.64 |
84.64 |
-0.24 |
440 |
4,204 |
+51 |
Nov11 |
101122 |
84.85 |
84.85 |
84.85 |
84.85 |
-0.24 |
432 |
7,385 |
+65 |
Dec11 |
101122 |
85.63 |
85.63 |
84.18 |
85.08 |
-0.24 |
8,306 |
53,826 |
+68 |
Jan12 |
101122 |
85.17 |
85.17 |
85.17 |
85.17 |
-0.24 |
1 |
5,223 |
+0 |
Feb12 |
101122 |
85.25 |
85.25 |
85.25 |
85.25 |
-0.24 |
0 |
1,170 |
+0 |
Mar12 |
101122 |
85.33 |
85.33 |
85.33 |
85.33 |
-0.23 |
50 |
3,170 |
+50 |
Apr12 |
101122 |
85.41 |
85.41 |
85.41 |
85.41 |
-0.22 |
50 |
775 |
+50 |
Total Volume and Open Interest |
180,878 |
482,568 |
-3,646 |
US Dollar Index(ICE) |
Dec10 |
101122 |
78.290 |
78.975 |
78.060 |
78.768 |
+0.173 |
17,208 |
32,511 |
-323 |
Mar11 |
101122 |
78.650 |
79.335 |
78.440 |
79.147 |
+0.173 |
144 |
922 |
+22 |
Jun11 |
101122 |
79.577 |
79.577 |
79.577 |
79.577 |
+0.173 |
0 |
8 |
+0 |
Total Volume and Open Interest |
17,352 |
33,441 |
-301 |
Australian Dollar(CME) |
Dec10 |
101122 |
98.61 |
99.29 |
97.97 |
98.41 |
+0.11 |
84,058 |
114,902 |
-2,607 |
Mar11 |
101122 |
97.54 |
98.09 |
96.90 |
97.29 |
+0.12 |
714 |
1,721 |
+237 |
Jun11 |
101122 |
96.30 |
96.30 |
96.02 |
96.14 |
+0.12 |
0 |
152 |
+0 |
Total Volume and Open Interest |
84,772 |
116,912 |
-2,370 |
British Pound(CME) |
Dec10 |
101122 |
159.95 |
160.82 |
158.95 |
159.44 |
-0.27 |
89,601 |
92,012 |
-1,156 |
Mar11 |
101122 |
159.57 |
160.62 |
158.91 |
159.32 |
-0.27 |
107 |
1,162 |
-2 |
Jun11 |
101122 |
159.18 |
159.43 |
159.18 |
159.18 |
-0.25 |
0 |
41 |
+0 |
Total Volume and Open Interest |
89,708 |
93,251 |
-1,158 |
Canadian Dollar(CME) |
Dec10 |
101122 |
98.36 |
98.75 |
97.83 |
98.13 |
-0.04 |
66,352 |
108,087 |
-2,635 |
Mar11 |
101122 |
98.10 |
98.52 |
97.63 |
97.92 |
-0.04 |
218 |
4,577 |
+3 |
Jun11 |
101122 |
97.86 |
97.86 |
97.43 |
97.67 |
-0.03 |
8 |
1,026 |
-5 |
Sep11 |
101122 |
97.28 |
97.42 |
97.25 |
97.39 |
-0.03 |
0 |
429 |
+0 |
Total Volume and Open Interest |
66,594 |
114,531 |
-2,623 |
Japanese Yen(CME) |
Dec10 |
101122 |
119.85 |
120.17 |
119.67 |
120.10 |
+0.31 |
74,954 |
127,614 |
-3,322 |
Mar11 |
101122 |
119.94 |
120.25 |
119.79 |
120.22 |
+0.31 |
244 |
1,542 |
-2 |
Jun11 |
101122 |
120.10 |
120.37 |
120.06 |
120.37 |
+0.31 |
0 |
202 |
+0 |
Total Volume and Open Interest |
75,198 |
129,368 |
-3,324 |
Swiss Franc(CME) |
Dec10 |
101122 |
100.85 |
101.26 |
100.52 |
100.95 |
+0.43 |
43,946 |
41,397 |
+262 |
Mar11 |
101122 |
100.90 |
101.31 |
100.60 |
101.03 |
+0.43 |
53 |
400 |
-4 |
Jun11 |
101122 |
101.12 |
101.12 |
100.69 |
101.12 |
+0.43 |
0 |
2 |
+0 |
Total Volume and Open Interest |
43,999 |
41,801 |
+258 |
EuroFX(CME) |
Dec10 |
101122 |
137.35 |
137.85 |
135.76 |
136.13 |
-0.58 |
262,401 |
180,061 |
+1,677 |
Mar11 |
101122 |
137.19 |
137.67 |
135.65 |
135.99 |
-0.57 |
1,125 |
5,639 |
-94 |
Jun11 |
101122 |
136.00 |
136.37 |
135.81 |
135.81 |
-0.56 |
10 |
111 |
+5 |
Total Volume and Open Interest |
263,536 |
185,843 |
+1,588 |
Mexican Peso(CME) |
Dec10 |
101122 |
815.0 |
817.0 |
808.0 |
811.0 |
-2.8 |
10,307 |
146,039 |
-276 |
Jan11 |
101122 |
810.0 |
812.8 |
810.0 |
810.0 |
-2.8 |
|
|
|
Total Volume and Open Interest |
10,538 |
146,972 |
-58 |
30-Year T-Bonds(CBOT) |
Dec10 |
101122 |
127~050 |
128~130 |
126~290 |
128~010 |
+0~260 |
241,376 |
565,177 |
-4,267 |
Mar11 |
101122 |
125~200 |
126~290 |
125~150 |
126~170 |
+0~270 |
16,856 |
59,984 |
+6,690 |
Jun11 |
101122 |
125~100 |
125~100 |
124~150 |
125~100 |
+0~270 |
506 |
559 |
+500 |
Total Volume and Open Interest |
258,738 |
625,720 |
+2,923 |
10-Year T-Notes(CBOT) |
Dec10 |
101122 |
124~115 |
125~075 |
124~065 |
125~030 |
+0~185 |
694,141 |
1,389,222 |
-28,283 |
Mar11 |
101122 |
123~130 |
124~090 |
123~070 |
124~055 |
+0~205 |
29,199 |
111,553 |
+10,278 |
Jun11 |
101122 |
122~310 |
123~110 |
122~225 |
123~110 |
+0~205 |
4 |
35 |
-1 |
Total Volume and Open Interest |
723,344 |
1,500,815 |
-18,006 |
5-Year T-Notes(CBOT) |
Dec10 |
101122 |
120~006 |
120~076 |
119~119 |
120~067 |
+0~051 |
353,123 |
1,064,739 |
-560 |
Mar11 |
101122 |
119~026 |
119~109 |
119~023 |
119~100 |
+0~051 |
48,224 |
78,838 |
+25,268 |
Jun11 |
101122 |
118~124 |
118~124 |
118~073 |
118~124 |
+0~051 |
|
|
|
Total Volume and Open Interest |
401,347 |
1,143,577 |
+24,708 |
2 Year T-Notes(CBOT) |
Dec10 |
101122 |
109~081 |
109~094 |
109~079 |
109~091 |
+0~008 |
144,174 |
657,620 |
-4,249 |
Mar11 |
101122 |
109~065 |
109~083 |
109~063 |
109~081 |
+0~011 |
27,797 |
47,105 |
+13,628 |
Jun11 |
101122 |
109~064 |
109~064 |
109~053 |
109~064 |
+0~011 |
|
|
|
Total Volume and Open Interest |
171,971 |
704,725 |
+9,379 |
Eurodollars(CME) |
Dec10 |
101122 |
99.688 |
99.692 |
99.680 |
99.688 |
unch |
106,522 |
974,402 |
-24,128 |
Mar11 |
101122 |
99.600 |
99.610 |
99.575 |
99.595 |
-0.010 |
144,841 |
1,151,253 |
-7,352 |
Jun11 |
101122 |
99.505 |
99.520 |
99.485 |
99.500 |
-0.010 |
138,127 |
1,058,204 |
-3,182 |
Sep11 |
101122 |
99.390 |
99.420 |
99.380 |
99.405 |
unch |
149,584 |
916,402 |
+3,958 |
Dec11 |
101122 |
99.255 |
99.315 |
99.250 |
99.300 |
+0.030 |
182,647 |
829,456 |
+10,660 |
Mar12 |
101122 |
99.110 |
99.205 |
99.100 |
99.180 |
+0.065 |
129,725 |
717,810 |
-3,257 |
Jun12 |
101122 |
98.940 |
99.070 |
98.930 |
99.050 |
+0.100 |
97,374 |
456,807 |
-1,772 |
Sep12 |
101122 |
98.755 |
98.935 |
98.750 |
98.910 |
+0.135 |
90,544 |
362,456 |
-2,633 |
Dec12 |
101122 |
98.555 |
98.770 |
98.550 |
98.740 |
+0.165 |
69,093 |
291,568 |
-2,629 |
Mar13 |
101122 |
98.370 |
98.595 |
98.360 |
98.565 |
+0.175 |
53,029 |
223,983 |
-3,306 |
Jun13 |
101122 |
98.160 |
98.385 |
98.145 |
98.355 |
+0.175 |
42,089 |
145,593 |
+1,349 |
Sep13 |
101122 |
97.940 |
98.160 |
97.920 |
98.130 |
+0.170 |
37,745 |
168,520 |
+1,518 |
Dec13 |
101122 |
97.705 |
97.915 |
97.685 |
97.890 |
+0.165 |
27,847 |
120,126 |
-139 |
Mar14 |
101122 |
97.475 |
97.680 |
97.460 |
97.660 |
+0.155 |
17,614 |
103,917 |
+1,035 |
Jun14 |
101122 |
97.235 |
97.435 |
97.220 |
97.415 |
+0.145 |
19,567 |
103,758 |
-593 |
Sep14 |
101122 |
97.010 |
97.195 |
96.990 |
97.175 |
+0.135 |
17,847 |
68,212 |
+1,834 |
Dec14 |
101122 |
96.775 |
96.960 |
96.775 |
96.935 |
+0.125 |
23,275 |
85,082 |
-456 |
Mar15 |
101122 |
96.575 |
96.755 |
96.570 |
96.730 |
+0.115 |
14,132 |
46,765 |
+1,486 |
Total Volume and Open Interest |
1,394,486 |
8,017,118 |
-26,711 |
30 Day Federal Funds(CBOT) |
Nov10 |
101122 |
99.805 |
99.808 |
99.805 |
99.808 |
unch |
453 |
91,658 |
+185 |
Dec10 |
101122 |
99.815 |
99.820 |
99.810 |
99.815 |
unch |
5,961 |
87,540 |
+902 |
Jan11 |
101122 |
99.820 |
99.825 |
99.815 |
99.820 |
-0.005 |
505 |
62,685 |
+76 |
Feb11 |
101122 |
99.815 |
99.820 |
99.815 |
99.820 |
unch |
2,216 |
52,627 |
+1,429 |
Mar11 |
101122 |
99.815 |
99.820 |
99.815 |
99.820 |
unch |
3,155 |
31,261 |
+792 |
Apr11 |
101122 |
99.820 |
99.820 |
99.815 |
99.820 |
unch |
3,227 |
33,730 |
+313 |
Total Volume and Open Interest |
27,216 |
592,251 |
+4,613 |
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 |
101122 |
99.660 |
99.660 |
99.660 |
99.660 |
-0.005 |
60 |
2,349 |
+0 |
Mar11 |
101122 |
99.660 |
99.660 |
99.660 |
99.660 |
unch |
1 |
769 |
+1 |
Jun11 |
101122 |
99.660 |
99.660 |
99.660 |
99.660 |
unch |
0 |
150 |
+0 |
Sep11 |
101122 |
99.650 |
99.650 |
99.650 |
99.650 |
unch |
|
|
|
Dec11 |
101122 |
99.655 |
99.655 |
99.655 |
99.655 |
unch |
|
|
|
Mar12 |
101122 |
99.645 |
99.645 |
99.645 |
99.645 |
unch |
|
|
|
Jun12 |
101122 |
99.695 |
99.695 |
99.695 |
99.695 |
unch |
|
|
|
Sep12 |
101122 |
99.645 |
99.645 |
99.645 |
99.645 |
unch |
|
|
|
Dec12 |
101122 |
99.340 |
99.340 |
99.340 |
99.340 |
unch |
|
|
|
Mar13 |
101122 |
99.340 |
99.340 |
99.340 |
99.340 |
unch |
|
|
|
Total Volume and Open Interest |
61 |
3,268 |
+1 |
3-Mth Euro-Yen(SGX) |
Dec10 |
101122 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
4,388 |
-60 |
Mar11 |
101122 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
1,476 |
+1 |
Jun11 |
101122 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
1,536 |
+0 |
Sep11 |
101122 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
0 |
1,430 |
+0 |
Dec11 |
101122 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
0 |
110 |
+0 |
Mar12 |
101122 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
0 |
305 |
+0 |
Jun12 |
101122 |
99.69 |
99.69 |
99.69 |
99.69 |
unch |
0 |
754 |
+0 |
Sep12 |
101122 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
0 |
310 |
+0 |
Total Volume and Open Interest |
0 |
10,313 |
-59 |
Japanese Gov't Bonds(SGX) |
Dec10 |
101122 |
141.59 |
141.67 |
141.05 |
141.14 |
-0.52 |
3,269 |
16,402 |
-200 |
Mar11 |
101122 |
141.00 |
141.00 |
140.40 |
140.40 |
-0.60 |
0 |
2 |
+1 |
Jun11 |
101122 |
138.31 |
138.31 |
138.31 |
138.31 |
-0.60 |
|
|
|
Total Volume and Open Interest |
3,269 |
16,404 |
-199 |
Euro-Bund(EUREX) |
Dec10 |
101122 |
127.25 |
128.18 |
127.13 |
127.94 |
+0.53 |
707,951 |
1,013,650 |
+5,097 |
Mar11 |
101122 |
127.10 |
128.04 |
127.00 |
127.82 |
+0.56 |
2,211 |
26,954 |
+347 |
Jun11 |
101122 |
127.19 |
127.19 |
127.19 |
127.19 |
+0.53 |
280 |
0 |
+0 |
Total Volume and Open Interest |
710,442 |
1,040,604 |
+5,444 |
Euro-Bobl(EUREX) |
Dec10 |
101122 |
118.97 |
119.53 |
118.95 |
119.46 |
+0.37 |
461,457 |
725,533 |
+17,121 |
Mar11 |
101122 |
118.84 |
119.35 |
118.81 |
119.29 |
+0.37 |
8,578 |
99,650 |
+409 |
Jun11 |
101122 |
119.30 |
119.30 |
119.30 |
119.30 |
+0.37 |
0 |
1 |
+0 |
Total Volume and Open Interest |
470,035 |
825,184 |
+17,530 |
3-Mth Euribor(EUREX) |
Dec10 |
101122 |
98.925 |
98.935 |
98.925 |
98.935 |
+0.015 |
16 |
6,159 |
-32 |
Mar11 |
101122 |
98.770 |
98.795 |
98.765 |
98.795 |
+0.035 |
4 |
2,566 |
-84 |
Jun11 |
101122 |
98.645 |
98.685 |
98.645 |
98.685 |
+0.060 |
1 |
5,318 |
-12 |
Total Volume and Open Interest |
27 |
22,542 |
-260 |
Long Gilt(LIFFE) |
Dec10 |
101122 |
120~22 |
121~07 |
120~16 |
121~05 |
+0~16 |
111,015 |
288,930 |
-13,015 |
Mar11 |
101122 |
119~13 |
119~28 |
119~08 |
119~27 |
+0~16 |
402 |
9,201 |
+122 |
Total Volume and Open Interest |
111,417 |
298,131 |
-12,893 |
3-Mth Short Sterling(LIFFE) |
Dec10 |
101122 |
99.24 |
99.27 |
99.24 |
99.25 |
unch |
18,921 |
344,105 |
+2,562 |
Mar11 |
101122 |
99.14 |
99.19 |
99.13 |
99.17 |
+0.02 |
24,533 |
285,867 |
-1,026 |
Jun11 |
101122 |
99.02 |
99.07 |
99.00 |
99.06 |
+0.05 |
53,143 |
229,567 |
-11,138 |
Sep11 |
101122 |
98.85 |
98.92 |
98.84 |
98.91 |
+0.06 |
41,580 |
224,212 |
-3,023 |
Dec11 |
101122 |
98.67 |
98.74 |
98.65 |
98.73 |
+0.07 |
69,984 |
316,387 |
+6,489 |
Mar12 |
101122 |
98.48 |
98.57 |
98.47 |
98.56 |
+0.08 |
36,379 |
208,764 |
-2,493 |
Total Volume and Open Interest |
345,275 |
2,054,658 |
-9,684 |
3-Mth Euribor(LIFFE) |
Dec10 |
101122 |
98.925 |
98.965 |
98.920 |
98.935 |
+0.015 |
92,742 |
547,137 |
+9,304 |
Mar11 |
101122 |
98.755 |
98.810 |
98.750 |
98.795 |
+0.035 |
100,867 |
512,374 |
-6,476 |
Jun11 |
101122 |
98.630 |
98.700 |
98.615 |
98.685 |
+0.060 |
64,304 |
456,016 |
+5,838 |
Total Volume and Open Interest |
618,754 |
3,125,602 |
+17,174 |
3-Mth Aus T-Bills(SFE) |
Dec10 |
101122 |
94.96 |
94.97 |
94.96 |
94.97 |
unch |
3,816 |
156,283 |
-2,752 |
Mar11 |
101122 |
94.82 |
94.84 |
94.81 |
94.83 |
-0.01 |
13,778 |
162,817 |
-2,516 |
Jun11 |
101122 |
94.70 |
94.72 |
94.68 |
94.70 |
-0.01 |
9,366 |
99,903 |
+486 |
Sep11 |
101122 |
94.59 |
94.60 |
94.57 |
94.59 |
-0.01 |
3,082 |
55,469 |
-3,836 |
Dec11 |
101122 |
94.49 |
94.50 |
94.46 |
94.48 |
-0.02 |
2,039 |
38,506 |
+579 |
Mar12 |
101122 |
94.41 |
94.42 |
94.38 |
94.41 |
-0.01 |
656 |
40,440 |
-740 |
Jun12 |
101122 |
94.34 |
94.36 |
94.33 |
94.34 |
-0.03 |
2,879 |
33,830 |
+999 |
Sep12 |
101122 |
94.28 |
94.31 |
94.28 |
94.29 |
-0.02 |
492 |
12,990 |
+164 |
Dec12 |
101122 |
94.22 |
94.23 |
94.22 |
94.23 |
-0.04 |
58 |
2,001 |
+58 |
Mar13 |
101122 |
94.20 |
94.20 |
94.20 |
94.20 |
-0.04 |
4 |
1,798 |
+0 |
Total Volume and Open Interest |
36,171 |
605,109 |
-7,558 |
10-Year Aus T-Bonds(SFE) |
Dec10 |
101122 |
94.49 |
94.50 |
94.45 |
94.48 |
-0.01 |
26,041 |
386,617 |
+66 |
Mar11 |
101122 |
94.48 |
94.48 |
94.48 |
94.48 |
-0.01 |
|
|
|
Total Volume and Open Interest |
26,041 |
386,617 |
+66 |
3-Year Aus T-Bonds(SFE) |
Dec10 |
101122 |
94.81 |
94.82 |
94.76 |
94.78 |
-0.03 |
73,236 |
514,114 |
-16,012 |
Mar11 |
101122 |
94.73 |
94.73 |
94.73 |
94.73 |
-0.03 |
|
|
|
Total Volume and Open Interest |
73,236 |
514,114 |
-16,012 |
Gold(CMX) |
Dec10 |
101122 |
1357.0 |
1367.4 |
1347.9 |
1357.8 |
+5.5 |
166,005 |
235,323 |
-8,342 |
Feb11 |
101122 |
1359.9 |
1369.4 |
1350.0 |
1359.9 |
+5.5 |
22,803 |
191,823 |
+6,428 |
Apr11 |
101122 |
1362.3 |
1370.8 |
1352.9 |
1361.8 |
+5.5 |
1,492 |
29,515 |
+217 |
Jun11 |
101122 |
1364.1 |
1370.8 |
1355.3 |
1363.8 |
+5.5 |
1,168 |
29,302 |
-152 |
Aug11 |
101122 |
1366.0 |
1375.0 |
1357.3 |
1365.8 |
+5.5 |
145 |
13,494 |
-154 |
Oct11 |
101122 |
1367.6 |
1367.9 |
1367.3 |
1367.9 |
+5.5 |
162 |
10,128 |
+50 |
Dec11 |
101122 |
1370.4 |
1379.0 |
1362.1 |
1370.1 |
+5.6 |
1,376 |
29,974 |
+426 |
Feb12 |
101122 |
1372.5 |
1372.5 |
1372.5 |
1372.5 |
+5.5 |
0 |
6,011 |
+0 |
Apr12 |
101122 |
1375.0 |
1375.0 |
1375.0 |
1375.0 |
+5.4 |
0 |
5,788 |
+0 |
Jun12 |
101122 |
1377.6 |
1377.6 |
1377.6 |
1377.6 |
+5.4 |
251 |
10,107 |
+246 |
Aug12 |
101122 |
1380.5 |
1380.5 |
1380.5 |
1380.5 |
+5.3 |
25 |
4,733 |
+25 |
Total Volume and Open Interest |
196,479 |
627,278 |
-2,327 |
Silver(CMX) |
Dec10 |
101122 |
2759.0 |
2789.5 |
2707.5 |
2746.1 |
+28.2 |
83,935 |
48,952 |
-39 |
Mar11 |
101122 |
2760.0 |
2797.0 |
2717.0 |
2753.6 |
+28.2 |
11,318 |
48,082 |
+2,683 |
May11 |
101122 |
2736.0 |
2799.5 |
2730.0 |
2758.5 |
+28.3 |
938 |
11,979 |
-96 |
Jul11 |
101122 |
2776.0 |
2786.0 |
2739.0 |
2763.2 |
+28.3 |
245 |
8,755 |
-55 |
Sep11 |
101122 |
2765.5 |
2767.6 |
2765.5 |
2767.6 |
+28.4 |
51 |
6,115 |
-1 |
Dec11 |
101122 |
2792.5 |
2806.5 |
2752.5 |
2773.9 |
+28.5 |
1,213 |
10,756 |
+67 |
Mar12 |
101122 |
2779.4 |
2779.4 |
2779.4 |
2779.4 |
+27.5 |
0 |
355 |
+0 |
Total Volume and Open Interest |
98,485 |
146,778 |
+2,530 |
Platinum(NYMEX) |
Jan11 |
101122 |
1671.9 |
1678.0 |
1649.3 |
1655.5 |
-15.6 |
6,251 |
32,075 |
-291 |
Apr11 |
101122 |
1678.3 |
1681.0 |
1654.1 |
1659.8 |
-15.2 |
457 |
2,382 |
+435 |
Jul11 |
101122 |
1662.1 |
1662.1 |
1662.1 |
1662.1 |
-15.2 |
1 |
220 |
+0 |
Oct11 |
101122 |
1662.1 |
1662.1 |
1662.1 |
1662.1 |
-15.2 |
|
|
|
Total Volume and Open Interest |
6,710 |
34,680 |
+144 |
Palladium(NYMEX) |
Dec10 |
101122 |
706.90 |
715.00 |
679.05 |
684.70 |
-19.00 |
5,686 |
14,113 |
-824 |
Mar11 |
101122 |
709.90 |
715.65 |
680.85 |
686.60 |
-18.75 |
1,490 |
10,431 |
+1,086 |
Jun11 |
101122 |
687.45 |
692.60 |
687.45 |
687.45 |
-18.75 |
8 |
177 |
+2 |
Total Volume and Open Interest |
7,196 |
24,737 |
+267 |
Copper(CMX) |
Dec10 |
101122 |
384.60 |
387.05 |
372.60 |
375.15 |
-8.20 |
37,264 |
30,882 |
-2,089 |
Mar11 |
101122 |
384.75 |
387.85 |
373.75 |
376.20 |
-8.05 |
8,748 |
84,087 |
+1,627 |
May11 |
101122 |
383.00 |
383.65 |
374.50 |
376.00 |
-7.95 |
1,247 |
16,789 |
+171 |
Jul11 |
101122 |
374.95 |
375.25 |
374.85 |
375.25 |
-7.85 |
339 |
5,170 |
+162 |
Sep11 |
101122 |
374.30 |
374.30 |
374.30 |
374.30 |
-7.65 |
82 |
4,831 |
+18 |
Total Volume and Open Interest |
48,068 |
150,659 |
-122 |
DJIA Index(CBOT) |
Dec10 |
101122 |
11235 |
11240 |
11040 |
11165 |
-14 |
222 |
8,127 |
-56 |
Mar11 |
101122 |
11159 |
11159 |
11103 |
11103 |
-9 |
15 |
33 |
+12 |
Jun11 |
101122 |
11036 |
11049 |
11036 |
11036 |
-13 |
|
|
|
Sep11 |
101122 |
10980 |
10991 |
10980 |
10980 |
-11 |
|
|
|
Total Volume and Open Interest |
237 |
8,160 |
-44 |
S & P 500(CME) |
Dec10 |
101122 |
1202.70 |
1206.00 |
1182.70 |
1197.90 |
-0.30 |
22,638 |
353,258 |
+6,326 |
Mar11 |
101122 |
1187.00 |
1193.50 |
1178.00 |
1192.70 |
-0.30 |
652 |
11,329 |
+349 |
Jun11 |
101122 |
1187.80 |
1188.60 |
1173.10 |
1187.80 |
-0.30 |
0 |
2,714 |
+0 |
Sep11 |
101122 |
1183.10 |
1183.90 |
1168.40 |
1183.10 |
-0.30 |
0 |
130 |
+0 |
Total Volume and Open Interest |
23,290 |
367,481 |
+6,675 |
S & P 500 E-Mini(Globex) |
Dec10 |
101122 |
1202.75 |
1206.00 |
1182.50 |
1198.00 |
-0.25 |
1,733,603 |
2,794,626 |
-13,728 |
Mar11 |
101122 |
1194.50 |
1201.00 |
1178.50 |
1192.75 |
-0.25 |
6,421 |
41,707 |
+4,675 |
Total Volume and Open Interest |
1,740,030 |
2,836,449 |
-9,053 |
NASDAQ 100(CME) |
Dec10 |
101122 |
2143.50 |
2156.00 |
2120.00 |
2154.50 |
+21.00 |
1,715 |
31,464 |
-454 |
Mar11 |
101122 |
2152.50 |
2152.50 |
2120.00 |
2152.50 |
+21.00 |
0 |
60 |
-11 |
Jun11 |
101122 |
2150.00 |
2150.00 |
2147.50 |
2150.00 |
+21.00 |
|
|
|
Total Volume and Open Interest |
1,715 |
31,524 |
-465 |
NASDAQ 100 E-Mini(Globex) |
Dec10 |
101122 |
2139.00 |
2155.50 |
2120.80 |
2154.50 |
+21.00 |
216,792 |
442,747 |
-8,837 |
Mar11 |
101122 |
2135.00 |
2153.50 |
2120.00 |
2152.50 |
+21.00 |
102 |
1,405 |
+62 |
Total Volume and Open Interest |
216,894 |
444,164 |
-8,775 |
S & P Midcap 400(CME) |
Dec10 |
101122 |
844.50 |
856.30 |
843.50 |
856.30 |
+7.80 |
3 |
3,717 |
+2 |
Mar11 |
101122 |
854.30 |
854.30 |
853.00 |
854.30 |
+7.80 |
0 |
2 |
+0 |
Jun11 |
101122 |
852.30 |
852.30 |
851.00 |
852.30 |
+7.80 |
|
|
|
Total Volume and Open Interest |
3 |
3,719 |
+2 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Dec10 |
101122 |
10130 |
10180 |
9995 |
10105 |
unch |
7,490 |
41,895 |
-1,931 |
Mar11 |
101122 |
10235 |
10235 |
10050 |
10140 |
+5 |
3 |
13 |
+3 |
Total Volume and Open Interest |
7,493 |
41,908 |
-1,928 |
Nikkei 225(SGX) |
Dec10 |
101122 |
10085 |
10175 |
10010 |
10115 |
+55 |
115,394 |
214,379 |
+92 |
Mar11 |
101122 |
10060 |
10115 |
10060 |
10105 |
+55 |
164 |
4,424 |
+62 |
Jun11 |
101122 |
10035 |
10035 |
10035 |
10035 |
+55 |
0 |
2,126 |
+0 |
Total Volume and Open Interest |
115,558 |
227,483 |
+154 |
CAC 40(EURONEXT) |
Dec10 |
101122 |
3889.0 |
3907.0 |
3788.5 |
3819.5 |
-39.0 |
121,325 |
363,871 |
+72,913 |
Jan11 |
101122 |
3905.0 |
3905.0 |
3802.0 |
3822.0 |
-39.0 |
41 |
116 |
+38 |
Feb11 |
101122 |
3903.0 |
3903.0 |
3824.0 |
3824.0 |
|
|
|
|
Hang Seng Index(HKFE) |
Nov10 |
101122 |
23460 |
23659 |
23414 |
23575 |
-73 |
118,260 |
93,285 |
-6,250 |
Dec10 |
101122 |
23490 |
23650 |
23420 |
23575 |
-76 |
8,746 |
23,365 |
+567 |
Total Volume and Open Interest |
127,238 |
119,707 |
-5,680 |
DAX(EUREX) |
Dec10 |
101122 |
6887.5 |
6907.5 |
6797.0 |
6829.0 |
-15.0 |
148,483 |
197,829 |
+2,852 |
Mar11 |
101122 |
6889.0 |
6919.5 |
6815.0 |
6846.0 |
-14.5 |
820 |
13,762 |
+360 |
Jun11 |
101122 |
6910.0 |
6940.5 |
6835.5 |
6866.0 |
-15.5 |
200 |
4,482 |
-121 |
Total Volume and Open Interest |
149,503 |
216,073 |
+3,091 |
FT-SE 100(EURONEXT) |
Dec10 |
101122 |
5768.00 |
5793.00 |
5644.00 |
5685.00 |
-40.00 |
111,538 |
607,541 |
-7,361 |
Mar11 |
101122 |
5742.00 |
5742.00 |
5609.00 |
5645.00 |
-40.50 |
25 |
5,840 |
-1 |
Jun11 |
101122 |
5668.50 |
5668.50 |
5590.50 |
5603.00 |
-40.00 |
33 |
718 |
+10 |
Total Volume and Open Interest |
111,596 |
614,109 |
-7,352 |
SPI 200(SFE) |
Dec10 |
101122 |
4648.0 |
4688.0 |
4626.0 |
4665.0 |
+16.0 |
27,348 |
202,815 |
-5,857 |
Mar11 |
101122 |
4647.0 |
4663.0 |
4646.0 |
4663.0 |
+17.0 |
12 |
2,331 |
+10 |
Jun11 |
101122 |
4689.0 |
4689.0 |
4689.0 |
4689.0 |
+16.0 |
0 |
1,155 |
+0 |
Total Volume and Open Interest |
27,360 |
208,878 |
-5,863 |
GSCI(CME) |
Dec10 |
101122 |
567.00 |
567.10 |
559.50 |
565.00 |
unch |
208 |
14,757 |
+5 |
Jan11 |
101122 |
569.00 |
569.00 |
562.00 |
567.00 |
-0.50 |
0 |
3 |
+0 |
Feb11 |
101122 |
569.50 |
571.00 |
565.00 |
569.50 |
-1.00 |
|
|
|
Total Volume and Open Interest |
208 |
14,760 |
+5 |
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. |
|
|