|
MRCI's End of Day Prices |
Daily Futures Price Listing Tue November 23, 2010 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jan11 |
101123 |
1225.00 |
1246.50 |
1201.50 |
1239.00 |
+17.50 |
90,552 |
280,770 |
-2,276 |
Mar11 |
101123 |
1231.50 |
1253.00 |
1208.75 |
1246.25 |
+17.50 |
23,794 |
110,705 |
+946 |
May11 |
101123 |
1230.75 |
1251.50 |
1209.00 |
1246.25 |
+17.25 |
8,152 |
61,708 |
+529 |
Jul11 |
101123 |
1234.00 |
1251.50 |
1210.75 |
1248.00 |
+17.25 |
14,624 |
56,387 |
+2,046 |
Aug11 |
101123 |
1210.75 |
1229.00 |
1200.50 |
1229.00 |
+18.25 |
814 |
2,458 |
+82 |
Sep11 |
101123 |
1177.00 |
1189.00 |
1154.50 |
1189.00 |
+16.50 |
958 |
2,913 |
+155 |
Nov11 |
101123 |
1136.25 |
1155.00 |
1115.00 |
1149.00 |
+14.00 |
8,816 |
94,228 |
-317 |
Total Volume and Open Interest |
152,877 |
621,892 |
+6,086 |
Soybean Meal(CBOT) |
Dec10 |
101123 |
334.50 |
340.90 |
328.40 |
340.70 |
+7.10 |
31,063 |
38,492 |
-6,875 |
Jan11 |
101123 |
337.30 |
343.50 |
330.90 |
343.30 |
+7.20 |
24,397 |
59,686 |
+9,729 |
Mar11 |
101123 |
340.20 |
345.90 |
333.80 |
345.80 |
+7.20 |
8,178 |
34,708 |
+994 |
May11 |
101123 |
339.10 |
344.30 |
332.30 |
344.30 |
+6.80 |
4,038 |
23,772 |
+130 |
Jul11 |
101123 |
338.50 |
343.90 |
331.90 |
343.90 |
+7.10 |
3,202 |
16,443 |
+565 |
Aug11 |
101123 |
333.00 |
335.80 |
325.30 |
335.80 |
+7.30 |
817 |
4,403 |
-31 |
Sep11 |
101123 |
322.00 |
324.30 |
311.10 |
324.30 |
+7.30 |
600 |
4,884 |
+43 |
Oct11 |
101123 |
300.00 |
305.50 |
293.00 |
305.50 |
+6.80 |
223 |
4,804 |
+53 |
Total Volume and Open Interest |
73,837 |
204,275 |
+4,627 |
Soybean Oil(CBOT) |
Dec10 |
101123 |
49.27 |
49.75 |
48.27 |
49.22 |
+0.04 |
45,237 |
67,830 |
-6,221 |
Jan11 |
101123 |
49.56 |
50.09 |
48.60 |
49.57 |
+0.06 |
44,327 |
126,260 |
+652 |
Mar11 |
101123 |
49.92 |
50.48 |
49.01 |
49.99 |
+0.08 |
17,443 |
72,092 |
+2,472 |
May11 |
101123 |
50.25 |
50.77 |
49.31 |
50.29 |
+0.10 |
3,584 |
35,683 |
+113 |
Jul11 |
101123 |
50.45 |
50.97 |
49.56 |
50.55 |
+0.12 |
4,461 |
26,736 |
+174 |
Aug11 |
101123 |
49.97 |
50.64 |
49.66 |
50.64 |
+0.14 |
914 |
4,217 |
+308 |
Sep11 |
101123 |
50.54 |
50.72 |
49.77 |
50.72 |
+0.17 |
549 |
2,573 |
+83 |
Oct11 |
101123 |
50.80 |
50.80 |
49.78 |
50.79 |
+0.22 |
797 |
4,844 |
+252 |
Total Volume and Open Interest |
118,647 |
354,771 |
-2,296 |
Canola(WCE) |
Jan11 |
101123 |
535.5 |
536.8 |
526.0 |
534.7 |
-0.3 |
6,298 |
123,512 |
-1,820 |
Mar11 |
101123 |
541.0 |
541.9 |
531.8 |
540.5 |
-0.5 |
1,526 |
21,315 |
+390 |
May11 |
101123 |
541.6 |
543.0 |
535.0 |
543.0 |
-0.4 |
100 |
4,755 |
+5 |
Jul11 |
101123 |
538.4 |
543.4 |
534.0 |
543.4 |
-0.8 |
106 |
14,396 |
+8 |
Nov11 |
101123 |
480.0 |
498.1 |
479.8 |
496.0 |
+1.4 |
48 |
31,816 |
+3 |
Total Volume and Open Interest |
8,078 |
197,084 |
-1,414 |
Corn(CBOT) |
Dec10 |
101123 |
518.50 |
531.50 |
506.25 |
528.50 |
+13.25 |
215,864 |
252,828 |
-26,179 |
Mar11 |
101123 |
532.75 |
545.75 |
520.25 |
543.00 |
+13.75 |
143,584 |
678,089 |
+2,087 |
May11 |
101123 |
540.00 |
555.00 |
528.00 |
550.75 |
+13.50 |
17,137 |
142,294 |
+2,438 |
Jul11 |
101123 |
543.50 |
557.50 |
532.00 |
554.50 |
+13.75 |
40,978 |
223,546 |
+2,410 |
Sep11 |
101123 |
510.50 |
522.25 |
500.50 |
520.75 |
+13.00 |
2,747 |
39,169 |
+324 |
Dec11 |
101123 |
485.25 |
496.50 |
476.00 |
494.75 |
+11.50 |
24,270 |
255,553 |
-841 |
Total Volume and Open Interest |
449,752 |
1,648,935 |
-19,076 |
Wheat(CBOT) |
Dec10 |
101123 |
647.25 |
652.25 |
634.50 |
642.00 |
-3.50 |
30,081 |
80,171 |
-6,752 |
Mar11 |
101123 |
686.50 |
691.00 |
673.25 |
680.75 |
-3.75 |
24,660 |
206,388 |
+2,759 |
May11 |
101123 |
713.00 |
715.25 |
698.75 |
705.50 |
-3.75 |
2,756 |
47,231 |
-15 |
Jul11 |
101123 |
720.25 |
726.75 |
710.50 |
717.75 |
-2.50 |
3,325 |
85,649 |
+217 |
Sep11 |
101123 |
742.25 |
744.75 |
728.75 |
735.25 |
-3.00 |
896 |
16,518 |
+65 |
Total Volume and Open Interest |
63,724 |
503,220 |
-4,636 |
Wheat(KCBT) |
Dec10 |
101123 |
714.50 |
719.25 |
701.00 |
711.50 |
-1.00 |
12,922 |
37,407 |
-3,307 |
Mar11 |
101123 |
730.25 |
735.00 |
717.00 |
727.50 |
-0.75 |
9,362 |
104,238 |
+1,752 |
May11 |
101123 |
738.75 |
744.25 |
726.50 |
737.00 |
-0.50 |
1,317 |
21,451 |
+359 |
Jul11 |
101123 |
746.25 |
749.50 |
732.25 |
742.75 |
-0.50 |
1,321 |
49,487 |
-3 |
Sep11 |
101123 |
754.25 |
756.75 |
740.50 |
751.00 |
-0.25 |
475 |
7,782 |
+162 |
Total Volume and Open Interest |
25,766 |
231,081 |
-1,066 |
Wheat(MGE) |
Dec10 |
101123 |
731.00 |
736.00 |
720.00 |
729.00 |
-1.00 |
4,138 |
7,061 |
-819 |
Mar11 |
101123 |
746.00 |
753.75 |
736.50 |
747.25 |
+1.50 |
3,355 |
27,553 |
+15 |
May11 |
101123 |
758.25 |
761.00 |
745.00 |
755.25 |
+0.75 |
428 |
8,202 |
-99 |
Jul11 |
101123 |
762.00 |
764.50 |
748.75 |
756.75 |
-0.50 |
245 |
7,502 |
-63 |
Sep11 |
101123 |
758.75 |
766.00 |
752.50 |
761.25 |
+0.25 |
52 |
6,414 |
-8 |
Total Volume and Open Interest |
8,284 |
64,356 |
-975 |
Oats(CBOT) |
Dec10 |
101123 |
352.00 |
354.00 |
343.00 |
347.50 |
-3.50 |
572 |
2,643 |
-390 |
Mar11 |
101123 |
364.00 |
367.00 |
355.50 |
360.00 |
-3.75 |
259 |
8,984 |
+101 |
May11 |
101123 |
364.50 |
369.50 |
364.50 |
365.75 |
-3.75 |
2 |
535 |
+1 |
Jul11 |
101123 |
370.50 |
374.75 |
370.50 |
371.00 |
-3.75 |
3 |
126 |
+1 |
Total Volume and Open Interest |
848 |
13,173 |
-287 |
Rough Rice(CBOT) |
Jan11 |
101123 |
13.76 |
13.85 |
13.24 |
13.40 |
-0.34 |
386 |
10,609 |
-42 |
Mar11 |
101123 |
14.04 |
14.12 |
13.52 |
13.68 |
-0.34 |
120 |
3,243 |
+15 |
May11 |
101123 |
13.95 |
14.14 |
13.78 |
13.95 |
-0.34 |
9 |
994 |
+7 |
Jul11 |
101123 |
14.05 |
14.35 |
13.99 |
14.17 |
-0.32 |
2 |
1,511 |
+0 |
Total Volume and Open Interest |
523 |
17,005 |
-15 |
Live Cattle(CME) |
Dec10 |
101123 |
100.800 |
102.285 |
100.550 |
101.550 |
+0.620 |
9,197 |
54,690 |
-930 |
Feb11 |
101123 |
104.600 |
106.050 |
104.350 |
105.230 |
+0.630 |
15,808 |
142,664 |
+298 |
Apr11 |
101123 |
107.800 |
109.000 |
107.600 |
108.385 |
+0.435 |
6,318 |
74,955 |
+2,185 |
Jun11 |
101123 |
104.500 |
105.550 |
104.330 |
104.980 |
+0.400 |
2,003 |
33,371 |
+65 |
Aug11 |
101123 |
103.980 |
105.000 |
103.600 |
104.635 |
+0.455 |
1,211 |
13,625 |
+367 |
Oct11 |
101123 |
106.500 |
107.700 |
106.080 |
107.200 |
+0.550 |
481 |
6,693 |
+222 |
Total Volume and Open Interest |
35,168 |
328,806 |
+2,287 |
Feeder Cattle(CME) |
Jan11 |
101123 |
117.350 |
118.135 |
117.135 |
117.830 |
+0.430 |
1,836 |
15,487 |
+172 |
Mar11 |
101123 |
117.680 |
118.450 |
117.535 |
118.300 |
+0.600 |
1,212 |
7,939 |
+533 |
Apr11 |
101123 |
118.100 |
118.850 |
118.100 |
118.830 |
+0.350 |
260 |
2,269 |
+122 |
May11 |
101123 |
118.230 |
119.000 |
118.080 |
118.800 |
+0.500 |
233 |
3,099 |
+95 |
Aug11 |
101123 |
119.500 |
119.850 |
119.135 |
119.850 |
+0.350 |
252 |
2,360 |
+200 |
Sep11 |
101123 |
118.550 |
118.850 |
118.300 |
118.850 |
+0.050 |
15 |
152 |
+10 |
Oct11 |
101123 |
118.000 |
118.150 |
117.900 |
118.150 |
+0.150 |
7 |
31 |
+7 |
Total Volume and Open Interest |
3,815 |
31,337 |
+1,139 |
Lean Hogs(CME) |
Dec10 |
101123 |
69.500 |
70.180 |
69.000 |
69.830 |
+0.430 |
8,082 |
26,076 |
-1,845 |
Feb11 |
101123 |
76.900 |
77.180 |
75.830 |
76.900 |
-0.030 |
9,710 |
76,509 |
+359 |
Apr11 |
101123 |
80.500 |
81.080 |
79.475 |
80.885 |
+0.185 |
3,968 |
47,662 |
+670 |
May11 |
101123 |
86.000 |
86.550 |
85.000 |
86.550 |
+0.050 |
247 |
1,523 |
+79 |
Jun11 |
101123 |
88.300 |
89.150 |
87.550 |
89.080 |
+0.030 |
1,963 |
28,805 |
+289 |
Jul11 |
101123 |
88.080 |
88.350 |
86.750 |
88.230 |
-0.155 |
291 |
6,380 |
+0 |
Aug11 |
101123 |
86.950 |
87.400 |
85.750 |
87.400 |
-0.080 |
164 |
5,646 |
+76 |
Oct11 |
101123 |
77.830 |
78.400 |
76.900 |
78.400 |
+0.400 |
154 |
3,968 |
+24 |
Total Volume and Open Interest |
24,649 |
198,136 |
-289 |
Class III Milk(CME) |
Nov10 |
101123 |
15.44 |
15.44 |
15.40 |
15.42 |
-0.01 |
35 |
4,988 |
-11 |
Dec10 |
101123 |
13.87 |
13.93 |
13.77 |
13.87 |
unch |
350 |
5,773 |
-147 |
Jan11 |
101123 |
13.69 |
13.70 |
13.56 |
13.62 |
-0.08 |
195 |
3,574 |
+67 |
Feb11 |
101123 |
13.89 |
13.91 |
13.77 |
13.79 |
-0.12 |
102 |
2,762 |
+13 |
Mar11 |
101123 |
14.03 |
14.06 |
13.99 |
14.04 |
-0.02 |
139 |
2,534 |
-7 |
Total Volume and Open Interest |
1,300 |
28,753 |
+256 |
Cocoa(ICE) |
Dec10 |
101123 |
2765 |
2795 |
2765 |
2775 |
-36 |
45 |
126 |
-42 |
Mar11 |
101123 |
2848 |
2864 |
2802 |
2804 |
-35 |
4,824 |
71,730 |
-917 |
May11 |
101123 |
2869 |
2869 |
2823 |
2825 |
-34 |
895 |
19,710 |
-200 |
Jul11 |
101123 |
2870 |
2885 |
2844 |
2845 |
-34 |
239 |
9,375 |
+90 |
Sep11 |
101123 |
2904 |
2907 |
2860 |
2860 |
-37 |
68 |
4,458 |
-9 |
Dec11 |
101123 |
2905 |
2911 |
2878 |
2878 |
-35 |
79 |
9,693 |
+62 |
Mar12 |
101123 |
2974 |
2995 |
2950 |
2950 |
-37 |
0 |
10,149 |
+0 |
Total Volume and Open Interest |
6,150 |
130,408 |
-1,016 |
Coffee "C"(ICE) |
Dec10 |
101123 |
206.00 |
210.45 |
201.40 |
210.35 |
+4.20 |
748 |
1,566 |
-519 |
Mar11 |
101123 |
207.00 |
211.60 |
201.45 |
210.55 |
+3.40 |
6,758 |
89,964 |
+235 |
May11 |
101123 |
207.70 |
212.00 |
203.00 |
210.95 |
+3.25 |
781 |
19,579 |
-152 |
Jul11 |
101123 |
204.60 |
210.15 |
204.15 |
210.15 |
+3.30 |
174 |
6,643 |
+92 |
Sep11 |
101123 |
201.85 |
207.80 |
201.85 |
207.80 |
+3.40 |
42 |
3,096 |
+0 |
Dec11 |
101123 |
196.00 |
204.25 |
196.00 |
204.25 |
+3.55 |
9 |
6,042 |
+1 |
Total Volume and Open Interest |
8,525 |
127,973 |
-353 |
Orange Juice(ICE) |
Jan11 |
101123 |
154.10 |
155.80 |
151.70 |
152.55 |
-1.15 |
1,269 |
22,254 |
+19 |
Mar11 |
101123 |
155.05 |
155.05 |
152.65 |
153.50 |
-1.15 |
159 |
3,498 |
+7 |
May11 |
101123 |
155.25 |
155.25 |
153.40 |
154.05 |
-1.15 |
68 |
1,016 |
+30 |
Jul11 |
101123 |
154.65 |
154.65 |
154.65 |
154.65 |
-1.15 |
1 |
1,563 |
+0 |
Sep11 |
101123 |
155.25 |
155.25 |
155.25 |
155.25 |
-1.15 |
1 |
300 |
+0 |
Nov11 |
101123 |
154.65 |
154.65 |
154.65 |
154.65 |
-1.35 |
0 |
15 |
+0 |
Total Volume and Open Interest |
1,498 |
28,669 |
+56 |
Sugar #11(ICE) |
Mar11 |
101123 |
26.82 |
27.44 |
25.45 |
27.33 |
+0.83 |
49,202 |
235,160 |
-2,722 |
May11 |
101123 |
24.50 |
25.00 |
23.17 |
24.93 |
+0.78 |
19,871 |
97,614 |
-133 |
Jul11 |
101123 |
21.95 |
22.54 |
20.84 |
22.47 |
+0.74 |
15,080 |
99,474 |
+1,406 |
Oct11 |
101123 |
20.40 |
21.08 |
19.63 |
21.02 |
+0.66 |
6,110 |
55,329 |
-732 |
Mar12 |
101123 |
19.56 |
20.45 |
19.01 |
20.35 |
+0.66 |
2,141 |
47,681 |
+137 |
Total Volume and Open Interest |
93,835 |
578,371 |
-1,856 |
London Cocoa(LCE) |
Dec10 |
101123 |
1876 |
1893 |
1868 |
1868 |
-10 |
3,550 |
50,934 |
-1,255 |
Mar11 |
101123 |
1871 |
1882 |
1859 |
1860 |
-9 |
4,263 |
56,169 |
-264 |
May11 |
101123 |
1884 |
1895 |
1874 |
1874 |
-9 |
1,168 |
19,926 |
+275 |
Jul11 |
101123 |
1908 |
1911 |
1889 |
1890 |
-10 |
1,275 |
13,383 |
+356 |
Sep11 |
101123 |
1923 |
1925 |
1904 |
1905 |
-9 |
262 |
9,739 |
-126 |
Dec11 |
101123 |
1937 |
1938 |
1919 |
1919 |
-11 |
258 |
15,795 |
+59 |
Mar12 |
101123 |
1948 |
1948 |
1932 |
1932 |
-12 |
4 |
12,992 |
+0 |
Total Volume and Open Interest |
10,786 |
181,925 |
-949 |
London Sugar(LCE) |
Mar11 |
101123 |
681.00 |
681.90 |
657.70 |
681.00 |
+7.30 |
3,087 |
30,283 |
-750 |
May11 |
101123 |
653.00 |
653.00 |
629.40 |
649.50 |
+3.60 |
665 |
8,485 |
+164 |
Aug11 |
101123 |
596.90 |
596.90 |
572.20 |
592.80 |
+3.30 |
389 |
6,618 |
-127 |
Oct11 |
101123 |
543.70 |
555.40 |
533.40 |
552.30 |
+3.30 |
235 |
1,781 |
+156 |
Dec11 |
101123 |
528.00 |
537.50 |
520.00 |
537.50 |
+3.90 |
72 |
620 |
+51 |
Total Volume and Open Interest |
4,448 |
48,300 |
-506 |
Cotton(ICE) |
Dec10 |
101123 |
121.45 |
121.45 |
110.85 |
113.09 |
-8.81 |
3,635 |
1,613 |
-2,734 |
Mar11 |
101123 |
118.10 |
118.30 |
111.79 |
111.79 |
-6.00 |
19,032 |
113,325 |
+502 |
May11 |
101123 |
113.31 |
113.31 |
106.97 |
106.97 |
-6.00 |
3,718 |
19,414 |
+143 |
Jul11 |
101123 |
108.04 |
108.04 |
102.06 |
102.06 |
-6.00 |
3,738 |
28,593 |
+457 |
Oct11 |
101123 |
95.76 |
95.76 |
93.62 |
95.30 |
-4.24 |
17 |
421 |
-4 |
Dec11 |
101123 |
86.15 |
86.40 |
82.82 |
84.20 |
-2.32 |
2,107 |
31,388 |
+36 |
Total Volume and Open Interest |
32,270 |
196,315 |
-1,590 |
Lumber(CME) |
Jan11 |
101123 |
256.3 |
256.8 |
250.7 |
252.6 |
-0.7 |
600 |
5,270 |
-241 |
Mar11 |
101123 |
275.0 |
275.0 |
270.5 |
274.4 |
+1.9 |
253 |
3,043 |
+3 |
May11 |
101123 |
283.5 |
284.6 |
280.6 |
284.6 |
-0.1 |
315 |
808 |
+12 |
Jul11 |
101123 |
287.0 |
287.0 |
287.0 |
287.0 |
-2.1 |
0 |
174 |
+0 |
Total Volume and Open Interest |
1,168 |
9,295 |
-226 |
Crude Oil(NYM) |
Jan11 |
101123 |
81.61 |
82.10 |
80.28 |
81.25 |
-0.49 |
290,222 |
351,027 |
-2,681 |
Feb11 |
101123 |
82.29 |
82.66 |
80.89 |
81.83 |
-0.50 |
56,471 |
109,642 |
-360 |
Mar11 |
101123 |
82.88 |
83.10 |
81.41 |
82.35 |
-0.48 |
30,256 |
118,653 |
+4,132 |
Apr11 |
101123 |
83.17 |
83.29 |
81.82 |
82.74 |
-0.45 |
8,978 |
44,495 |
-365 |
May11 |
101123 |
83.36 |
83.50 |
82.22 |
83.07 |
-0.41 |
7,621 |
35,820 |
-1,981 |
Jun11 |
101123 |
83.57 |
84.01 |
82.46 |
83.37 |
-0.38 |
18,021 |
85,559 |
-1,312 |
Jul11 |
101123 |
83.18 |
84.22 |
83.16 |
83.62 |
-0.37 |
3,365 |
35,331 |
-16 |
Aug11 |
101123 |
83.43 |
84.24 |
83.43 |
83.84 |
-0.37 |
1,577 |
18,328 |
+333 |
Sep11 |
101123 |
83.95 |
84.43 |
83.61 |
84.05 |
-0.38 |
1,656 |
23,941 |
+174 |
Oct11 |
101123 |
83.89 |
84.64 |
83.89 |
84.25 |
-0.39 |
1,314 |
16,735 |
-72 |
Nov11 |
101123 |
84.12 |
84.85 |
84.12 |
84.46 |
-0.39 |
3,238 |
20,112 |
-1,534 |
Dec11 |
101123 |
85.09 |
85.25 |
83.85 |
84.68 |
-0.40 |
17,426 |
140,051 |
-2,604 |
Jan12 |
101123 |
84.77 |
84.77 |
84.77 |
84.77 |
-0.40 |
1,075 |
18,254 |
+381 |
Feb12 |
101123 |
84.86 |
84.86 |
84.86 |
84.86 |
-0.39 |
161 |
8,007 |
-40 |
Mar12 |
101123 |
84.95 |
84.95 |
84.95 |
84.95 |
-0.38 |
54 |
10,333 |
+54 |
Apr12 |
101123 |
85.04 |
85.04 |
85.04 |
85.04 |
-0.37 |
5 |
3,783 |
+5 |
Total Volume and Open Interest |
448,548 |
1,334,929 |
-4,809 |
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 |
101123 |
81.600 |
82.100 |
80.300 |
81.250 |
-0.500 |
7,741 |
4,154 |
+135 |
Feb11 |
101123 |
82.350 |
82.475 |
80.900 |
81.825 |
-0.500 |
239 |
840 |
+59 |
Mar11 |
101123 |
82.625 |
82.625 |
81.400 |
82.350 |
-0.475 |
108 |
265 |
+60 |
Apr11 |
101123 |
82.400 |
82.750 |
82.400 |
82.750 |
-0.450 |
0 |
2 |
+0 |
May11 |
101123 |
83.075 |
83.075 |
83.075 |
83.075 |
-0.400 |
1 |
13 |
+0 |
Jun11 |
101123 |
83.175 |
83.900 |
83.175 |
83.375 |
-0.375 |
2 |
8 |
+1 |
Jul11 |
101123 |
83.625 |
83.625 |
83.625 |
83.625 |
-0.375 |
0 |
2 |
+0 |
Aug11 |
101123 |
83.850 |
83.850 |
83.850 |
83.850 |
-0.350 |
|
|
|
Total Volume and Open Interest |
8,093 |
5,441 |
+257 |
Heating Oil(NYM) |
Dec10 |
101123 |
226.67 |
227.54 |
222.80 |
224.96 |
-1.90 |
30,158 |
42,066 |
-6,388 |
Jan11 |
101123 |
228.22 |
229.21 |
224.51 |
226.69 |
-1.87 |
39,635 |
91,232 |
-695 |
Feb11 |
101123 |
230.10 |
230.10 |
225.52 |
227.65 |
-1.87 |
13,057 |
38,407 |
+1,534 |
Mar11 |
101123 |
229.36 |
229.79 |
226.00 |
227.83 |
-1.90 |
5,439 |
30,965 |
+238 |
Apr11 |
101123 |
225.90 |
227.90 |
225.30 |
226.82 |
-1.93 |
2,725 |
16,502 |
+499 |
May11 |
101123 |
224.44 |
226.64 |
224.44 |
226.25 |
-1.83 |
2,195 |
17,451 |
+361 |
Jun11 |
101123 |
227.57 |
228.24 |
224.56 |
226.29 |
-1.76 |
6,872 |
37,121 |
+1,352 |
Jul11 |
101123 |
226.47 |
228.69 |
226.47 |
227.25 |
-1.73 |
1,978 |
7,451 |
+737 |
Aug11 |
101123 |
228.42 |
228.42 |
228.42 |
228.42 |
-1.75 |
240 |
4,287 |
+50 |
Sep11 |
101123 |
228.38 |
229.92 |
228.38 |
229.92 |
-1.77 |
129 |
5,126 |
+34 |
Oct11 |
101123 |
231.50 |
231.77 |
231.50 |
231.77 |
-1.79 |
78 |
2,821 |
+9 |
Nov11 |
101123 |
233.84 |
233.84 |
233.57 |
233.57 |
-1.82 |
78 |
2,873 |
-1 |
Total Volume and Open Interest |
103,354 |
318,053 |
-2,217 |
Gasoline(NYMEX) |
Dec10 |
101123 |
214.60 |
215.35 |
210.15 |
213.42 |
-1.77 |
23,811 |
34,132 |
-4,291 |
Jan11 |
101123 |
209.50 |
210.25 |
205.77 |
208.68 |
-1.09 |
44,669 |
98,184 |
-1,426 |
Feb11 |
101123 |
210.59 |
210.59 |
206.50 |
209.19 |
-0.96 |
20,940 |
33,132 |
+1,129 |
Mar11 |
101123 |
210.54 |
211.76 |
208.43 |
210.81 |
-0.94 |
9,899 |
25,818 |
+1,746 |
Apr11 |
101123 |
221.10 |
222.76 |
219.25 |
221.47 |
-1.04 |
3,118 |
22,172 |
-133 |
May11 |
101123 |
220.86 |
222.67 |
220.68 |
222.42 |
-1.05 |
2,019 |
10,668 |
-155 |
Jun11 |
101123 |
223.11 |
223.75 |
221.45 |
223.04 |
-1.01 |
2,531 |
13,246 |
+64 |
Jul11 |
101123 |
222.00 |
223.02 |
222.00 |
222.86 |
-1.01 |
639 |
4,262 |
-88 |
Aug11 |
101123 |
222.62 |
222.68 |
222.41 |
222.41 |
-0.98 |
68 |
5,469 |
-13 |
Sep11 |
101123 |
221.45 |
221.45 |
221.45 |
221.45 |
-0.88 |
173 |
2,875 |
+107 |
Total Volume and Open Interest |
109,040 |
282,749 |
-3,266 |
e-miNY RBOB Gasoline(NYM) |
Dec10 |
101123 |
213.40 |
213.42 |
213.40 |
213.40 |
-1.80 |
0 |
3 |
+0 |
Jan11 |
101123 |
208.70 |
208.70 |
208.68 |
208.70 |
-1.10 |
0 |
1 |
+0 |
Feb11 |
101123 |
209.20 |
209.20 |
209.19 |
209.20 |
-1.00 |
0 |
1 |
+0 |
Mar11 |
101123 |
210.80 |
210.81 |
210.80 |
210.80 |
-1.00 |
0 |
1 |
+0 |
Total Volume and Open Interest |
0 |
10 |
+0 |
Natural Gas(NYM) |
Dec10 |
101123 |
4.262 |
4.290 |
4.115 |
4.264 |
-0.007 |
103,531 |
21,266 |
-7,853 |
Jan11 |
101123 |
4.415 |
4.454 |
4.291 |
4.415 |
-0.017 |
99,105 |
229,674 |
-1,117 |
Feb11 |
101123 |
4.425 |
4.455 |
4.303 |
4.421 |
-0.014 |
27,630 |
60,550 |
+1,665 |
Mar11 |
101123 |
4.394 |
4.404 |
4.266 |
4.376 |
-0.013 |
25,244 |
94,176 |
+694 |
Apr11 |
101123 |
4.350 |
4.359 |
4.231 |
4.327 |
-0.012 |
19,984 |
68,773 |
-118 |
May11 |
101123 |
4.353 |
4.363 |
4.265 |
4.351 |
-0.014 |
4,628 |
25,007 |
+236 |
Jun11 |
101123 |
4.434 |
4.438 |
4.312 |
4.398 |
-0.015 |
2,481 |
13,317 |
+75 |
Jul11 |
101123 |
4.424 |
4.473 |
4.374 |
4.456 |
-0.015 |
1,886 |
11,327 |
+121 |
Aug11 |
101123 |
4.435 |
4.496 |
4.435 |
4.496 |
-0.014 |
1,702 |
13,440 |
-34 |
Sep11 |
101123 |
4.501 |
4.515 |
4.443 |
4.515 |
-0.012 |
1,260 |
10,258 |
-47 |
Oct11 |
101123 |
4.564 |
4.597 |
4.525 |
4.596 |
-0.011 |
5,856 |
42,348 |
+219 |
Nov11 |
101123 |
4.808 |
4.810 |
4.778 |
4.810 |
-0.008 |
1,375 |
21,126 |
-166 |
Dec11 |
101123 |
5.123 |
5.133 |
5.045 |
5.108 |
-0.005 |
1,915 |
19,375 |
+255 |
Jan12 |
101123 |
5.230 |
5.288 |
5.229 |
5.288 |
+0.001 |
2,227 |
25,240 |
-328 |
Feb12 |
101123 |
5.226 |
5.252 |
5.215 |
5.252 |
unch |
44 |
6,288 |
-15 |
Mar12 |
101123 |
5.121 |
5.142 |
5.120 |
5.142 |
-0.001 |
142 |
14,339 |
+38 |
Total Volume and Open Interest |
299,529 |
754,358 |
-6,327 |
Brent Crude Oil(ICE) |
Jan11 |
101123 |
83.75 |
84.00 |
82.43 |
83.25 |
-0.71 |
148,048 |
251,375 |
-5,420 |
Feb11 |
101123 |
84.09 |
84.16 |
82.63 |
83.42 |
-0.69 |
44,729 |
162,224 |
+2,653 |
Mar11 |
101123 |
84.26 |
84.31 |
82.87 |
83.63 |
-0.65 |
23,489 |
86,669 |
+1,168 |
Apr11 |
101123 |
84.42 |
84.49 |
83.10 |
83.86 |
-0.61 |
9,689 |
39,990 |
+1,023 |
May11 |
101123 |
84.62 |
84.67 |
83.34 |
84.09 |
-0.58 |
8,100 |
26,425 |
+1,450 |
Jun11 |
101123 |
84.87 |
84.95 |
83.58 |
84.33 |
-0.56 |
16,406 |
48,843 |
+753 |
Jul11 |
101123 |
85.02 |
85.07 |
83.89 |
84.55 |
-0.54 |
2,515 |
13,120 |
+182 |
Aug11 |
101123 |
85.20 |
85.25 |
84.13 |
84.75 |
-0.54 |
1,494 |
12,281 |
-185 |
Sep11 |
101123 |
85.37 |
85.44 |
84.33 |
84.93 |
-0.54 |
1,185 |
9,059 |
+29 |
Oct11 |
101123 |
85.00 |
85.11 |
85.00 |
85.11 |
-0.53 |
1,357 |
7,365 |
-323 |
Nov11 |
101123 |
85.28 |
85.28 |
85.28 |
85.28 |
-0.52 |
588 |
11,053 |
-147 |
Dec11 |
101123 |
85.84 |
86.01 |
84.79 |
85.46 |
-0.51 |
12,701 |
81,352 |
+162 |
Jan12 |
101123 |
85.64 |
85.64 |
85.64 |
85.64 |
-0.50 |
76 |
10,987 |
-74 |
Feb12 |
101123 |
85.79 |
85.79 |
85.79 |
85.79 |
-0.49 |
50 |
6,487 |
+0 |
Total Volume and Open Interest |
271,892 |
846,095 |
+1,083 |
Gas Oil(ICE) |
Dec10 |
101123 |
705.75 |
707.00 |
694.50 |
699.75 |
-1.00 |
62,970 |
80,713 |
+1,506 |
Jan11 |
101123 |
712.25 |
712.25 |
699.75 |
705.00 |
-1.50 |
69,839 |
116,664 |
+2,555 |
Feb11 |
101123 |
715.75 |
715.75 |
703.25 |
708.25 |
-2.00 |
29,011 |
58,221 |
+278 |
Mar11 |
101123 |
713.25 |
716.75 |
705.50 |
710.50 |
-1.75 |
18,050 |
42,967 |
+2,382 |
Apr11 |
101123 |
715.25 |
716.25 |
706.75 |
711.75 |
-1.50 |
11,211 |
46,753 |
+86 |
May11 |
101123 |
715.50 |
717.25 |
708.25 |
713.25 |
-1.25 |
8,194 |
37,486 |
+145 |
Jun11 |
101123 |
717.00 |
721.75 |
710.25 |
715.00 |
-1.25 |
14,415 |
47,257 |
-1,195 |
Jul11 |
101123 |
720.25 |
722.00 |
714.00 |
718.25 |
-1.25 |
1,612 |
16,733 |
+503 |
Aug11 |
101123 |
726.50 |
726.50 |
717.75 |
722.00 |
-1.25 |
656 |
13,305 |
-103 |
Sep11 |
101123 |
727.25 |
730.00 |
723.75 |
725.50 |
-1.25 |
610 |
9,930 |
-83 |
Total Volume and Open Interest |
223,607 |
584,249 |
+5,947 |
Ethanol(CBOT) |
Nov10 |
101103 |
2.395 |
2.395 |
2.361 |
2.390 |
+0.013 |
35 |
50 |
-30 |
Dec10 |
101123 |
2.054 |
2.110 |
2.035 |
2.109 |
+0.023 |
49 |
640 |
+13 |
Jan11 |
101123 |
2.009 |
2.069 |
2.009 |
2.068 |
+0.023 |
12 |
941 |
+2 |
Feb11 |
101123 |
1.996 |
2.037 |
1.996 |
2.030 |
+0.015 |
3 |
921 |
-1 |
Mar11 |
101123 |
1.999 |
2.040 |
1.995 |
2.040 |
+0.020 |
11 |
1,083 |
+8 |
Apr11 |
101123 |
2.015 |
2.048 |
2.015 |
2.047 |
+0.021 |
13 |
852 |
+9 |
May11 |
101123 |
2.024 |
2.073 |
2.024 |
2.068 |
+0.032 |
12 |
352 |
+6 |
Jun11 |
101123 |
2.021 |
2.073 |
2.021 |
2.070 |
+0.033 |
10 |
621 |
+10 |
Total Volume and Open Interest |
149 |
7,925 |
+62 |
WTI Crude Oil(ICE |
Jan11 |
101123 |
81.74 |
81.97 |
80.29 |
81.25 |
-0.49 |
75,017 |
104,858 |
-5,200 |
Feb11 |
101123 |
82.32 |
82.53 |
80.89 |
81.83 |
-0.50 |
26,660 |
48,672 |
-1,520 |
Mar11 |
101123 |
82.83 |
83.01 |
81.44 |
82.35 |
-0.48 |
12,910 |
46,382 |
+2,997 |
Apr11 |
101123 |
82.41 |
83.31 |
81.84 |
82.74 |
-0.45 |
5,464 |
28,886 |
+416 |
May11 |
101123 |
83.33 |
83.64 |
82.17 |
83.07 |
-0.41 |
5,058 |
17,800 |
-813 |
Jun11 |
101123 |
82.96 |
83.92 |
82.47 |
83.37 |
-0.38 |
7,877 |
48,526 |
+691 |
Jul11 |
101123 |
83.70 |
84.15 |
82.76 |
83.62 |
-0.37 |
1,492 |
13,770 |
-857 |
Aug11 |
101123 |
83.02 |
84.36 |
83.00 |
83.84 |
-0.37 |
1,347 |
9,098 |
-592 |
Sep11 |
101123 |
83.23 |
84.56 |
83.23 |
84.05 |
-0.38 |
609 |
11,213 |
-104 |
Oct11 |
101123 |
84.25 |
84.25 |
84.25 |
84.25 |
-0.39 |
359 |
4,395 |
+191 |
Nov11 |
101123 |
84.46 |
84.46 |
84.46 |
84.46 |
-0.39 |
451 |
7,689 |
+304 |
Dec11 |
101123 |
84.28 |
85.14 |
83.89 |
84.68 |
-0.40 |
6,928 |
54,236 |
+410 |
Jan12 |
101123 |
84.25 |
84.77 |
84.25 |
84.77 |
-0.40 |
0 |
5,223 |
+0 |
Feb12 |
101123 |
84.86 |
84.86 |
84.86 |
84.86 |
-0.39 |
1 |
1,169 |
-1 |
Mar12 |
101123 |
84.95 |
84.95 |
84.95 |
84.95 |
-0.38 |
2 |
3,170 |
+0 |
Apr12 |
101123 |
85.04 |
85.04 |
85.04 |
85.04 |
-0.37 |
7 |
770 |
-5 |
Total Volume and Open Interest |
145,183 |
478,728 |
-3,840 |
US Dollar Index(ICE) |
Dec10 |
101123 |
78.860 |
79.825 |
78.800 |
79.762 |
+0.995 |
20,328 |
33,472 |
+961 |
Mar11 |
101123 |
79.320 |
80.205 |
79.225 |
80.158 |
+1.010 |
172 |
947 |
+25 |
Jun11 |
101123 |
80.588 |
80.588 |
80.588 |
80.588 |
+1.010 |
0 |
8 |
+0 |
Total Volume and Open Interest |
20,500 |
34,427 |
+986 |
Australian Dollar(CME) |
Dec10 |
101123 |
98.54 |
98.59 |
96.84 |
96.93 |
-1.48 |
97,045 |
113,818 |
-1,084 |
Mar11 |
101123 |
97.35 |
97.35 |
95.74 |
95.82 |
-1.47 |
427 |
1,799 |
+78 |
Jun11 |
101123 |
94.69 |
96.14 |
94.69 |
94.69 |
-1.45 |
1 |
152 |
+0 |
Total Volume and Open Interest |
97,473 |
115,906 |
-1,006 |
British Pound(CME) |
Dec10 |
101123 |
159.56 |
159.60 |
157.55 |
157.78 |
-1.66 |
92,170 |
92,383 |
+371 |
Mar11 |
101123 |
159.31 |
159.32 |
157.48 |
157.66 |
-1.66 |
196 |
1,170 |
+8 |
Jun11 |
101123 |
158.72 |
159.18 |
157.53 |
157.53 |
-1.65 |
0 |
41 |
+0 |
Total Volume and Open Interest |
92,366 |
93,630 |
+379 |
Canadian Dollar(CME) |
Dec10 |
101123 |
98.19 |
98.36 |
97.38 |
97.62 |
-0.51 |
82,395 |
102,832 |
-5,255 |
Mar11 |
101123 |
97.96 |
97.96 |
97.17 |
97.42 |
-0.50 |
1,720 |
4,702 |
+125 |
Jun11 |
101123 |
97.61 |
97.67 |
97.14 |
97.17 |
-0.50 |
79 |
1,037 |
+11 |
Sep11 |
101123 |
96.95 |
97.39 |
96.90 |
96.90 |
-0.49 |
50 |
468 |
+39 |
Total Volume and Open Interest |
84,259 |
109,461 |
-5,070 |
Japanese Yen(CME) |
Dec10 |
101123 |
120.07 |
120.85 |
119.26 |
120.24 |
+0.14 |
80,561 |
127,403 |
-211 |
Mar11 |
101123 |
120.14 |
120.93 |
119.46 |
120.36 |
+0.14 |
364 |
1,657 |
+115 |
Jun11 |
101123 |
120.52 |
120.52 |
120.37 |
120.52 |
+0.15 |
3 |
203 |
+1 |
Total Volume and Open Interest |
80,928 |
129,273 |
-95 |
Swiss Franc(CME) |
Dec10 |
101123 |
101.22 |
101.56 |
100.26 |
100.35 |
-0.60 |
39,200 |
39,752 |
-1,645 |
Mar11 |
101123 |
101.31 |
101.64 |
100.43 |
100.43 |
-0.60 |
51 |
401 |
+1 |
Jun11 |
101123 |
100.53 |
101.12 |
100.53 |
100.53 |
-0.59 |
0 |
2 |
+0 |
Total Volume and Open Interest |
39,251 |
40,157 |
-1,644 |
EuroFX(CME) |
Dec10 |
101123 |
136.22 |
136.29 |
133.59 |
133.73 |
-2.40 |
336,710 |
181,773 |
+1,712 |
Mar11 |
101123 |
136.04 |
136.04 |
133.47 |
133.61 |
-2.38 |
1,516 |
6,049 |
+410 |
Jun11 |
101123 |
133.80 |
135.81 |
133.47 |
133.47 |
-2.34 |
2 |
113 |
+2 |
Total Volume and Open Interest |
338,229 |
187,968 |
+2,125 |
Mexican Peso(CME) |
Dec10 |
101123 |
813.0 |
813.0 |
799.0 |
800.2 |
-10.8 |
17,610 |
147,350 |
+1,311 |
Jan11 |
101123 |
799.2 |
810.0 |
799.2 |
799.2 |
-10.8 |
|
|
|
Total Volume and Open Interest |
17,614 |
148,284 |
+1,312 |
30-Year T-Bonds(CBOT) |
Dec10 |
101123 |
127~310 |
129~030 |
127~260 |
128~180 |
+0~170 |
327,278 |
530,969 |
-34,208 |
Mar11 |
101123 |
126~140 |
127~190 |
126~100 |
127~030 |
+0~180 |
70,585 |
95,220 |
+35,236 |
Jun11 |
101123 |
126~130 |
126~130 |
125~100 |
125~280 |
+0~180 |
0 |
559 |
+0 |
Total Volume and Open Interest |
397,863 |
626,748 |
+1,028 |
10-Year T-Notes(CBOT) |
Dec10 |
101123 |
125~035 |
125~275 |
125~025 |
125~130 |
+0~100 |
1,009,444 |
1,330,595 |
-58,627 |
Mar11 |
101123 |
124~055 |
124~300 |
124~050 |
124~170 |
+0~115 |
127,738 |
166,499 |
+54,946 |
Jun11 |
101123 |
124~000 |
124~030 |
123~110 |
123~225 |
+0~115 |
3 |
35 |
+0 |
Total Volume and Open Interest |
1,137,185 |
1,497,134 |
-3,681 |
5-Year T-Notes(CBOT) |
Dec10 |
101123 |
120~072 |
120~116 |
120~066 |
120~097 |
+0~030 |
582,030 |
999,764 |
-64,975 |
Mar11 |
101123 |
119~104 |
120~022 |
119~099 |
120~003 |
+0~031 |
132,379 |
153,578 |
+74,740 |
Jun11 |
101123 |
119~027 |
119~027 |
118~124 |
119~027 |
+0~031 |
|
|
|
Total Volume and Open Interest |
714,409 |
1,153,342 |
+9,765 |
2 Year T-Notes(CBOT) |
Dec10 |
101123 |
109~093 |
109~104 |
109~089 |
109~101 |
+0~010 |
279,489 |
609,064 |
-48,556 |
Mar11 |
101123 |
109~083 |
109~096 |
109~079 |
109~092 |
+0~011 |
109,244 |
112,572 |
+65,467 |
Jun11 |
101123 |
109~076 |
109~076 |
109~064 |
109~076 |
+0~012 |
|
|
|
Total Volume and Open Interest |
388,733 |
721,636 |
+16,911 |
Eurodollars(CME) |
Dec10 |
101123 |
99.688 |
99.688 |
99.675 |
99.680 |
-0.007 |
153,953 |
965,345 |
-9,057 |
Mar11 |
101123 |
99.600 |
99.600 |
99.560 |
99.575 |
-0.020 |
195,889 |
1,153,135 |
+1,882 |
Jun11 |
101123 |
99.510 |
99.515 |
99.470 |
99.490 |
-0.010 |
194,449 |
1,060,179 |
+1,975 |
Sep11 |
101123 |
99.415 |
99.430 |
99.395 |
99.415 |
+0.010 |
187,742 |
920,374 |
+3,972 |
Dec11 |
101123 |
99.310 |
99.345 |
99.300 |
99.335 |
+0.035 |
260,836 |
837,876 |
+8,420 |
Mar12 |
101123 |
99.200 |
99.245 |
99.180 |
99.235 |
+0.055 |
222,730 |
717,382 |
-428 |
Jun12 |
101123 |
99.070 |
99.130 |
99.050 |
99.115 |
+0.065 |
185,304 |
458,147 |
+1,340 |
Sep12 |
101123 |
98.935 |
99.000 |
98.915 |
98.985 |
+0.075 |
188,722 |
365,892 |
+3,436 |
Dec12 |
101123 |
98.765 |
98.840 |
98.745 |
98.820 |
+0.080 |
181,218 |
294,297 |
+2,729 |
Mar13 |
101123 |
98.590 |
98.675 |
98.570 |
98.645 |
+0.080 |
128,437 |
230,367 |
+6,384 |
Jun13 |
101123 |
98.370 |
98.470 |
98.365 |
98.435 |
+0.080 |
91,908 |
152,483 |
+6,890 |
Sep13 |
101123 |
98.145 |
98.255 |
98.145 |
98.205 |
+0.075 |
77,547 |
174,690 |
+6,170 |
Dec13 |
101123 |
97.910 |
98.015 |
97.900 |
97.955 |
+0.065 |
38,189 |
121,232 |
+1,106 |
Mar14 |
101123 |
97.665 |
97.785 |
97.665 |
97.720 |
+0.060 |
30,369 |
106,444 |
+2,527 |
Jun14 |
101123 |
97.430 |
97.540 |
97.430 |
97.470 |
+0.055 |
28,325 |
104,013 |
+255 |
Sep14 |
101123 |
97.195 |
97.295 |
97.190 |
97.225 |
+0.050 |
23,514 |
71,175 |
+2,963 |
Dec14 |
101123 |
96.945 |
97.050 |
96.945 |
96.985 |
+0.050 |
15,811 |
84,702 |
-380 |
Mar15 |
101123 |
96.740 |
96.845 |
96.740 |
96.780 |
+0.050 |
12,503 |
47,039 |
+274 |
Total Volume and Open Interest |
2,262,249 |
8,059,195 |
+42,077 |
30 Day Federal Funds(CBOT) |
Nov10 |
101123 |
99.805 |
99.810 |
99.805 |
99.808 |
unch |
4,970 |
89,585 |
-2,073 |
Dec10 |
101123 |
99.815 |
99.820 |
99.810 |
99.815 |
unch |
8,976 |
87,758 |
+218 |
Jan11 |
101123 |
99.820 |
99.820 |
99.815 |
99.820 |
unch |
3,967 |
63,796 |
+1,111 |
Feb11 |
101123 |
99.815 |
99.820 |
99.810 |
99.820 |
unch |
1,513 |
52,619 |
-8 |
Mar11 |
101123 |
99.820 |
99.825 |
99.815 |
99.820 |
unch |
1,583 |
31,761 |
+500 |
Apr11 |
101123 |
99.815 |
99.820 |
99.810 |
99.820 |
unch |
1,821 |
33,965 |
+235 |
Total Volume and Open Interest |
43,440 |
595,610 |
+3,359 |
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 |
101123 |
99.660 |
99.660 |
99.660 |
99.660 |
unch |
0 |
2,349 |
+0 |
Mar11 |
101123 |
99.660 |
99.660 |
99.660 |
99.660 |
unch |
0 |
769 |
+0 |
Jun11 |
101123 |
99.660 |
99.660 |
99.660 |
99.660 |
unch |
0 |
150 |
+0 |
Sep11 |
101123 |
99.650 |
99.650 |
99.650 |
99.650 |
unch |
|
|
|
Dec11 |
101123 |
99.655 |
99.655 |
99.655 |
99.655 |
unch |
|
|
|
Mar12 |
101123 |
99.645 |
99.645 |
99.645 |
99.645 |
unch |
|
|
|
Jun12 |
101123 |
99.695 |
99.695 |
99.695 |
99.695 |
unch |
|
|
|
Sep12 |
101123 |
99.645 |
99.645 |
99.645 |
99.645 |
unch |
|
|
|
Dec12 |
101123 |
99.340 |
99.340 |
99.340 |
99.340 |
unch |
|
|
|
Mar13 |
101123 |
99.340 |
99.340 |
99.340 |
99.340 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
3,268 |
+0 |
3-Mth Euro-Yen(SGX) |
Dec10 |
101123 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
4,388 |
+0 |
Mar11 |
101123 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
1,476 |
+0 |
Jun11 |
101123 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
1,536 |
+0 |
Sep11 |
101123 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
0 |
1,430 |
+0 |
Dec11 |
101123 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
0 |
110 |
+0 |
Mar12 |
101123 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
0 |
305 |
+0 |
Jun12 |
101123 |
99.69 |
99.69 |
99.69 |
99.69 |
unch |
0 |
754 |
+0 |
Sep12 |
101123 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
0 |
310 |
+0 |
Total Volume and Open Interest |
0 |
10,313 |
+0 |
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 |
101123 |
128.23 |
128.94 |
128.08 |
128.88 |
+0.94 |
792,659 |
994,126 |
-19,524 |
Mar11 |
101123 |
128.11 |
128.88 |
128.00 |
128.82 |
+1.00 |
10,779 |
28,932 |
+1,978 |
Jun11 |
101123 |
128.13 |
128.13 |
128.13 |
128.13 |
+0.94 |
61 |
0 |
+0 |
Total Volume and Open Interest |
803,499 |
1,023,058 |
-17,546 |
Euro-Bobl(EUREX) |
Dec10 |
101123 |
119.55 |
120.11 |
119.52 |
120.03 |
+0.57 |
524,582 |
718,366 |
-7,167 |
Mar11 |
101123 |
119.49 |
119.95 |
119.48 |
119.90 |
+0.61 |
12,496 |
99,335 |
-315 |
Jun11 |
101123 |
119.74 |
119.87 |
119.74 |
119.87 |
+0.57 |
0 |
1 |
+0 |
Total Volume and Open Interest |
537,078 |
817,702 |
-7,482 |
3-Mth Euribor(EUREX) |
Dec10 |
101123 |
98.935 |
98.940 |
98.930 |
98.940 |
+0.005 |
30 |
6,161 |
+2 |
Mar11 |
101123 |
98.810 |
98.830 |
98.800 |
98.820 |
+0.025 |
85 |
2,376 |
-190 |
Jun11 |
101123 |
98.710 |
98.735 |
98.705 |
98.735 |
+0.050 |
1 |
5,317 |
-1 |
Total Volume and Open Interest |
1,181 |
22,864 |
+322 |
Long Gilt(LIFFE) |
Dec10 |
101123 |
121~14 |
121~29 |
121~05 |
121~27 |
+0~22 |
91,405 |
283,516 |
-5,414 |
Mar11 |
101123 |
120~04 |
120~19 |
119~28 |
120~17 |
+0~22 |
10,143 |
14,431 |
+5,230 |
Total Volume and Open Interest |
101,548 |
297,947 |
-184 |
3-Mth Short Sterling(LIFFE) |
Dec10 |
101123 |
99.24 |
99.28 |
99.24 |
99.24 |
-0.01 |
14,803 |
345,376 |
+1,271 |
Mar11 |
101123 |
99.18 |
99.22 |
99.16 |
99.18 |
+0.01 |
48,821 |
289,861 |
+3,994 |
Jun11 |
101123 |
99.07 |
99.11 |
99.07 |
99.09 |
+0.03 |
58,128 |
229,083 |
-484 |
Sep11 |
101123 |
98.92 |
98.98 |
98.92 |
98.97 |
+0.06 |
48,082 |
229,628 |
+5,416 |
Dec11 |
101123 |
98.75 |
98.83 |
98.72 |
98.81 |
+0.08 |
63,857 |
319,840 |
+3,453 |
Mar12 |
101123 |
98.61 |
98.66 |
98.58 |
98.64 |
+0.08 |
54,963 |
204,986 |
-3,778 |
Total Volume and Open Interest |
397,732 |
2,055,049 |
+391 |
3-Mth Euribor(LIFFE) |
Dec10 |
101123 |
98.935 |
98.950 |
98.930 |
98.940 |
+0.005 |
81,307 |
539,575 |
-7,562 |
Mar11 |
101123 |
98.800 |
98.845 |
98.795 |
98.820 |
+0.025 |
139,247 |
517,635 |
+5,261 |
Jun11 |
101123 |
98.695 |
98.760 |
98.695 |
98.730 |
+0.045 |
128,373 |
440,614 |
-15,402 |
Total Volume and Open Interest |
848,550 |
3,079,729 |
-45,873 |
3-Mth Aus T-Bills(SFE) |
Dec10 |
101123 |
94.97 |
94.97 |
94.96 |
94.97 |
unch |
11,684 |
156,843 |
+560 |
Mar11 |
101123 |
94.81 |
94.85 |
94.81 |
94.85 |
+0.02 |
10,983 |
165,693 |
+2,876 |
Jun11 |
101123 |
94.69 |
94.74 |
94.68 |
94.74 |
+0.04 |
7,420 |
98,958 |
-945 |
Sep11 |
101123 |
94.58 |
94.64 |
94.57 |
94.64 |
+0.05 |
5,149 |
56,880 |
+1,411 |
Dec11 |
101123 |
94.48 |
94.54 |
94.48 |
94.53 |
+0.05 |
1,826 |
38,625 |
+119 |
Mar12 |
101123 |
94.40 |
94.46 |
94.40 |
94.45 |
+0.04 |
2,486 |
40,462 |
+22 |
Jun12 |
101123 |
94.34 |
94.40 |
94.33 |
94.39 |
+0.05 |
2,055 |
33,897 |
+67 |
Sep12 |
101123 |
94.29 |
94.36 |
94.28 |
94.35 |
+0.06 |
939 |
13,294 |
+304 |
Dec12 |
101123 |
94.31 |
94.31 |
94.31 |
94.31 |
+0.08 |
100 |
2,097 |
+96 |
Mar13 |
101123 |
94.29 |
94.29 |
94.29 |
94.29 |
+0.09 |
100 |
1,898 |
+100 |
Total Volume and Open Interest |
42,742 |
609,719 |
+4,610 |
10-Year Aus T-Bonds(SFE) |
Dec10 |
101123 |
94.47 |
94.55 |
94.46 |
94.55 |
+0.07 |
36,764 |
391,806 |
+5,189 |
Mar11 |
101123 |
94.55 |
94.55 |
94.55 |
94.55 |
+0.07 |
|
|
|
Total Volume and Open Interest |
36,764 |
391,806 |
+5,189 |
3-Year Aus T-Bonds(SFE) |
Dec10 |
101123 |
94.78 |
94.84 |
94.76 |
94.84 |
+0.06 |
89,035 |
521,501 |
+7,387 |
Mar11 |
101123 |
94.79 |
94.79 |
94.79 |
94.79 |
+0.06 |
|
|
|
Total Volume and Open Interest |
89,035 |
521,501 |
+7,387 |
Gold(CMX) |
Dec10 |
101123 |
1365.8 |
1382.9 |
1355.6 |
1377.6 |
+19.8 |
182,134 |
208,429 |
-26,894 |
Feb11 |
101123 |
1368.0 |
1385.0 |
1357.6 |
1379.7 |
+19.8 |
46,266 |
212,889 |
+21,066 |
Apr11 |
101123 |
1370.2 |
1386.0 |
1360.0 |
1381.7 |
+19.9 |
2,596 |
30,894 |
+1,379 |
Jun11 |
101123 |
1371.5 |
1386.0 |
1362.0 |
1383.8 |
+20.0 |
5,911 |
30,254 |
+952 |
Aug11 |
101123 |
1369.3 |
1389.4 |
1367.1 |
1385.8 |
+20.0 |
300 |
13,623 |
+129 |
Oct11 |
101123 |
1380.0 |
1387.9 |
1380.0 |
1387.9 |
+20.0 |
17 |
10,138 |
+10 |
Dec11 |
101123 |
1374.7 |
1395.0 |
1368.0 |
1390.1 |
+20.0 |
2,983 |
30,832 |
+858 |
Feb12 |
101123 |
1392.4 |
1392.4 |
1392.4 |
1392.4 |
+19.9 |
0 |
6,011 |
+0 |
Apr12 |
101123 |
1394.8 |
1394.8 |
1394.8 |
1394.8 |
+19.8 |
35 |
5,823 |
+35 |
Jun12 |
101123 |
1397.3 |
1397.3 |
1397.3 |
1397.3 |
+19.7 |
81 |
10,108 |
+1 |
Aug12 |
101123 |
1399.9 |
1399.9 |
1399.9 |
1399.9 |
+19.4 |
0 |
4,733 |
+0 |
Total Volume and Open Interest |
247,136 |
623,208 |
-4,070 |
Silver(CMX) |
Dec10 |
101123 |
2785.0 |
2788.5 |
2702.0 |
2757.2 |
+11.1 |
72,770 |
46,393 |
-2,559 |
Mar11 |
101123 |
2790.0 |
2795.0 |
2709.5 |
2764.7 |
+11.1 |
15,391 |
51,766 |
+3,684 |
May11 |
101123 |
2790.0 |
2790.0 |
2720.0 |
2769.6 |
+11.1 |
2,506 |
10,556 |
-1,423 |
Jul11 |
101123 |
2769.0 |
2777.0 |
2738.5 |
2774.1 |
+10.9 |
191 |
8,700 |
-55 |
Sep11 |
101123 |
2769.5 |
2781.5 |
2743.0 |
2778.4 |
+10.8 |
144 |
6,231 |
+116 |
Dec11 |
101123 |
2785.0 |
2789.0 |
2731.0 |
2784.7 |
+10.8 |
2,471 |
10,259 |
-497 |
Mar12 |
101123 |
2789.6 |
2789.6 |
2778.5 |
2789.6 |
+10.2 |
0 |
355 |
+0 |
Total Volume and Open Interest |
94,078 |
146,214 |
-564 |
Platinum(NYMEX) |
Jan11 |
101123 |
1663.0 |
1666.0 |
1636.5 |
1657.7 |
+2.2 |
4,907 |
32,555 |
+480 |
Apr11 |
101123 |
1662.5 |
1668.4 |
1641.3 |
1662.0 |
+2.2 |
71 |
2,438 |
+56 |
Jul11 |
101123 |
1645.0 |
1665.8 |
1645.0 |
1664.3 |
+2.2 |
0 |
220 |
+0 |
Oct11 |
101123 |
1664.3 |
1664.3 |
1664.3 |
1664.3 |
+2.2 |
|
|
|
Total Volume and Open Interest |
4,979 |
35,216 |
+536 |
Palladium(NYMEX) |
Dec10 |
101123 |
693.70 |
694.35 |
659.25 |
691.10 |
+6.40 |
8,027 |
11,348 |
-2,765 |
Mar11 |
101123 |
692.00 |
693.60 |
663.25 |
692.70 |
+6.10 |
4,028 |
13,538 |
+3,107 |
Jun11 |
101123 |
686.25 |
693.55 |
663.10 |
693.55 |
+6.10 |
1 |
177 |
+0 |
Total Volume and Open Interest |
12,058 |
25,079 |
+342 |
Copper(CMX) |
Dec10 |
101123 |
376.65 |
378.05 |
365.65 |
370.25 |
-4.90 |
37,742 |
26,870 |
-4,012 |
Mar11 |
101123 |
378.05 |
379.00 |
366.75 |
371.10 |
-5.10 |
16,231 |
89,583 |
+5,496 |
May11 |
101123 |
377.60 |
377.60 |
368.50 |
370.85 |
-5.15 |
598 |
16,652 |
-137 |
Jul11 |
101123 |
370.25 |
370.75 |
369.75 |
370.10 |
-5.15 |
212 |
5,120 |
-50 |
Sep11 |
101123 |
369.45 |
370.25 |
369.20 |
369.20 |
-5.10 |
68 |
4,836 |
+5 |
Total Volume and Open Interest |
55,637 |
152,087 |
+1,428 |
DJIA Index(CBOT) |
Dec10 |
101123 |
11155 |
11163 |
10973 |
11014 |
-151 |
196 |
8,183 |
+56 |
Mar11 |
101123 |
10952 |
11103 |
10952 |
10952 |
-151 |
6 |
39 |
+6 |
Jun11 |
101123 |
10885 |
11036 |
10885 |
10885 |
-151 |
|
|
|
Sep11 |
101123 |
10829 |
10980 |
10829 |
10829 |
-151 |
|
|
|
Total Volume and Open Interest |
202 |
8,222 |
+62 |
S & P 500(CME) |
Dec10 |
101123 |
1196.40 |
1197.60 |
1175.00 |
1178.30 |
-19.60 |
14,247 |
353,249 |
-9 |
Mar11 |
101123 |
1176.70 |
1177.70 |
1170.20 |
1173.10 |
-19.60 |
1,895 |
12,505 |
+1,176 |
Jun11 |
101123 |
1168.20 |
1168.20 |
1165.30 |
1168.20 |
-19.60 |
1 |
2,714 |
+0 |
Sep11 |
101123 |
1163.50 |
1163.50 |
1160.60 |
1163.50 |
-19.60 |
0 |
130 |
+0 |
Total Volume and Open Interest |
16,143 |
368,648 |
+1,167 |
S & P 500 E-Mini(Globex) |
Dec10 |
101123 |
1197.00 |
1197.75 |
1174.75 |
1178.25 |
-19.75 |
2,212,329 |
2,773,910 |
-20,716 |
Mar11 |
101123 |
1190.75 |
1192.00 |
1169.75 |
1173.00 |
-19.75 |
11,795 |
52,165 |
+10,458 |
Total Volume and Open Interest |
2,224,132 |
2,826,192 |
-10,257 |
NASDAQ 100(CME) |
Dec10 |
101123 |
2153.50 |
2153.80 |
2105.00 |
2119.00 |
-35.50 |
1,633 |
30,515 |
-949 |
Mar11 |
101123 |
2117.30 |
2117.30 |
2106.00 |
2117.30 |
-35.20 |
0 |
60 |
+0 |
Jun11 |
101123 |
2114.80 |
2115.00 |
2114.80 |
2114.80 |
-35.20 |
|
|
|
Total Volume and Open Interest |
1,633 |
30,575 |
-949 |
NASDAQ 100 E-Mini(Globex) |
Dec10 |
101123 |
2152.80 |
2154.30 |
2104.80 |
2119.00 |
-35.50 |
284,564 |
441,921 |
-826 |
Mar11 |
101123 |
2152.50 |
2152.50 |
2103.80 |
2117.30 |
-35.20 |
381 |
1,488 |
+83 |
Total Volume and Open Interest |
284,945 |
443,421 |
-743 |
S & P Midcap 400(CME) |
Dec10 |
101123 |
844.50 |
845.50 |
842.00 |
845.50 |
-10.80 |
2 |
3,715 |
-2 |
Mar11 |
101123 |
843.50 |
844.80 |
843.50 |
843.50 |
-10.80 |
0 |
2 |
+0 |
Jun11 |
101123 |
841.50 |
842.80 |
841.50 |
841.50 |
-10.80 |
|
|
|
Total Volume and Open Interest |
2 |
3,717 |
-2 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Dec10 |
101123 |
10165 |
10165 |
9805 |
9875 |
-230 |
15,796 |
46,327 |
+4,432 |
Mar11 |
101123 |
9995 |
9995 |
9910 |
9910 |
-230 |
111 |
65 |
+52 |
Total Volume and Open Interest |
15,907 |
46,392 |
+4,484 |
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 |
101123 |
3795.5 |
3803.5 |
3721.0 |
3722.0 |
-97.5 |
121,885 |
365,759 |
+1,888 |
Jan11 |
101123 |
3794.0 |
3805.0 |
3724.5 |
3724.5 |
-97.5 |
21 |
116 |
+0 |
Feb11 |
101123 |
3765.0 |
3765.0 |
3726.5 |
3726.5 |
-97.5 |
70 |
70 |
|
Total Volume and Open Interest |
122,050 |
366,123 |
|
Hang Seng Index(HKFE) |
Nov10 |
101123 |
23310 |
23355 |
22851 |
22951 |
-624 |
80,993 |
84,303 |
-8,982 |
Dec10 |
101123 |
23330 |
23356 |
22857 |
22960 |
-615 |
5,106 |
29,765 |
+6,400 |
Total Volume and Open Interest |
86,237 |
117,154 |
-2,553 |
DAX(EUREX) |
Dec10 |
101123 |
6802.0 |
6833.0 |
6711.5 |
6720.5 |
-108.5 |
159,143 |
191,653 |
-6,176 |
Mar11 |
101123 |
6819.0 |
6847.5 |
6733.5 |
6737.0 |
-109.0 |
330 |
13,780 |
+18 |
Jun11 |
101123 |
6840.0 |
6869.5 |
6754.0 |
6757.5 |
-108.5 |
238 |
4,525 |
+43 |
Total Volume and Open Interest |
159,711 |
209,958 |
-6,115 |
FT-SE 100(EURONEXT) |
Dec10 |
101123 |
5678.00 |
5678.00 |
5575.50 |
5594.00 |
-91.00 |
119,841 |
612,295 |
+4,754 |
Mar11 |
101123 |
5607.00 |
5621.00 |
5538.00 |
5554.00 |
-91.00 |
5,381 |
10,000 |
+4,160 |
Jun11 |
101123 |
5511.50 |
5511.50 |
5511.50 |
5511.50 |
-91.50 |
212 |
898 |
+180 |
Total Volume and Open Interest |
125,434 |
623,203 |
+9,094 |
SPI 200(SFE) |
Dec10 |
101123 |
4662.0 |
4667.0 |
4597.0 |
4605.0 |
-60.0 |
32,397 |
209,504 |
+6,689 |
Mar11 |
101123 |
4661.0 |
4661.0 |
4600.0 |
4601.0 |
-62.0 |
48 |
2,364 |
+33 |
Jun11 |
101123 |
4640.0 |
4640.0 |
4627.0 |
4627.0 |
-62.0 |
2 |
1,155 |
+0 |
Total Volume and Open Interest |
32,451 |
215,600 |
+6,722 |
GSCI(CME) |
Dec10 |
101123 |
555.75 |
562.50 |
555.75 |
562.50 |
-2.50 |
242 |
14,666 |
-91 |
Jan11 |
101123 |
557.75 |
564.50 |
557.75 |
564.50 |
-2.50 |
2 |
3 |
+0 |
Feb11 |
101123 |
567.00 |
567.00 |
567.00 |
567.00 |
-2.50 |
|
|
|
Total Volume and Open Interest |
244 |
14,669 |
-91 |
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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