|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Mon November 29, 2010 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Jan11 |
101129 |
1240.00 |
1248.50 |
1226.50 |
1235.00 |
-3.50 |
73,060 |
272,357 |
-4,216 |
| Mar11 |
101129 |
1249.75 |
1256.50 |
1235.50 |
1243.50 |
-3.50 |
16,721 |
117,092 |
+3,281 |
| May11 |
101129 |
1249.75 |
1258.00 |
1237.00 |
1245.00 |
-3.50 |
7,156 |
62,325 |
+754 |
| Jul11 |
101129 |
1255.00 |
1260.25 |
1241.00 |
1249.25 |
-3.25 |
9,515 |
58,957 |
+1,259 |
| Aug11 |
101129 |
1236.00 |
1236.00 |
1223.50 |
1229.25 |
-3.25 |
971 |
2,427 |
-32 |
| Sep11 |
101129 |
1203.50 |
1203.50 |
1185.75 |
1193.00 |
-2.50 |
393 |
3,086 |
+66 |
| Nov11 |
101129 |
1160.25 |
1167.50 |
1151.00 |
1158.00 |
-0.50 |
7,388 |
96,448 |
+1,726 |
| Total Volume and Open Interest |
115,576 |
625,532 |
+2,884 |
| Soybean Meal(CBOT) |
| Dec10 |
101129 |
336.90 |
338.70 |
333.10 |
336.30 |
-0.50 |
24,350 |
27,690 |
-1,658 |
| Jan11 |
101129 |
338.50 |
340.90 |
335.40 |
338.60 |
-0.50 |
25,957 |
66,705 |
+1,163 |
| Mar11 |
101129 |
342.40 |
343.30 |
338.00 |
341.40 |
-0.30 |
9,808 |
39,926 |
+2,313 |
| May11 |
101129 |
340.40 |
341.80 |
336.40 |
340.00 |
-0.40 |
5,007 |
25,148 |
+1,004 |
| Jul11 |
101129 |
341.20 |
341.80 |
336.40 |
340.10 |
-0.50 |
3,370 |
17,167 |
+113 |
| Aug11 |
101129 |
333.20 |
333.30 |
328.60 |
331.80 |
-0.50 |
1,948 |
5,065 |
+446 |
| Sep11 |
101129 |
319.40 |
321.00 |
317.80 |
321.00 |
-0.40 |
495 |
5,202 |
+100 |
| Oct11 |
101129 |
301.40 |
303.70 |
301.40 |
303.50 |
+0.10 |
209 |
4,892 |
+42 |
| Total Volume and Open Interest |
71,907 |
209,089 |
+3,685 |
| Soybean Oil(CBOT) |
| Dec10 |
101129 |
49.94 |
50.65 |
49.49 |
49.87 |
-0.03 |
38,180 |
56,796 |
-4,738 |
| Jan11 |
101129 |
50.25 |
51.02 |
49.82 |
50.22 |
-0.03 |
41,415 |
132,227 |
+2,733 |
| Mar11 |
101129 |
50.75 |
51.45 |
50.24 |
50.66 |
-0.02 |
18,498 |
77,507 |
+1,680 |
| May11 |
101129 |
50.95 |
51.74 |
50.55 |
50.98 |
-0.02 |
3,955 |
35,838 |
-10 |
| Jul11 |
101129 |
51.38 |
51.98 |
50.82 |
51.24 |
-0.03 |
2,722 |
28,296 |
+754 |
| Aug11 |
101129 |
52.00 |
52.00 |
51.30 |
51.32 |
-0.03 |
292 |
4,358 |
+151 |
| Sep11 |
101129 |
51.50 |
51.57 |
51.30 |
51.38 |
-0.03 |
31 |
2,700 |
+7 |
| Oct11 |
101129 |
51.34 |
51.58 |
51.34 |
51.44 |
-0.01 |
78 |
5,097 |
-30 |
| Total Volume and Open Interest |
105,537 |
357,581 |
+414 |
| Canola(WCE) |
| Jan11 |
101129 |
528.5 |
535.8 |
528.5 |
531.9 |
+2.5 |
4,892 |
118,362 |
-2,546 |
| Mar11 |
101129 |
533.9 |
541.1 |
533.3 |
538.7 |
+3.5 |
4,029 |
25,934 |
+3,161 |
| May11 |
101129 |
540.3 |
541.3 |
536.6 |
541.0 |
+2.6 |
371 |
4,690 |
-114 |
| Jul11 |
101129 |
539.3 |
542.4 |
539.3 |
542.0 |
+3.6 |
175 |
14,591 |
+75 |
| Nov11 |
101129 |
492.5 |
497.4 |
492.5 |
495.9 |
+1.5 |
16 |
32,039 |
+8 |
| Total Volume and Open Interest |
9,483 |
196,893 |
+584 |
| Corn(CBOT) |
| Dec10 |
101129 |
542.50 |
545.00 |
535.25 |
538.25 |
unch |
145,624 |
188,656 |
-27,230 |
| Mar11 |
101129 |
557.50 |
560.00 |
550.25 |
553.25 |
+0.25 |
132,898 |
700,550 |
+8,594 |
| May11 |
101129 |
564.75 |
567.25 |
558.25 |
561.25 |
+0.50 |
25,153 |
148,304 |
+1,456 |
| Jul11 |
101129 |
568.50 |
571.75 |
562.00 |
565.25 |
+1.00 |
34,776 |
227,605 |
+4,128 |
| Sep11 |
101129 |
538.00 |
538.00 |
530.25 |
532.00 |
+1.00 |
1,737 |
39,496 |
+53 |
| Dec11 |
101129 |
512.00 |
514.00 |
505.00 |
510.00 |
+3.00 |
21,220 |
256,941 |
+1,940 |
| Total Volume and Open Interest |
364,381 |
1,619,308 |
-10,717 |
| Wheat(CBOT) |
| Dec10 |
101129 |
649.50 |
662.00 |
647.00 |
650.25 |
+2.00 |
29,482 |
62,850 |
-7,814 |
| Mar11 |
101129 |
689.00 |
701.50 |
687.00 |
690.50 |
+3.25 |
28,210 |
213,821 |
+5,358 |
| May11 |
101129 |
713.75 |
723.50 |
711.75 |
715.75 |
+3.75 |
2,970 |
48,305 |
+737 |
| Jul11 |
101129 |
727.50 |
736.75 |
724.00 |
728.25 |
+3.75 |
2,578 |
87,276 |
+730 |
| Sep11 |
101129 |
752.25 |
756.00 |
740.75 |
746.75 |
+4.75 |
1,044 |
16,166 |
-171 |
| Total Volume and Open Interest |
66,150 |
495,001 |
-1,413 |
| Wheat(KCBT) |
| Dec10 |
101129 |
723.00 |
732.25 |
721.75 |
726.50 |
+5.75 |
12,951 |
22,271 |
-9,851 |
| Mar11 |
101129 |
739.00 |
749.00 |
737.75 |
742.50 |
+5.75 |
10,670 |
109,118 |
+1,453 |
| May11 |
101129 |
750.75 |
755.75 |
746.25 |
751.75 |
+6.00 |
859 |
21,857 |
+90 |
| Jul11 |
101129 |
756.75 |
762.75 |
752.00 |
757.00 |
+4.75 |
1,561 |
49,867 |
+352 |
| Sep11 |
101129 |
768.25 |
770.75 |
759.75 |
764.75 |
+5.00 |
525 |
8,120 |
+48 |
| Total Volume and Open Interest |
26,975 |
222,000 |
-7,888 |
| Wheat(MGE) |
| Dec10 |
101129 |
740.00 |
746.50 |
732.00 |
736.50 |
+2.50 |
2,837 |
4,157 |
-866 |
| Mar11 |
101129 |
755.25 |
765.00 |
750.25 |
755.75 |
+4.75 |
5,113 |
31,114 |
+1,851 |
| May11 |
101129 |
766.25 |
770.50 |
760.25 |
765.50 |
+5.50 |
603 |
8,314 |
+135 |
| Jul11 |
101129 |
767.00 |
774.00 |
766.00 |
770.75 |
+6.00 |
596 |
7,380 |
-19 |
| Sep11 |
101129 |
775.00 |
778.25 |
770.50 |
775.00 |
+5.50 |
245 |
6,442 |
+15 |
| Total Volume and Open Interest |
9,585 |
65,073 |
+1,160 |
| Oats(CBOT) |
| Dec10 |
101129 |
350.75 |
353.00 |
335.00 |
337.75 |
-6.50 |
464 |
2,004 |
-315 |
| Mar11 |
101129 |
358.00 |
364.50 |
346.00 |
349.50 |
-6.50 |
363 |
9,526 |
-9 |
| May11 |
101129 |
366.00 |
366.00 |
352.75 |
355.25 |
-6.50 |
9 |
551 |
+9 |
| Jul11 |
101129 |
371.00 |
371.00 |
358.50 |
360.50 |
-5.50 |
0 |
126 |
+0 |
| Total Volume and Open Interest |
840 |
13,095 |
-314 |
| Rough Rice(CBOT) |
| Jan11 |
101129 |
13.43 |
13.52 |
13.27 |
13.43 |
+0.02 |
318 |
10,503 |
-53 |
| Mar11 |
101129 |
13.64 |
13.80 |
13.57 |
13.71 |
+0.02 |
83 |
3,509 |
-1 |
| May11 |
101129 |
14.05 |
14.05 |
13.90 |
13.98 |
+0.03 |
7 |
1,012 |
+6 |
| Jul11 |
101129 |
14.15 |
14.19 |
14.15 |
14.19 |
unch |
1 |
1,548 |
+0 |
| Total Volume and Open Interest |
409 |
17,228 |
-48 |
| Live Cattle(CME) |
| Dec10 |
101129 |
102.150 |
102.350 |
101.750 |
102.035 |
-0.195 |
9,399 |
49,781 |
-2,073 |
| Feb11 |
101129 |
106.200 |
106.350 |
105.550 |
105.785 |
-0.445 |
20,479 |
147,394 |
+178 |
| Apr11 |
101129 |
109.000 |
109.150 |
108.600 |
108.830 |
-0.320 |
10,535 |
79,773 |
+4,181 |
| Jun11 |
101129 |
105.800 |
106.035 |
105.580 |
105.830 |
-0.150 |
1,721 |
33,710 |
+65 |
| Aug11 |
101129 |
105.135 |
105.600 |
105.135 |
105.450 |
-0.050 |
863 |
13,943 |
+167 |
| Oct11 |
101129 |
108.250 |
108.250 |
107.750 |
108.135 |
-0.115 |
618 |
7,304 |
+253 |
| Total Volume and Open Interest |
44,451 |
335,212 |
+3,122 |
| Feeder Cattle(CME) |
| Jan11 |
101129 |
118.980 |
119.150 |
118.230 |
118.400 |
-0.350 |
2,109 |
15,677 |
-28 |
| Mar11 |
101129 |
119.200 |
119.480 |
118.700 |
119.000 |
-0.385 |
1,318 |
8,662 |
+331 |
| Apr11 |
101129 |
119.200 |
119.680 |
118.980 |
119.300 |
-0.400 |
495 |
2,510 |
+105 |
| May11 |
101129 |
119.500 |
119.700 |
119.100 |
119.385 |
-0.400 |
310 |
3,430 |
+214 |
| Aug11 |
101129 |
120.135 |
120.500 |
119.850 |
120.050 |
-0.450 |
656 |
3,028 |
+512 |
| Sep11 |
101129 |
119.450 |
119.500 |
119.100 |
119.500 |
-0.300 |
20 |
188 |
+18 |
| Oct11 |
101129 |
119.100 |
119.100 |
119.000 |
119.100 |
-0.200 |
9 |
41 |
+7 |
| Total Volume and Open Interest |
4,919 |
33,538 |
+1,161 |
| Lean Hogs(CME) |
| Dec10 |
101129 |
70.500 |
70.500 |
69.680 |
70.035 |
-0.315 |
5,349 |
20,447 |
-2,015 |
| Feb11 |
101129 |
77.100 |
77.100 |
75.850 |
76.225 |
-0.925 |
7,553 |
78,765 |
+646 |
| Apr11 |
101129 |
81.400 |
81.535 |
80.535 |
80.800 |
-0.585 |
3,581 |
49,184 |
+874 |
| May11 |
101129 |
86.230 |
86.700 |
86.150 |
86.700 |
-0.130 |
126 |
1,651 |
+55 |
| Jun11 |
101129 |
89.000 |
89.200 |
88.450 |
89.135 |
-0.150 |
1,458 |
29,423 |
+399 |
| Jul11 |
101129 |
88.330 |
88.450 |
87.800 |
88.400 |
-0.030 |
353 |
6,645 |
+172 |
| Aug11 |
101129 |
87.285 |
87.700 |
86.980 |
87.700 |
+0.200 |
678 |
6,173 |
+275 |
| Oct11 |
101129 |
78.330 |
78.500 |
77.725 |
78.300 |
-0.350 |
236 |
4,065 |
+99 |
| Total Volume and Open Interest |
19,436 |
198,035 |
+567 |
| Pork Bellies(CME) |
| Feb11 |
101129 |
104.500 |
104.500 |
104.500 |
104.500 |
unch |
0 |
5 |
+0 |
| Mar11 |
101129 |
105.000 |
105.000 |
105.000 |
105.000 |
unch |
|
|
|
| May11 |
101129 |
105.000 |
105.000 |
105.000 |
105.000 |
unch |
|
|
|
| Jul11 |
101129 |
103.500 |
103.500 |
103.500 |
103.500 |
unch |
|
|
|
| Aug11 |
101129 |
102.500 |
102.500 |
102.500 |
102.500 |
unch |
|
|
|
| Total Volume and Open Interest |
0 |
5 |
+0 |
| Class III Milk(CME) |
| Nov10 |
101129 |
15.41 |
15.44 |
15.41 |
15.43 |
+0.01 |
5 |
4,986 |
-3 |
| Dec10 |
101129 |
13.70 |
13.88 |
13.64 |
13.81 |
+0.11 |
206 |
5,807 |
+9 |
| Jan11 |
101129 |
13.26 |
13.70 |
13.26 |
13.64 |
+0.24 |
526 |
3,795 |
+218 |
| Feb11 |
101129 |
13.56 |
13.72 |
13.50 |
13.65 |
+0.01 |
263 |
2,902 |
+106 |
| Mar11 |
101129 |
13.99 |
14.00 |
13.98 |
14.00 |
+0.01 |
136 |
2,656 |
+71 |
| Total Volume and Open Interest |
1,870 |
30,096 |
+847 |
| Cocoa(ICE) |
| Dec10 |
101129 |
2802 |
2802 |
2721 |
2721 |
-35 |
6 |
98 |
+1 |
| Mar11 |
101129 |
2830 |
2846 |
2751 |
2755 |
-39 |
6,310 |
71,764 |
+113 |
| May11 |
101129 |
2820 |
2842 |
2775 |
2777 |
-37 |
1,541 |
19,674 |
+295 |
| Jul11 |
101129 |
2850 |
2870 |
2795 |
2796 |
-32 |
1,035 |
10,005 |
+373 |
| Sep11 |
101129 |
2820 |
2820 |
2813 |
2813 |
-30 |
280 |
4,635 |
+49 |
| Dec11 |
101129 |
2875 |
2875 |
2831 |
2831 |
-30 |
425 |
9,961 |
+269 |
| Mar12 |
101129 |
2909 |
2909 |
2909 |
2909 |
-33 |
6 |
10,163 |
+3 |
| Total Volume and Open Interest |
9,603 |
131,515 |
+1,103 |
| Coffee "C"(ICE) |
| Dec10 |
101129 |
202.40 |
203.20 |
199.00 |
202.40 |
+0.25 |
195 |
1,019 |
-132 |
| Mar11 |
101129 |
202.00 |
203.85 |
199.00 |
202.65 |
-0.05 |
6,963 |
89,534 |
-733 |
| May11 |
101129 |
202.95 |
204.30 |
199.60 |
203.20 |
unch |
412 |
22,296 |
-11 |
| Jul11 |
101129 |
202.50 |
203.25 |
199.00 |
202.50 |
+0.05 |
81 |
6,798 |
-22 |
| Sep11 |
101129 |
198.90 |
201.40 |
197.30 |
200.55 |
+0.10 |
83 |
3,153 |
+46 |
| Dec11 |
101129 |
195.80 |
197.90 |
195.35 |
197.85 |
+0.25 |
42 |
6,065 |
+16 |
| Total Volume and Open Interest |
7,791 |
129,973 |
-823 |
| Orange Juice(ICE) |
| Jan11 |
101129 |
151.00 |
153.90 |
149.30 |
150.20 |
-1.15 |
858 |
22,335 |
-5 |
| Mar11 |
101129 |
153.45 |
154.85 |
150.40 |
151.40 |
-0.95 |
183 |
3,568 |
+18 |
| May11 |
101129 |
153.00 |
153.00 |
151.20 |
152.20 |
-0.50 |
84 |
1,198 |
+67 |
| Jul11 |
101129 |
152.00 |
152.70 |
152.00 |
152.70 |
-0.40 |
4 |
1,563 |
+0 |
| Sep11 |
101129 |
153.20 |
153.20 |
153.20 |
153.20 |
-0.50 |
0 |
300 |
+0 |
| Nov11 |
101129 |
152.60 |
152.60 |
152.60 |
152.60 |
-0.50 |
0 |
15 |
+0 |
| Total Volume and Open Interest |
1,129 |
29,002 |
+80 |
| Sugar #11(ICE) |
| Mar11 |
101129 |
28.51 |
28.70 |
28.15 |
28.35 |
+0.10 |
42,393 |
230,998 |
-4,296 |
| May11 |
101129 |
25.81 |
26.00 |
25.57 |
25.78 |
+0.06 |
14,950 |
98,570 |
+778 |
| Jul11 |
101129 |
23.15 |
23.39 |
22.86 |
23.18 |
+0.10 |
15,705 |
98,276 |
-854 |
| Oct11 |
101129 |
21.46 |
21.89 |
21.27 |
21.67 |
+0.16 |
9,118 |
55,852 |
+1,100 |
| Mar12 |
101129 |
20.80 |
21.15 |
20.61 |
20.96 |
+0.08 |
1,148 |
46,358 |
-128 |
| Total Volume and Open Interest |
84,594 |
573,461 |
-3,295 |
| London Cocoa(LCE) |
| Dec10 |
101129 |
1880 |
1886 |
1853 |
1853 |
-17 |
3,008 |
50,920 |
-199 |
| Mar11 |
101129 |
1884 |
1893 |
1862 |
1866 |
-8 |
5,392 |
57,119 |
-78 |
| May11 |
101129 |
1892 |
1907 |
1879 |
1881 |
-7 |
361 |
20,114 |
+21 |
| Jul11 |
101129 |
1914 |
1917 |
1893 |
1898 |
-6 |
122 |
14,690 |
+18 |
| Sep11 |
101129 |
1930 |
1930 |
1909 |
1912 |
-7 |
175 |
9,857 |
+23 |
| Dec11 |
101129 |
1940 |
1940 |
1919 |
1923 |
-8 |
185 |
15,994 |
+97 |
| Mar12 |
101129 |
1935 |
1935 |
1935 |
1935 |
-8 |
117 |
13,109 |
+117 |
| Total Volume and Open Interest |
9,360 |
184,780 |
-1 |
| London Sugar(LCE) |
| Mar11 |
101129 |
725.00 |
729.60 |
718.80 |
727.80 |
+9.40 |
190 |
29,437 |
+29 |
| May11 |
101129 |
692.50 |
694.50 |
685.00 |
692.80 |
+8.00 |
10 |
8,479 |
+1 |
| Aug11 |
101129 |
627.50 |
630.00 |
620.80 |
629.30 |
+5.90 |
1 |
6,807 |
-1 |
| Oct11 |
101129 |
580.80 |
588.90 |
574.40 |
584.90 |
+5.20 |
1 |
1,936 |
+0 |
| Dec11 |
101129 |
560.60 |
563.00 |
553.20 |
562.50 |
+1.90 |
0 |
667 |
+0 |
| Total Volume and Open Interest |
202 |
47,839 |
+29 |
| Cotton(ICE) |
| Dec10 |
101129 |
118.90 |
123.60 |
118.90 |
122.51 |
+6.45 |
239 |
833 |
-143 |
| Mar11 |
101129 |
112.25 |
115.76 |
112.10 |
115.76 |
+4.00 |
18,418 |
112,310 |
+517 |
| May11 |
101129 |
107.39 |
110.84 |
107.39 |
110.84 |
+4.00 |
2,913 |
19,782 |
+246 |
| Jul11 |
101129 |
102.75 |
106.36 |
102.75 |
106.36 |
+4.00 |
3,350 |
29,177 |
+273 |
| Oct11 |
101129 |
99.03 |
99.03 |
99.03 |
99.03 |
+2.38 |
51 |
420 |
+19 |
| Dec11 |
101129 |
86.05 |
88.03 |
85.26 |
87.87 |
+1.84 |
2,300 |
32,351 |
+590 |
| Total Volume and Open Interest |
27,320 |
196,528 |
+1,533 |
| Lumber(CME) |
| Jan11 |
101129 |
247.9 |
249.4 |
245.5 |
245.7 |
-4.3 |
780 |
5,007 |
-49 |
| Mar11 |
101129 |
267.5 |
268.0 |
264.6 |
265.8 |
-1.7 |
255 |
3,001 |
-61 |
| May11 |
101129 |
277.9 |
278.4 |
273.0 |
273.0 |
-5.5 |
63 |
822 |
+10 |
| Jul11 |
101129 |
285.1 |
286.1 |
284.0 |
284.0 |
-3.0 |
0 |
174 |
+0 |
| Total Volume and Open Interest |
1,098 |
9,004 |
-100 |
| Crude Oil(NYM) |
| Jan11 |
101129 |
83.90 |
85.90 |
83.59 |
85.73 |
+1.97 |
324,511 |
343,175 |
-7,955 |
| Feb11 |
101129 |
84.61 |
86.42 |
84.18 |
86.27 |
+1.92 |
57,665 |
109,611 |
+1,345 |
| Mar11 |
101129 |
85.00 |
86.89 |
84.66 |
86.73 |
+1.86 |
32,699 |
119,474 |
+2,036 |
| Apr11 |
101129 |
85.43 |
87.10 |
85.08 |
87.07 |
+1.85 |
16,009 |
43,685 |
-551 |
| May11 |
101129 |
86.13 |
87.35 |
85.43 |
87.35 |
+1.83 |
10,639 |
35,473 |
-130 |
| Jun11 |
101129 |
86.00 |
87.61 |
85.56 |
87.60 |
+1.80 |
19,797 |
86,454 |
+1,039 |
| Jul11 |
101129 |
86.07 |
87.79 |
86.07 |
87.79 |
+1.76 |
2,999 |
35,647 |
+278 |
| Aug11 |
101129 |
86.45 |
87.96 |
86.41 |
87.96 |
+1.75 |
1,727 |
17,931 |
-469 |
| Sep11 |
101129 |
87.82 |
88.12 |
87.82 |
88.12 |
+1.73 |
2,253 |
24,363 |
+150 |
| Oct11 |
101129 |
88.28 |
88.28 |
88.10 |
88.28 |
+1.72 |
1,621 |
16,280 |
-289 |
| Nov11 |
101129 |
88.13 |
88.45 |
88.13 |
88.45 |
+1.70 |
1,244 |
19,678 |
-38 |
| Dec11 |
101129 |
86.92 |
88.69 |
86.63 |
88.64 |
+1.68 |
16,768 |
139,089 |
+37 |
| Jan12 |
101129 |
88.72 |
88.72 |
88.72 |
88.72 |
+1.67 |
722 |
19,025 |
-103 |
| Feb12 |
101129 |
88.80 |
88.80 |
88.80 |
88.80 |
+1.67 |
242 |
7,937 |
-83 |
| Mar12 |
101129 |
88.89 |
88.89 |
88.89 |
88.89 |
+1.67 |
194 |
10,460 |
-76 |
| Apr12 |
101129 |
88.97 |
88.97 |
88.97 |
88.97 |
+1.67 |
81 |
4,041 |
+3 |
| Total Volume and Open Interest |
502,284 |
1,328,054 |
-3,149 |
| e-miNY Crude Oil(NYM) |
| Nov10 |
101019 |
82.950 |
83.200 |
79.425 |
79.500 |
-3.575 |
5,185 |
2,700 |
-198 |
| Dec10 |
101029 |
81.900 |
82.125 |
80.575 |
81.425 |
-0.750 |
8,987 |
5,493 |
+236 |
| Jan11 |
101129 |
83.875 |
85.925 |
83.575 |
85.725 |
+1.975 |
9,224 |
4,569 |
-161 |
| Feb11 |
101129 |
84.750 |
86.375 |
84.325 |
86.275 |
+1.925 |
487 |
975 |
+129 |
| Mar11 |
101129 |
85.300 |
86.800 |
84.950 |
86.725 |
+1.850 |
193 |
416 |
+137 |
| Apr11 |
101129 |
85.225 |
87.075 |
85.225 |
87.075 |
+1.850 |
2 |
3 |
+0 |
| May11 |
101129 |
87.350 |
87.350 |
87.350 |
87.350 |
+1.825 |
0 |
13 |
+0 |
| Jun11 |
101129 |
87.600 |
87.600 |
87.600 |
87.600 |
+1.800 |
1 |
9 |
+1 |
| Jul11 |
101129 |
87.000 |
87.800 |
87.000 |
87.800 |
+1.775 |
0 |
2 |
+0 |
| Aug11 |
101129 |
87.950 |
87.950 |
87.950 |
87.950 |
+1.750 |
|
|
|
| Total Volume and Open Interest |
9,911 |
6,142 |
+106 |
| Heating Oil(NYM) |
| Dec10 |
101129 |
232.13 |
236.87 |
231.80 |
235.81 |
+4.19 |
29,506 |
26,955 |
-8,481 |
| Jan11 |
101129 |
233.80 |
238.74 |
233.25 |
238.03 |
+4.73 |
50,631 |
96,705 |
+2,198 |
| Feb11 |
101129 |
234.61 |
239.70 |
234.51 |
239.12 |
+4.83 |
11,206 |
40,577 |
+781 |
| Mar11 |
101129 |
234.65 |
239.81 |
234.65 |
239.28 |
+4.84 |
7,317 |
32,812 |
+1,139 |
| Apr11 |
101129 |
235.15 |
238.44 |
234.71 |
238.23 |
+4.81 |
2,077 |
16,862 |
+613 |
| May11 |
101129 |
234.51 |
237.49 |
233.85 |
237.49 |
+4.64 |
1,502 |
17,110 |
+191 |
| Jun11 |
101129 |
234.63 |
237.84 |
232.88 |
237.36 |
+4.49 |
3,625 |
37,876 |
+661 |
| Jul11 |
101129 |
236.00 |
238.25 |
236.00 |
238.25 |
+4.42 |
630 |
7,612 |
+168 |
| Aug11 |
101129 |
237.00 |
239.33 |
237.00 |
239.33 |
+4.35 |
112 |
4,460 |
+45 |
| Sep11 |
101129 |
238.06 |
241.05 |
237.00 |
240.72 |
+4.29 |
122 |
5,047 |
-20 |
| Oct11 |
101129 |
240.25 |
242.41 |
240.25 |
242.41 |
+4.23 |
132 |
2,825 |
-19 |
| Nov11 |
101129 |
242.00 |
244.11 |
242.00 |
244.11 |
+4.18 |
136 |
2,873 |
+2 |
| Total Volume and Open Interest |
107,891 |
314,283 |
-2,662 |
| Gasoline(NYMEX) |
| Dec10 |
101129 |
221.36 |
228.54 |
221.03 |
228.46 |
+7.43 |
25,978 |
19,999 |
-6,134 |
| Jan11 |
101129 |
216.23 |
222.69 |
215.42 |
222.44 |
+6.60 |
47,971 |
104,405 |
+4,840 |
| Feb11 |
101129 |
216.33 |
222.25 |
216.33 |
222.12 |
+6.09 |
16,547 |
35,241 |
+655 |
| Mar11 |
101129 |
217.75 |
223.39 |
217.75 |
223.30 |
+5.74 |
7,365 |
27,029 |
+969 |
| Apr11 |
101129 |
230.00 |
233.43 |
228.67 |
233.41 |
+5.37 |
2,528 |
22,714 |
+530 |
| May11 |
101129 |
229.67 |
234.20 |
229.43 |
234.14 |
+5.20 |
1,465 |
10,812 |
+12 |
| Jun11 |
101129 |
229.80 |
234.72 |
229.31 |
234.68 |
+5.07 |
1,819 |
12,942 |
-31 |
| Jul11 |
101129 |
234.37 |
234.37 |
234.37 |
234.37 |
+4.99 |
380 |
4,322 |
+20 |
| Aug11 |
101129 |
233.73 |
233.73 |
233.73 |
233.73 |
+4.90 |
220 |
5,517 |
+31 |
| Sep11 |
101129 |
230.66 |
232.56 |
230.66 |
232.56 |
+4.79 |
214 |
2,869 |
-22 |
| Total Volume and Open Interest |
105,477 |
278,300 |
+749 |
| e-miNY RBOB Gasoline(NYM) |
| Dec10 |
101129 |
228.50 |
228.50 |
228.46 |
228.50 |
+7.50 |
0 |
3 |
+0 |
| Jan11 |
101129 |
222.40 |
222.44 |
222.40 |
222.40 |
+6.60 |
0 |
1 |
+0 |
| Feb11 |
101129 |
222.10 |
222.12 |
222.10 |
222.10 |
+6.10 |
0 |
1 |
+0 |
| Mar11 |
101129 |
223.30 |
223.30 |
223.30 |
223.30 |
+5.70 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
0 |
10 |
+0 |
| Natural Gas(NYM) |
| Jan11 |
101129 |
4.398 |
4.487 |
4.166 |
4.210 |
-0.189 |
117,367 |
232,287 |
+1,196 |
| Feb11 |
101129 |
4.428 |
4.500 |
4.192 |
4.234 |
-0.178 |
26,259 |
63,024 |
+1,298 |
| Mar11 |
101129 |
4.370 |
4.454 |
4.161 |
4.204 |
-0.170 |
23,710 |
95,471 |
+884 |
| Apr11 |
101129 |
4.330 |
4.408 |
4.125 |
4.173 |
-0.159 |
22,275 |
71,596 |
+1,183 |
| May11 |
101129 |
4.396 |
4.424 |
4.167 |
4.203 |
-0.154 |
8,875 |
26,232 |
+662 |
| Jun11 |
101129 |
4.423 |
4.465 |
4.208 |
4.256 |
-0.147 |
1,924 |
13,576 |
+109 |
| Jul11 |
101129 |
4.486 |
4.510 |
4.270 |
4.317 |
-0.139 |
2,187 |
11,851 |
+387 |
| Aug11 |
101129 |
4.539 |
4.556 |
4.330 |
4.361 |
-0.137 |
1,908 |
13,833 |
-57 |
| Sep11 |
101129 |
4.557 |
4.575 |
4.354 |
4.384 |
-0.134 |
1,444 |
10,117 |
-171 |
| Oct11 |
101129 |
4.656 |
4.660 |
4.420 |
4.468 |
-0.132 |
9,512 |
43,459 |
+108 |
| Nov11 |
101129 |
4.851 |
4.851 |
4.673 |
4.694 |
-0.120 |
1,746 |
21,495 |
-25 |
| Dec11 |
101129 |
5.158 |
5.158 |
4.960 |
5.007 |
-0.109 |
1,851 |
18,726 |
+127 |
| Jan12 |
101129 |
5.315 |
5.331 |
5.140 |
5.192 |
-0.102 |
4,096 |
27,652 |
+1,315 |
| Feb12 |
101129 |
5.273 |
5.273 |
5.110 |
5.154 |
-0.102 |
103 |
6,386 |
+55 |
| Mar12 |
101129 |
5.008 |
5.047 |
5.008 |
5.042 |
-0.100 |
411 |
14,564 |
+332 |
| Apr12 |
101129 |
4.872 |
4.872 |
4.785 |
4.817 |
-0.088 |
48 |
12,925 |
+22 |
| Total Volume and Open Interest |
224,150 |
748,409 |
-700 |
| Brent Crude Oil(ICE) |
| Jan11 |
101129 |
85.50 |
87.55 |
85.50 |
87.34 |
+1.76 |
65,176 |
235,661 |
-3,783 |
| Feb11 |
101129 |
85.82 |
87.62 |
85.70 |
87.47 |
+1.75 |
22,205 |
163,692 |
+614 |
| Mar11 |
101129 |
85.99 |
87.80 |
85.85 |
87.61 |
+1.70 |
7,419 |
85,479 |
+1,096 |
| Apr11 |
101129 |
86.21 |
87.95 |
86.17 |
87.80 |
+1.68 |
3,394 |
39,423 |
+1,040 |
| May11 |
101129 |
86.41 |
88.15 |
86.38 |
88.00 |
+1.68 |
1,916 |
25,535 |
-105 |
| Jun11 |
101129 |
86.62 |
88.35 |
86.46 |
88.21 |
+1.67 |
3,402 |
47,485 |
+449 |
| Jul11 |
101129 |
87.60 |
88.49 |
86.69 |
88.39 |
+1.66 |
649 |
12,580 |
-71 |
| Aug11 |
101129 |
87.44 |
88.70 |
86.86 |
88.56 |
+1.64 |
568 |
12,758 |
-98 |
| Sep11 |
101129 |
87.70 |
88.86 |
87.02 |
88.72 |
+1.62 |
445 |
9,249 |
+77 |
| Oct11 |
101129 |
88.89 |
88.89 |
88.89 |
88.89 |
+1.60 |
389 |
6,893 |
+18 |
| Nov11 |
101129 |
89.06 |
89.06 |
89.06 |
89.06 |
+1.59 |
338 |
10,272 |
+28 |
| Dec11 |
101129 |
87.77 |
89.38 |
87.49 |
89.24 |
+1.58 |
4,075 |
80,407 |
+541 |
| Jan12 |
101129 |
89.43 |
89.43 |
89.43 |
89.43 |
+1.58 |
81 |
10,678 |
+65 |
| Feb12 |
101129 |
89.59 |
89.59 |
89.59 |
89.59 |
+1.59 |
23 |
5,661 |
-18 |
| Total Volume and Open Interest |
110,915 |
825,326 |
+137 |
| Gas Oil(ICE) |
| Dec10 |
101129 |
724.00 |
738.75 |
722.00 |
734.50 |
+12.50 |
31,297 |
71,254 |
-1,997 |
| Jan11 |
101129 |
728.75 |
743.25 |
726.75 |
739.25 |
+12.50 |
34,266 |
123,850 |
+3,773 |
| Feb11 |
101129 |
731.25 |
746.00 |
729.75 |
742.00 |
+12.25 |
8,874 |
59,515 |
+198 |
| Mar11 |
101129 |
737.00 |
747.50 |
733.00 |
743.75 |
+12.00 |
5,431 |
44,790 |
-521 |
| Apr11 |
101129 |
737.50 |
747.25 |
735.50 |
744.75 |
+12.00 |
2,113 |
47,079 |
+205 |
| May11 |
101129 |
740.00 |
748.25 |
740.00 |
746.25 |
+12.25 |
3,270 |
38,520 |
-40 |
| Jun11 |
101129 |
740.50 |
750.75 |
738.75 |
747.50 |
+12.00 |
9,942 |
45,870 |
+270 |
| Jul11 |
101129 |
747.00 |
750.25 |
740.00 |
750.25 |
+11.75 |
1,298 |
17,353 |
+67 |
| Aug11 |
101129 |
747.75 |
753.50 |
746.50 |
753.50 |
+11.50 |
1,493 |
13,971 |
+135 |
| Sep11 |
101129 |
751.00 |
757.00 |
749.25 |
757.00 |
+11.75 |
1,088 |
10,014 |
-63 |
| Total Volume and Open Interest |
103,407 |
588,275 |
+2,368 |
| Ethanol(CBOT) |
| Nov10 |
101103 |
2.395 |
2.395 |
2.361 |
2.390 |
+0.013 |
76 |
80 |
-56 |
| Dec10 |
101129 |
2.130 |
2.140 |
2.115 |
2.140 |
-0.005 |
233 |
472 |
-133 |
| Jan11 |
101129 |
2.102 |
2.102 |
2.085 |
2.090 |
-0.012 |
39 |
916 |
+24 |
| Feb11 |
101129 |
2.082 |
2.084 |
2.071 |
2.078 |
+0.003 |
23 |
924 |
-4 |
| Mar11 |
101129 |
2.080 |
2.086 |
2.080 |
2.082 |
+0.003 |
15 |
1,105 |
+10 |
| Apr11 |
101129 |
2.085 |
2.087 |
2.081 |
2.087 |
+0.004 |
22 |
877 |
-2 |
| May11 |
101129 |
2.089 |
2.109 |
2.089 |
2.109 |
+0.002 |
6 |
368 |
+5 |
| Jun11 |
101129 |
2.106 |
2.110 |
2.100 |
2.108 |
-0.004 |
28 |
625 |
+9 |
| Total Volume and Open Interest |
404 |
7,873 |
-74 |
| WTI Crude Oil(ICE |
| Jan11 |
101129 |
83.94 |
85.89 |
83.60 |
85.73 |
+1.97 |
15,989 |
104,486 |
-806 |
| Feb11 |
101129 |
84.74 |
86.40 |
84.17 |
86.27 |
+1.92 |
3,352 |
49,533 |
+77 |
| Mar11 |
101129 |
85.23 |
86.81 |
84.66 |
86.73 |
+1.86 |
706 |
47,132 |
-88 |
| Apr11 |
101129 |
86.19 |
87.07 |
85.52 |
87.07 |
+1.85 |
906 |
25,601 |
+61 |
| May11 |
101129 |
86.67 |
87.35 |
85.59 |
87.35 |
+1.83 |
1,199 |
17,793 |
-6 |
| Jun11 |
101129 |
86.50 |
87.60 |
85.64 |
87.60 |
+1.80 |
1,533 |
48,183 |
+23 |
| Jul11 |
101129 |
86.73 |
87.79 |
86.51 |
87.79 |
+1.76 |
75 |
14,147 |
-7 |
| Aug11 |
101129 |
86.92 |
87.96 |
86.35 |
87.96 |
+1.75 |
4 |
8,752 |
-2 |
| Sep11 |
101129 |
87.15 |
88.12 |
86.60 |
88.12 |
+1.73 |
1 |
11,353 |
+0 |
| Oct11 |
101129 |
88.28 |
88.28 |
88.28 |
88.28 |
+1.72 |
7 |
4,477 |
+1 |
| Nov11 |
101129 |
88.45 |
88.45 |
88.45 |
88.45 |
+1.70 |
4 |
7,596 |
-2 |
| Dec11 |
101129 |
87.64 |
88.64 |
86.74 |
88.64 |
+1.68 |
1,926 |
53,896 |
-102 |
| Jan12 |
101129 |
88.72 |
88.72 |
88.72 |
88.72 |
+1.67 |
0 |
5,234 |
+0 |
| Feb12 |
101129 |
88.80 |
88.80 |
88.80 |
88.80 |
+1.67 |
0 |
1,184 |
+0 |
| Mar12 |
101129 |
88.89 |
88.89 |
88.89 |
88.89 |
+1.67 |
0 |
3,169 |
+0 |
| Apr12 |
101129 |
88.97 |
88.97 |
88.97 |
88.97 |
+1.67 |
0 |
774 |
+0 |
| Total Volume and Open Interest |
25,903 |
475,972 |
-757 |
| US Dollar Index(ICE) |
| Dec10 |
101129 |
80.275 |
81.215 |
80.150 |
80.902 |
+0.470 |
3,158 |
31,948 |
-743 |
| Mar11 |
101129 |
80.840 |
81.630 |
80.600 |
81.332 |
+0.505 |
48 |
1,093 |
+43 |
| Jun11 |
101129 |
81.650 |
81.900 |
81.650 |
81.775 |
+0.518 |
0 |
8 |
+0 |
| Total Volume and Open Interest |
3,206 |
33,049 |
-700 |
| Australian Dollar(CME) |
| Dec10 |
101129 |
96.57 |
96.83 |
95.49 |
96.12 |
-0.12 |
90,100 |
116,877 |
+1,104 |
| Mar11 |
101129 |
95.44 |
95.72 |
94.45 |
95.04 |
-0.11 |
669 |
1,958 |
+22 |
| Jun11 |
101129 |
93.97 |
94.09 |
93.97 |
93.97 |
-0.12 |
0 |
152 |
+0 |
| Total Volume and Open Interest |
90,769 |
119,124 |
+1,126 |
| British Pound(CME) |
| Dec10 |
101129 |
156.04 |
156.45 |
155.26 |
155.65 |
-0.42 |
99,437 |
90,022 |
-2,619 |
| Mar11 |
101129 |
155.97 |
156.34 |
155.19 |
155.56 |
-0.42 |
325 |
1,239 |
+43 |
| Jun11 |
101129 |
155.48 |
155.88 |
155.46 |
155.46 |
-0.42 |
1 |
41 |
+0 |
| Total Volume and Open Interest |
99,763 |
91,338 |
-2,576 |
| Canadian Dollar(CME) |
| Dec10 |
101129 |
98.11 |
98.32 |
97.45 |
98.07 |
+0.01 |
89,315 |
102,139 |
+3,558 |
| Mar11 |
101129 |
98.00 |
98.10 |
97.30 |
97.88 |
unch |
1,061 |
4,927 |
+63 |
| Jun11 |
101129 |
97.60 |
97.67 |
97.25 |
97.67 |
unch |
24 |
1,052 |
+4 |
| Sep11 |
101129 |
97.39 |
97.39 |
97.39 |
97.39 |
unch |
17 |
492 |
+4 |
| Total Volume and Open Interest |
90,437 |
109,071 |
+3,629 |
| Japanese Yen(CME) |
| Dec10 |
101129 |
118.95 |
119.32 |
118.49 |
118.73 |
-0.31 |
112,453 |
127,403 |
-174 |
| Mar11 |
101129 |
119.14 |
119.42 |
118.64 |
118.88 |
-0.33 |
806 |
1,985 |
+155 |
| Jun11 |
101129 |
119.09 |
119.43 |
119.09 |
119.09 |
-0.34 |
0 |
203 |
+0 |
| Total Volume and Open Interest |
113,259 |
129,601 |
-19 |
| Swiss Franc(CME) |
| Dec10 |
101129 |
99.74 |
100.13 |
99.56 |
99.97 |
+0.22 |
38,115 |
39,357 |
-263 |
| Mar11 |
101129 |
99.82 |
100.22 |
99.74 |
100.08 |
+0.22 |
139 |
448 |
+7 |
| Jun11 |
101129 |
100.23 |
100.23 |
100.01 |
100.23 |
+0.22 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
38,254 |
39,809 |
-256 |
| EuroFX(CME) |
| Dec10 |
101129 |
132.73 |
133.02 |
130.63 |
131.16 |
-1.26 |
375,533 |
185,274 |
+5,165 |
| Mar11 |
101129 |
132.66 |
132.90 |
130.57 |
131.09 |
-1.26 |
3,236 |
6,702 |
-195 |
| Jun11 |
101129 |
131.51 |
132.50 |
130.52 |
131.02 |
-1.27 |
10 |
154 |
+4 |
| Total Volume and Open Interest |
378,779 |
192,163 |
+4,974 |
| Mexican Peso(CME) |
| Dec10 |
101129 |
799.2 |
802.8 |
792.5 |
799.2 |
+0.2 |
38,151 |
144,229 |
-5,626 |
| Jan11 |
101129 |
798.0 |
798.0 |
798.0 |
798.0 |
unch |
|
|
|
| Total Volume and Open Interest |
38,199 |
145,180 |
-5,602 |
| 30-Year T-Bonds(CBOT) |
| Dec10 |
101129 |
127~270 |
128~060 |
127~270 |
128~050 |
+0~260 |
|
|
|
| Mar11 |
101129 |
125~260 |
126~270 |
125~180 |
126~220 |
+0~210 |
300,714 |
377,654 |
+161,725 |
| Jun11 |
101129 |
125~120 |
125~150 |
124~260 |
125~150 |
+0~210 |
0 |
560 |
+0 |
| Total Volume and Open Interest |
909,563 |
654,028 |
+27,146 |
| 10-Year T-Notes(CBOT) |
| Dec10 |
101129 |
124~160 |
124~310 |
124~095 |
124~280 |
+0~090 |
1,883,761 |
793,420 |
-285,299 |
| Mar11 |
101129 |
123~185 |
124~010 |
123~115 |
123~295 |
+0~085 |
691,164 |
735,039 |
+336,994 |
| Jun11 |
101129 |
122~240 |
123~030 |
122~190 |
123~030 |
+0~085 |
6 |
32 |
-4 |
| Total Volume and Open Interest |
2,574,931 |
1,528,497 |
+51,691 |
| 5-Year T-Notes(CBOT) |
| Dec10 |
101129 |
120~036 |
120~067 |
120~015 |
120~057 |
+0~018 |
956,541 |
654,911 |
+654,911 |
| Mar11 |
101129 |
119~070 |
119~095 |
119~045 |
119~086 |
+0~015 |
449,623 |
461,889 |
+209,327 |
| Jun11 |
101129 |
118~110 |
118~110 |
118~095 |
118~110 |
+0~015 |
|
|
|
| Total Volume and Open Interest |
1,406,164 |
1,116,800 |
-30,678 |
| 2 Year T-Notes(CBOT) |
| Dec10 |
101129 |
109~084 |
109~086 |
109~083 |
109~086 |
+0~004 |
|
|
|
| Mar11 |
101129 |
109~069 |
109~075 |
109~059 |
109~071 |
+0~004 |
375,567 |
374,580 |
+140,382 |
| Jun11 |
101129 |
109~055 |
109~055 |
109~051 |
109~055 |
+0~004 |
|
|
|
| Total Volume and Open Interest |
988,542 |
726,462 |
-15,697 |
| Eurodollars(CME) |
| Dec10 |
101129 |
99.625 |
99.665 |
99.622 |
99.640 |
+0.022 |
548,015 |
951,815 |
-6,354 |
| Mar11 |
101129 |
99.445 |
99.505 |
99.445 |
99.460 |
+0.005 |
676,081 |
1,165,001 |
+6,861 |
| Jun11 |
101129 |
99.355 |
99.405 |
99.350 |
99.375 |
+0.010 |
426,899 |
1,053,032 |
-14,600 |
| Sep11 |
101129 |
99.290 |
99.310 |
99.265 |
99.295 |
+0.010 |
421,834 |
932,814 |
-921 |
| Dec11 |
101129 |
99.175 |
99.200 |
99.155 |
99.185 |
+0.010 |
433,787 |
832,676 |
-17,590 |
| Mar12 |
101129 |
99.035 |
99.075 |
99.025 |
99.060 |
+0.015 |
401,703 |
721,720 |
-33,300 |
| Jun12 |
101129 |
98.905 |
98.935 |
98.880 |
98.925 |
+0.020 |
268,538 |
461,734 |
-3,649 |
| Sep12 |
101129 |
98.760 |
98.790 |
98.735 |
98.785 |
+0.025 |
221,605 |
372,539 |
-8,790 |
| Dec12 |
101129 |
98.605 |
98.625 |
98.565 |
98.620 |
+0.025 |
185,390 |
314,622 |
-623 |
| Mar13 |
101129 |
98.435 |
98.460 |
98.390 |
98.455 |
+0.030 |
155,979 |
239,140 |
+1,454 |
| Jun13 |
101129 |
98.210 |
98.275 |
98.190 |
98.260 |
+0.025 |
96,585 |
155,807 |
-1,105 |
| Sep13 |
101129 |
97.995 |
98.070 |
97.980 |
98.055 |
+0.030 |
82,448 |
175,729 |
-1,104 |
| Dec13 |
101129 |
97.785 |
97.840 |
97.750 |
97.825 |
+0.035 |
32,887 |
127,566 |
-15 |
| Mar14 |
101129 |
97.535 |
97.620 |
97.525 |
97.605 |
+0.040 |
28,642 |
114,046 |
+830 |
| Jun14 |
101129 |
97.300 |
97.380 |
97.290 |
97.365 |
+0.045 |
25,214 |
106,854 |
+1,005 |
| Sep14 |
101129 |
97.050 |
97.145 |
97.050 |
97.130 |
+0.050 |
21,697 |
72,779 |
+369 |
| Dec14 |
101129 |
96.825 |
96.915 |
96.815 |
96.895 |
+0.055 |
16,802 |
87,518 |
+2,827 |
| Mar15 |
101129 |
96.625 |
96.715 |
96.615 |
96.690 |
+0.055 |
19,359 |
45,037 |
-1,083 |
| Total Volume and Open Interest |
4,138,578 |
8,132,799 |
-71,352 |
| 30 Day Federal Funds(CBOT) |
| Nov10 |
101129 |
99.808 |
99.808 |
99.805 |
99.808 |
unch |
404 |
88,889 |
-74 |
| Dec10 |
101129 |
99.810 |
99.810 |
99.805 |
99.810 |
unch |
5,262 |
88,664 |
+2,128 |
| Jan11 |
101129 |
99.810 |
99.815 |
99.810 |
99.815 |
unch |
4,270 |
65,696 |
+1,179 |
| Feb11 |
101129 |
99.810 |
99.815 |
99.805 |
99.810 |
unch |
3,370 |
53,805 |
+449 |
| Mar11 |
101129 |
99.810 |
99.810 |
99.805 |
99.810 |
unch |
4,669 |
32,990 |
+659 |
| Apr11 |
101129 |
99.810 |
99.810 |
99.805 |
99.810 |
unch |
6,536 |
36,712 |
+2,924 |
| Total Volume and Open Interest |
65,886 |
607,008 |
+9,092 |
| 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 |
101129 |
99.660 |
99.660 |
99.660 |
99.660 |
unch |
0 |
2,289 |
+0 |
| Mar11 |
101129 |
99.625 |
99.625 |
99.625 |
99.625 |
-0.035 |
0 |
769 |
+0 |
| Jun11 |
101129 |
99.610 |
99.610 |
99.610 |
99.610 |
-0.050 |
0 |
150 |
+0 |
| Sep11 |
101129 |
99.590 |
99.590 |
99.590 |
99.590 |
-0.060 |
|
|
|
| Dec11 |
101129 |
99.595 |
99.595 |
99.595 |
99.595 |
-0.060 |
|
|
|
| Mar12 |
101129 |
99.585 |
99.585 |
99.585 |
99.585 |
-0.060 |
|
|
|
| Jun12 |
101129 |
99.635 |
99.635 |
99.635 |
99.635 |
-0.060 |
|
|
|
| Sep12 |
101129 |
99.585 |
99.585 |
99.585 |
99.585 |
-0.060 |
|
|
|
| Dec12 |
101129 |
99.280 |
99.280 |
99.280 |
99.280 |
-0.060 |
|
|
|
| Mar13 |
101129 |
99.280 |
99.280 |
99.280 |
99.280 |
-0.060 |
|
|
|
| Total Volume and Open Interest |
0 |
3,208 |
+0 |
| 3-Mth Euro-Yen(SGX) |
| Dec10 |
101129 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
4,388 |
+0 |
| Mar11 |
101129 |
99.62 |
99.63 |
99.62 |
99.62 |
-0.04 |
0 |
1,476 |
+0 |
| Jun11 |
101129 |
99.61 |
99.61 |
99.61 |
99.61 |
-0.05 |
1 |
1,537 |
+2 |
| Sep11 |
101129 |
99.59 |
99.59 |
99.59 |
99.59 |
-0.06 |
0 |
1,283 |
+0 |
| Dec11 |
101129 |
99.60 |
99.60 |
99.60 |
99.60 |
-0.06 |
0 |
110 |
+0 |
| Mar12 |
101129 |
99.58 |
99.58 |
99.58 |
99.58 |
-0.06 |
0 |
305 |
+0 |
| Jun12 |
101129 |
99.64 |
99.64 |
99.64 |
99.64 |
-0.06 |
0 |
754 |
+0 |
| Sep12 |
101129 |
99.58 |
99.58 |
99.58 |
99.58 |
-0.06 |
0 |
310 |
+0 |
| Total Volume and Open Interest |
1 |
10,167 |
+2 |
| Japanese Gov't Bonds(SGX) |
| Dec10 |
101129 |
140.44 |
140.91 |
140.34 |
140.67 |
-0.36 |
3,710 |
16,119 |
-483 |
| Mar11 |
101129 |
139.76 |
140.10 |
139.76 |
139.86 |
+0.28 |
2 |
26 |
+1 |
| Jun11 |
101129 |
137.77 |
137.77 |
137.77 |
137.77 |
+0.28 |
|
|
|
| Total Volume and Open Interest |
2,906 |
16,629 |
+485 |
| Euro-Bund(EUREX) |
| Dec10 |
101126 |
127.48 |
128.07 |
127.16 |
127.35 |
+0.06 |
1,331,171 |
995,333 |
+18,250 |
| Mar11 |
101126 |
127.30 |
127.89 |
126.99 |
127.17 |
+0.07 |
21,555 |
43,381 |
+6,845 |
| Jun11 |
101126 |
126.60 |
126.60 |
126.60 |
126.60 |
+0.06 |
158 |
0 |
+0 |
| Total Volume and Open Interest |
1,352,884 |
1,038,714 |
+25,095 |
| Euro-Bobl(EUREX) |
| Dec10 |
101115 |
119.83 |
120.01 |
119.68 |
119.87 |
-0.28 |
455,095 |
738,158 |
-36,665 |
| Mar11 |
101126 |
119.33 |
119.69 |
119.27 |
119.35 |
+0.12 |
10,080 |
106,531 |
+1,906 |
| Jun11 |
101126 |
119.40 |
119.40 |
119.40 |
119.40 |
+0.14 |
4 |
8 |
+4 |
| Total Volume and Open Interest |
660,560 |
809,398 |
-19,148 |
| 3-Mth Euribor(EUREX) |
| Dec10 |
101126 |
98.940 |
98.940 |
98.940 |
98.940 |
-0.005 |
70 |
6,109 |
-56 |
| Mar11 |
101126 |
98.800 |
98.800 |
98.790 |
98.790 |
-0.010 |
20 |
2,070 |
-2 |
| Jun11 |
101126 |
98.710 |
98.710 |
98.700 |
98.700 |
unch |
51 |
5,329 |
+14 |
| Total Volume and Open Interest |
1,763 |
22,147 |
-412 |
| Long Gilt(LIFFE) |
| Dec10 |
101125 |
121~10 |
121~13 |
120~20 |
120~29 |
-1~28 |
203,059 |
287,417 |
-4,657 |
| Mar11 |
101129 |
119~14 |
120~05 |
119~12 |
119~26 |
+0~01 |
103,474 |
200,382 |
+45,082 |
| Total Volume and Open Interest |
279,998 |
317,749 |
-6,254 |
| 3-Mth Short Sterling(LIFFE) |
| Dec10 |
101129 |
99.23 |
99.24 |
99.20 |
99.21 |
-0.01 |
29,607 |
353,954 |
-4,138 |
| Mar11 |
101129 |
99.12 |
99.15 |
99.12 |
99.13 |
+0.01 |
56,647 |
280,294 |
-1,928 |
| Jun11 |
101129 |
99.04 |
99.08 |
99.03 |
99.06 |
+0.03 |
77,807 |
233,958 |
-6,845 |
| Sep11 |
101129 |
98.91 |
98.98 |
98.91 |
98.96 |
+0.05 |
52,141 |
229,407 |
-1,466 |
| Dec11 |
101129 |
98.77 |
98.84 |
98.76 |
98.82 |
+0.06 |
67,118 |
318,167 |
-4,224 |
| Mar12 |
101129 |
98.58 |
98.67 |
98.58 |
98.65 |
+0.06 |
46,417 |
192,082 |
-1,691 |
| Total Volume and Open Interest |
434,123 |
2,036,369 |
-17,465 |
| 3-Mth Euribor(LIFFE) |
| Dec10 |
101129 |
98.945 |
98.960 |
98.940 |
98.945 |
+0.005 |
97,509 |
507,607 |
-6,342 |
| Mar11 |
101129 |
98.790 |
98.840 |
98.790 |
98.800 |
+0.010 |
93,666 |
524,160 |
+7,247 |
| Jun11 |
101129 |
98.710 |
98.750 |
98.700 |
98.705 |
+0.005 |
74,745 |
438,295 |
-5,164 |
| Total Volume and Open Interest |
574,772 |
2,953,134 |
-26,617 |
| 3-Mth Aus T-Bills(SFE) |
| Dec10 |
101129 |
94.97 |
94.99 |
94.96 |
94.99 |
+0.02 |
11,290 |
147,329 |
-7,788 |
| Mar11 |
101129 |
94.88 |
94.91 |
94.87 |
94.90 |
+0.02 |
26,031 |
167,458 |
+779 |
| Jun11 |
101129 |
94.77 |
94.81 |
94.76 |
94.81 |
+0.03 |
16,854 |
102,677 |
+3,178 |
| Sep11 |
101129 |
94.66 |
94.72 |
94.66 |
94.71 |
+0.04 |
10,218 |
55,802 |
-682 |
| Dec11 |
101129 |
94.56 |
94.63 |
94.56 |
94.62 |
+0.06 |
2,235 |
40,169 |
+105 |
| Mar12 |
101129 |
94.49 |
94.54 |
94.48 |
94.54 |
+0.06 |
1,495 |
39,750 |
+215 |
| Jun12 |
101129 |
94.40 |
94.47 |
94.40 |
94.47 |
+0.05 |
1,813 |
35,355 |
+578 |
| Sep12 |
101129 |
94.35 |
94.42 |
94.35 |
94.41 |
+0.05 |
2,305 |
15,319 |
+403 |
| Dec12 |
101129 |
94.31 |
94.35 |
94.30 |
94.35 |
+0.04 |
1,519 |
3,696 |
+1,516 |
| Mar13 |
101129 |
94.32 |
94.33 |
94.31 |
94.33 |
+0.04 |
0 |
2,001 |
+0 |
| Total Volume and Open Interest |
73,760 |
610,628 |
-1,696 |
| 10-Year Aus T-Bonds(SFE) |
| Dec10 |
101129 |
94.48 |
94.54 |
94.48 |
94.50 |
+0.01 |
28,372 |
400,493 |
+52 |
| Mar11 |
101129 |
94.50 |
94.50 |
94.50 |
94.50 |
+0.01 |
|
|
|
| Total Volume and Open Interest |
28,372 |
400,493 |
+52 |
| 3-Year Aus T-Bonds(SFE) |
| Dec10 |
101129 |
94.86 |
94.92 |
94.85 |
94.90 |
+0.04 |
96,118 |
520,652 |
-2,295 |
| Mar11 |
101129 |
94.85 |
94.85 |
94.85 |
94.85 |
+0.04 |
|
|
|
| Total Volume and Open Interest |
96,118 |
520,652 |
-2,295 |
| Gold(CMX) |
| Dec10 |
101129 |
1364.0 |
1369.3 |
1352.6 |
1366.0 |
+3.6 |
189,894 |
103,310 |
-66,730 |
| Feb11 |
101129 |
1365.0 |
1370.7 |
1354.5 |
1367.5 |
+3.2 |
106,226 |
289,486 |
+46,704 |
| Apr11 |
101129 |
1363.5 |
1372.7 |
1357.1 |
1369.6 |
+3.2 |
4,419 |
38,601 |
+2,269 |
| Jun11 |
101129 |
1370.8 |
1374.0 |
1358.9 |
1371.7 |
+3.1 |
3,116 |
31,562 |
+88 |
| Aug11 |
101129 |
1371.8 |
1375.7 |
1361.7 |
1374.0 |
+3.2 |
380 |
13,872 |
+182 |
| Oct11 |
101129 |
1376.4 |
1376.4 |
1376.4 |
1376.4 |
+3.2 |
142 |
10,149 |
+45 |
| Dec11 |
101129 |
1370.0 |
1382.2 |
1367.0 |
1379.0 |
+3.3 |
4,480 |
33,013 |
+877 |
| Feb12 |
101129 |
1373.1 |
1381.6 |
1373.0 |
1381.6 |
+3.4 |
1 |
6,011 |
+0 |
| Apr12 |
101129 |
1384.3 |
1384.3 |
1384.3 |
1384.3 |
+3.5 |
7 |
5,923 |
+0 |
| Jun12 |
101129 |
1386.4 |
1388.6 |
1382.5 |
1387.2 |
+3.5 |
313 |
9,959 |
+169 |
| Aug12 |
101129 |
1390.5 |
1390.5 |
1390.5 |
1390.5 |
+3.5 |
0 |
4,733 |
+0 |
| Total Volume and Open Interest |
311,857 |
607,664 |
-15,048 |
| Silver(CMX) |
| Dec10 |
101129 |
2673.5 |
2727.0 |
2645.0 |
2714.8 |
+44.9 |
62,315 |
28,268 |
-13,907 |
| Mar11 |
101129 |
2678.5 |
2731.5 |
2652.5 |
2719.3 |
+42.1 |
24,516 |
60,601 |
+3,286 |
| May11 |
101129 |
2689.5 |
2735.0 |
2659.5 |
2724.2 |
+41.9 |
1,839 |
11,549 |
+638 |
| Jul11 |
101129 |
2697.0 |
2729.1 |
2668.0 |
2729.1 |
+41.8 |
158 |
8,713 |
-27 |
| Sep11 |
101129 |
2732.0 |
2734.0 |
2732.0 |
2734.0 |
+41.8 |
22 |
6,240 |
+5 |
| Dec11 |
101129 |
2690.5 |
2745.0 |
2680.0 |
2741.2 |
+41.8 |
1,021 |
9,989 |
+106 |
| Mar12 |
101129 |
2747.4 |
2747.4 |
2747.4 |
2747.4 |
+42.1 |
0 |
355 |
+0 |
| Total Volume and Open Interest |
91,084 |
137,944 |
-9,741 |
| Platinum(NYMEX) |
| Jan11 |
101129 |
1650.6 |
1658.5 |
1633.0 |
1644.6 |
-0.6 |
4,073 |
31,615 |
+166 |
| Apr11 |
101129 |
1640.0 |
1660.5 |
1639.0 |
1650.1 |
+0.7 |
250 |
2,618 |
+144 |
| Jul11 |
101129 |
1656.3 |
1656.4 |
1650.8 |
1652.8 |
+1.1 |
40 |
263 |
+40 |
| Oct11 |
101129 |
1652.8 |
1652.8 |
1652.8 |
1652.8 |
+1.1 |
|
|
|
| Total Volume and Open Interest |
4,363 |
34,498 |
+350 |
| Palladium(NYMEX) |
| Dec10 |
101129 |
677.50 |
694.05 |
669.50 |
693.00 |
+16.50 |
6,827 |
5,776 |
-4,085 |
| Mar11 |
101129 |
679.85 |
696.85 |
671.15 |
694.85 |
+16.00 |
4,587 |
17,238 |
+3,030 |
| Jun11 |
101129 |
676.40 |
696.40 |
671.85 |
695.75 |
+16.05 |
12 |
182 |
+5 |
| Total Volume and Open Interest |
11,444 |
23,212 |
-1,050 |
| Copper(CMX) |
| Dec10 |
101129 |
375.10 |
379.80 |
370.10 |
375.80 |
+0.70 |
31,893 |
15,536 |
-5,033 |
| Mar11 |
101129 |
375.95 |
380.95 |
371.15 |
376.75 |
+0.50 |
17,698 |
96,590 |
+5,752 |
| May11 |
101129 |
373.55 |
377.70 |
373.00 |
376.40 |
+0.50 |
1,292 |
16,724 |
+737 |
| Jul11 |
101129 |
373.95 |
375.70 |
373.95 |
375.70 |
+0.45 |
445 |
5,147 |
+5 |
| Sep11 |
101129 |
374.85 |
374.85 |
374.85 |
374.85 |
+0.45 |
196 |
4,813 |
+8 |
| Total Volume and Open Interest |
52,465 |
147,544 |
+1,490 |
| DJIA Index(CBOT) |
| Dec10 |
101129 |
11071 |
11101 |
10930 |
11039 |
+9 |
301 |
8,174 |
-53 |
| Mar11 |
101129 |
11053 |
11053 |
10950 |
10975 |
+7 |
1 |
40 |
+1 |
| Jun11 |
101129 |
10916 |
10916 |
10907 |
10916 |
+9 |
|
|
|
| Sep11 |
101129 |
10854 |
10854 |
10845 |
10854 |
+9 |
|
|
|
| Total Volume and Open Interest |
302 |
8,214 |
-52 |
| S & P 500(CME) |
| Dec10 |
101129 |
1188.90 |
1193.70 |
1172.20 |
1186.50 |
+3.30 |
21,839 |
355,289 |
+1,248 |
| Mar11 |
101129 |
1175.00 |
1184.00 |
1167.50 |
1181.40 |
+3.30 |
1,811 |
14,134 |
+1,568 |
| Jun11 |
101129 |
1176.60 |
1178.30 |
1163.80 |
1176.60 |
+3.30 |
1 |
2,716 |
-100 |
| Sep11 |
101129 |
1172.10 |
1173.80 |
1159.30 |
1172.10 |
+3.30 |
0 |
130 |
+0 |
| Total Volume and Open Interest |
23,751 |
372,419 |
+2,816 |
| S & P 500 E-Mini(Globex) |
| Dec10 |
101129 |
1186.50 |
1186.50 |
1185.50 |
1186.25 |
+3.00 |
|
|
|
| Mar11 |
101129 |
1184.75 |
1188.25 |
1167.25 |
1181.50 |
+3.50 |
14,561 |
68,005 |
+10,697 |
| Total Volume and Open Interest |
1,836,022 |
2,851,023 |
+14,634 |
| NASDAQ 100(CME) |
| Dec10 |
101129 |
2151.30 |
2159.80 |
2117.00 |
2145.50 |
-0.50 |
2,926 |
29,059 |
+1,013 |
| Mar11 |
101129 |
2140.00 |
2146.00 |
2117.00 |
2143.50 |
-0.50 |
2 |
61 |
+1 |
| Jun11 |
101129 |
2141.00 |
2141.00 |
2139.50 |
2141.00 |
-0.50 |
|
|
|
| Total Volume and Open Interest |
2,928 |
29,120 |
+1,014 |
| NASDAQ 100 E-Mini(Globex) |
| Dec10 |
101129 |
2150.00 |
2160.30 |
2117.80 |
2145.50 |
-0.50 |
267,835 |
427,557 |
+15,843 |
| Mar11 |
101129 |
2148.00 |
2158.00 |
2116.00 |
2143.50 |
-0.50 |
395 |
1,629 |
+29 |
| Total Volume and Open Interest |
268,231 |
429,198 |
+15,871 |
| S & P Midcap 400(CME) |
| Dec10 |
101129 |
857.20 |
857.60 |
848.00 |
857.20 |
+1.50 |
5 |
3,714 |
+0 |
| Mar11 |
101129 |
854.90 |
854.90 |
854.50 |
854.90 |
+1.60 |
0 |
2 |
+0 |
| Jun11 |
101129 |
852.90 |
852.90 |
852.50 |
852.90 |
+1.60 |
|
|
|
| Total Volume and Open Interest |
5 |
3,716 |
+0 |
| Russell 2000 E-Mini(Globex) |
| Nikkei 225(CME) |
| Dec10 |
101129 |
10050 |
10165 |
9990 |
10095 |
+75 |
10,120 |
44,678 |
-402 |
| Mar11 |
101129 |
10195 |
10195 |
10035 |
10125 |
+75 |
2 |
66 |
+2 |
| Total Volume and Open Interest |
10,122 |
44,744 |
-400 |
| Nikkei 225(SGX) |
| Dec10 |
101129 |
10050 |
10155 |
9990 |
10125 |
+75 |
116,171 |
214,939 |
-4,482 |
| Mar11 |
101129 |
10050 |
10115 |
10030 |
10115 |
+75 |
2,313 |
6,488 |
+481 |
| Jun11 |
101129 |
10045 |
10045 |
10045 |
10045 |
+75 |
0 |
2,126 |
+0 |
| Total Volume and Open Interest |
118,544 |
230,178 |
-3,990 |
| CAC 40(EURONEXT) |
| Dec10 |
101129 |
3732.0 |
3774.0 |
3621.0 |
3637.0 |
-89.0 |
54,552 |
345,036 |
-17,164 |
| Jan11 |
101129 |
3747.0 |
3772.5 |
3631.0 |
3640.0 |
-89.0 |
590 |
5,836 |
+568 |
| Feb11 |
101129 |
3648.5 |
3653.0 |
3642.0 |
3642.0 |
-89.0 |
0 |
70 |
+0 |
| Total Volume and Open Interest |
55,146 |
351,124 |
-16,592 |
| Hang Seng Index(HKFE) |
| Nov10 |
101129 |
22810 |
22920 |
22762 |
22912 |
+52 |
109,843 |
34,061 |
-15,699 |
| Dec10 |
101129 |
22839 |
23232 |
22755 |
23220 |
+373 |
51,141 |
87,044 |
+16,569 |
| Total Volume and Open Interest |
161,330 |
124,338 |
+1,025 |
| DAX(EUREX) |
| Dec10 |
101126 |
6850.0 |
6875.0 |
6781.5 |
6857.0 |
-28.5 |
161,207 |
201,294 |
+6,143 |
| Mar11 |
101126 |
6868.5 |
6889.5 |
6799.0 |
6873.0 |
-28.5 |
494 |
13,747 |
+138 |
| Jun11 |
101126 |
6890.5 |
6911.5 |
6825.0 |
6895.0 |
-28.5 |
280 |
4,509 |
+27 |
| Total Volume and Open Interest |
161,981 |
219,550 |
+6,308 |
| FT-SE 100(EURONEXT) |
| Dec10 |
101129 |
5669.50 |
5723.50 |
5532.50 |
5569.00 |
-104.00 |
45,658 |
613,077 |
+2,760 |
| Mar11 |
101129 |
5556.00 |
5680.00 |
5504.00 |
5529.00 |
-104.00 |
523 |
10,222 |
+270 |
| Jun11 |
101129 |
5553.00 |
5555.00 |
5487.50 |
5487.50 |
-104.00 |
60 |
1,038 |
+10 |
| Total Volume and Open Interest |
46,241 |
624,347 |
+3,040 |
| SPI 200(SFE) |
| Dec10 |
101129 |
4596.0 |
4637.0 |
4560.0 |
4619.0 |
+22.0 |
22,924 |
201,389 |
-3,850 |
| Mar11 |
101129 |
4593.0 |
4623.0 |
4558.0 |
4614.0 |
+21.0 |
102 |
2,339 |
+42 |
| Jun11 |
101129 |
4600.0 |
4640.0 |
4600.0 |
4640.0 |
+24.0 |
5 |
1,155 |
-4 |
| Total Volume and Open Interest |
23,031 |
207,460 |
-3,812 |
| GSCI(CME) |
| Dec10 |
101129 |
579.00 |
582.20 |
575.00 |
582.00 |
+5.50 |
362 |
14,677 |
+75 |
| Jan11 |
101129 |
581.00 |
584.00 |
577.00 |
584.00 |
+5.50 |
2 |
3 |
+0 |
| Feb11 |
101129 |
586.00 |
586.00 |
579.50 |
586.00 |
+5.50 |
|
|
|
| Total Volume and Open Interest |
364 |
14,680 |
+75 |
| 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. |
|
|
