|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Tue October 13, 2009 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Nov09 |
091013 |
996.50 |
1012.25 |
987.00 |
993.00 |
-6.00 |
132,235 |
198,255 |
-4,827 |
| Jan10 |
091013 |
997.50 |
1013.25 |
987.75 |
995.75 |
-4.25 |
49,677 |
125,552 |
+12,054 |
| Mar10 |
091013 |
999.50 |
1011.25 |
987.00 |
995.25 |
-5.25 |
12,827 |
45,630 |
+2,400 |
| May10 |
091013 |
990.00 |
1005.00 |
981.00 |
989.50 |
-4.50 |
8,634 |
27,290 |
+920 |
| Jul10 |
091013 |
990.25 |
1003.25 |
980.00 |
986.50 |
-6.50 |
12,275 |
36,023 |
+738 |
| Aug10 |
091013 |
986.00 |
991.00 |
984.00 |
984.00 |
-7.00 |
147 |
564 |
-26 |
| Sep10 |
091013 |
974.50 |
981.00 |
973.75 |
977.00 |
-4.00 |
72 |
196 |
-3 |
| Total Volume and Open Interest |
229,873 |
479,091 |
+14,041 |
| Soybean Meal(CBOT) |
| Oct09 |
091013 |
322.00 |
328.00 |
319.50 |
326.30 |
+3.50 |
930 |
2,847 |
-335 |
| Dec09 |
091013 |
306.50 |
311.40 |
303.60 |
306.30 |
-1.00 |
33,406 |
73,716 |
+411 |
| Jan10 |
091013 |
302.90 |
306.10 |
299.60 |
302.80 |
-0.20 |
3,089 |
15,249 |
-69 |
| Mar10 |
091013 |
299.30 |
302.50 |
296.50 |
299.50 |
+0.20 |
3,794 |
14,244 |
+115 |
| May10 |
091013 |
295.00 |
297.90 |
292.10 |
295.30 |
+0.30 |
2,573 |
14,403 |
-434 |
| Jul10 |
091013 |
293.70 |
296.80 |
290.70 |
293.90 |
+0.20 |
2,350 |
11,589 |
+322 |
| Aug10 |
091013 |
293.00 |
295.90 |
292.70 |
293.30 |
unch |
375 |
2,718 |
+63 |
| Sep10 |
091013 |
292.00 |
294.00 |
291.10 |
291.50 |
-0.10 |
324 |
2,779 |
+58 |
| Total Volume and Open Interest |
47,712 |
148,353 |
+22 |
| Soybean Oil(CBOT) |
| Oct09 |
091013 |
35.76 |
36.20 |
35.76 |
35.86 |
-0.44 |
971 |
868 |
-188 |
| Dec09 |
091013 |
36.36 |
36.89 |
35.91 |
36.06 |
-0.49 |
54,323 |
116,366 |
+1,635 |
| Jan10 |
091013 |
36.81 |
37.25 |
36.39 |
36.51 |
-0.49 |
16,170 |
49,917 |
+6,808 |
| Mar10 |
091013 |
37.34 |
37.42 |
36.75 |
36.88 |
-0.48 |
6,824 |
20,056 |
+1,409 |
| May10 |
091013 |
37.07 |
37.70 |
37.02 |
37.14 |
-0.50 |
3,340 |
9,811 |
-94 |
| Jul10 |
091013 |
37.74 |
37.89 |
37.29 |
37.39 |
-0.51 |
2,018 |
11,048 |
+288 |
| Aug10 |
091013 |
37.68 |
38.00 |
37.49 |
37.49 |
-0.51 |
102 |
905 |
+14 |
| Sep10 |
091013 |
37.88 |
38.10 |
37.59 |
37.59 |
-0.51 |
21 |
663 |
+5 |
| Total Volume and Open Interest |
84,114 |
219,865 |
+9,879 |
| Canola(WCE) |
| Nov09 |
091013 |
390.0 |
395.0 |
386.6 |
388.4 |
+6.1 |
6,541 |
48,885 |
-994 |
| Jan10 |
091013 |
391.0 |
399.1 |
391.0 |
392.3 |
+5.0 |
3,638 |
49,568 |
+1,755 |
| Mar10 |
091013 |
392.0 |
403.3 |
392.0 |
396.5 |
+4.6 |
247 |
4,167 |
+100 |
| May10 |
091013 |
400.8 |
405.8 |
400.0 |
400.5 |
+4.2 |
15 |
1,150 |
+15 |
| Jul10 |
091013 |
409.3 |
412.4 |
406.0 |
406.0 |
+4.7 |
7 |
1,079 |
+1 |
| Total Volume and Open Interest |
10,448 |
104,991 |
+877 |
| Corn(CBOT) |
| Dec09 |
091013 |
379.00 |
386.75 |
374.25 |
381.75 |
+0.50 |
133,104 |
507,790 |
-2,772 |
| Mar10 |
091013 |
390.50 |
398.00 |
386.50 |
393.25 |
+0.25 |
22,454 |
166,899 |
+824 |
| May10 |
091013 |
398.75 |
405.50 |
394.75 |
401.25 |
+0.25 |
4,052 |
38,053 |
+153 |
| Jul10 |
091013 |
404.00 |
412.00 |
401.50 |
408.25 |
+0.50 |
11,103 |
61,522 |
-603 |
| Sep10 |
091013 |
410.00 |
415.50 |
407.25 |
413.75 |
unch |
3,149 |
15,955 |
+212 |
| Dec10 |
091013 |
417.00 |
420.00 |
413.00 |
419.50 |
unch |
14,735 |
87,892 |
+1,873 |
| Total Volume and Open Interest |
189,265 |
891,389 |
+3 |
| Wheat(CBOT) |
| Dec09 |
091013 |
492.75 |
514.50 |
486.00 |
511.25 |
+17.00 |
38,632 |
193,298 |
-905 |
| Mar10 |
091013 |
512.25 |
533.50 |
505.00 |
530.25 |
+17.00 |
11,224 |
53,950 |
+596 |
| May10 |
091013 |
522.25 |
546.00 |
519.00 |
543.00 |
+16.75 |
2,630 |
8,404 |
-16 |
| Jul10 |
091013 |
535.00 |
558.25 |
532.00 |
555.50 |
+15.50 |
5,498 |
46,763 |
-459 |
| Sep10 |
091013 |
551.25 |
570.75 |
551.25 |
570.00 |
+16.25 |
397 |
1,184 |
+84 |
| Total Volume and Open Interest |
60,336 |
327,064 |
-429 |
| Wheat(KCBT) |
| Dec09 |
091013 |
509.00 |
527.00 |
503.50 |
525.00 |
+14.00 |
9,092 |
57,134 |
-937 |
| Mar10 |
091013 |
524.25 |
544.00 |
520.00 |
541.00 |
+14.25 |
2,010 |
24,174 |
+404 |
| May10 |
091013 |
535.00 |
553.25 |
533.25 |
552.50 |
+14.25 |
679 |
5,102 |
+167 |
| Jul10 |
091013 |
547.00 |
565.50 |
543.00 |
564.25 |
+14.25 |
2,329 |
19,247 |
+506 |
| Sep10 |
091013 |
560.00 |
576.25 |
559.25 |
575.75 |
+14.25 |
44 |
1,158 |
-8 |
| Total Volume and Open Interest |
15,847 |
124,844 |
+832 |
| Wheat(MGE) |
| Dec09 |
091013 |
523.00 |
541.25 |
519.00 |
537.25 |
+11.75 |
2,139 |
18,460 |
+25 |
| Mar10 |
091013 |
535.25 |
556.25 |
535.00 |
553.75 |
+12.00 |
493 |
10,140 |
+44 |
| May10 |
091013 |
552.25 |
567.00 |
549.25 |
565.00 |
+12.75 |
134 |
3,605 |
+51 |
| Jul10 |
091013 |
559.50 |
578.00 |
555.50 |
575.00 |
+13.25 |
276 |
7,053 |
+118 |
| Sep10 |
091013 |
573.00 |
588.50 |
571.50 |
587.25 |
+13.50 |
205 |
2,022 |
+53 |
| Total Volume and Open Interest |
3,418 |
44,433 |
+328 |
| Oats(CBOT) |
| Dec09 |
091013 |
254.75 |
259.50 |
250.25 |
258.50 |
+3.75 |
1,117 |
9,221 |
-122 |
| Mar10 |
091013 |
267.00 |
272.50 |
264.75 |
271.50 |
+3.75 |
135 |
3,913 |
+28 |
| May10 |
091013 |
273.00 |
279.00 |
273.00 |
279.00 |
+3.25 |
3 |
17 |
+2 |
| Jul10 |
091013 |
282.50 |
287.00 |
282.50 |
287.00 |
+2.75 |
0 |
4 |
+0 |
| Total Volume and Open Interest |
1,255 |
13,180 |
-92 |
| Rough Rice(CBOT) |
| Nov09 |
091013 |
13.79 |
14.01 |
13.78 |
13.90 |
+0.10 |
895 |
6,126 |
-47 |
| Jan10 |
091013 |
14.03 |
14.25 |
14.03 |
14.15 |
+0.10 |
285 |
3,007 |
+112 |
| Mar10 |
091013 |
14.29 |
14.48 |
14.29 |
14.40 |
+0.11 |
70 |
1,574 |
+31 |
| May10 |
091013 |
14.56 |
14.71 |
14.56 |
14.63 |
+0.10 |
3 |
401 |
-1 |
| Total Volume and Open Interest |
1,253 |
11,931 |
+95 |
| Live Cattle(CME) |
| Oct09 |
091013 |
82.230 |
82.850 |
82.100 |
82.200 |
unch |
7,725 |
10,986 |
-1,057 |
| Dec09 |
091013 |
85.400 |
85.500 |
84.200 |
84.680 |
-0.620 |
15,564 |
125,292 |
-228 |
| Feb10 |
091013 |
86.300 |
86.400 |
84.885 |
85.480 |
-0.720 |
7,780 |
57,211 |
+1,916 |
| Apr10 |
091013 |
88.350 |
88.350 |
87.180 |
87.650 |
-0.750 |
4,102 |
40,639 |
+736 |
| Jun10 |
091013 |
85.450 |
85.480 |
84.350 |
84.900 |
-0.550 |
1,981 |
16,116 |
+436 |
| Aug10 |
091013 |
85.980 |
86.080 |
85.050 |
85.800 |
-0.500 |
132 |
2,886 |
+52 |
| Total Volume and Open Interest |
37,391 |
256,785 |
+1,956 |
| Feeder Cattle(CME) |
| Oct09 |
091013 |
93.650 |
93.800 |
92.800 |
93.050 |
-0.985 |
771 |
3,354 |
-181 |
| Nov09 |
091013 |
94.080 |
94.285 |
93.000 |
93.135 |
-1.045 |
2,986 |
12,401 |
-729 |
| Jan10 |
091013 |
95.000 |
95.080 |
93.650 |
94.035 |
-1.000 |
2,527 |
6,749 |
+335 |
| Mar10 |
091013 |
96.200 |
96.300 |
95.230 |
95.650 |
-0.680 |
470 |
2,603 |
+100 |
| Apr10 |
091013 |
96.900 |
97.135 |
96.100 |
96.600 |
-0.700 |
68 |
580 |
+35 |
| May10 |
091013 |
98.200 |
98.200 |
97.200 |
97.635 |
-0.565 |
110 |
1,085 |
+35 |
| Aug10 |
091013 |
98.830 |
99.000 |
98.000 |
98.700 |
-0.400 |
38 |
273 |
+22 |
| Total Volume and Open Interest |
6,970 |
27,045 |
-383 |
| Lean Hogs(CME) |
| Oct09 |
091013 |
50.250 |
50.700 |
50.180 |
50.450 |
+0.320 |
2,076 |
8,215 |
-640 |
| Dec09 |
091013 |
54.200 |
54.330 |
52.680 |
53.680 |
-0.150 |
13,536 |
72,559 |
-9 |
| Feb10 |
091013 |
59.600 |
59.900 |
58.650 |
59.200 |
-0.335 |
6,010 |
32,831 |
-150 |
| Apr10 |
091013 |
64.800 |
65.000 |
64.200 |
64.785 |
-0.165 |
4,355 |
19,685 |
+1,272 |
| May10 |
091013 |
70.200 |
70.900 |
69.700 |
70.850 |
-0.100 |
13 |
1,039 |
+0 |
| Jun10 |
091013 |
72.950 |
73.350 |
72.725 |
73.250 |
-0.135 |
3,610 |
12,212 |
+889 |
| Jul10 |
091013 |
72.535 |
73.050 |
72.400 |
72.600 |
-0.450 |
995 |
3,556 |
+411 |
| Aug10 |
091013 |
72.550 |
72.600 |
72.150 |
72.350 |
-0.200 |
1,172 |
2,853 |
+606 |
| Total Volume and Open Interest |
33,112 |
155,360 |
+3,524 |
| Pork Bellies(CME) |
| Feb10 |
091013 |
83.100 |
84.400 |
82.350 |
82.750 |
-2.150 |
71 |
467 |
+11 |
| Mar10 |
091013 |
80.500 |
83.100 |
80.500 |
80.500 |
-2.550 |
1 |
90 |
-1 |
| May10 |
091013 |
84.500 |
86.500 |
84.500 |
84.500 |
-2.500 |
1 |
87 |
+1 |
| Jul10 |
091013 |
83.600 |
83.600 |
83.600 |
83.600 |
unch |
0 |
20 |
+0 |
| Aug10 |
091013 |
83.000 |
83.100 |
83.000 |
83.000 |
unch |
0 |
15 |
+0 |
| Total Volume and Open Interest |
73 |
679 |
+11 |
| Class III Milk(CME) |
| Oct09 |
091013 |
12.77 |
12.77 |
12.71 |
12.75 |
unch |
84 |
3,724 |
+49 |
| Nov09 |
091013 |
14.63 |
14.71 |
14.38 |
14.38 |
-0.25 |
477 |
4,311 |
+126 |
| Dec09 |
091013 |
14.80 |
14.94 |
14.55 |
14.60 |
-0.19 |
384 |
4,492 |
+93 |
| Jan10 |
091013 |
14.79 |
14.87 |
14.55 |
14.62 |
-0.17 |
156 |
2,087 |
+26 |
| Feb10 |
091013 |
14.72 |
14.73 |
14.55 |
14.55 |
-0.14 |
50 |
1,422 |
+35 |
| Total Volume and Open Interest |
1,312 |
23,334 |
+428 |
| Cocoa(ICE) |
| Dec09 |
091013 |
3091 |
3162 |
3085 |
3096 |
+28 |
7,653 |
56,493 |
+99 |
| Mar10 |
091013 |
3122 |
3178 |
3117 |
3122 |
+27 |
3,131 |
37,157 |
+1,115 |
| May10 |
091013 |
3177 |
3180 |
3131 |
3131 |
+29 |
866 |
13,500 |
+291 |
| Jul10 |
091013 |
3178 |
3182 |
3132 |
3132 |
+28 |
232 |
5,229 |
+364 |
| Sep10 |
091013 |
3179 |
3183 |
3132 |
3132 |
+30 |
31 |
3,925 |
+15 |
| Dec10 |
091013 |
3179 |
3183 |
3131 |
3131 |
+30 |
1 |
2,783 |
+0 |
| Mar11 |
091013 |
3164 |
3164 |
3126 |
3126 |
+37 |
515 |
6,257 |
+513 |
| Total Volume and Open Interest |
12,629 |
129,986 |
+2,597 |
| Coffee "C"(ICE) |
| Dec09 |
091013 |
138.15 |
139.75 |
135.80 |
138.45 |
+0.40 |
8,451 |
64,451 |
+1,077 |
| Mar10 |
091013 |
140.80 |
142.50 |
138.70 |
141.30 |
+0.40 |
1,831 |
21,951 |
+255 |
| May10 |
091013 |
141.90 |
144.20 |
140.50 |
143.20 |
+0.50 |
492 |
9,932 |
+37 |
| Jul10 |
091013 |
144.20 |
145.80 |
143.00 |
144.75 |
+0.40 |
248 |
3,295 |
+75 |
| Sep10 |
091013 |
145.80 |
147.40 |
144.70 |
146.35 |
+0.35 |
241 |
3,771 |
+96 |
| Dec10 |
091013 |
149.00 |
149.00 |
147.45 |
148.70 |
+0.25 |
153 |
2,349 |
+82 |
| Total Volume and Open Interest |
11,669 |
106,730 |
+1,666 |
| Orange Juice(ICE) |
| Nov09 |
091013 |
112.20 |
112.95 |
110.15 |
112.90 |
+0.50 |
5,796 |
17,656 |
+510 |
| Jan10 |
091013 |
114.80 |
115.75 |
113.10 |
115.75 |
+0.50 |
2,108 |
8,109 |
-34 |
| Mar10 |
091013 |
117.15 |
119.15 |
117.00 |
118.95 |
+0.50 |
144 |
4,093 |
-8 |
| May10 |
091013 |
121.80 |
122.50 |
120.55 |
122.15 |
+0.35 |
21 |
627 |
-9 |
| Jul10 |
091013 |
125.15 |
125.15 |
125.15 |
125.15 |
+0.35 |
10 |
132 |
+10 |
| Sep10 |
091013 |
127.65 |
127.65 |
127.65 |
127.65 |
+0.80 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
8,079 |
30,800 |
+469 |
| Sugar #11(ICE) |
| Mar10 |
091013 |
21.63 |
22.98 |
21.62 |
22.79 |
+1.16 |
87,498 |
368,127 |
-10,040 |
| May10 |
091013 |
20.92 |
22.04 |
20.87 |
21.88 |
+1.00 |
26,181 |
88,593 |
+980 |
| Jul10 |
091013 |
20.05 |
20.89 |
19.95 |
20.74 |
+0.79 |
10,888 |
121,067 |
+689 |
| Oct10 |
091013 |
19.40 |
20.13 |
19.35 |
20.05 |
+0.70 |
4,887 |
81,186 |
-338 |
| Mar11 |
091013 |
19.14 |
19.72 |
19.14 |
19.69 |
+0.69 |
2,723 |
46,912 |
-301 |
| Total Volume and Open Interest |
134,445 |
761,452 |
-9,094 |
| London Cocoa(LCE) |
| Dec09 |
091006 |
2120 |
2134 |
2087 |
2120 |
-13 |
13,703 |
53,404 |
-3,592 |
| Mar10 |
091013 |
2091 |
2135 |
2085 |
2091 |
+7 |
3,539 |
34,993 |
+67 |
| May10 |
091013 |
2116 |
2159 |
2111 |
2116 |
+6 |
2,045 |
45,173 |
+382 |
| Jul10 |
091013 |
2060 |
2092 |
2060 |
2060 |
+6 |
151 |
11,669 |
+98 |
| Sep10 |
091013 |
2050 |
2073 |
2050 |
2050 |
+4 |
4 |
4,265 |
+0 |
| Dec10 |
091013 |
2040 |
2067 |
2040 |
2040 |
+3 |
0 |
1,229 |
+0 |
| Mar11 |
091013 |
2032 |
2032 |
2032 |
2032 |
+5 |
0 |
6,441 |
+0 |
| Total Volume and Open Interest |
11,722 |
159,739 |
+1,031 |
| London Sugar(LCE) |
| Dec09 |
091013 |
577.20 |
582.00 |
553.50 |
577.20 |
+27.30 |
2,645 |
20,232 |
-700 |
| Mar10 |
091013 |
591.80 |
597.80 |
568.00 |
591.80 |
+25.10 |
2,209 |
30,174 |
-189 |
| May10 |
091013 |
578.00 |
584.60 |
561.00 |
578.00 |
+20.90 |
544 |
8,957 |
+278 |
| Aug10 |
091013 |
554.20 |
558.10 |
537.00 |
554.20 |
+18.70 |
312 |
7,579 |
+208 |
| Oct10 |
091013 |
531.70 |
533.60 |
519.00 |
531.70 |
+16.60 |
348 |
3,966 |
+62 |
| Total Volume and Open Interest |
6,144 |
71,759 |
-411 |
| Cotton(ICE) |
| Dec09 |
091013 |
64.60 |
65.95 |
64.01 |
65.88 |
+1.20 |
6,195 |
101,625 |
+32 |
| Mar10 |
091013 |
66.77 |
68.38 |
66.52 |
68.35 |
+1.15 |
1,845 |
33,888 |
+733 |
| May10 |
091013 |
68.43 |
69.29 |
67.65 |
69.27 |
+0.95 |
367 |
3,310 |
-132 |
| Jul10 |
091013 |
69.48 |
70.10 |
68.80 |
70.08 |
+0.66 |
232 |
5,252 |
+155 |
| Oct10 |
091013 |
70.87 |
70.87 |
70.85 |
70.85 |
+0.53 |
2 |
70 |
+0 |
| Dec10 |
091013 |
71.00 |
71.51 |
70.50 |
71.51 |
+0.49 |
71 |
4,411 |
+20 |
| Total Volume and Open Interest |
8,716 |
148,619 |
+809 |
| Lumber(CME) |
| Nov09 |
091013 |
169.4 |
171.6 |
168.5 |
170.1 |
-1.3 |
1,202 |
4,295 |
-281 |
| Jan10 |
091013 |
188.2 |
191.0 |
186.9 |
187.7 |
+0.2 |
1,278 |
5,572 |
+405 |
| Mar10 |
091013 |
203.9 |
206.9 |
203.3 |
206.8 |
+2.6 |
9 |
261 |
+5 |
| May10 |
091013 |
215.7 |
215.7 |
214.1 |
215.5 |
+1.5 |
0 |
24 |
+0 |
| Total Volume and Open Interest |
2,489 |
10,158 |
+129 |
| Crude Oil(NYM) |
| Nov09 |
091013 |
73.17 |
74.55 |
72.83 |
74.15 |
+0.88 |
322,276 |
192,598 |
-48,008 |
| Dec09 |
091013 |
73.60 |
75.10 |
73.30 |
74.71 |
+0.97 |
155,969 |
253,106 |
+7,922 |
| Jan10 |
091013 |
74.03 |
75.62 |
73.89 |
75.29 |
+1.01 |
47,060 |
118,281 |
+8,417 |
| Feb10 |
091013 |
74.54 |
76.02 |
74.48 |
75.89 |
+1.05 |
11,959 |
43,501 |
+257 |
| Mar10 |
091013 |
75.55 |
76.50 |
75.34 |
76.38 |
+1.06 |
8,169 |
35,587 |
+640 |
| Apr10 |
091013 |
76.11 |
76.84 |
75.71 |
76.82 |
+1.05 |
4,880 |
18,571 |
-972 |
| May10 |
091013 |
76.06 |
77.26 |
76.06 |
77.26 |
+1.02 |
2,310 |
20,058 |
+239 |
| Jun10 |
091013 |
76.74 |
77.87 |
76.72 |
77.71 |
+1.00 |
8,657 |
93,298 |
-60 |
| Jul10 |
091013 |
77.85 |
78.09 |
77.13 |
78.07 |
+0.97 |
1,286 |
30,631 |
-216 |
| Aug10 |
091013 |
77.55 |
78.38 |
77.55 |
78.38 |
+0.95 |
673 |
12,016 |
-55 |
| Sep10 |
091013 |
78.55 |
78.73 |
78.55 |
78.73 |
+0.96 |
798 |
21,512 |
-264 |
| Oct10 |
091013 |
79.10 |
79.10 |
79.10 |
79.10 |
+0.97 |
890 |
12,794 |
-42 |
| Nov10 |
091013 |
79.48 |
79.48 |
79.48 |
79.48 |
+0.96 |
1,872 |
15,604 |
+710 |
| Dec10 |
091013 |
78.75 |
80.08 |
78.72 |
79.86 |
+0.95 |
13,304 |
111,354 |
+975 |
| Jan11 |
091013 |
80.09 |
80.09 |
80.09 |
80.09 |
+0.94 |
1,514 |
13,809 |
+764 |
| Feb11 |
091013 |
80.31 |
80.31 |
80.31 |
80.31 |
+0.92 |
431 |
6,593 |
+53 |
| Total Volume and Open Interest |
588,385 |
1,220,766 |
-29,140 |
| e-miNY Crude Oil(NYM) |
| Oct09 |
090921 |
72.050 |
72.200 |
68.975 |
69.700 |
-2.350 |
7,352 |
3,357 |
-509 |
| Nov09 |
091013 |
73.075 |
74.575 |
72.850 |
74.150 |
+0.875 |
11,512 |
5,348 |
-1,065 |
| Dec09 |
091013 |
73.550 |
75.125 |
73.300 |
74.700 |
+0.950 |
1,086 |
931 |
-38 |
| Jan10 |
091013 |
74.050 |
75.300 |
74.050 |
75.300 |
+1.025 |
162 |
271 |
+37 |
| Feb10 |
091013 |
75.750 |
75.900 |
75.750 |
75.900 |
+1.050 |
174 |
239 |
+124 |
| Mar10 |
091013 |
76.375 |
76.375 |
76.375 |
76.375 |
+1.050 |
0 |
129 |
+0 |
| Apr10 |
091013 |
76.825 |
76.825 |
76.825 |
76.825 |
+1.050 |
0 |
2 |
+0 |
| May10 |
091013 |
77.250 |
77.250 |
77.250 |
77.250 |
+1.000 |
0 |
2 |
+0 |
| Jun10 |
091013 |
77.700 |
77.700 |
77.700 |
77.700 |
+1.000 |
2 |
7 |
-1 |
| Jul10 |
091013 |
78.075 |
78.075 |
78.075 |
78.075 |
+0.975 |
1 |
1 |
-1 |
| Total Volume and Open Interest |
12,937 |
7,012 |
-944 |
| Heating Oil(NYM) |
| Nov09 |
091013 |
189.44 |
192.96 |
188.77 |
192.34 |
+2.90 |
44,122 |
53,967 |
-3,703 |
| Dec09 |
091013 |
191.52 |
195.59 |
191.40 |
195.10 |
+3.11 |
21,241 |
63,522 |
+1,520 |
| Jan10 |
091013 |
194.98 |
198.64 |
194.72 |
198.29 |
+3.31 |
10,045 |
42,130 |
+694 |
| Feb10 |
091013 |
199.18 |
200.87 |
198.28 |
200.87 |
+3.40 |
2,999 |
20,948 |
+342 |
| Mar10 |
091013 |
199.05 |
202.46 |
199.05 |
202.46 |
+3.44 |
1,507 |
16,629 |
+253 |
| Apr10 |
091013 |
201.97 |
203.19 |
201.75 |
203.19 |
+3.43 |
1,069 |
12,794 |
+142 |
| May10 |
091013 |
204.14 |
204.24 |
204.14 |
204.24 |
+3.38 |
717 |
11,463 |
+127 |
| Jun10 |
091013 |
203.60 |
205.39 |
202.91 |
205.39 |
+3.28 |
2,091 |
23,090 |
-440 |
| Jul10 |
091013 |
207.17 |
207.24 |
207.17 |
207.24 |
+3.23 |
330 |
7,140 |
+29 |
| Aug10 |
091013 |
207.69 |
209.54 |
207.69 |
209.54 |
+3.18 |
421 |
3,189 |
-57 |
| Sep10 |
091013 |
211.89 |
211.89 |
211.89 |
211.89 |
+3.13 |
250 |
5,875 |
-75 |
| Oct10 |
091013 |
214.25 |
214.34 |
214.25 |
214.34 |
+3.08 |
188 |
2,360 |
-50 |
| Total Volume and Open Interest |
88,219 |
308,555 |
-728 |
| Gasoline(NYMEX) |
| Nov09 |
091013 |
179.90 |
183.55 |
179.22 |
183.18 |
+3.28 |
41,519 |
68,238 |
-5,235 |
| Dec09 |
091013 |
181.15 |
185.00 |
180.99 |
184.86 |
+3.22 |
22,119 |
43,841 |
+4,417 |
| Jan10 |
091013 |
183.85 |
187.81 |
183.85 |
187.68 |
+3.14 |
11,254 |
29,482 |
+1,324 |
| Feb10 |
091013 |
189.13 |
190.38 |
187.36 |
190.38 |
+3.10 |
2,966 |
8,927 |
+225 |
| Mar10 |
091013 |
192.08 |
193.00 |
190.36 |
192.95 |
+3.03 |
2,356 |
14,813 |
+869 |
| Apr10 |
091013 |
201.90 |
205.54 |
201.90 |
205.54 |
+2.93 |
944 |
7,328 |
+334 |
| May10 |
091013 |
205.75 |
206.59 |
204.71 |
206.59 |
+2.88 |
600 |
4,773 |
+163 |
| Jun10 |
091013 |
206.00 |
207.44 |
204.74 |
207.44 |
+2.83 |
758 |
6,239 |
-323 |
| Jul10 |
091013 |
206.74 |
207.99 |
206.72 |
207.99 |
+2.73 |
372 |
2,235 |
+68 |
| Aug10 |
091013 |
205.22 |
208.14 |
205.22 |
208.14 |
+2.73 |
182 |
2,128 |
+170 |
| Total Volume and Open Interest |
83,461 |
198,014 |
+2,299 |
| e-miNY RBOB Gasoline(NYM) |
| Nov09 |
091013 |
183.18 |
183.18 |
183.18 |
183.18 |
+9.09 |
0 |
3 |
+0 |
| Dec09 |
091013 |
184.86 |
184.86 |
184.86 |
184.86 |
+3.22 |
0 |
4 |
+0 |
| Jan10 |
091013 |
187.68 |
187.68 |
187.68 |
187.68 |
+3.14 |
|
|
|
| Feb10 |
091013 |
190.38 |
190.38 |
190.38 |
190.38 |
+3.10 |
|
|
|
| Total Volume and Open Interest |
0 |
7 |
+0 |
| Natural Gas(NYM) |
| Nov09 |
091013 |
4.873 |
4.959 |
4.513 |
4.588 |
-0.292 |
122,852 |
147,027 |
-7,030 |
| Dec09 |
091013 |
5.723 |
5.820 |
5.412 |
5.475 |
-0.265 |
48,799 |
77,621 |
+5,468 |
| Jan10 |
091013 |
6.082 |
6.157 |
5.756 |
5.818 |
-0.252 |
41,309 |
99,421 |
+6,349 |
| Feb10 |
091013 |
6.125 |
6.189 |
5.815 |
5.877 |
-0.239 |
6,859 |
33,363 |
+1,210 |
| Mar10 |
091013 |
6.120 |
6.122 |
5.780 |
5.834 |
-0.212 |
6,566 |
54,893 |
+1,655 |
| Apr10 |
091013 |
6.028 |
6.085 |
5.750 |
5.803 |
-0.186 |
5,497 |
43,164 |
+496 |
| May10 |
091013 |
5.928 |
5.928 |
5.788 |
5.846 |
-0.173 |
1,416 |
24,004 |
+475 |
| Jun10 |
091013 |
6.085 |
6.174 |
5.880 |
5.923 |
-0.166 |
889 |
14,801 |
+225 |
| Jul10 |
091013 |
6.165 |
6.165 |
5.963 |
6.010 |
-0.158 |
952 |
12,060 |
+139 |
| Aug10 |
091013 |
6.220 |
6.232 |
6.042 |
6.085 |
-0.155 |
946 |
11,750 |
+378 |
| Sep10 |
091013 |
6.275 |
6.275 |
6.090 |
6.143 |
-0.153 |
376 |
11,591 |
+46 |
| Oct10 |
091013 |
6.440 |
6.440 |
6.250 |
6.293 |
-0.148 |
1,119 |
27,845 |
+109 |
| Nov10 |
091013 |
6.790 |
6.790 |
6.610 |
6.653 |
-0.135 |
633 |
7,207 |
+216 |
| Dec10 |
091013 |
7.105 |
7.105 |
6.932 |
6.998 |
-0.128 |
325 |
18,718 |
+30 |
| Jan11 |
091013 |
7.436 |
7.440 |
7.172 |
7.228 |
-0.126 |
178 |
9,998 |
-70 |
| Feb11 |
091013 |
7.320 |
7.320 |
7.175 |
7.213 |
-0.121 |
5 |
5,851 |
+0 |
| Total Volume and Open Interest |
238,819 |
715,583 |
+9,693 |
| Brent Crude Oil(ICE) |
| Nov09 |
091013 |
71.13 |
72.83 |
70.84 |
72.40 |
+1.04 |
119,753 |
86,415 |
-6,205 |
| Dec09 |
091013 |
71.82 |
73.46 |
71.53 |
72.99 |
+0.95 |
112,921 |
227,865 |
-998 |
| Jan10 |
091013 |
72.27 |
74.20 |
72.27 |
73.73 |
+0.96 |
43,149 |
85,510 |
+5,812 |
| Feb10 |
091013 |
73.19 |
74.90 |
73.19 |
74.44 |
+0.96 |
12,013 |
38,010 |
+2,599 |
| Mar10 |
091013 |
73.85 |
75.56 |
73.85 |
75.12 |
+0.96 |
3,580 |
16,942 |
+542 |
| Apr10 |
091013 |
74.54 |
76.21 |
74.54 |
75.76 |
+0.95 |
2,385 |
15,530 |
-84 |
| May10 |
091013 |
75.20 |
76.85 |
75.20 |
76.40 |
+0.94 |
2,185 |
13,562 |
+23 |
| Jun10 |
091013 |
75.77 |
77.42 |
75.77 |
76.99 |
+0.93 |
3,361 |
53,134 |
+175 |
| Jul10 |
091013 |
76.28 |
77.68 |
76.28 |
77.51 |
+0.91 |
399 |
10,899 |
-6 |
| Aug10 |
091013 |
77.98 |
77.98 |
77.98 |
77.98 |
+0.91 |
156 |
7,683 |
+2 |
| Sep10 |
091013 |
78.40 |
78.44 |
78.40 |
78.44 |
+0.91 |
124 |
4,438 |
+29 |
| Oct10 |
091013 |
78.88 |
78.88 |
78.88 |
78.88 |
+0.91 |
119 |
7,506 |
+68 |
| Nov10 |
091013 |
79.26 |
79.26 |
79.26 |
79.26 |
+0.92 |
104 |
6,183 |
-13 |
| Dec10 |
091013 |
78.68 |
80.00 |
78.63 |
79.61 |
+0.92 |
5,616 |
77,297 |
+386 |
| Total Volume and Open Interest |
307,775 |
744,977 |
+2,824 |
| Gas Oil(ICE) |
| Nov09 |
091013 |
591.25 |
604.00 |
590.00 |
597.00 |
+4.00 |
82,925 |
106,561 |
-2,226 |
| Dec09 |
091013 |
599.00 |
611.75 |
598.00 |
604.50 |
+3.50 |
41,874 |
98,745 |
+5,433 |
| Jan10 |
091013 |
608.50 |
619.75 |
608.50 |
612.75 |
+3.00 |
16,691 |
58,571 |
+1,163 |
| Feb10 |
091013 |
619.75 |
625.50 |
619.25 |
619.75 |
+2.75 |
3,285 |
27,606 |
+331 |
| Mar10 |
091013 |
626.25 |
631.75 |
623.00 |
626.00 |
+2.50 |
2,057 |
30,051 |
+232 |
| Apr10 |
091013 |
632.75 |
638.00 |
631.50 |
632.50 |
+2.75 |
659 |
16,508 |
-69 |
| May10 |
091013 |
640.50 |
644.00 |
638.50 |
638.50 |
+2.75 |
643 |
15,812 |
+36 |
| Jun10 |
091013 |
643.00 |
650.50 |
643.00 |
644.25 |
+3.00 |
2,661 |
41,871 |
+965 |
| Jul10 |
091013 |
653.25 |
653.25 |
652.00 |
652.00 |
+3.00 |
313 |
12,894 |
+174 |
| Aug10 |
091013 |
663.75 |
663.75 |
659.75 |
659.75 |
+3.25 |
169 |
12,082 |
-1 |
| Total Volume and Open Interest |
194,168 |
550,508 |
-17,203 |
| Ethanol(CBOT) |
| Oct09 |
091005 |
1.890 |
1.897 |
1.890 |
1.894 |
+0.018 |
74 |
177 |
+5 |
| Nov09 |
091013 |
1.885 |
1.890 |
1.876 |
1.888 |
-0.012 |
88 |
505 |
+4 |
| Dec09 |
091013 |
1.835 |
1.845 |
1.820 |
1.838 |
-0.005 |
17 |
672 |
-9 |
| Jan10 |
091013 |
1.820 |
1.825 |
1.820 |
1.821 |
-0.004 |
7 |
970 |
+7 |
| Feb10 |
091013 |
1.786 |
1.795 |
1.786 |
1.795 |
unch |
13 |
317 |
+10 |
| Mar10 |
091013 |
1.780 |
1.790 |
1.780 |
1.785 |
+0.008 |
14 |
265 |
-7 |
| Apr10 |
091013 |
1.780 |
1.780 |
1.780 |
1.780 |
+0.005 |
10 |
434 |
-10 |
| May10 |
091013 |
1.775 |
1.785 |
1.775 |
1.780 |
+0.025 |
15 |
199 |
+5 |
| Total Volume and Open Interest |
249 |
5,039 |
+79 |
| US Dollar Index(ICE) |
| Dec09 |
091013 |
76.270 |
76.470 |
75.920 |
76.165 |
-0.125 |
9,800 |
32,243 |
-585 |
| Mar10 |
091013 |
76.385 |
76.460 |
76.290 |
76.430 |
-0.125 |
13 |
2,080 |
+1 |
| Jun10 |
091013 |
76.730 |
76.730 |
76.730 |
76.730 |
-0.145 |
0 |
3 |
+0 |
| Total Volume and Open Interest |
9,813 |
34,326 |
-584 |
| Australian Dollar(CME) |
| Dec09 |
091013 |
90.19 |
90.77 |
89.81 |
89.95 |
+0.18 |
84,643 |
111,747 |
+1,826 |
| Mar10 |
091013 |
89.33 |
89.88 |
88.99 |
89.10 |
+0.18 |
133 |
818 |
+24 |
| Jun10 |
091013 |
88.17 |
88.36 |
88.17 |
88.17 |
+0.18 |
|
|
|
| Total Volume and Open Interest |
84,776 |
112,580 |
+1,850 |
| British Pound(CME) |
| Dec09 |
091013 |
157.99 |
159.24 |
157.02 |
158.88 |
+0.56 |
130,598 |
107,900 |
-3,029 |
| Mar10 |
091013 |
158.08 |
159.20 |
157.08 |
158.85 |
+0.56 |
17 |
195 |
+2 |
| Jun10 |
091013 |
158.82 |
158.94 |
157.26 |
158.82 |
+0.56 |
0 |
116 |
+0 |
| Total Volume and Open Interest |
130,615 |
108,231 |
-3,027 |
| Canadian Dollar(CME) |
| Dec09 |
091013 |
96.66 |
97.41 |
96.39 |
96.57 |
+0.77 |
72,028 |
90,289 |
+4,189 |
| Mar10 |
091013 |
96.85 |
97.30 |
96.38 |
96.54 |
+0.77 |
247 |
1,386 |
+62 |
| Jun10 |
091013 |
96.99 |
97.29 |
96.36 |
96.49 |
+0.76 |
53 |
311 |
+17 |
| Sep10 |
091013 |
97.00 |
97.00 |
96.33 |
96.38 |
+0.76 |
2 |
379 |
+1 |
| Total Volume and Open Interest |
72,346 |
92,463 |
+4,267 |
| Japanese Yen(CME) |
| Dec09 |
091013 |
111.40 |
111.86 |
110.92 |
111.40 |
+0.06 |
76,115 |
120,436 |
-164 |
| Mar10 |
091013 |
111.48 |
111.92 |
111.03 |
111.49 |
+0.06 |
41 |
136 |
+10 |
| Jun10 |
091013 |
111.63 |
111.84 |
111.34 |
111.63 |
+0.04 |
4 |
13 |
+1 |
| Total Volume and Open Interest |
76,160 |
120,606 |
-153 |
| Swiss Franc(CME) |
| Dec09 |
091013 |
97.44 |
98.14 |
97.33 |
97.72 |
+0.79 |
53,789 |
49,740 |
+3,463 |
| Mar10 |
091013 |
97.79 |
98.17 |
97.46 |
97.80 |
+0.79 |
0 |
99 |
+0 |
| Jun10 |
091013 |
97.92 |
98.12 |
97.74 |
97.92 |
+0.78 |
0 |
5 |
+0 |
| Total Volume and Open Interest |
53,789 |
49,845 |
+3,463 |
| EuroFX(CME) |
| Dec09 |
091013 |
147.73 |
148.74 |
147.58 |
148.20 |
+1.13 |
281,045 |
170,202 |
+1,700 |
| Mar10 |
091013 |
147.81 |
148.64 |
147.54 |
148.11 |
+1.12 |
483 |
925 |
+145 |
| Jun10 |
091013 |
148.03 |
148.42 |
147.68 |
148.03 |
+1.11 |
50 |
111 |
+50 |
| Total Volume and Open Interest |
281,578 |
171,244 |
+1,895 |
| Mexican Peso(CME) |
| Oct09 |
091013 |
757.5 |
757.5 |
753.2 |
757.5 |
+7.8 |
|
|
|
| Nov09 |
091013 |
754.5 |
754.5 |
750.2 |
754.5 |
+7.8 |
|
|
|
| Total Volume and Open Interest |
27,351 |
62,150 |
-3,190 |
| 30-Year T-Bonds(CBOT) |
| Dec09 |
091013 |
120~060 |
121~040 |
120~030 |
120~290 |
+0~300 |
337,810 |
768,210 |
+2,205 |
| Mar10 |
091013 |
119~200 |
120~140 |
119~150 |
120~090 |
+0~300 |
223 |
1,199 |
+72 |
| Jun10 |
091013 |
119~000 |
119~000 |
118~060 |
119~000 |
+0~300 |
0 |
4 |
+0 |
| Total Volume and Open Interest |
338,033 |
769,413 |
+2,277 |
| 10-Year T-Notes(CBOT) |
| Dec09 |
091013 |
118~190 |
119~010 |
118~155 |
118~290 |
+0~200 |
912,034 |
1,233,494 |
-11,382 |
| Mar10 |
091013 |
117~045 |
117~210 |
117~045 |
117~180 |
+0~200 |
57 |
12,868 |
-9 |
| Jun10 |
091013 |
116~070 |
116~070 |
115~275 |
116~070 |
+0~200 |
|
|
|
| Total Volume and Open Interest |
912,091 |
1,246,362 |
-11,391 |
| 5-Year T-Notes(CBOT) |
| Dec09 |
091013 |
116~058 |
116~058 |
116~058 |
116~058 |
+0~056 |
428,557 |
778,144 |
+778,144 |
| Mar10 |
091013 |
115~013 |
115~013 |
114~106 |
115~013 |
+0~056 |
10 |
6 |
+0 |
| Jun10 |
091013 |
113~096 |
113~096 |
113~061 |
113~096 |
+0~056 |
|
|
|
| Total Volume and Open Interest |
428,567 |
778,150 |
-19,922 |
| 2 Year T-Notes(CBOT) |
| Dec09 |
091007 |
108~086 |
108~094 |
108~086 |
108~094 |
+0~013 |
|
|
|
| Mar10 |
091013 |
108~010 |
108~010 |
107~121 |
108~010 |
+0~025 |
2,141 |
11,933 |
+2,043 |
| Jun10 |
091013 |
107~060 |
107~060 |
107~037 |
107~060 |
+0~029 |
|
|
|
| Total Volume and Open Interest |
230,927 |
889,336 |
+2,751 |
| Eurodollars(CME) |
| Dec09 |
091013 |
99.630 |
99.650 |
99.625 |
99.640 |
+0.030 |
104,316 |
973,680 |
-4,765 |
| Mar10 |
091013 |
99.385 |
99.430 |
99.380 |
99.425 |
+0.070 |
130,102 |
988,157 |
-3,395 |
| Jun10 |
091013 |
99.050 |
99.130 |
99.040 |
99.120 |
+0.105 |
168,110 |
874,347 |
+2,973 |
| Sep10 |
091013 |
98.670 |
98.765 |
98.650 |
98.755 |
+0.120 |
161,740 |
705,136 |
+1,451 |
| Dec10 |
091013 |
98.275 |
98.380 |
98.255 |
98.375 |
+0.125 |
228,515 |
887,817 |
+3,948 |
| Mar11 |
091013 |
97.925 |
98.045 |
97.910 |
98.035 |
+0.130 |
154,364 |
543,141 |
+7,064 |
| Jun11 |
091013 |
97.595 |
97.715 |
97.580 |
97.705 |
+0.135 |
157,400 |
482,257 |
-7,398 |
| Sep11 |
091013 |
97.315 |
97.420 |
97.285 |
97.405 |
+0.135 |
110,662 |
315,194 |
+867 |
| Dec11 |
091013 |
97.005 |
97.130 |
97.005 |
97.110 |
+0.125 |
81,149 |
219,622 |
-6,707 |
| Mar12 |
091013 |
96.805 |
96.895 |
96.775 |
96.870 |
+0.120 |
61,332 |
170,655 |
+2,115 |
| Jun12 |
091013 |
96.570 |
96.670 |
96.560 |
96.645 |
+0.110 |
48,260 |
138,509 |
-2,548 |
| Sep12 |
091013 |
96.395 |
96.490 |
96.385 |
96.465 |
+0.105 |
36,331 |
96,622 |
+2,246 |
| Dec12 |
091013 |
96.240 |
96.315 |
96.220 |
96.290 |
+0.095 |
15,332 |
53,318 |
+305 |
| Mar13 |
091013 |
96.120 |
96.205 |
96.115 |
96.175 |
+0.090 |
12,064 |
55,044 |
-405 |
| Jun13 |
091013 |
96.010 |
96.090 |
96.010 |
96.060 |
+0.085 |
11,887 |
38,163 |
+212 |
| Sep13 |
091013 |
95.910 |
95.985 |
95.910 |
95.955 |
+0.080 |
8,573 |
45,551 |
+683 |
| Dec13 |
091013 |
95.805 |
95.865 |
95.790 |
95.835 |
+0.080 |
9,011 |
28,402 |
+21 |
| Mar14 |
091013 |
95.735 |
95.790 |
95.705 |
95.760 |
+0.080 |
6,324 |
26,138 |
+823 |
| Total Volume and Open Interest |
1,534,845 |
6,914,314 |
-5,996 |
| 30 Day Federal Funds(CBOT) |
| Oct09 |
091013 |
99.868 |
99.870 |
99.868 |
99.868 |
unch |
1,105 |
47,064 |
-537 |
| Nov09 |
091013 |
99.850 |
99.855 |
99.845 |
99.850 |
+0.005 |
3,380 |
63,612 |
-959 |
| Dec09 |
091013 |
99.840 |
99.845 |
99.835 |
99.840 |
+0.005 |
1,972 |
62,276 |
+124 |
| Jan10 |
091013 |
99.805 |
99.815 |
99.800 |
99.810 |
+0.010 |
858 |
60,166 |
+72 |
| Feb10 |
091013 |
99.735 |
99.755 |
99.735 |
99.745 |
+0.015 |
2,402 |
65,011 |
-606 |
| Mar10 |
091013 |
99.690 |
99.715 |
99.685 |
99.705 |
+0.025 |
2,472 |
37,154 |
-364 |
| Total Volume and Open Interest |
15,875 |
443,923 |
-2,274 |
| 30 Day Fed Funds(e-CBOT) |
| Oct09 |
090519 |
99.735 |
99.745 |
99.730 |
99.745 |
unch |
3,561 |
31,388 |
|
| Nov09 |
090519 |
99.690 |
99.700 |
99.690 |
99.700 |
unch |
4,182 |
50,156 |
|
| Dec09 |
090519 |
99.655 |
99.670 |
99.655 |
99.670 |
unch |
2,601 |
26,684 |
|
| Jan10 |
090519 |
99.600 |
99.615 |
99.595 |
99.615 |
unch |
2,329 |
25,494 |
|
| Feb10 |
090519 |
99.505 |
99.520 |
99.500 |
99.515 |
unch |
3,201 |
23,868 |
|
| Mar10 |
090519 |
99.440 |
99.455 |
99.435 |
99.450 |
unch |
400 |
6,491 |
|
| Total Volume and Open Interest |
22,142 |
354,023 |
|
| 3-Mth Euro-Yen(CME) |
| Dec09 |
091013 |
99.51 |
99.51 |
99.51 |
99.51 |
unch |
|
|
|
| Mar10 |
091013 |
99.57 |
99.57 |
99.57 |
99.57 |
+0.02 |
|
|
|
| Jun10 |
091013 |
99.57 |
99.57 |
99.57 |
99.57 |
unch |
|
|
|
| Sep10 |
091013 |
99.56 |
99.56 |
99.56 |
99.56 |
+0.01 |
|
|
|
| Dec10 |
091013 |
99.50 |
99.50 |
99.50 |
99.50 |
+0.01 |
|
|
|
| Mar11 |
091013 |
99.41 |
99.41 |
99.41 |
99.41 |
+0.01 |
|
|
|
| Jun11 |
091013 |
99.35 |
99.35 |
99.35 |
99.35 |
unch |
|
|
|
| Sep11 |
091013 |
99.35 |
99.35 |
99.35 |
99.35 |
unch |
|
|
|
| Dec11 |
091013 |
99.13 |
99.13 |
99.13 |
99.13 |
-0.02 |
|
|
|
| Mar12 |
091013 |
99.09 |
99.09 |
99.09 |
99.09 |
-0.03 |
|
|
|
| Total Volume and Open Interest |
|
|
|
| 3-Mth Euro-Yen(SGX) |
| Dec09 |
091013 |
99.50 |
99.51 |
99.50 |
99.51 |
+0.02 |
1 |
3,415 |
+64 |
| Mar10 |
091013 |
99.55 |
99.55 |
99.54 |
99.54 |
+0.02 |
0 |
4,068 |
+0 |
| Jun10 |
091013 |
99.56 |
99.56 |
99.56 |
99.56 |
+0.02 |
0 |
2,019 |
+0 |
| Sep10 |
091013 |
99.56 |
99.56 |
99.54 |
99.54 |
+0.02 |
0 |
1,574 |
+0 |
| Dec10 |
091013 |
99.49 |
99.49 |
99.49 |
99.49 |
+0.02 |
0 |
703 |
+0 |
| Mar11 |
091013 |
99.40 |
99.40 |
99.40 |
99.40 |
+0.02 |
0 |
562 |
+0 |
| Jun11 |
091013 |
99.34 |
99.34 |
99.34 |
99.34 |
+0.02 |
0 |
52 |
+0 |
| Sep11 |
091013 |
99.34 |
99.34 |
99.34 |
99.34 |
+0.02 |
0 |
51 |
+0 |
| Total Volume and Open Interest |
1 |
13,916 |
+64 |
| Japanese Gov't Bonds(SGX) |
| Dec09 |
091006 |
139.47 |
139.60 |
139.41 |
139.60 |
-0.01 |
3,131 |
17,463 |
+304 |
| Mar10 |
091013 |
138.94 |
138.94 |
138.94 |
138.94 |
+0.03 |
|
|
|
| Jun10 |
091013 |
138.94 |
138.94 |
138.94 |
138.94 |
+0.03 |
|
|
|
| Total Volume and Open Interest |
788 |
17,876 |
+574 |
| Euro-Bund(EUREX) |
| Dec09 |
091013 |
122.26 |
122.60 |
122.19 |
122.55 |
+0.25 |
997,932 |
1,048,500 |
+12,668 |
| Mar10 |
091013 |
122.10 |
122.34 |
122.10 |
122.34 |
+0.26 |
54 |
5,275 |
+25 |
| Jun10 |
091013 |
121.95 |
121.95 |
121.95 |
121.95 |
+0.25 |
106 |
1 |
+0 |
| Total Volume and Open Interest |
998,092 |
1,053,776 |
+12,693 |
| Euro-Bobl(EUREX) |
| Dec09 |
091013 |
115.62 |
115.90 |
115.55 |
115.88 |
+0.23 |
597,312 |
677,839 |
-20,935 |
| Mar10 |
091013 |
115.68 |
115.74 |
115.68 |
115.74 |
+0.24 |
12 |
1,134 |
-1 |
| Jun10 |
091013 |
115.18 |
115.18 |
115.18 |
115.18 |
+0.23 |
|
|
|
| Total Volume and Open Interest |
597,324 |
678,973 |
-20,936 |
| 3-Mth Euribor(EUREX) |
| Dec09 |
091013 |
99.165 |
99.180 |
99.165 |
99.175 |
+0.015 |
294 |
12,681 |
-242 |
| Mar10 |
091013 |
98.970 |
98.990 |
98.970 |
98.990 |
+0.015 |
5 |
5,784 |
-20 |
| Jun10 |
091013 |
98.715 |
98.725 |
98.715 |
98.725 |
+0.035 |
2 |
5,258 |
-1 |
| Total Volume and Open Interest |
591 |
27,500 |
-62 |
| Long Gilt(LIFFE) |
| Dec09 |
091013 |
120~13 |
120~23 |
120~05 |
120~13 |
+0~18 |
83,722 |
254,531 |
+457 |
| Mar10 |
091013 |
118~26 |
118~26 |
118~26 |
118~26 |
-0~04 |
0 |
20 |
+0 |
| Total Volume and Open Interest |
101,523 |
253,196 |
-1,355 |
| 3-Mth Short Sterling(LIFFE) |
| Dec09 |
091013 |
99.39 |
99.42 |
99.39 |
99.40 |
-0.01 |
59,972 |
347,367 |
+8,845 |
| Mar10 |
091013 |
99.15 |
99.20 |
99.13 |
99.18 |
+0.02 |
76,667 |
353,008 |
-3,148 |
| Jun10 |
091013 |
98.73 |
98.80 |
98.71 |
98.78 |
+0.04 |
81,943 |
348,593 |
-5,413 |
| Sep10 |
091013 |
98.27 |
98.35 |
98.24 |
98.32 |
+0.04 |
89,021 |
288,075 |
-3,846 |
| Dec10 |
091013 |
97.82 |
97.88 |
97.78 |
97.86 |
+0.05 |
81,599 |
296,519 |
-4,982 |
| Mar11 |
091013 |
97.42 |
97.48 |
97.38 |
97.45 |
+0.04 |
50,825 |
217,622 |
-4,593 |
| Total Volume and Open Interest |
506,920 |
2,332,321 |
-9,691 |
| 3-Mth Euribor(LIFFE) |
| Dec09 |
091013 |
99.155 |
99.185 |
99.150 |
99.175 |
+0.015 |
294,293 |
584,148 |
-52,175 |
| Mar10 |
091013 |
98.970 |
99.000 |
98.955 |
98.990 |
+0.015 |
232,071 |
537,690 |
+17,517 |
| Jun10 |
091013 |
98.685 |
98.730 |
98.665 |
98.725 |
+0.035 |
219,856 |
500,358 |
-12,571 |
| Total Volume and Open Interest |
1,490,718 |
3,120,592 |
-66,934 |
| 3-Mth Aus T-Bills(SFE) |
| Dec09 |
091013 |
95.81 |
95.87 |
95.80 |
95.84 |
+0.02 |
17,200 |
307,873 |
-11,435 |
| Mar10 |
091013 |
95.20 |
95.26 |
95.19 |
95.25 |
+0.05 |
11,358 |
194,698 |
-1,109 |
| Jun10 |
091013 |
94.84 |
94.89 |
94.83 |
94.87 |
+0.03 |
4,582 |
108,767 |
-4,314 |
| Sep10 |
091013 |
94.59 |
94.63 |
94.57 |
94.61 |
+0.02 |
2,786 |
75,442 |
-1,388 |
| Dec10 |
091013 |
94.37 |
94.40 |
94.36 |
94.38 |
+0.03 |
2,362 |
45,244 |
-1,154 |
| Mar11 |
091013 |
94.21 |
94.22 |
94.20 |
94.21 |
+0.03 |
632 |
24,368 |
-280 |
| Jun11 |
091013 |
94.10 |
94.12 |
94.07 |
94.12 |
+0.04 |
400 |
17,400 |
+52 |
| Sep11 |
091013 |
94.03 |
94.07 |
93.99 |
94.07 |
+0.06 |
666 |
9,412 |
+215 |
| Dec11 |
091013 |
93.95 |
94.03 |
93.90 |
94.03 |
+0.04 |
14 |
4,018 |
+1 |
| Mar12 |
091013 |
93.93 |
93.93 |
93.93 |
93.93 |
-0.01 |
18 |
1,762 |
+18 |
| Total Volume and Open Interest |
40,018 |
789,578 |
-19,394 |
| 10-Year Aus T-Bonds(SFE) |
| Dec09 |
091013 |
94.59 |
94.64 |
94.57 |
94.62 |
+0.03 |
33,050 |
342,382 |
-412 |
| Mar10 |
091013 |
94.62 |
94.62 |
94.62 |
94.62 |
+0.03 |
|
|
|
| Total Volume and Open Interest |
33,050 |
342,382 |
-412 |
| 3-Year Aus T-Bonds(SFE) |
| Dec09 |
091013 |
94.84 |
94.90 |
94.83 |
94.89 |
+0.05 |
101,556 |
477,496 |
+7,534 |
| Mar10 |
091013 |
94.89 |
94.89 |
94.89 |
94.89 |
+0.05 |
|
|
|
| Total Volume and Open Interest |
101,556 |
477,496 |
+7,534 |
| Gold(CMX) |
| Oct09 |
091013 |
1064.0 |
1068.4 |
1056.5 |
1064.2 |
+7.5 |
175 |
297 |
-134 |
| Dec09 |
091013 |
1055.0 |
1069.7 |
1052.2 |
1065.0 |
+7.5 |
122,696 |
365,830 |
-749 |
| Feb10 |
091013 |
1057.5 |
1070.5 |
1053.5 |
1066.3 |
+7.5 |
2,702 |
33,425 |
+1,040 |
| Apr10 |
091013 |
1059.3 |
1071.4 |
1055.0 |
1067.5 |
+7.5 |
1,816 |
26,708 |
+451 |
| Jun10 |
091013 |
1060.3 |
1072.3 |
1060.3 |
1068.7 |
+7.4 |
390 |
13,635 |
+43 |
| Aug10 |
091013 |
1059.0 |
1073.0 |
1059.0 |
1070.3 |
+7.3 |
170 |
7,833 |
+15 |
| Oct10 |
091013 |
1072.3 |
1072.3 |
1072.3 |
1072.3 |
+7.3 |
0 |
4,429 |
+0 |
| Dec10 |
091013 |
1064.9 |
1077.7 |
1063.8 |
1074.6 |
+7.1 |
2,163 |
14,188 |
+1,634 |
| Feb11 |
091013 |
1077.4 |
1077.4 |
1077.4 |
1077.4 |
+7.0 |
0 |
2,244 |
+0 |
| Apr11 |
091013 |
1075.8 |
1080.4 |
1075.7 |
1080.4 |
+6.8 |
0 |
1,360 |
+0 |
| Jun11 |
091013 |
428.4 |
428.4 |
428.4 |
428.4 |
+6.6 |
0 |
9,102 |
+0 |
| Aug11 |
091013 |
1087.6 |
1087.6 |
1087.6 |
1087.6 |
+6.5 |
0 |
250 |
+0 |
| Total Volume and Open Interest |
130,506 |
502,513 |
+2,326 |
| Silver(CMX) |
| Dec09 |
091013 |
1776.0 |
1807.5 |
1756.5 |
1784.0 |
+2.0 |
25,825 |
97,575 |
+597 |
| Mar10 |
091013 |
1777.5 |
1801.5 |
1760.0 |
1787.3 |
+1.9 |
1,507 |
16,363 |
+171 |
| May10 |
091013 |
1783.5 |
1789.2 |
1783.5 |
1789.2 |
+1.7 |
68 |
3,064 |
+53 |
| Jul10 |
091013 |
1807.5 |
1808.0 |
1790.0 |
1791.0 |
+1.6 |
67 |
3,590 |
+12 |
| Sep10 |
091013 |
1792.9 |
1792.9 |
1792.9 |
1792.9 |
+1.5 |
53 |
2,471 |
+53 |
| Dec10 |
091013 |
1813.5 |
1815.5 |
1782.0 |
1796.4 |
+1.4 |
337 |
3,033 |
-56 |
| Mar11 |
091013 |
1801.2 |
1801.2 |
1801.2 |
1801.2 |
+0.9 |
0 |
37 |
+0 |
| Total Volume and Open Interest |
28,001 |
133,944 |
+831 |
| Platinum(NYMEX) |
| Oct09 |
091013 |
1357.8 |
1357.8 |
1352.8 |
1352.8 |
+13.4 |
20 |
88 |
-1 |
| Jan10 |
091013 |
1346.4 |
1370.0 |
1343.0 |
1360.7 |
+13.4 |
2,267 |
30,279 |
+351 |
| Apr10 |
091013 |
1373.5 |
1373.5 |
1361.9 |
1365.8 |
+13.3 |
3 |
378 |
+0 |
| Total Volume and Open Interest |
2,290 |
30,745 |
+350 |
| Palladium(NYMEX) |
| Dec09 |
091013 |
328.60 |
337.90 |
327.50 |
329.80 |
unch |
816 |
21,519 |
+93 |
| Mar10 |
091013 |
333.80 |
336.00 |
330.70 |
330.70 |
-0.15 |
14 |
351 |
+5 |
| Jun10 |
091013 |
332.05 |
332.20 |
332.05 |
332.20 |
-0.10 |
0 |
5 |
+0 |
| Total Volume and Open Interest |
830 |
21,875 |
+98 |
| Copper(CMX) |
| Dec09 |
091013 |
284.50 |
288.55 |
275.60 |
279.45 |
-6.25 |
17,279 |
85,915 |
-474 |
| Mar10 |
091013 |
285.90 |
289.60 |
277.35 |
280.90 |
-6.05 |
2,415 |
17,300 |
-26 |
| May10 |
091013 |
282.25 |
282.25 |
278.00 |
281.10 |
-6.00 |
648 |
3,196 |
+357 |
| Jul10 |
091013 |
282.40 |
282.40 |
280.25 |
281.00 |
-6.00 |
454 |
2,595 |
+339 |
| Sep10 |
091013 |
281.15 |
281.25 |
279.25 |
280.60 |
-6.00 |
6 |
1,498 |
+4 |
| Total Volume and Open Interest |
21,632 |
120,826 |
-78 |
| Aluminum(CMX) |
| Oct09 |
090805 |
0.50 |
0.50 |
0.50 |
0.50 |
-3.55 |
|
|
|
| Nov09 |
080724 |
0.67 |
0.67 |
0.67 |
0.67 |
unch |
|
|
|
| Dec09 |
080724 |
1.17 |
1.17 |
1.17 |
1.17 |
unch |
|
|
|
| Jan10 |
080724 |
145.85 |
145.85 |
145.85 |
145.85 |
unch |
|
|
|
| Feb10 |
080724 |
2.17 |
2.17 |
2.17 |
2.17 |
unch |
|
|
|
| Mar10 |
090803 |
0.00 |
0.00 |
0.00 |
0.00 |
unch |
|
|
|
| Total Volume and Open Interest |
|
|
|
| DJIA Index(CBOT) |
| Dec09 |
091013 |
9825 |
9843 |
9755 |
9809 |
-10 |
297 |
12,482 |
+38 |
| Mar10 |
091013 |
9734 |
9770 |
9734 |
9751 |
-10 |
1 |
855 |
+1 |
| Jun10 |
091013 |
9693 |
9703 |
9693 |
9693 |
-10 |
|
|
|
| Sep10 |
091013 |
9639 |
9649 |
9639 |
9639 |
-10 |
|
|
|
| Total Volume and Open Interest |
298 |
13,337 |
+39 |
| S & P 500(CME) |
| Dec09 |
091013 |
1071.00 |
1074.20 |
1063.10 |
1068.80 |
-2.70 |
13,258 |
378,090 |
+738 |
| Mar10 |
091013 |
1062.80 |
1065.90 |
1058.90 |
1064.20 |
-2.70 |
0 |
4,318 |
+0 |
| Jun10 |
091013 |
1060.10 |
1063.00 |
1055.00 |
1060.10 |
-2.90 |
0 |
179 |
+0 |
| Sep10 |
091013 |
1057.10 |
1060.00 |
1052.00 |
1057.10 |
-2.90 |
|
|
|
| Total Volume and Open Interest |
13,258 |
382,592 |
+738 |
| S & P 500 E-Mini(Globex) |
| Dec09 |
091013 |
1071.00 |
1074.25 |
1063.00 |
1068.75 |
-2.75 |
1,327,011 |
2,318,284 |
-7,084 |
| Mar10 |
091013 |
1064.75 |
1069.50 |
1058.75 |
1064.25 |
-2.75 |
1,401 |
5,270 |
+432 |
| Total Volume and Open Interest |
1,328,412 |
2,323,575 |
-6,652 |
| NASDAQ 100(CME) |
| Dec09 |
091013 |
1727.30 |
1736.00 |
1720.00 |
1726.80 |
-1.00 |
1,156 |
19,700 |
+431 |
| Mar10 |
091013 |
1724.80 |
1724.80 |
1724.80 |
1724.80 |
-1.00 |
0 |
5 |
+0 |
| Jun10 |
091013 |
1723.80 |
1723.80 |
1723.80 |
1723.80 |
-1.00 |
|
|
|
| Total Volume and Open Interest |
1,156 |
19,705 |
+431 |
| NASDAQ 100 E-Mini(Globex) |
| Dec09 |
091013 |
1728.00 |
1735.80 |
1720.30 |
1726.80 |
-1.00 |
207,432 |
318,992 |
-4,615 |
| Mar10 |
091013 |
1725.00 |
1733.00 |
1719.00 |
1724.80 |
-1.00 |
29 |
285 |
-1 |
| Total Volume and Open Interest |
207,461 |
319,278 |
-4,616 |
| S & P Midcap 400(CME) |
| Dec09 |
091013 |
699.50 |
701.00 |
695.00 |
696.70 |
-3.30 |
5 |
2,511 |
-2 |
| Mar10 |
091013 |
694.60 |
694.90 |
694.60 |
694.60 |
-3.30 |
|
|
|
| Jun10 |
091013 |
692.60 |
692.90 |
692.60 |
692.60 |
-3.30 |
|
|
|
| Total Volume and Open Interest |
5 |
2,511 |
-2 |
| Russell 2000(CME) |
| Dec09 |
090909 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
1,424 |
2,334 |
+56 |
| Mar10 |
090909 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
0 |
5,252 |
+3 |
| Jun10 |
090909 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
0 |
3,716 |
+0 |
| Total Volume and Open Interest |
|
|
|
| Russell 2000 E-Mini(Globex) |
| Nikkei 225(CME) |
| Dec09 |
091013 |
10045 |
10160 |
10035 |
10090 |
+100 |
104,021 |
157,084 |
-782 |
| Mar10 |
091013 |
10105 |
10105 |
10105 |
10105 |
+95 |
216 |
770 |
+0 |
| Total Volume and Open Interest |
109,160 |
159,381 |
-10,221 |
| Nikkei 225(SGX) |
| Dec09 |
091013 |
10045 |
10160 |
10035 |
10090 |
+100 |
104,021 |
157,084 |
-782 |
| Mar10 |
091013 |
10105 |
10105 |
10105 |
10105 |
+95 |
216 |
770 |
+0 |
| Jun10 |
091013 |
10125 |
10125 |
10125 |
10125 |
+100 |
100 |
321 |
+0 |
| Total Volume and Open Interest |
109,160 |
159,381 |
-10,221 |
| CAC 40(EURONEXT) |
| Oct09 |
091013 |
3840.0 |
3848.0 |
3790.0 |
3801.5 |
-41.0 |
127,093 |
500,301 |
-4,583 |
| Nov09 |
091013 |
3825.5 |
3833.0 |
3776.5 |
3787.0 |
-41.5 |
32,249 |
49,935 |
+19,864 |
| Dec09 |
091013 |
3818.0 |
3825.0 |
3770.0 |
3780.0 |
-40.5 |
1,578 |
40,335 |
+8 |
| Total Volume and Open Interest |
162,000 |
592,113 |
+15,916 |
| Hang Seng Index(HKFE) |
| Oct09 |
091013 |
21385 |
21742 |
21366 |
21433 |
+18 |
51,676 |
82,711 |
+1,875 |
| Nov09 |
091013 |
21350 |
21690 |
21328 |
21380 |
+40 |
427 |
842 |
+171 |
| Dec09 |
091013 |
21315 |
21650 |
21315 |
21380 |
+23 |
75 |
4,706 |
-2 |
| Total Volume and Open Interest |
52,190 |
88,509 |
+2,042 |
| DAX(EUREX) |
| Dec09 |
091013 |
5773.0 |
5792.0 |
5697.5 |
5722.0 |
-58.0 |
125,159 |
166,456 |
+1,280 |
| Mar10 |
091013 |
5780.0 |
5789.5 |
5702.0 |
5725.0 |
-58.5 |
1,237 |
8,203 |
+1,043 |
| Jun10 |
091013 |
5785.0 |
5796.0 |
5733.5 |
5733.5 |
-58.5 |
79 |
1,027 |
+12 |
| Total Volume and Open Interest |
126,475 |
175,686 |
+2,335 |
| FT-SE 100(EURONEXT) |
| Dec09 |
091013 |
5185.50 |
5192.50 |
5121.00 |
5138.50 |
-39.50 |
92,784 |
616,529 |
-5,215 |
| Mar10 |
091013 |
5138.50 |
5144.50 |
5090.00 |
5091.00 |
-39.50 |
296 |
4,570 |
+261 |
| Jun10 |
091013 |
5047.50 |
5047.50 |
5047.50 |
5047.50 |
-39.50 |
0 |
561 |
+0 |
| Total Volume and Open Interest |
93,080 |
621,660 |
-4,954 |
| SPI 200(SFE) |
| Dec09 |
091013 |
4763.0 |
4808.0 |
4759.0 |
4793.0 |
+35.0 |
16,321 |
209,222 |
-29,579 |
| Mar10 |
091013 |
4763.0 |
4796.0 |
4763.0 |
4786.0 |
+34.0 |
21 |
4,674 |
+21 |
| Jun10 |
091013 |
4806.0 |
4806.0 |
4806.0 |
4806.0 |
+34.0 |
0 |
1,410 |
+0 |
| Total Volume and Open Interest |
16,342 |
215,859 |
-29,571 |
| GSCI(CME) |
| Oct09 |
091013 |
483.00 |
483.50 |
476.00 |
482.10 |
+4.10 |
3,456 |
8,787 |
-2,913 |
| Nov09 |
091013 |
490.00 |
490.50 |
484.00 |
489.50 |
+4.40 |
3,251 |
9,549 |
+3,174 |
| Dec09 |
091013 |
496.00 |
496.00 |
490.00 |
496.00 |
+5.00 |
2 |
0 |
+0 |
| Total Volume and Open Interest |
6,709 |
18,336 |
+261 |
| Reuters CCI(ICE) |
| Nov09 |
090519 |
424.50 |
424.50 |
424.50 |
424.50 |
unch |
0 |
4 |
|
| Jan10 |
090519 |
430.00 |
430.00 |
430.00 |
430.00 |
unch |
0 |
11 |
|
| Total Volume and Open Interest |
1 |
197 |
|
|
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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