|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Mon November 02, 2009 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Nov09 |
091102 |
968.50 |
1006.25 |
962.00 |
997.50 |
+19.50 |
83,811 |
37,484 |
-12,957 |
| Jan10 |
091102 |
967.00 |
1006.50 |
962.75 |
998.00 |
+21.50 |
83,796 |
217,346 |
+6,495 |
| Mar10 |
091102 |
965.50 |
1008.00 |
961.75 |
1000.00 |
+25.00 |
15,210 |
57,415 |
-950 |
| May10 |
091102 |
966.75 |
1000.00 |
960.25 |
995.00 |
+25.00 |
6,975 |
28,022 |
-195 |
| Jul10 |
091102 |
966.25 |
1000.00 |
961.50 |
996.50 |
+24.00 |
6,399 |
44,091 |
-421 |
| Aug10 |
091102 |
960.00 |
994.50 |
960.00 |
993.50 |
+23.50 |
122 |
1,280 |
-7 |
| Sep10 |
091102 |
968.50 |
990.00 |
963.00 |
983.50 |
+20.50 |
46 |
214 |
-3 |
| Total Volume and Open Interest |
199,509 |
433,272 |
-8,084 |
| Soybean Meal(CBOT) |
| Dec09 |
091102 |
295.10 |
307.10 |
286.50 |
302.70 |
+5.70 |
25,252 |
62,112 |
-992 |
| Jan10 |
091102 |
288.30 |
299.80 |
285.50 |
296.00 |
+6.50 |
6,427 |
20,979 |
+987 |
| Mar10 |
091102 |
283.90 |
295.00 |
282.40 |
293.30 |
+7.80 |
5,599 |
17,822 |
-1,589 |
| May10 |
091102 |
280.00 |
294.00 |
279.80 |
290.00 |
+8.20 |
1,954 |
14,173 |
+19 |
| Jul10 |
091102 |
280.00 |
291.00 |
279.30 |
289.70 |
+7.50 |
1,411 |
14,027 |
+11 |
| Aug10 |
091102 |
284.60 |
290.00 |
282.30 |
289.20 |
+7.20 |
144 |
3,538 |
+49 |
| Sep10 |
091102 |
280.50 |
289.20 |
280.50 |
288.20 |
+6.70 |
81 |
3,045 |
+5 |
| Oct10 |
091102 |
280.00 |
285.00 |
279.00 |
285.00 |
+6.00 |
68 |
2,380 |
+2 |
| Total Volume and Open Interest |
41,579 |
145,922 |
-1,704 |
| Soybean Oil(CBOT) |
| Dec09 |
091102 |
36.00 |
37.00 |
36.00 |
36.79 |
+0.39 |
38,626 |
93,913 |
-4,980 |
| Jan10 |
091102 |
36.55 |
37.46 |
36.55 |
37.25 |
+0.39 |
12,005 |
76,830 |
+1,120 |
| Mar10 |
091102 |
36.95 |
37.77 |
36.95 |
37.59 |
+0.43 |
8,560 |
29,277 |
+550 |
| May10 |
091102 |
37.56 |
38.00 |
37.28 |
37.88 |
+0.46 |
2,767 |
12,286 |
-184 |
| Jul10 |
091102 |
37.86 |
38.25 |
37.58 |
38.15 |
+0.48 |
1,412 |
11,302 |
+31 |
| Aug10 |
091102 |
38.00 |
38.31 |
37.76 |
38.25 |
+0.49 |
46 |
1,693 |
+28 |
| Sep10 |
091102 |
38.42 |
38.44 |
37.85 |
38.34 |
+0.49 |
30 |
997 |
+0 |
| Oct10 |
091102 |
38.52 |
38.56 |
37.90 |
38.42 |
+0.52 |
22 |
667 |
+7 |
| Total Volume and Open Interest |
63,733 |
237,459 |
-3,374 |
| Canola(WCE) |
| Nov09 |
091102 |
406.8 |
406.8 |
400.0 |
402.8 |
+7.2 |
2,385 |
2,441 |
-2,063 |
| Jan10 |
091102 |
402.1 |
410.9 |
399.2 |
402.6 |
+0.5 |
7,679 |
74,278 |
+551 |
| Mar10 |
091102 |
411.6 |
416.4 |
404.7 |
408.2 |
+0.2 |
229 |
8,036 |
-59 |
| May10 |
091102 |
413.7 |
418.7 |
411.1 |
411.5 |
+0.5 |
22 |
1,501 |
+11 |
| Jul10 |
091102 |
417.5 |
421.8 |
413.5 |
415.2 |
+2.0 |
60 |
1,505 |
+29 |
| Total Volume and Open Interest |
10,407 |
88,235 |
-1,507 |
| Corn(CBOT) |
| Dec09 |
091102 |
362.00 |
383.75 |
359.25 |
382.25 |
+16.25 |
121,926 |
495,881 |
-1,688 |
| Mar10 |
091102 |
375.00 |
397.00 |
372.50 |
395.75 |
+16.50 |
39,353 |
209,787 |
+7,463 |
| May10 |
091102 |
385.00 |
405.50 |
382.00 |
404.75 |
+16.50 |
9,385 |
43,768 |
+496 |
| Jul10 |
091102 |
392.75 |
414.50 |
390.50 |
413.50 |
+17.00 |
9,715 |
66,613 |
-319 |
| Sep10 |
091102 |
400.00 |
420.25 |
399.75 |
420.25 |
+16.50 |
1,557 |
17,091 |
+62 |
| Dec10 |
091102 |
408.00 |
430.00 |
405.75 |
428.75 |
+17.00 |
9,139 |
108,285 |
+1,721 |
| Total Volume and Open Interest |
192,105 |
959,665 |
+8,178 |
| Wheat(CBOT) |
| Dec09 |
091102 |
490.00 |
518.75 |
487.75 |
516.75 |
+22.50 |
48,038 |
167,331 |
-5,851 |
| Mar10 |
091102 |
511.00 |
538.00 |
507.50 |
536.75 |
+22.75 |
17,057 |
80,394 |
+7,471 |
| May10 |
091102 |
524.00 |
550.00 |
521.75 |
549.00 |
+22.00 |
2,712 |
9,973 |
+224 |
| Jul10 |
091102 |
531.00 |
559.75 |
531.00 |
559.50 |
+22.25 |
6,017 |
43,428 |
-295 |
| Sep10 |
091102 |
556.50 |
577.50 |
555.00 |
576.25 |
+22.00 |
1,056 |
4,228 |
+774 |
| Total Volume and Open Interest |
77,810 |
335,996 |
+3,224 |
| Wheat(KCBT) |
| Dec09 |
091102 |
498.50 |
522.75 |
494.25 |
520.00 |
+21.00 |
10,736 |
44,178 |
-1,631 |
| Mar10 |
091102 |
516.50 |
538.50 |
510.50 |
536.25 |
+21.25 |
4,424 |
32,777 |
+1,159 |
| May10 |
091102 |
528.75 |
549.50 |
528.25 |
547.75 |
+21.00 |
473 |
5,086 |
-21 |
| Jul10 |
091102 |
534.00 |
561.75 |
534.00 |
559.50 |
+21.75 |
2,719 |
22,870 |
-459 |
| Sep10 |
091102 |
554.50 |
574.00 |
551.75 |
571.25 |
+21.75 |
36 |
1,487 |
+15 |
| Total Volume and Open Interest |
20,602 |
127,589 |
+134 |
| Wheat(MGE) |
| Dec09 |
091102 |
511.75 |
532.25 |
509.75 |
531.00 |
+18.25 |
2,669 |
15,430 |
+161 |
| Mar10 |
091102 |
526.75 |
547.75 |
525.75 |
546.50 |
+18.50 |
1,280 |
11,393 |
+177 |
| May10 |
091102 |
541.25 |
560.50 |
540.50 |
559.25 |
+18.00 |
368 |
3,828 |
+95 |
| Jul10 |
091102 |
556.00 |
572.50 |
552.50 |
571.50 |
+19.75 |
705 |
6,985 |
-19 |
| Sep10 |
091102 |
568.00 |
584.50 |
564.50 |
584.25 |
+19.75 |
209 |
2,124 |
+102 |
| Total Volume and Open Interest |
5,338 |
43,411 |
+559 |
| Oats(CBOT) |
| Dec09 |
091102 |
253.00 |
261.00 |
253.00 |
254.25 |
-0.25 |
1,779 |
6,455 |
-918 |
| Mar10 |
091102 |
268.00 |
274.50 |
267.50 |
268.00 |
unch |
1,220 |
6,738 |
+450 |
| May10 |
091102 |
276.00 |
276.00 |
276.00 |
276.00 |
unch |
8 |
35 |
+3 |
| Jul10 |
091102 |
285.50 |
286.00 |
284.00 |
284.00 |
unch |
1 |
18 |
+0 |
| Total Volume and Open Interest |
3,023 |
13,415 |
-451 |
| Rough Rice(CBOT) |
| Nov09 |
091102 |
14.31 |
14.81 |
14.31 |
14.79 |
+0.43 |
847 |
1,144 |
-179 |
| Jan10 |
091102 |
14.65 |
15.10 |
14.65 |
15.05 |
+0.36 |
1,487 |
8,784 |
+465 |
| Mar10 |
091102 |
14.91 |
15.32 |
14.91 |
15.27 |
+0.36 |
428 |
2,192 |
+203 |
| May10 |
091102 |
15.18 |
15.52 |
15.14 |
15.51 |
+0.36 |
20 |
375 |
+0 |
| Total Volume and Open Interest |
2,881 |
13,582 |
+513 |
| Live Cattle(CME) |
| Dec09 |
091102 |
85.800 |
86.535 |
85.400 |
86.230 |
+0.550 |
18,867 |
126,159 |
-925 |
| Feb10 |
091102 |
86.950 |
87.730 |
86.550 |
87.600 |
+0.750 |
7,792 |
66,109 |
+1,301 |
| Apr10 |
091102 |
88.635 |
89.535 |
88.480 |
89.350 |
+0.700 |
5,194 |
44,985 |
+40 |
| Jun10 |
091102 |
85.600 |
86.230 |
85.250 |
85.950 |
+0.665 |
1,712 |
20,302 |
+445 |
| Aug10 |
091102 |
85.250 |
85.850 |
85.050 |
85.680 |
+0.545 |
372 |
4,906 |
+40 |
| Oct10 |
091102 |
87.850 |
88.500 |
87.700 |
88.135 |
+0.435 |
286 |
3,282 |
-79 |
| Total Volume and Open Interest |
34,438 |
267,312 |
+311 |
| Feeder Cattle(CME) |
| Nov09 |
091102 |
95.100 |
95.680 |
94.800 |
95.135 |
+0.335 |
1,334 |
5,057 |
-292 |
| Jan10 |
091102 |
95.500 |
96.300 |
95.100 |
95.580 |
+0.500 |
1,346 |
14,351 |
+307 |
| Mar10 |
091102 |
96.035 |
96.850 |
95.700 |
96.480 |
+0.880 |
244 |
3,612 |
+75 |
| Apr10 |
091102 |
96.250 |
97.200 |
96.135 |
96.850 |
+0.450 |
28 |
704 |
-3 |
| May10 |
091102 |
97.600 |
97.900 |
97.400 |
97.900 |
+0.650 |
94 |
1,426 |
+34 |
| Aug10 |
091102 |
99.000 |
99.000 |
98.500 |
98.950 |
+0.500 |
8 |
330 |
+2 |
| Sep10 |
091102 |
98.900 |
98.900 |
98.900 |
98.900 |
unch |
0 |
1 |
+0 |
| Total Volume and Open Interest |
3,054 |
25,481 |
-1,243 |
| Lean Hogs(CME) |
| Dec09 |
091102 |
56.700 |
58.180 |
56.550 |
57.735 |
+1.035 |
21,890 |
67,905 |
-2,328 |
| Feb10 |
091102 |
63.550 |
65.000 |
63.235 |
64.600 |
+1.000 |
12,302 |
40,293 |
+844 |
| Apr10 |
091102 |
66.800 |
67.750 |
66.635 |
67.635 |
+0.835 |
4,078 |
22,166 |
-183 |
| May10 |
091102 |
71.535 |
72.500 |
71.180 |
72.430 |
+0.480 |
144 |
1,378 |
+97 |
| Jun10 |
091102 |
74.950 |
75.650 |
74.650 |
75.350 |
+0.400 |
1,679 |
13,016 |
-438 |
| Jul10 |
091102 |
74.500 |
74.785 |
74.150 |
74.600 |
+0.250 |
507 |
4,430 |
+142 |
| Aug10 |
091102 |
73.750 |
73.950 |
73.700 |
73.800 |
unch |
258 |
3,303 |
+48 |
| Oct10 |
091102 |
66.850 |
66.885 |
66.500 |
66.830 |
-0.055 |
309 |
2,329 |
+207 |
| Total Volume and Open Interest |
41,187 |
156,205 |
-1,602 |
| Pork Bellies(CME) |
| Feb10 |
091102 |
88.785 |
89.730 |
87.500 |
89.300 |
unch |
37 |
408 |
+7 |
| Mar10 |
091102 |
86.950 |
87.730 |
86.950 |
86.950 |
-0.250 |
0 |
87 |
+0 |
| May10 |
091102 |
88.000 |
88.980 |
88.000 |
88.000 |
-0.250 |
0 |
79 |
+0 |
| Jul10 |
091102 |
90.500 |
90.500 |
90.500 |
90.500 |
unch |
0 |
20 |
+0 |
| Aug10 |
091102 |
86.000 |
86.000 |
86.000 |
86.000 |
unch |
0 |
15 |
+0 |
| Total Volume and Open Interest |
37 |
609 |
+7 |
| Class III Milk(CME) |
| Nov09 |
091102 |
14.00 |
14.00 |
13.78 |
13.82 |
-0.11 |
88 |
3,957 |
-16 |
| Dec09 |
091102 |
14.94 |
14.96 |
14.54 |
14.62 |
-0.25 |
346 |
4,992 |
+39 |
| Jan10 |
091102 |
14.99 |
15.00 |
14.70 |
14.79 |
-0.17 |
258 |
2,488 |
+70 |
| Feb10 |
091102 |
15.12 |
15.15 |
14.87 |
14.90 |
-0.16 |
132 |
1,685 |
+66 |
| Mar10 |
091102 |
15.16 |
15.16 |
14.90 |
14.92 |
-0.22 |
58 |
1,536 |
+6 |
| Total Volume and Open Interest |
1,041 |
21,714 |
-3,517 |
| Cocoa(ICE) |
| Dec09 |
091102 |
3297 |
3318 |
3230 |
3250 |
-47 |
7,407 |
59,937 |
-556 |
| Mar10 |
091102 |
3333 |
3354 |
3270 |
3293 |
-40 |
3,543 |
42,053 |
+641 |
| May10 |
091102 |
3342 |
3352 |
3297 |
3299 |
-43 |
472 |
15,237 |
+191 |
| Jul10 |
091102 |
3327 |
3343 |
3288 |
3290 |
-47 |
258 |
5,812 |
+135 |
| Sep10 |
091102 |
3332 |
3334 |
3284 |
3284 |
-48 |
165 |
4,233 |
+67 |
| Dec10 |
091102 |
3276 |
3276 |
3276 |
3276 |
-47 |
11 |
3,369 |
+107 |
| Mar11 |
091102 |
3277 |
3277 |
3277 |
3277 |
-46 |
4 |
6,994 |
-2 |
| Total Volume and Open Interest |
11,860 |
144,091 |
+583 |
| Coffee "C"(ICE) |
| Dec09 |
091102 |
135.00 |
143.10 |
134.95 |
142.35 |
+6.85 |
10,849 |
66,638 |
-2,394 |
| Mar10 |
091102 |
138.55 |
146.00 |
138.00 |
145.40 |
+6.85 |
3,168 |
30,946 |
+2,658 |
| May10 |
091102 |
140.50 |
147.90 |
140.00 |
147.25 |
+6.80 |
615 |
12,519 |
+69 |
| Jul10 |
091102 |
142.00 |
148.95 |
142.00 |
148.95 |
+6.85 |
275 |
3,911 |
+67 |
| Sep10 |
091102 |
143.30 |
151.20 |
143.30 |
150.65 |
+6.85 |
219 |
4,245 |
+86 |
| Dec10 |
091102 |
146.65 |
153.60 |
146.40 |
153.20 |
+6.75 |
129 |
3,477 |
+317 |
| Total Volume and Open Interest |
15,520 |
123,134 |
+1,010 |
| Orange Juice(ICE) |
| Nov09 |
091102 |
111.00 |
111.75 |
106.90 |
107.15 |
-4.20 |
1,936 |
1,651 |
-1,917 |
| Jan10 |
091102 |
115.20 |
116.05 |
110.80 |
111.30 |
-4.50 |
2,699 |
19,325 |
+1,335 |
| Mar10 |
091102 |
118.95 |
119.45 |
114.50 |
114.85 |
-4.50 |
486 |
6,466 |
+438 |
| May10 |
091102 |
122.25 |
122.35 |
118.00 |
118.20 |
-4.20 |
129 |
2,670 |
+63 |
| Jul10 |
091102 |
123.00 |
123.00 |
121.00 |
121.10 |
-4.15 |
50 |
698 |
+104 |
| Sep10 |
091102 |
124.25 |
124.25 |
124.05 |
124.05 |
-4.05 |
0 |
419 |
+41 |
| Total Volume and Open Interest |
5,300 |
31,470 |
+94 |
| Sugar #11(ICE) |
| Mar10 |
091102 |
22.81 |
23.59 |
22.81 |
23.44 |
+0.63 |
42,556 |
363,226 |
+1,816 |
| May10 |
091102 |
21.91 |
22.52 |
21.86 |
22.36 |
+0.55 |
9,441 |
96,992 |
+741 |
| Jul10 |
091102 |
20.70 |
21.23 |
20.70 |
21.09 |
+0.44 |
6,669 |
121,114 |
+859 |
| Oct10 |
091102 |
19.85 |
20.35 |
19.85 |
20.25 |
+0.39 |
2,058 |
86,171 |
-191 |
| Mar11 |
091102 |
19.50 |
19.75 |
19.50 |
19.75 |
+0.36 |
1,571 |
48,841 |
+636 |
| Total Volume and Open Interest |
63,575 |
773,140 |
+3,882 |
| London Cocoa(LCE) |
| Dec09 |
091016 |
2119 |
2125 |
2087 |
2119 |
-1 |
10,581 |
54,682 |
+1,278 |
| Mar10 |
091102 |
2148 |
2181 |
2143 |
2148 |
-20 |
2,235 |
38,824 |
+621 |
| May10 |
091102 |
2168 |
2199 |
2167 |
2168 |
-23 |
1,413 |
46,607 |
+342 |
| Jul10 |
091102 |
2100 |
2131 |
2098 |
2100 |
-20 |
454 |
14,084 |
-55 |
| Sep10 |
091102 |
2079 |
2115 |
2079 |
2079 |
-21 |
317 |
5,019 |
+202 |
| Dec10 |
091102 |
2060 |
2080 |
2060 |
2060 |
-21 |
76 |
1,424 |
+5 |
| Mar11 |
091102 |
2047 |
2048 |
2047 |
2047 |
-21 |
0 |
6,203 |
+0 |
| Total Volume and Open Interest |
7,650 |
166,729 |
+1,102 |
| London Sugar(LCE) |
| Dec09 |
091102 |
590.50 |
594.00 |
586.70 |
590.50 |
+10.00 |
3,698 |
17,259 |
+499 |
| Mar10 |
091102 |
602.80 |
607.00 |
599.00 |
602.80 |
+11.70 |
4,147 |
30,814 |
-325 |
| May10 |
091102 |
595.40 |
600.20 |
591.50 |
595.40 |
+12.70 |
346 |
9,591 |
+33 |
| Aug10 |
091102 |
570.30 |
573.60 |
565.50 |
570.30 |
+13.30 |
981 |
8,168 |
-9 |
| Oct10 |
091102 |
542.00 |
543.80 |
540.10 |
542.00 |
+12.00 |
82 |
4,223 |
-11 |
| Total Volume and Open Interest |
9,256 |
70,900 |
+187 |
| Cotton(ICE) |
| Dec09 |
091102 |
67.49 |
69.26 |
67.05 |
67.64 |
unch |
13,186 |
115,734 |
-2,692 |
| Mar10 |
091102 |
70.75 |
72.39 |
70.03 |
71.09 |
+0.20 |
7,277 |
49,557 |
+3,129 |
| May10 |
091102 |
72.50 |
73.60 |
72.33 |
72.33 |
+0.01 |
857 |
4,343 |
-151 |
| Jul10 |
091102 |
73.50 |
74.88 |
73.50 |
73.78 |
+0.12 |
1,294 |
10,139 |
+474 |
| Oct10 |
091102 |
74.48 |
74.48 |
74.48 |
74.48 |
+0.14 |
0 |
113 |
+0 |
| Dec10 |
091102 |
74.60 |
76.25 |
74.60 |
75.33 |
+0.26 |
403 |
6,407 |
+305 |
| Total Volume and Open Interest |
23,131 |
186,551 |
+1,120 |
| Lumber(CME) |
| Nov09 |
091102 |
187.0 |
194.5 |
185.1 |
192.5 |
+5.6 |
585 |
1,611 |
-201 |
| Jan10 |
091102 |
207.8 |
215.2 |
206.3 |
214.0 |
+3.0 |
984 |
6,173 |
+64 |
| Mar10 |
091102 |
224.7 |
232.3 |
224.7 |
231.7 |
+4.7 |
257 |
1,065 |
+36 |
| May10 |
091102 |
233.8 |
241.0 |
232.0 |
241.0 |
+4.0 |
4 |
52 |
+3 |
| Total Volume and Open Interest |
1,832 |
8,920 |
-96 |
| Crude Oil(NYM) |
| Dec09 |
091102 |
77.02 |
78.66 |
76.56 |
78.13 |
+1.13 |
360,575 |
357,391 |
+8,342 |
| Jan10 |
091102 |
77.50 |
79.32 |
77.25 |
78.82 |
+1.18 |
104,319 |
159,786 |
+4,217 |
| Feb10 |
091102 |
78.00 |
80.01 |
77.94 |
79.51 |
+1.24 |
30,107 |
69,473 |
+3,476 |
| Mar10 |
091102 |
78.59 |
80.47 |
78.47 |
80.12 |
+1.33 |
13,162 |
52,482 |
+2,921 |
| Apr10 |
091102 |
79.72 |
80.99 |
79.29 |
80.66 |
+1.40 |
6,165 |
24,225 |
+2,630 |
| May10 |
091102 |
79.36 |
81.31 |
79.35 |
81.17 |
+1.45 |
4,062 |
19,859 |
+1,294 |
| Jun10 |
091102 |
79.85 |
81.77 |
79.85 |
81.62 |
+1.49 |
12,311 |
95,898 |
+968 |
| Jul10 |
091102 |
80.50 |
82.19 |
80.44 |
81.96 |
+1.50 |
4,152 |
30,329 |
+161 |
| Aug10 |
091102 |
82.20 |
82.27 |
82.19 |
82.27 |
+1.50 |
2,326 |
12,045 |
+551 |
| Sep10 |
091102 |
82.20 |
82.60 |
82.20 |
82.60 |
+1.50 |
2,285 |
24,377 |
+591 |
| Oct10 |
091102 |
82.96 |
82.96 |
82.96 |
82.96 |
+1.50 |
1,758 |
13,821 |
+74 |
| Nov10 |
091102 |
83.35 |
83.35 |
83.35 |
83.35 |
+1.49 |
1,686 |
16,458 |
+391 |
| Dec10 |
091102 |
81.95 |
83.93 |
81.95 |
83.74 |
+1.48 |
18,538 |
112,696 |
-741 |
| Jan11 |
091102 |
83.96 |
83.96 |
83.96 |
83.96 |
+1.48 |
773 |
14,820 |
+268 |
| Feb11 |
091102 |
84.18 |
84.18 |
84.18 |
84.18 |
+1.49 |
119 |
7,210 |
+11 |
| Mar11 |
091102 |
84.40 |
84.40 |
84.40 |
84.40 |
+1.50 |
45 |
5,476 |
+0 |
| Total Volume and Open Interest |
570,229 |
1,235,387 |
+26,463 |
| e-miNY Crude Oil(NYM) |
| Nov09 |
091019 |
78.850 |
79.650 |
78.100 |
79.600 |
+1.075 |
13,305 |
4,430 |
-767 |
| Dec09 |
091030 |
80.000 |
80.225 |
76.825 |
77.000 |
-2.875 |
12,757 |
7,707 |
+598 |
| Jan10 |
091102 |
77.300 |
79.300 |
77.300 |
78.825 |
+1.175 |
252 |
671 |
+45 |
| Feb10 |
091102 |
78.450 |
79.500 |
78.450 |
79.500 |
+1.225 |
54 |
242 |
-10 |
| Mar10 |
091102 |
79.725 |
80.125 |
78.800 |
80.125 |
+1.325 |
1 |
135 |
+1 |
| Apr10 |
091102 |
79.500 |
80.650 |
79.500 |
80.650 |
+1.400 |
0 |
2 |
+0 |
| May10 |
091102 |
81.175 |
81.175 |
81.175 |
81.175 |
+1.450 |
0 |
3 |
+0 |
| Jun10 |
091102 |
81.625 |
81.625 |
81.625 |
81.625 |
+1.500 |
0 |
9 |
+0 |
| Jul10 |
091102 |
81.950 |
81.950 |
81.950 |
81.950 |
+1.500 |
0 |
7 |
+0 |
| Aug10 |
091102 |
82.275 |
82.275 |
82.275 |
82.275 |
+1.500 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
14,659 |
8,246 |
-578 |
| Heating Oil(NYM) |
| Dec09 |
091102 |
200.71 |
205.25 |
199.95 |
204.60 |
+4.08 |
45,821 |
91,414 |
+85 |
| Jan10 |
091102 |
204.35 |
208.52 |
203.35 |
207.83 |
+4.02 |
9,616 |
55,158 |
+659 |
| Feb10 |
091102 |
206.80 |
210.80 |
206.35 |
210.51 |
+4.07 |
6,122 |
28,097 |
+902 |
| Mar10 |
091102 |
208.18 |
212.58 |
207.69 |
212.09 |
+4.28 |
3,321 |
18,657 |
-46 |
| Apr10 |
091102 |
210.25 |
212.84 |
209.03 |
212.73 |
+4.43 |
964 |
12,372 |
-2 |
| May10 |
091102 |
209.76 |
213.46 |
209.76 |
213.46 |
+4.57 |
1,377 |
11,978 |
-94 |
| Jun10 |
091102 |
212.75 |
214.46 |
210.36 |
214.46 |
+4.57 |
3,149 |
22,374 |
+136 |
| Jul10 |
091102 |
215.32 |
216.31 |
215.00 |
216.31 |
+4.57 |
426 |
7,203 |
+179 |
| Aug10 |
091102 |
217.99 |
218.76 |
214.75 |
218.76 |
+4.62 |
136 |
3,217 |
-12 |
| Sep10 |
091102 |
220.59 |
221.31 |
217.35 |
221.31 |
+4.67 |
472 |
6,001 |
-56 |
| Oct10 |
091102 |
222.85 |
223.66 |
219.75 |
223.66 |
+4.72 |
230 |
2,892 |
+49 |
| Nov10 |
091102 |
225.96 |
225.96 |
225.96 |
225.96 |
+4.72 |
183 |
4,937 |
+9 |
| Total Volume and Open Interest |
90,118 |
314,211 |
-1,252 |
| Gasoline(NYMEX) |
| Dec09 |
091102 |
195.80 |
200.47 |
194.81 |
199.03 |
+3.08 |
41,635 |
105,709 |
-416 |
| Jan10 |
091102 |
199.53 |
202.34 |
197.06 |
201.20 |
+3.07 |
15,471 |
49,933 |
+703 |
| Feb10 |
091102 |
202.07 |
204.36 |
199.29 |
203.62 |
+3.27 |
7,197 |
22,282 |
+865 |
| Mar10 |
091102 |
203.14 |
207.63 |
201.49 |
206.09 |
+3.55 |
5,446 |
19,410 |
+201 |
| Apr10 |
091102 |
214.69 |
219.65 |
213.57 |
218.12 |
+3.57 |
3,352 |
11,388 |
+330 |
| May10 |
091102 |
214.40 |
218.52 |
214.40 |
218.52 |
+3.57 |
2,059 |
7,124 |
+638 |
| Jun10 |
091102 |
215.10 |
219.13 |
214.50 |
218.72 |
+3.62 |
2,109 |
6,323 |
+93 |
| Jul10 |
091102 |
218.68 |
218.68 |
218.68 |
218.68 |
+3.67 |
570 |
2,650 |
+132 |
| Aug10 |
091102 |
218.48 |
218.48 |
218.48 |
218.48 |
+3.77 |
252 |
2,552 |
+39 |
| Sep10 |
091102 |
217.73 |
217.73 |
217.73 |
217.73 |
+3.82 |
311 |
2,668 |
+54 |
| Total Volume and Open Interest |
96,756 |
246,794 |
-841 |
| e-miNY RBOB Gasoline(NYM) |
| Dec09 |
091102 |
199.03 |
199.03 |
199.03 |
199.03 |
+3.08 |
0 |
3 |
+0 |
| Jan10 |
091102 |
201.20 |
201.20 |
201.20 |
201.20 |
+3.07 |
|
|
|
| Feb10 |
091102 |
203.62 |
203.62 |
203.62 |
203.62 |
+3.27 |
|
|
|
| Mar10 |
091102 |
206.09 |
206.09 |
206.09 |
206.09 |
+3.55 |
|
|
|
| Total Volume and Open Interest |
0 |
3 |
-3 |
| Natural Gas(NYM) |
| Dec09 |
091102 |
5.034 |
5.115 |
4.817 |
4.824 |
-0.221 |
95,094 |
151,388 |
-194 |
| Jan10 |
091102 |
5.361 |
5.448 |
5.155 |
5.162 |
-0.228 |
25,614 |
112,029 |
+2,684 |
| Feb10 |
091102 |
5.417 |
5.495 |
5.211 |
5.217 |
-0.227 |
9,419 |
43,251 |
+1,039 |
| Mar10 |
091102 |
5.350 |
5.477 |
5.198 |
5.205 |
-0.220 |
9,115 |
58,258 |
+54 |
| Apr10 |
091102 |
5.430 |
5.450 |
5.195 |
5.203 |
-0.214 |
8,916 |
46,893 |
+319 |
| May10 |
091102 |
5.440 |
5.440 |
5.263 |
5.263 |
-0.219 |
4,532 |
30,033 |
-3 |
| Jun10 |
091102 |
5.571 |
5.571 |
5.358 |
5.358 |
-0.214 |
2,116 |
17,443 |
+558 |
| Jul10 |
091102 |
5.645 |
5.645 |
5.463 |
5.463 |
-0.217 |
2,288 |
14,688 |
+51 |
| Aug10 |
091102 |
5.665 |
5.719 |
5.543 |
5.548 |
-0.212 |
2,234 |
13,699 |
-61 |
| Sep10 |
091102 |
5.775 |
5.784 |
5.611 |
5.611 |
-0.214 |
1,887 |
12,748 |
+85 |
| Oct10 |
091102 |
5.926 |
5.934 |
5.758 |
5.758 |
-0.215 |
2,954 |
30,307 |
+111 |
| Nov10 |
091102 |
6.323 |
6.345 |
6.168 |
6.168 |
-0.210 |
713 |
7,232 |
+54 |
| Dec10 |
091102 |
6.730 |
6.730 |
6.550 |
6.553 |
-0.200 |
704 |
15,945 |
+60 |
| Jan11 |
091102 |
7.000 |
7.000 |
6.788 |
6.788 |
-0.190 |
818 |
10,937 |
+190 |
| Feb11 |
091102 |
6.850 |
6.900 |
6.780 |
6.783 |
-0.190 |
39 |
5,856 |
+1 |
| Mar11 |
091102 |
6.800 |
6.800 |
6.603 |
6.613 |
-0.180 |
374 |
17,067 |
+57 |
| Total Volume and Open Interest |
168,307 |
690,895 |
+5,573 |
| Brent Crude Oil(ICE) |
| Dec09 |
091102 |
75.24 |
77.08 |
74.98 |
76.55 |
+1.35 |
151,725 |
224,363 |
+142 |
| Jan10 |
091102 |
76.05 |
77.86 |
75.70 |
77.36 |
+1.36 |
58,393 |
122,902 |
+6,851 |
| Feb10 |
091102 |
76.81 |
78.60 |
76.65 |
78.12 |
+1.36 |
23,051 |
52,197 |
+2,630 |
| Mar10 |
091102 |
77.50 |
79.09 |
77.34 |
78.81 |
+1.36 |
9,426 |
27,296 |
+1,071 |
| Apr10 |
091102 |
78.16 |
79.66 |
78.01 |
79.48 |
+1.38 |
3,628 |
15,803 |
+248 |
| May10 |
091102 |
78.81 |
80.40 |
78.68 |
80.14 |
+1.40 |
2,496 |
12,627 |
-5 |
| Jun10 |
091102 |
79.44 |
81.14 |
79.32 |
80.78 |
+1.41 |
5,326 |
49,220 |
-247 |
| Jul10 |
091102 |
79.94 |
81.34 |
79.89 |
81.34 |
+1.40 |
2,361 |
13,063 |
+340 |
| Aug10 |
091102 |
80.49 |
81.88 |
80.49 |
81.88 |
+1.39 |
1,734 |
8,479 |
-225 |
| Sep10 |
091102 |
81.01 |
82.41 |
81.01 |
82.41 |
+1.40 |
1,786 |
4,484 |
-237 |
| Oct10 |
091102 |
81.48 |
82.87 |
81.48 |
82.87 |
+1.39 |
2,466 |
10,975 |
+216 |
| Nov10 |
091102 |
81.81 |
83.23 |
81.81 |
83.23 |
+1.42 |
1,535 |
6,687 |
+309 |
| Dec10 |
091102 |
82.17 |
83.90 |
82.17 |
83.55 |
+1.42 |
10,328 |
70,692 |
+320 |
| Jan11 |
091102 |
82.47 |
83.90 |
82.47 |
83.90 |
+1.43 |
580 |
7,119 |
-60 |
| Total Volume and Open Interest |
279,594 |
712,719 |
+11,096 |
| Gas Oil(ICE) |
| Nov09 |
091102 |
620.00 |
630.00 |
614.75 |
628.00 |
+3.25 |
24,131 |
79,384 |
+1,350 |
| Dec09 |
091102 |
626.50 |
638.25 |
622.75 |
636.25 |
+4.00 |
49,479 |
140,897 |
+2,985 |
| Jan10 |
091102 |
637.50 |
647.25 |
632.00 |
644.50 |
+3.50 |
12,333 |
81,068 |
+1,427 |
| Feb10 |
091102 |
644.00 |
653.75 |
639.25 |
651.50 |
+3.50 |
4,348 |
33,767 |
-481 |
| Mar10 |
091102 |
650.00 |
659.50 |
649.50 |
654.25 |
+0.25 |
2,684 |
32,161 |
+84 |
| Apr10 |
091102 |
661.75 |
666.00 |
656.75 |
661.00 |
+0.75 |
1,158 |
17,008 |
+49 |
| May10 |
091102 |
662.00 |
672.00 |
662.00 |
672.00 |
+5.25 |
1,396 |
17,025 |
-128 |
| Jun10 |
091102 |
668.50 |
679.00 |
667.25 |
675.50 |
+2.75 |
5,941 |
39,466 |
-500 |
| Jul10 |
091102 |
677.75 |
677.75 |
677.75 |
677.75 |
-2.00 |
1,494 |
13,351 |
+331 |
| Aug10 |
091102 |
684.50 |
688.50 |
684.50 |
688.50 |
+1.75 |
356 |
12,729 |
-29 |
| Total Volume and Open Interest |
107,357 |
591,633 |
+44,749 |
| Ethanol(CBOT) |
| Nov09 |
091102 |
1.935 |
1.959 |
1.905 |
1.955 |
+0.020 |
20 |
271 |
-14 |
| Dec09 |
091102 |
1.850 |
1.853 |
1.820 |
1.845 |
-0.001 |
80 |
662 |
+13 |
| Jan10 |
091102 |
1.825 |
1.834 |
1.815 |
1.833 |
+0.018 |
50 |
1,026 |
-12 |
| Feb10 |
091102 |
1.795 |
1.820 |
1.795 |
1.820 |
+0.022 |
10 |
387 |
+4 |
| Mar10 |
091102 |
1.790 |
1.820 |
1.790 |
1.813 |
+0.016 |
10 |
520 |
+5 |
| Apr10 |
091102 |
1.790 |
1.810 |
1.790 |
1.810 |
+0.011 |
20 |
358 |
-16 |
| May10 |
091102 |
1.780 |
1.797 |
1.780 |
1.797 |
+0.024 |
18 |
234 |
+1 |
| Jun10 |
091102 |
1.780 |
1.790 |
1.780 |
1.790 |
+0.020 |
15 |
267 |
+5 |
| Total Volume and Open Interest |
287 |
5,628 |
+18 |
| US Dollar Index(ICE) |
| Dec09 |
091102 |
76.475 |
76.575 |
76.080 |
76.460 |
-0.015 |
19,205 |
33,762 |
+137 |
| Mar10 |
091102 |
76.755 |
76.905 |
76.425 |
76.770 |
-0.015 |
18 |
2,180 |
+4 |
| Jun10 |
091102 |
77.155 |
77.155 |
77.155 |
77.155 |
-0.015 |
0 |
6 |
+0 |
| Total Volume and Open Interest |
19,223 |
35,948 |
+141 |
| Australian Dollar(CME) |
| Dec09 |
091102 |
89.13 |
90.87 |
89.13 |
89.79 |
+0.10 |
110,478 |
113,286 |
+1,527 |
| Mar10 |
091102 |
88.35 |
89.95 |
88.29 |
88.91 |
+0.11 |
87 |
1,346 |
+18 |
| Jun10 |
091102 |
87.83 |
87.94 |
87.83 |
87.94 |
+0.11 |
0 |
7 |
+0 |
| Total Volume and Open Interest |
110,565 |
114,656 |
+1,545 |
| British Pound(CME) |
| Dec09 |
091102 |
163.92 |
164.76 |
163.23 |
163.83 |
-0.59 |
153,815 |
96,861 |
+3,333 |
| Mar10 |
091102 |
163.90 |
164.63 |
163.20 |
163.76 |
-0.60 |
135 |
362 |
-21 |
| Jun10 |
091102 |
163.52 |
164.41 |
163.33 |
163.69 |
-0.60 |
0 |
120 |
+0 |
| Total Volume and Open Interest |
153,950 |
97,363 |
+3,312 |
| Canadian Dollar(CME) |
| Dec09 |
091102 |
92.17 |
93.34 |
92.12 |
92.69 |
+0.07 |
79,171 |
86,389 |
-5,879 |
| Mar10 |
091102 |
92.41 |
93.32 |
92.26 |
92.69 |
+0.08 |
196 |
2,557 |
-28 |
| Jun10 |
091102 |
92.86 |
93.28 |
92.32 |
92.68 |
+0.08 |
16 |
378 |
+3 |
| Sep10 |
091102 |
92.62 |
93.19 |
92.33 |
92.62 |
+0.06 |
12 |
420 |
+5 |
| Total Volume and Open Interest |
79,445 |
89,948 |
-5,849 |
| Japanese Yen(CME) |
| Dec09 |
091102 |
111.53 |
111.83 |
110.27 |
110.66 |
-0.47 |
119,513 |
111,708 |
-3,344 |
| Mar10 |
091102 |
111.46 |
111.85 |
110.37 |
110.73 |
-0.48 |
68 |
262 |
+3 |
| Jun10 |
091102 |
110.91 |
111.79 |
110.69 |
110.84 |
-0.48 |
0 |
13 |
+0 |
| Total Volume and Open Interest |
119,581 |
112,004 |
-3,341 |
| Swiss Franc(CME) |
| Dec09 |
091102 |
97.58 |
98.40 |
97.41 |
97.74 |
+0.16 |
62,500 |
52,753 |
+4,328 |
| Mar10 |
091102 |
97.65 |
98.44 |
97.52 |
97.80 |
+0.16 |
28 |
245 |
+9 |
| Jun10 |
091102 |
97.90 |
98.46 |
97.74 |
97.90 |
+0.16 |
0 |
5 |
+0 |
| Total Volume and Open Interest |
62,528 |
53,004 |
+4,337 |
| EuroFX(CME) |
| Dec09 |
091102 |
147.30 |
148.43 |
147.00 |
147.51 |
+0.25 |
312,544 |
171,304 |
+7,456 |
| Mar10 |
091102 |
147.10 |
148.35 |
147.01 |
147.45 |
+0.26 |
226 |
1,587 |
+77 |
| Jun10 |
091102 |
147.36 |
148.01 |
147.10 |
147.36 |
+0.26 |
34 |
169 |
+31 |
| Total Volume and Open Interest |
312,804 |
173,068 |
+7,564 |
| Mexican Peso(CME) |
| Nov09 |
091102 |
748.2 |
752.5 |
748.2 |
748.2 |
-4.2 |
0 |
1 |
+0 |
| Dec09 |
091102 |
751.2 |
761.8 |
747.0 |
747.8 |
-4.2 |
25,801 |
94,354 |
+3,446 |
| Total Volume and Open Interest |
25,801 |
96,500 |
+3,446 |
| 30-Year T-Bonds(CBOT) |
| Dec09 |
091102 |
120~080 |
120~140 |
119~170 |
119~260 |
-0~110 |
267,874 |
718,644 |
-1,106 |
| Mar10 |
091102 |
119~250 |
119~250 |
118~290 |
119~030 |
-0~130 |
699 |
9,681 |
+330 |
| Jun10 |
091102 |
117~210 |
118~000 |
117~210 |
117~210 |
-0~110 |
0 |
9 |
+0 |
| Total Volume and Open Interest |
268,573 |
728,334 |
-776 |
| 10-Year T-Notes(CBOT) |
| Dec09 |
091102 |
118~245 |
118~260 |
118~090 |
118~155 |
-0~040 |
1,096,483 |
1,220,014 |
-18,904 |
| Mar10 |
091102 |
117~045 |
117~100 |
117~010 |
117~035 |
-0~040 |
3,939 |
19,062 |
+1,648 |
| Jun10 |
091102 |
115~235 |
115~275 |
115~235 |
115~235 |
-0~040 |
|
|
|
| Total Volume and Open Interest |
1,100,422 |
1,239,076 |
-17,256 |
| 5-Year T-Notes(CBOT) |
| Dec09 |
091102 |
116~056 |
116~056 |
116~052 |
116~052 |
-0~006 |
437,337 |
745,303 |
-11,508 |
| Mar10 |
091102 |
115~017 |
115~017 |
115~011 |
115~011 |
-0~006 |
293 |
3,325 |
+179 |
| Jun10 |
091102 |
113~098 |
113~104 |
113~098 |
113~098 |
-0~006 |
|
|
|
| Total Volume and Open Interest |
437,630 |
748,628 |
-11,329 |
| 2 Year T-Notes(CBOT) |
| Dec09 |
091030 |
108~091 |
108~091 |
108~091 |
108~091 |
+0~011 |
|
|
|
| Mar10 |
091102 |
108~019 |
108~022 |
108~019 |
108~020 |
-0~002 |
1,436 |
15,158 |
+838 |
| Jun10 |
091102 |
107~072 |
107~073 |
107~072 |
107~072 |
-0~001 |
0 |
6,830 |
+0 |
| Total Volume and Open Interest |
211,867 |
985,979 |
-6,048 |
| Eurodollars(CME) |
| Dec09 |
091102 |
99.675 |
99.685 |
99.670 |
99.680 |
unch |
126,333 |
1,036,080 |
-5,741 |
| Mar10 |
091102 |
99.495 |
99.505 |
99.475 |
99.495 |
unch |
202,286 |
1,074,369 |
-14,955 |
| Jun10 |
091102 |
99.200 |
99.215 |
99.170 |
99.195 |
-0.010 |
253,278 |
933,813 |
+10,757 |
| Sep10 |
091102 |
98.855 |
98.865 |
98.795 |
98.830 |
-0.020 |
254,671 |
704,238 |
+6,158 |
| Dec10 |
091102 |
98.465 |
98.480 |
98.390 |
98.430 |
-0.030 |
310,356 |
830,684 |
-13,908 |
| Mar11 |
091102 |
98.105 |
98.120 |
98.025 |
98.060 |
-0.035 |
198,261 |
521,698 |
+1,493 |
| Jun11 |
091102 |
97.745 |
97.765 |
97.675 |
97.705 |
-0.035 |
151,729 |
509,896 |
+2,773 |
| Sep11 |
091102 |
97.430 |
97.450 |
97.365 |
97.395 |
-0.035 |
103,912 |
421,725 |
+8,175 |
| Dec11 |
091102 |
97.150 |
97.150 |
97.070 |
97.100 |
-0.035 |
55,088 |
242,822 |
-396 |
| Mar12 |
091102 |
96.890 |
96.915 |
96.840 |
96.865 |
-0.035 |
48,167 |
181,001 |
+931 |
| Jun12 |
091102 |
96.685 |
96.685 |
96.615 |
96.640 |
-0.035 |
39,896 |
160,242 |
+3,293 |
| Sep12 |
091102 |
96.495 |
96.495 |
96.420 |
96.450 |
-0.025 |
30,594 |
94,783 |
+1,622 |
| Dec12 |
091102 |
96.260 |
96.295 |
96.230 |
96.260 |
-0.020 |
12,049 |
58,298 |
+1,917 |
| Mar13 |
091102 |
96.120 |
96.160 |
96.095 |
96.125 |
-0.015 |
6,435 |
53,491 |
+364 |
| Jun13 |
091102 |
95.965 |
96.020 |
95.955 |
95.990 |
-0.010 |
5,978 |
45,430 |
+1,561 |
| Sep13 |
091102 |
95.830 |
95.890 |
95.825 |
95.860 |
-0.010 |
4,696 |
53,375 |
+1,070 |
| Dec13 |
091102 |
95.720 |
95.750 |
95.695 |
95.725 |
-0.010 |
3,678 |
31,702 |
+1,079 |
| Mar14 |
091102 |
95.620 |
95.655 |
95.595 |
95.635 |
-0.010 |
3,144 |
29,176 |
+688 |
| Total Volume and Open Interest |
1,826,717 |
7,176,481 |
+11,175 |
| 30 Day Federal Funds(CBOT) |
| Nov09 |
091102 |
99.863 |
99.868 |
99.860 |
99.865 |
+0.005 |
2,614 |
75,118 |
+611 |
| Dec09 |
091102 |
99.855 |
99.860 |
99.850 |
99.855 |
unch |
3,582 |
62,856 |
-711 |
| Jan10 |
091102 |
99.835 |
99.840 |
99.825 |
99.835 |
unch |
4,424 |
63,576 |
-785 |
| Feb10 |
091102 |
99.790 |
99.800 |
99.785 |
99.795 |
+0.005 |
8,736 |
71,851 |
+1,520 |
| Mar10 |
091102 |
99.750 |
99.770 |
99.750 |
99.760 |
+0.010 |
6,133 |
39,184 |
+47 |
| Apr10 |
091102 |
99.705 |
99.730 |
99.705 |
99.720 |
+0.010 |
7,101 |
46,661 |
+788 |
| Total Volume and Open Interest |
51,379 |
526,440 |
+5,627 |
| 30 Day Fed Funds(e-CBOT) |
| 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 |
|
| Apr10 |
090519 |
99.370 |
99.380 |
99.360 |
99.380 |
unch |
756 |
6,053 |
|
| Total Volume and Open Interest |
22,142 |
354,023 |
|
| 3-Mth Euro-Yen(CME) |
| Dec09 |
091022 |
99.50 |
99.50 |
99.50 |
99.50 |
unch |
|
|
|
| Mar10 |
091022 |
99.51 |
99.51 |
99.51 |
99.51 |
-0.02 |
|
|
|
| Jun10 |
091022 |
99.53 |
99.53 |
99.53 |
99.53 |
unch |
|
|
|
| Sep10 |
091022 |
99.51 |
99.51 |
99.51 |
99.51 |
unch |
|
|
|
| Dec10 |
091022 |
99.45 |
99.45 |
99.45 |
99.45 |
unch |
|
|
|
| Mar11 |
091022 |
99.36 |
99.36 |
99.36 |
99.36 |
unch |
|
|
|
| Jun11 |
091022 |
99.31 |
99.31 |
99.31 |
99.31 |
unch |
|
|
|
| Sep11 |
091022 |
99.31 |
99.31 |
99.31 |
99.31 |
unch |
|
|
|
| Dec11 |
091022 |
99.11 |
99.11 |
99.11 |
99.11 |
unch |
|
|
|
| Mar12 |
091022 |
99.07 |
99.07 |
99.07 |
99.07 |
unch |
|
|
|
| Total Volume and Open Interest |
|
|
|
| 3-Mth Euro-Yen(SGX) |
| Dec09 |
091102 |
99.49 |
99.49 |
99.49 |
99.49 |
-0.01 |
7 |
4,504 |
+828 |
| Mar10 |
091102 |
99.50 |
99.50 |
99.50 |
99.50 |
-0.01 |
0 |
3,741 |
-1 |
| Jun10 |
091102 |
99.50 |
99.50 |
99.50 |
99.50 |
-0.01 |
0 |
1,921 |
+42 |
| Sep10 |
091102 |
99.50 |
99.50 |
99.49 |
99.49 |
-0.01 |
0 |
1,658 |
+0 |
| Dec10 |
091102 |
99.43 |
99.43 |
99.43 |
99.43 |
-0.01 |
0 |
842 |
+0 |
| Mar11 |
091102 |
99.34 |
99.34 |
99.34 |
99.34 |
-0.01 |
0 |
562 |
+0 |
| Jun11 |
091102 |
99.28 |
99.28 |
99.28 |
99.28 |
-0.01 |
0 |
52 |
+0 |
| Sep11 |
091102 |
99.28 |
99.28 |
99.28 |
99.28 |
-0.01 |
0 |
51 |
+0 |
| Total Volume and Open Interest |
7 |
14,803 |
+869 |
| Japanese Gov't Bonds(SGX) |
| Dec09 |
091102 |
138.09 |
138.30 |
138.09 |
138.30 |
-0.27 |
1,009 |
15,330 |
-259 |
| Mar10 |
091102 |
138.07 |
138.07 |
138.07 |
138.07 |
+0.38 |
|
|
|
| Jun10 |
091102 |
138.07 |
138.07 |
138.07 |
138.07 |
+0.38 |
|
|
|
| Total Volume and Open Interest |
2,835 |
16,053 |
+2,043 |
| Euro-Bund(EUREX) |
| Dec09 |
091102 |
121.98 |
122.12 |
121.77 |
121.91 |
+0.70 |
749,108 |
940,138 |
-7,792 |
| Mar10 |
091102 |
121.57 |
121.77 |
121.48 |
121.59 |
+0.03 |
4,548 |
12,077 |
+1,423 |
| Jun10 |
091102 |
121.11 |
121.11 |
121.11 |
121.11 |
+0.01 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
916,637 |
935,100 |
-15,693 |
| Euro-Bobl(EUREX) |
| Dec09 |
091030 |
115.23 |
115.72 |
115.21 |
115.62 |
+0.39 |
463,761 |
642,808 |
-13,732 |
| Mar10 |
091102 |
115.32 |
115.40 |
115.32 |
115.40 |
+0.03 |
499 |
4,385 |
+140 |
| Jun10 |
091102 |
114.94 |
114.94 |
114.94 |
114.94 |
+0.02 |
|
|
|
| Total Volume and Open Interest |
534,777 |
651,449 |
+4,396 |
| 3-Mth Euribor(EUREX) |
| Dec09 |
091102 |
99.225 |
99.225 |
99.225 |
99.225 |
-0.010 |
196 |
7,876 |
-26 |
| Mar10 |
091102 |
99.040 |
99.045 |
99.040 |
99.040 |
-0.010 |
70 |
5,533 |
+0 |
| Jun10 |
091102 |
98.735 |
98.735 |
98.720 |
98.720 |
-0.010 |
3 |
5,008 |
+0 |
| Total Volume and Open Interest |
378 |
22,163 |
-36 |
| Long Gilt(LIFFE) |
| Dec09 |
091029 |
118~22 |
118~26 |
117~30 |
118~05 |
-0~16 |
96,622 |
231,108 |
-3,255 |
| Mar10 |
091102 |
116~19 |
116~19 |
116~19 |
116~19 |
-0~12 |
0 |
20 |
+0 |
| Total Volume and Open Interest |
71,599 |
233,604 |
+2,104 |
| 3-Mth Short Sterling(LIFFE) |
| Dec09 |
091102 |
99.41 |
99.41 |
99.37 |
99.39 |
unch |
59,012 |
361,169 |
-3,386 |
| Mar10 |
091102 |
99.18 |
99.19 |
99.15 |
99.17 |
-0.01 |
72,166 |
373,124 |
-7,452 |
| Jun10 |
091102 |
98.77 |
98.78 |
98.71 |
98.75 |
-0.02 |
70,690 |
362,739 |
-4,091 |
| Sep10 |
091102 |
98.29 |
98.29 |
98.20 |
98.24 |
-0.03 |
63,374 |
283,084 |
+1,500 |
| Dec10 |
091102 |
97.78 |
97.79 |
97.68 |
97.72 |
-0.04 |
66,283 |
320,097 |
-4,048 |
| Mar11 |
091102 |
97.34 |
97.35 |
97.25 |
97.28 |
-0.05 |
38,282 |
212,904 |
+448 |
| Total Volume and Open Interest |
429,931 |
2,384,752 |
-11,162 |
| 3-Mth Euribor(LIFFE) |
| Dec09 |
091102 |
99.225 |
99.235 |
99.220 |
99.225 |
-0.010 |
122,619 |
588,296 |
+8,623 |
| Mar10 |
091102 |
99.040 |
99.050 |
99.025 |
99.040 |
-0.010 |
140,415 |
623,872 |
+18,786 |
| Jun10 |
091102 |
98.730 |
98.740 |
98.700 |
98.720 |
-0.010 |
180,135 |
539,686 |
-4,469 |
| Total Volume and Open Interest |
979,034 |
3,200,963 |
+19,349 |
| 3-Mth Aus T-Bills(SFE) |
| Dec09 |
091102 |
95.80 |
95.83 |
95.76 |
95.78 |
-0.03 |
21,221 |
324,562 |
-2,468 |
| Mar10 |
091102 |
95.25 |
95.28 |
95.21 |
95.24 |
-0.01 |
18,632 |
220,739 |
-3,284 |
| Jun10 |
091102 |
94.84 |
94.90 |
94.80 |
94.83 |
-0.01 |
6,165 |
122,550 |
+402 |
| Sep10 |
091102 |
94.52 |
94.59 |
94.48 |
94.50 |
-0.03 |
3,518 |
78,146 |
-1,591 |
| Dec10 |
091102 |
94.27 |
94.36 |
94.25 |
94.26 |
-0.02 |
1,975 |
49,906 |
+244 |
| Mar11 |
091102 |
94.10 |
94.19 |
94.07 |
94.10 |
-0.01 |
1,206 |
26,182 |
-1,736 |
| Jun11 |
091102 |
93.96 |
94.06 |
93.91 |
93.95 |
-0.01 |
1,007 |
18,489 |
+330 |
| Sep11 |
091102 |
93.85 |
93.96 |
93.84 |
93.85 |
-0.01 |
925 |
10,827 |
-229 |
| Dec11 |
091102 |
93.86 |
93.86 |
93.77 |
93.77 |
+0.01 |
59 |
4,849 |
+40 |
| Mar12 |
091102 |
93.71 |
93.71 |
93.71 |
93.71 |
+0.01 |
52 |
1,911 |
-81 |
| Total Volume and Open Interest |
54,762 |
858,832 |
-8,371 |
| 10-Year Aus T-Bonds(SFE) |
| Dec09 |
091102 |
94.43 |
94.54 |
94.36 |
94.45 |
+0.03 |
35,661 |
360,481 |
-2,124 |
| Mar10 |
091102 |
94.45 |
94.45 |
94.45 |
94.45 |
+0.03 |
|
|
|
| Total Volume and Open Interest |
35,661 |
360,481 |
-2,124 |
| 3-Year Aus T-Bonds(SFE) |
| Dec09 |
091102 |
94.86 |
94.98 |
94.81 |
94.87 |
+0.01 |
117,829 |
646,872 |
+30,423 |
| Mar10 |
091102 |
94.87 |
94.87 |
94.87 |
94.87 |
+0.01 |
|
|
|
| Total Volume and Open Interest |
117,829 |
646,872 |
+30,423 |
| Gold(CMX) |
| Dec09 |
091102 |
1057.9 |
1063.4 |
1042.2 |
1054.0 |
+13.6 |
130,081 |
335,346 |
+5,825 |
| Feb10 |
091102 |
1055.5 |
1064.3 |
1045.0 |
1055.2 |
+13.7 |
4,815 |
45,486 |
+1,494 |
| Apr10 |
091102 |
1045.4 |
1065.5 |
1042.5 |
1056.3 |
+13.8 |
797 |
32,970 |
+287 |
| Jun10 |
091102 |
1054.0 |
1066.3 |
1043.5 |
1057.3 |
+13.8 |
1,608 |
14,002 |
+386 |
| Aug10 |
091102 |
1051.6 |
1065.9 |
1044.9 |
1058.7 |
+13.8 |
1,032 |
7,772 |
-716 |
| Oct10 |
091102 |
1069.5 |
1069.5 |
1046.6 |
1060.4 |
+13.8 |
5 |
4,567 |
+0 |
| Dec10 |
091102 |
1055.0 |
1072.0 |
1048.7 |
1062.4 |
+13.7 |
1,446 |
18,828 |
+153 |
| Feb11 |
091102 |
1065.1 |
1065.1 |
1065.1 |
1065.1 |
+13.7 |
0 |
2,473 |
+0 |
| Apr11 |
091102 |
1068.0 |
1068.0 |
1068.0 |
1068.0 |
+13.6 |
0 |
1,616 |
+0 |
| Jun11 |
091102 |
415.9 |
415.9 |
415.9 |
415.9 |
+13.6 |
1 |
9,512 |
+0 |
| Aug11 |
091102 |
1075.1 |
1075.1 |
1075.1 |
1075.1 |
+13.5 |
0 |
250 |
+0 |
| Total Volume and Open Interest |
141,509 |
496,091 |
+7,384 |
| Silver(CMX) |
| Dec09 |
091102 |
1651.0 |
1673.5 |
1627.5 |
1644.0 |
+18.5 |
38,031 |
84,796 |
-3,204 |
| Mar10 |
091102 |
1648.0 |
1676.0 |
1628.5 |
1647.2 |
+18.7 |
8,626 |
21,560 |
+1,999 |
| May10 |
091102 |
1644.0 |
1669.0 |
1630.1 |
1648.9 |
+18.8 |
1,073 |
6,638 |
+933 |
| Jul10 |
091102 |
1645.0 |
1667.5 |
1631.5 |
1650.3 |
+18.8 |
110 |
3,772 |
-6 |
| Sep10 |
091102 |
1666.5 |
1677.5 |
1633.1 |
1651.8 |
+18.7 |
7 |
2,416 |
-22 |
| Dec10 |
091102 |
1640.0 |
1680.5 |
1635.5 |
1654.2 |
+18.7 |
204 |
4,034 |
-59 |
| Mar11 |
091102 |
1657.5 |
1657.5 |
1638.8 |
1657.5 |
+18.7 |
0 |
37 |
+0 |
| Total Volume and Open Interest |
48,077 |
131,991 |
-398 |
| Platinum(NYMEX) |
| Jan10 |
091102 |
1325.1 |
1345.0 |
1323.0 |
1338.1 |
+11.8 |
2,229 |
30,315 |
-373 |
| Apr10 |
091102 |
1329.4 |
1346.3 |
1329.4 |
1342.2 |
+11.7 |
21 |
883 |
+4 |
| Total Volume and Open Interest |
2,250 |
31,198 |
-369 |
| Palladium(NYMEX) |
| Dec09 |
091102 |
322.50 |
328.75 |
322.00 |
326.35 |
+3.10 |
1,656 |
20,135 |
-217 |
| Mar10 |
091102 |
326.50 |
328.80 |
325.25 |
327.50 |
+3.20 |
417 |
2,462 |
+411 |
| Jun10 |
091102 |
328.80 |
328.80 |
328.80 |
328.80 |
+3.20 |
2 |
23 |
+0 |
| Total Volume and Open Interest |
2,075 |
22,620 |
+194 |
| Copper(CMX) |
| Dec09 |
091102 |
296.50 |
298.75 |
292.25 |
294.50 |
-1.05 |
28,594 |
96,001 |
+941 |
| Mar10 |
091102 |
299.20 |
300.30 |
294.25 |
296.40 |
-1.00 |
2,732 |
26,968 |
+1,198 |
| May10 |
091102 |
299.00 |
300.50 |
297.00 |
297.15 |
-1.00 |
75 |
4,565 |
+40 |
| Jul10 |
091102 |
299.20 |
300.80 |
297.60 |
297.60 |
-1.00 |
106 |
2,732 |
+39 |
| Sep10 |
091102 |
297.25 |
298.50 |
297.25 |
297.50 |
-1.00 |
94 |
1,608 |
+2 |
| Total Volume and Open Interest |
32,996 |
139,956 |
+2,216 |
| Aluminum(CMX) |
| 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 |
|
|
|
| Apr10 |
080724 |
3.17 |
3.17 |
3.17 |
3.17 |
unch |
|
|
|
| Total Volume and Open Interest |
|
|
|
| DJIA Index(CBOT) |
| Dec09 |
091102 |
9654 |
9810 |
9635 |
9735 |
+71 |
920 |
13,387 |
+18 |
| Mar10 |
091102 |
9680 |
9740 |
9575 |
9674 |
+71 |
12 |
892 |
+7 |
| Jun10 |
091102 |
9616 |
9616 |
9545 |
9616 |
+71 |
|
|
|
| Sep10 |
091102 |
9565 |
9565 |
9494 |
9565 |
+71 |
|
|
|
| Total Volume and Open Interest |
932 |
14,279 |
+25 |
| S & P 500(CME) |
| Dec09 |
091102 |
1031.40 |
1049.50 |
1026.20 |
1039.10 |
+6.10 |
24,553 |
387,660 |
-1,569 |
| Mar10 |
091102 |
1030.00 |
1044.00 |
1021.00 |
1034.20 |
+6.20 |
523 |
6,130 |
+429 |
| Jun10 |
091102 |
1029.90 |
1039.70 |
1016.70 |
1029.90 |
+6.20 |
0 |
305 |
+0 |
| Sep10 |
091102 |
1026.90 |
1036.70 |
1013.70 |
1026.90 |
+6.20 |
|
|
|
| Total Volume and Open Interest |
25,076 |
394,100 |
-1,140 |
| S & P 500 E-Mini(Globex) |
| Dec09 |
091102 |
1031.25 |
1049.50 |
1026.00 |
1039.00 |
+6.00 |
2,298,367 |
2,485,726 |
-29,766 |
| Mar10 |
091102 |
1027.50 |
1044.50 |
1021.00 |
1034.25 |
+6.25 |
6,251 |
33,097 |
+3,879 |
| Total Volume and Open Interest |
2,304,674 |
2,518,845 |
-25,896 |
| NASDAQ 100(CME) |
| Dec09 |
091102 |
1654.30 |
1688.00 |
1650.00 |
1669.00 |
+3.50 |
1,435 |
19,109 |
-192 |
| Mar10 |
091102 |
1663.00 |
1667.00 |
1663.00 |
1666.80 |
+3.30 |
1 |
8 |
+0 |
| Jun10 |
091102 |
1665.80 |
1666.00 |
1665.80 |
1665.80 |
+3.30 |
|
|
|
| Total Volume and Open Interest |
1,436 |
19,117 |
-192 |
| NASDAQ 100 E-Mini(Globex) |
| Dec09 |
091102 |
1661.00 |
1687.80 |
1650.30 |
1669.00 |
+3.50 |
297,972 |
319,106 |
-8,850 |
| Mar10 |
091102 |
1657.80 |
1684.50 |
1648.50 |
1666.80 |
+3.30 |
185 |
1,854 |
+36 |
| Total Volume and Open Interest |
298,159 |
320,962 |
-8,814 |
| S & P Midcap 400(CME) |
| Dec09 |
091102 |
661.50 |
669.00 |
650.00 |
659.60 |
+2.20 |
57 |
2,882 |
-32 |
| Mar10 |
091102 |
657.50 |
657.50 |
656.90 |
657.50 |
+2.20 |
|
|
|
| Jun10 |
091102 |
655.50 |
655.50 |
654.90 |
655.50 |
+2.20 |
|
|
|
| Total Volume and Open Interest |
57 |
2,882 |
-32 |
| 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 |
091102 |
9715 |
9830 |
9705 |
9830 |
-180 |
125,201 |
174,454 |
-3,853 |
| Mar10 |
091102 |
9770 |
9845 |
9770 |
9845 |
-170 |
37 |
1,036 |
+7 |
| Total Volume and Open Interest |
125,619 |
178,275 |
-3,846 |
| Nikkei 225(SGX) |
| Dec09 |
091102 |
9715 |
9830 |
9705 |
9830 |
-180 |
125,201 |
174,454 |
-3,853 |
| Mar10 |
091102 |
9770 |
9845 |
9770 |
9845 |
-170 |
37 |
1,036 |
+7 |
| Jun10 |
091102 |
9865 |
9865 |
9865 |
9865 |
-180 |
0 |
321 |
+0 |
| Total Volume and Open Interest |
125,619 |
178,275 |
-3,846 |
| CAC 40(EURONEXT) |
| Nov09 |
091102 |
3585.5 |
3652.5 |
3561.0 |
3624.5 |
+35.0 |
128,168 |
454,779 |
+17,704 |
| Dec09 |
091102 |
3577.0 |
3641.5 |
3554.0 |
3617.0 |
+35.0 |
761 |
52,960 |
+666 |
| Jan10 |
091102 |
3620.0 |
3620.0 |
3620.0 |
3620.0 |
+35.0 |
|
|
|
| Total Volume and Open Interest |
128,940 |
509,375 |
+18,360 |
| Hang Seng Index(HKFE) |
| Nov09 |
091102 |
21132 |
21584 |
21042 |
21385 |
-245 |
68,478 |
80,086 |
+1,107 |
| Dec09 |
091102 |
21125 |
21550 |
21035 |
21392 |
-240 |
2,738 |
8,064 |
+929 |
| Total Volume and Open Interest |
86,316 |
88,522 |
-14,954 |
| DAX(EUREX) |
| Dec09 |
091102 |
5413.0 |
5476.0 |
5336.5 |
5425.5 |
+22.0 |
171,675 |
184,017 |
-6,058 |
| Mar10 |
091102 |
5420.0 |
5476.5 |
5347.0 |
5430.5 |
+22.5 |
784 |
10,461 |
-430 |
| Jun10 |
091102 |
5436.0 |
5468.5 |
5366.5 |
5437.5 |
+22.5 |
23 |
1,668 |
+6 |
| Total Volume and Open Interest |
172,482 |
196,146 |
-6,482 |
| FT-SE 100(EURONEXT) |
| Dec09 |
091102 |
4991.50 |
5089.00 |
4990.00 |
5067.00 |
+66.00 |
113,333 |
623,880 |
+4,536 |
| Mar10 |
091102 |
4954.00 |
5034.00 |
4954.00 |
5019.50 |
+67.00 |
532 |
12,721 |
+358 |
| Jun10 |
091102 |
4975.50 |
4975.50 |
4975.50 |
4975.50 |
+66.50 |
75 |
627 |
+15 |
| Total Volume and Open Interest |
113,940 |
637,233 |
+4,909 |
| SPI 200(SFE) |
| Dec09 |
091030 |
4556.0 |
4671.0 |
4548.0 |
4624.0 |
+63.0 |
39,623 |
221,280 |
+31 |
| Mar10 |
091030 |
4548.0 |
4639.0 |
4548.0 |
4617.0 |
+62.0 |
47 |
4,838 |
+9 |
| Jun10 |
091030 |
4638.0 |
4638.0 |
4638.0 |
4638.0 |
+63.0 |
3 |
1,412 |
-3 |
| Total Volume and Open Interest |
39,673 |
228,251 |
+37 |
| GSCI(CME) |
| Nov09 |
091102 |
499.10 |
503.50 |
496.00 |
502.00 |
+6.50 |
250 |
20,563 |
+3 |
| Dec09 |
091102 |
509.50 |
511.00 |
503.50 |
509.50 |
+5.50 |
1 |
1 |
+0 |
| Jan10 |
091102 |
513.00 |
513.00 |
506.50 |
513.00 |
+6.00 |
2 |
0 |
+0 |
| Total Volume and Open Interest |
253 |
20,564 |
+3 |
| 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 |
0 |
146 |
|
|
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|