|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Thu November 05, 2009 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Nov09 |
091105 |
991.00 |
995.75 |
967.00 |
967.00 |
-28.50 |
29,920 |
14,921 |
-6,696 |
| Jan10 |
091105 |
995.00 |
999.00 |
971.00 |
972.00 |
-27.00 |
104,746 |
231,720 |
+9,841 |
| Mar10 |
091105 |
998.50 |
1002.00 |
975.50 |
976.75 |
-25.75 |
20,924 |
60,875 |
+1,568 |
| May10 |
091105 |
998.00 |
998.50 |
975.00 |
976.00 |
-23.50 |
10,611 |
31,738 |
+1,516 |
| Jul10 |
091105 |
999.50 |
1000.75 |
979.50 |
980.00 |
-22.25 |
8,576 |
40,313 |
-38 |
| Aug10 |
091105 |
989.50 |
999.75 |
978.50 |
978.50 |
-21.25 |
79 |
1,278 |
-10 |
| Sep10 |
091105 |
987.75 |
989.00 |
968.50 |
968.50 |
-20.50 |
292 |
295 |
+74 |
| Total Volume and Open Interest |
179,814 |
430,706 |
+7,294 |
| Soybean Meal(CBOT) |
| Dec09 |
091105 |
300.60 |
301.50 |
291.00 |
291.30 |
-10.30 |
35,609 |
62,073 |
+2,184 |
| Jan10 |
091105 |
294.00 |
295.00 |
284.00 |
285.30 |
-10.20 |
9,941 |
23,807 |
+794 |
| Mar10 |
091105 |
291.00 |
292.60 |
283.60 |
283.80 |
-9.70 |
5,788 |
20,996 |
+860 |
| May10 |
091105 |
288.80 |
289.60 |
281.60 |
281.70 |
-8.80 |
4,138 |
15,852 |
+858 |
| Jul10 |
091105 |
290.00 |
290.00 |
282.20 |
282.50 |
-8.40 |
2,153 |
14,149 |
-319 |
| Aug10 |
091105 |
286.30 |
286.90 |
281.70 |
281.70 |
-8.40 |
188 |
3,604 |
+14 |
| Sep10 |
091105 |
286.30 |
286.30 |
280.70 |
280.70 |
-8.40 |
288 |
3,180 |
+84 |
| Oct10 |
091105 |
283.10 |
285.80 |
277.00 |
277.00 |
-8.80 |
46 |
2,361 |
-7 |
| Total Volume and Open Interest |
58,682 |
153,799 |
+4,550 |
| Soybean Oil(CBOT) |
| Dec09 |
091105 |
37.57 |
37.59 |
37.07 |
37.18 |
-0.37 |
40,068 |
81,040 |
-2,754 |
| Jan10 |
091105 |
37.91 |
38.02 |
37.52 |
37.62 |
-0.39 |
15,352 |
85,988 |
+2,327 |
| Mar10 |
091105 |
38.27 |
38.38 |
37.90 |
37.99 |
-0.39 |
8,545 |
32,372 |
+770 |
| May10 |
091105 |
38.52 |
38.66 |
38.19 |
38.27 |
-0.39 |
3,290 |
12,438 |
+45 |
| Jul10 |
091105 |
38.80 |
38.89 |
38.44 |
38.54 |
-0.40 |
1,973 |
11,424 |
+115 |
| Aug10 |
091105 |
38.76 |
38.85 |
38.65 |
38.65 |
-0.41 |
246 |
1,648 |
-60 |
| Sep10 |
091105 |
39.08 |
39.17 |
38.75 |
38.75 |
-0.42 |
133 |
1,137 |
+86 |
| Oct10 |
091105 |
39.09 |
39.11 |
38.80 |
38.83 |
-0.42 |
51 |
731 |
+22 |
| Total Volume and Open Interest |
70,042 |
237,302 |
+516 |
| Canola(WCE) |
| Nov09 |
091105 |
405.0 |
405.0 |
402.0 |
402.6 |
+4.2 |
129 |
156 |
-69 |
| Jan10 |
091105 |
396.1 |
399.5 |
393.8 |
394.6 |
-1.8 |
11,144 |
78,521 |
+2,381 |
| Mar10 |
091105 |
402.3 |
403.4 |
399.9 |
400.5 |
-1.8 |
713 |
8,495 |
+327 |
| May10 |
091105 |
406.9 |
406.9 |
404.0 |
404.2 |
-2.8 |
16 |
1,352 |
+11 |
| Jul10 |
091105 |
408.5 |
415.1 |
406.0 |
411.2 |
+2.1 |
61 |
1,732 |
+8 |
| Total Volume and Open Interest |
12,105 |
90,827 |
+2,684 |
| Corn(CBOT) |
| Dec09 |
091105 |
383.75 |
387.50 |
376.00 |
376.50 |
-7.50 |
171,348 |
450,328 |
-10,909 |
| Mar10 |
091105 |
397.00 |
400.50 |
389.00 |
390.25 |
-7.25 |
44,113 |
230,219 |
+423 |
| May10 |
091105 |
406.50 |
409.50 |
399.50 |
400.00 |
-7.25 |
8,014 |
48,059 |
+2,338 |
| Jul10 |
091105 |
415.00 |
417.50 |
408.50 |
408.50 |
-7.25 |
14,050 |
67,349 |
+1,643 |
| Sep10 |
091105 |
421.00 |
425.00 |
415.50 |
415.50 |
-7.00 |
1,701 |
17,581 |
+85 |
| Dec10 |
091105 |
430.00 |
433.00 |
423.25 |
424.00 |
-6.75 |
35,597 |
115,930 |
+4,920 |
| Total Volume and Open Interest |
276,869 |
948,445 |
-802 |
| Wheat(CBOT) |
| Dec09 |
091105 |
520.75 |
521.25 |
510.75 |
512.25 |
-8.75 |
39,810 |
148,654 |
-5,814 |
| Mar10 |
091105 |
539.75 |
540.25 |
530.75 |
532.25 |
-8.50 |
10,581 |
96,109 |
-1 |
| May10 |
091105 |
551.50 |
551.50 |
544.75 |
545.25 |
-8.50 |
2,834 |
12,243 |
+891 |
| Jul10 |
091105 |
564.50 |
564.50 |
554.25 |
556.25 |
-8.25 |
2,965 |
43,662 |
-63 |
| Sep10 |
091105 |
574.00 |
575.75 |
572.00 |
572.25 |
-8.50 |
689 |
6,267 |
+530 |
| Total Volume and Open Interest |
59,576 |
339,669 |
-3,879 |
| Wheat(KCBT) |
| Dec09 |
091105 |
524.75 |
526.00 |
515.50 |
517.50 |
-9.25 |
8,408 |
42,264 |
-727 |
| Mar10 |
091105 |
540.75 |
540.75 |
532.25 |
534.00 |
-9.25 |
2,194 |
34,477 |
+861 |
| May10 |
091105 |
551.50 |
551.50 |
544.75 |
545.75 |
-9.25 |
177 |
5,162 |
+80 |
| Jul10 |
091105 |
565.00 |
565.00 |
554.75 |
557.25 |
-9.50 |
1,169 |
23,157 |
+503 |
| Sep10 |
091105 |
572.75 |
573.50 |
568.50 |
569.25 |
-9.50 |
21 |
1,556 |
-1 |
| Total Volume and Open Interest |
12,907 |
129,986 |
+1,074 |
| Wheat(MGE) |
| Dec09 |
091105 |
535.00 |
536.00 |
527.50 |
528.50 |
-7.25 |
3,399 |
14,369 |
-677 |
| Mar10 |
091105 |
552.00 |
552.00 |
544.00 |
544.50 |
-7.50 |
2,168 |
12,658 |
+464 |
| May10 |
091105 |
558.75 |
562.75 |
556.50 |
556.50 |
-8.25 |
1,860 |
4,358 |
+458 |
| Jul10 |
091105 |
570.00 |
574.25 |
567.50 |
568.25 |
-8.25 |
1,580 |
7,217 |
+319 |
| Sep10 |
091105 |
582.00 |
585.75 |
580.00 |
580.00 |
-7.75 |
1,048 |
2,307 |
+116 |
| Total Volume and Open Interest |
10,986 |
45,209 |
+1,271 |
| Oats(CBOT) |
| Dec09 |
091105 |
257.25 |
258.25 |
255.25 |
255.75 |
-2.25 |
719 |
5,028 |
-333 |
| Mar10 |
091105 |
270.50 |
271.50 |
269.00 |
269.25 |
-2.25 |
472 |
8,027 |
+163 |
| May10 |
091105 |
279.00 |
279.50 |
277.25 |
277.25 |
-2.25 |
50 |
84 |
+24 |
| Jul10 |
091105 |
285.25 |
287.50 |
285.25 |
285.25 |
-2.25 |
0 |
21 |
+0 |
| Total Volume and Open Interest |
1,241 |
13,345 |
-146 |
| Rough Rice(CBOT) |
| Nov09 |
091105 |
14.88 |
14.97 |
14.88 |
14.97 |
+0.01 |
59 |
769 |
-31 |
| Jan10 |
091105 |
15.20 |
15.24 |
15.05 |
15.20 |
-0.02 |
1,101 |
9,810 |
+273 |
| Mar10 |
091105 |
15.45 |
15.47 |
15.33 |
15.45 |
-0.02 |
283 |
2,349 |
+171 |
| May10 |
091105 |
15.57 |
15.71 |
15.55 |
15.69 |
-0.02 |
74 |
391 |
+15 |
| Total Volume and Open Interest |
1,541 |
14,464 |
+432 |
| Live Cattle(CME) |
| Dec09 |
091105 |
86.250 |
86.800 |
86.100 |
86.350 |
+0.100 |
17,195 |
117,137 |
-4,595 |
| Feb10 |
091105 |
87.330 |
87.680 |
87.000 |
87.230 |
-0.155 |
12,176 |
72,654 |
+1,458 |
| Apr10 |
091105 |
89.580 |
89.930 |
89.385 |
89.730 |
unch |
8,162 |
47,038 |
+1,477 |
| Jun10 |
091105 |
86.450 |
86.550 |
86.200 |
86.400 |
+0.070 |
1,957 |
21,144 |
+363 |
| Aug10 |
091105 |
86.100 |
86.200 |
85.830 |
86.150 |
+0.100 |
559 |
5,325 |
-59 |
| Oct10 |
091105 |
88.980 |
89.100 |
88.850 |
88.950 |
+0.050 |
54 |
3,231 |
-8 |
| Total Volume and Open Interest |
40,113 |
268,103 |
-1,364 |
| Feeder Cattle(CME) |
| Nov09 |
091105 |
95.635 |
96.050 |
95.400 |
95.600 |
+0.215 |
1,250 |
4,227 |
-400 |
| Jan10 |
091105 |
96.535 |
97.500 |
96.535 |
97.180 |
+0.480 |
1,431 |
15,039 |
+440 |
| Mar10 |
091105 |
96.900 |
97.500 |
96.750 |
97.300 |
+0.600 |
530 |
3,914 |
+82 |
| Apr10 |
091105 |
97.200 |
97.600 |
97.035 |
97.450 |
+0.250 |
42 |
738 |
+8 |
| May10 |
091105 |
98.400 |
98.500 |
98.100 |
98.450 |
+0.220 |
80 |
1,464 |
-37 |
| Aug10 |
091105 |
99.635 |
99.650 |
99.330 |
99.500 |
+0.100 |
22 |
358 |
+14 |
| Sep10 |
091105 |
99.450 |
99.450 |
99.150 |
99.200 |
+0.200 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
3,355 |
25,741 |
+107 |
| Lean Hogs(CME) |
| Dec09 |
091105 |
58.000 |
58.400 |
56.550 |
56.600 |
-1.200 |
14,466 |
64,471 |
-1,762 |
| Feb10 |
091105 |
64.330 |
64.600 |
63.300 |
63.485 |
-0.845 |
8,431 |
44,511 |
+12 |
| Apr10 |
091105 |
68.080 |
68.100 |
67.050 |
67.550 |
-0.350 |
3,053 |
23,916 |
+209 |
| May10 |
091105 |
72.100 |
72.100 |
71.550 |
72.000 |
-0.350 |
102 |
1,498 |
+77 |
| Jun10 |
091105 |
75.850 |
75.850 |
75.300 |
75.580 |
-0.220 |
697 |
14,179 |
+125 |
| Jul10 |
091105 |
74.975 |
74.975 |
74.500 |
74.600 |
-0.350 |
218 |
4,869 |
+94 |
| Aug10 |
091105 |
74.300 |
74.300 |
73.900 |
74.100 |
-0.100 |
175 |
3,395 |
+42 |
| Oct10 |
091105 |
67.000 |
67.350 |
66.800 |
67.350 |
unch |
14 |
2,285 |
+13 |
| Total Volume and Open Interest |
27,237 |
160,516 |
-1,153 |
| Pork Bellies(CME) |
| Feb10 |
091105 |
89.000 |
89.000 |
84.800 |
84.800 |
-3.000 |
54 |
403 |
-3 |
| Mar10 |
091105 |
82.700 |
86.600 |
82.700 |
82.700 |
-3.000 |
0 |
87 |
+0 |
| May10 |
091105 |
84.700 |
88.000 |
84.700 |
84.700 |
-3.000 |
0 |
79 |
+0 |
| Jul10 |
091105 |
87.000 |
89.400 |
87.000 |
87.000 |
-3.000 |
0 |
20 |
+0 |
| Aug10 |
091105 |
86.000 |
86.000 |
86.000 |
86.000 |
unch |
0 |
15 |
+0 |
| Total Volume and Open Interest |
54 |
604 |
-3 |
| Class III Milk(CME) |
| Nov09 |
091105 |
13.85 |
13.97 |
13.85 |
13.92 |
+0.04 |
39 |
3,991 |
+3 |
| Dec09 |
091105 |
14.78 |
14.87 |
14.66 |
14.70 |
-0.07 |
100 |
4,921 |
+10 |
| Jan10 |
091105 |
14.95 |
15.07 |
14.90 |
14.94 |
-0.06 |
235 |
2,696 |
+52 |
| Feb10 |
091105 |
15.10 |
15.30 |
15.05 |
15.09 |
-0.04 |
95 |
1,787 |
+17 |
| Mar10 |
091105 |
15.22 |
15.35 |
15.20 |
15.20 |
-0.05 |
69 |
1,551 |
-5 |
| Total Volume and Open Interest |
961 |
22,132 |
+139 |
| Cocoa(ICE) |
| Dec09 |
091105 |
3257 |
3274 |
3188 |
3218 |
-54 |
9,764 |
51,862 |
-3,328 |
| Mar10 |
091105 |
3323 |
3331 |
3245 |
3276 |
-55 |
6,616 |
51,306 |
+3,371 |
| May10 |
091105 |
3312 |
3340 |
3265 |
3290 |
-50 |
822 |
15,441 |
+210 |
| Jul10 |
091105 |
3295 |
3313 |
3251 |
3275 |
-42 |
466 |
6,025 |
+178 |
| Sep10 |
091105 |
3283 |
3297 |
3259 |
3263 |
-42 |
143 |
4,682 |
+83 |
| Dec10 |
091105 |
3266 |
3279 |
3219 |
3249 |
-45 |
64 |
3,333 |
-36 |
| Mar11 |
091105 |
3283 |
3283 |
3225 |
3249 |
-48 |
7 |
7,013 |
+7 |
| Total Volume and Open Interest |
17,899 |
146,118 |
+485 |
| Coffee "C"(ICE) |
| Dec09 |
091105 |
140.55 |
144.00 |
139.75 |
142.10 |
+1.35 |
12,601 |
60,021 |
-3,462 |
| Mar10 |
091105 |
143.50 |
146.85 |
142.80 |
145.15 |
+1.30 |
5,377 |
38,247 |
+1,963 |
| May10 |
091105 |
145.60 |
148.50 |
144.95 |
146.90 |
+1.15 |
899 |
13,533 |
+121 |
| Jul10 |
091105 |
147.25 |
150.00 |
147.25 |
148.50 |
+1.15 |
462 |
4,128 |
+157 |
| Sep10 |
091105 |
149.65 |
151.35 |
149.00 |
150.00 |
+1.10 |
277 |
4,252 |
-61 |
| Dec10 |
091105 |
152.80 |
153.50 |
152.05 |
152.15 |
+0.90 |
328 |
3,749 |
+297 |
| Total Volume and Open Interest |
20,155 |
125,359 |
-954 |
| Orange Juice(ICE) |
| Nov09 |
091105 |
110.65 |
111.25 |
110.65 |
111.20 |
+0.55 |
49 |
69 |
-222 |
| Jan10 |
091105 |
115.20 |
115.85 |
114.10 |
115.35 |
+0.45 |
1,357 |
18,756 |
-723 |
| Mar10 |
091105 |
118.35 |
119.15 |
117.85 |
118.80 |
+0.45 |
130 |
6,550 |
+62 |
| May10 |
091105 |
122.05 |
122.05 |
122.05 |
122.05 |
+0.40 |
2 |
2,695 |
+2 |
| Jul10 |
091105 |
125.20 |
125.20 |
124.35 |
125.05 |
+0.45 |
6 |
663 |
+0 |
| Sep10 |
091105 |
127.95 |
127.95 |
127.95 |
127.95 |
+0.45 |
3 |
393 |
-38 |
| Total Volume and Open Interest |
1,547 |
29,337 |
-949 |
| Sugar #11(ICE) |
| Mar10 |
091105 |
23.60 |
23.95 |
22.45 |
22.76 |
-0.83 |
48,631 |
362,807 |
+4,188 |
| May10 |
091105 |
22.54 |
22.85 |
21.43 |
21.74 |
-0.81 |
13,951 |
100,234 |
+1,379 |
| Jul10 |
091105 |
21.15 |
21.44 |
20.14 |
20.46 |
-0.75 |
9,486 |
122,140 |
+1,280 |
| Oct10 |
091105 |
20.32 |
20.55 |
19.46 |
19.69 |
-0.75 |
6,721 |
88,781 |
+1,876 |
| Mar11 |
091105 |
19.81 |
20.00 |
18.99 |
19.26 |
-0.71 |
3,372 |
48,472 |
-355 |
| Total Volume and Open Interest |
84,625 |
782,075 |
+9,659 |
| London Cocoa(LCE) |
| Dec09 |
091016 |
2119 |
2125 |
2087 |
2119 |
-1 |
10,581 |
54,682 |
+1,278 |
| Mar10 |
091105 |
2147 |
2177 |
2144 |
2147 |
-33 |
1,413 |
39,968 |
+10 |
| May10 |
091105 |
2168 |
2197 |
2167 |
2168 |
-33 |
764 |
48,172 |
+179 |
| Jul10 |
091105 |
2095 |
2124 |
2095 |
2095 |
-35 |
197 |
14,205 |
-30 |
| Sep10 |
091105 |
2073 |
2099 |
2073 |
2073 |
-36 |
37 |
5,216 |
+15 |
| Dec10 |
091105 |
2050 |
2080 |
2050 |
2050 |
-37 |
10 |
1,497 |
+3 |
| Mar11 |
091105 |
2033 |
2052 |
2033 |
2033 |
-39 |
18 |
6,202 |
-9 |
| Total Volume and Open Interest |
6,341 |
168,800 |
+230 |
| London Sugar(LCE) |
| Dec09 |
091105 |
585.20 |
600.00 |
584.40 |
585.20 |
-6.50 |
4,223 |
15,748 |
-388 |
| Mar10 |
091105 |
597.20 |
616.50 |
595.20 |
597.20 |
-11.00 |
4,320 |
32,417 |
+1,260 |
| May10 |
091105 |
591.00 |
608.90 |
590.40 |
591.00 |
-12.20 |
583 |
11,090 |
+209 |
| Aug10 |
091105 |
562.90 |
581.00 |
562.30 |
562.90 |
-12.60 |
198 |
8,240 |
+43 |
| Oct10 |
091105 |
534.40 |
551.60 |
534.40 |
534.40 |
-13.00 |
27 |
4,292 |
+4 |
| Total Volume and Open Interest |
9,351 |
72,632 |
+1,128 |
| Cotton(ICE) |
| Dec09 |
091105 |
67.80 |
68.41 |
67.21 |
67.41 |
-0.70 |
9,670 |
103,970 |
-2,214 |
| Mar10 |
091105 |
71.43 |
71.80 |
70.66 |
70.99 |
-0.56 |
5,144 |
59,698 |
+1,997 |
| May10 |
091105 |
72.73 |
72.91 |
72.00 |
72.33 |
-0.48 |
700 |
4,964 |
+103 |
| Jul10 |
091105 |
74.18 |
74.51 |
73.45 |
73.79 |
-0.46 |
1,435 |
13,188 |
+1,260 |
| Oct10 |
091105 |
74.52 |
74.52 |
74.52 |
74.52 |
-0.37 |
0 |
113 |
+0 |
| Dec10 |
091105 |
75.47 |
75.67 |
75.00 |
75.35 |
-0.12 |
185 |
7,079 |
+23 |
| Total Volume and Open Interest |
17,152 |
189,413 |
+1,178 |
| Lumber(CME) |
| Nov09 |
091105 |
187.9 |
190.5 |
187.5 |
188.5 |
+0.2 |
205 |
1,072 |
-112 |
| Jan10 |
091105 |
210.4 |
214.4 |
210.1 |
213.5 |
+3.0 |
369 |
6,644 |
+49 |
| Mar10 |
091105 |
228.0 |
230.5 |
227.5 |
229.5 |
+1.9 |
134 |
1,527 |
+52 |
| May10 |
091105 |
237.2 |
239.6 |
237.2 |
239.6 |
+1.3 |
4 |
76 |
+2 |
| Total Volume and Open Interest |
714 |
9,342 |
-7 |
| Crude Oil(NYM) |
| Dec09 |
091105 |
80.29 |
80.52 |
79.34 |
79.62 |
-0.78 |
373,992 |
310,220 |
-4,034 |
| Jan10 |
091105 |
80.87 |
81.17 |
80.00 |
80.28 |
-0.79 |
82,117 |
169,362 |
+2,576 |
| Feb10 |
091105 |
81.52 |
81.78 |
80.66 |
80.93 |
-0.81 |
30,123 |
66,512 |
-3,605 |
| Mar10 |
091105 |
82.17 |
82.39 |
81.31 |
81.55 |
-0.81 |
21,763 |
56,524 |
-422 |
| Apr10 |
091105 |
82.44 |
82.77 |
81.99 |
82.12 |
-0.81 |
8,499 |
21,727 |
+615 |
| May10 |
091105 |
82.90 |
83.06 |
82.64 |
82.64 |
-0.80 |
5,797 |
20,454 |
+1,232 |
| Jun10 |
091105 |
83.23 |
83.70 |
82.86 |
83.07 |
-0.81 |
13,230 |
94,086 |
+65 |
| Jul10 |
091105 |
83.85 |
84.00 |
83.35 |
83.40 |
-0.81 |
4,064 |
28,920 |
-674 |
| Aug10 |
091105 |
83.67 |
83.75 |
83.67 |
83.71 |
-0.80 |
3,119 |
11,897 |
+709 |
| Sep10 |
091105 |
84.10 |
84.74 |
84.02 |
84.04 |
-0.79 |
3,666 |
24,295 |
+198 |
| Oct10 |
091105 |
85.08 |
85.08 |
84.37 |
84.37 |
-0.78 |
2,791 |
14,309 |
+863 |
| Nov10 |
091105 |
84.72 |
84.72 |
84.72 |
84.72 |
-0.78 |
1,854 |
15,747 |
-125 |
| Dec10 |
091105 |
85.33 |
85.79 |
84.80 |
85.07 |
-0.78 |
15,720 |
112,124 |
+1,303 |
| Jan11 |
091105 |
85.27 |
85.27 |
85.27 |
85.27 |
-0.78 |
783 |
14,815 |
-158 |
| Feb11 |
091105 |
85.46 |
85.46 |
85.46 |
85.46 |
-0.78 |
1,004 |
7,212 |
+135 |
| Mar11 |
091105 |
85.65 |
85.65 |
85.65 |
85.65 |
-0.78 |
396 |
5,537 |
+48 |
| Total Volume and Open Interest |
578,512 |
1,195,361 |
+886 |
| e-miNY Crude Oil(NYM) |
| Nov09 |
091019 |
78.850 |
79.650 |
78.100 |
79.600 |
+1.075 |
13,305 |
4,430 |
-767 |
| Dec09 |
091105 |
80.275 |
80.525 |
79.350 |
79.625 |
-0.775 |
12,631 |
6,129 |
+500 |
| Jan10 |
091105 |
80.775 |
81.150 |
80.000 |
80.275 |
-0.800 |
227 |
759 |
+67 |
| Feb10 |
091105 |
81.050 |
81.600 |
80.925 |
80.925 |
-0.825 |
35 |
220 |
-16 |
| Mar10 |
091105 |
82.125 |
82.150 |
81.550 |
81.550 |
-0.800 |
5 |
162 |
-8 |
| Apr10 |
091105 |
82.125 |
82.125 |
82.125 |
82.125 |
-0.800 |
0 |
4 |
+0 |
| May10 |
091105 |
82.650 |
82.650 |
82.650 |
82.650 |
-0.800 |
0 |
3 |
+0 |
| Jun10 |
091105 |
83.075 |
83.075 |
83.075 |
83.075 |
-0.800 |
2 |
8 |
-1 |
| Jul10 |
091105 |
83.400 |
83.400 |
83.400 |
83.400 |
-0.800 |
0 |
7 |
+0 |
| Aug10 |
091105 |
83.700 |
83.700 |
83.700 |
83.700 |
-0.800 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
12,900 |
7,376 |
+542 |
| Heating Oil(NYM) |
| Dec09 |
091105 |
208.25 |
209.20 |
205.01 |
205.76 |
-3.26 |
43,507 |
90,197 |
-972 |
| Jan10 |
091105 |
211.24 |
212.70 |
208.89 |
209.63 |
-2.97 |
13,447 |
56,151 |
-665 |
| Feb10 |
091105 |
214.23 |
215.50 |
212.00 |
212.66 |
-2.80 |
7,220 |
30,367 |
+833 |
| Mar10 |
091105 |
215.49 |
217.33 |
214.50 |
214.61 |
-2.68 |
4,136 |
21,485 |
+181 |
| Apr10 |
091105 |
217.48 |
217.71 |
215.38 |
215.38 |
-2.60 |
2,961 |
12,275 |
-30 |
| May10 |
091105 |
217.60 |
217.60 |
216.12 |
216.12 |
-2.53 |
3,130 |
11,953 |
+32 |
| Jun10 |
091105 |
217.60 |
219.66 |
216.91 |
217.15 |
-2.50 |
4,476 |
24,849 |
+853 |
| Jul10 |
091105 |
218.88 |
218.88 |
218.88 |
218.88 |
-2.52 |
1,330 |
7,491 |
+353 |
| Aug10 |
091105 |
221.00 |
221.00 |
221.00 |
221.00 |
-2.55 |
549 |
3,584 |
+228 |
| Sep10 |
091105 |
223.33 |
223.33 |
223.33 |
223.33 |
-2.57 |
1,314 |
6,422 |
+413 |
| Oct10 |
091105 |
225.68 |
225.68 |
225.68 |
225.68 |
-2.57 |
496 |
3,108 |
+164 |
| Nov10 |
091105 |
227.94 |
227.94 |
227.94 |
227.94 |
-2.59 |
244 |
5,522 |
-1 |
| Total Volume and Open Interest |
86,973 |
316,350 |
+1,900 |
| Gasoline(NYMEX) |
| Dec09 |
091105 |
201.16 |
202.30 |
198.02 |
198.77 |
-2.50 |
48,166 |
98,556 |
-1,283 |
| Jan10 |
091105 |
202.30 |
204.56 |
200.95 |
201.43 |
-2.39 |
16,448 |
58,052 |
+2,624 |
| Feb10 |
091105 |
205.78 |
207.00 |
203.74 |
204.10 |
-2.33 |
6,495 |
22,518 |
-114 |
| Mar10 |
091105 |
207.80 |
209.47 |
206.55 |
206.70 |
-2.40 |
6,346 |
22,294 |
+232 |
| Apr10 |
091105 |
221.26 |
221.91 |
218.83 |
219.37 |
-2.37 |
3,447 |
13,053 |
+833 |
| May10 |
091105 |
222.20 |
222.20 |
220.20 |
220.20 |
-2.35 |
2,096 |
7,478 |
+259 |
| Jun10 |
091105 |
222.79 |
222.85 |
220.40 |
220.99 |
-2.23 |
2,755 |
7,764 |
+691 |
| Jul10 |
091105 |
223.32 |
223.32 |
221.47 |
221.47 |
-2.27 |
783 |
2,706 |
-14 |
| Aug10 |
091105 |
221.62 |
221.62 |
221.62 |
221.62 |
-2.42 |
949 |
2,907 |
+280 |
| Sep10 |
091105 |
221.27 |
221.27 |
221.27 |
221.27 |
-2.54 |
1,039 |
2,909 |
+296 |
| Total Volume and Open Interest |
95,355 |
251,070 |
+6,392 |
| e-miNY RBOB Gasoline(NYM) |
| Dec09 |
091105 |
198.77 |
198.77 |
198.77 |
198.77 |
-2.50 |
0 |
3 |
+0 |
| Jan10 |
091105 |
201.43 |
201.43 |
201.43 |
201.43 |
-2.39 |
|
|
|
| Feb10 |
091105 |
204.10 |
204.10 |
204.10 |
204.10 |
-2.33 |
|
|
|
| Mar10 |
091105 |
206.70 |
206.70 |
206.70 |
206.70 |
-2.40 |
|
|
|
| Total Volume and Open Interest |
0 |
3 |
+0 |
| Natural Gas(NYM) |
| Dec09 |
091105 |
4.732 |
4.882 |
4.676 |
4.782 |
+0.057 |
95,649 |
146,112 |
+799 |
| Jan10 |
091105 |
5.087 |
5.210 |
5.015 |
5.121 |
+0.053 |
32,635 |
115,467 |
+304 |
| Feb10 |
091105 |
5.127 |
5.254 |
5.072 |
5.176 |
+0.050 |
10,263 |
42,783 |
-356 |
| Mar10 |
091105 |
5.140 |
5.254 |
5.076 |
5.181 |
+0.054 |
10,293 |
61,737 |
+1,814 |
| Apr10 |
091105 |
5.104 |
5.254 |
5.081 |
5.186 |
+0.057 |
7,450 |
46,516 |
+52 |
| May10 |
091105 |
5.151 |
5.313 |
5.151 |
5.246 |
+0.057 |
3,489 |
28,961 |
-779 |
| Jun10 |
091105 |
5.284 |
5.372 |
5.250 |
5.339 |
+0.055 |
2,050 |
18,828 |
+1,138 |
| Jul10 |
091105 |
5.350 |
5.496 |
5.350 |
5.443 |
+0.052 |
912 |
14,823 |
+94 |
| Aug10 |
091105 |
5.442 |
5.565 |
5.442 |
5.531 |
+0.050 |
2,052 |
13,962 |
+195 |
| Sep10 |
091105 |
5.510 |
5.625 |
5.500 |
5.589 |
+0.050 |
1,175 |
12,768 |
-40 |
| Oct10 |
091105 |
5.665 |
5.766 |
5.647 |
5.724 |
+0.047 |
3,482 |
29,361 |
-54 |
| Nov10 |
091105 |
6.094 |
6.185 |
6.074 |
6.149 |
+0.047 |
634 |
7,316 |
-4 |
| Dec10 |
091105 |
6.482 |
6.565 |
6.454 |
6.527 |
+0.045 |
766 |
15,110 |
+134 |
| Jan11 |
091105 |
6.690 |
6.789 |
6.690 |
6.757 |
+0.040 |
1,861 |
11,299 |
-27 |
| Feb11 |
091105 |
6.724 |
6.795 |
6.724 |
6.752 |
+0.040 |
140 |
5,849 |
-47 |
| Mar11 |
091105 |
6.525 |
6.614 |
6.525 |
6.582 |
+0.038 |
981 |
16,529 |
-164 |
| Total Volume and Open Interest |
174,268 |
690,379 |
+3,412 |
| Brent Crude Oil(ICE) |
| Dec09 |
091105 |
78.31 |
78.95 |
77.80 |
77.99 |
-0.90 |
158,712 |
199,022 |
-4,924 |
| Jan10 |
091105 |
79.15 |
79.73 |
78.58 |
78.77 |
-0.94 |
72,047 |
141,844 |
+9,098 |
| Feb10 |
091105 |
79.93 |
80.48 |
79.36 |
79.55 |
-0.96 |
29,062 |
60,254 |
+5,028 |
| Mar10 |
091105 |
80.61 |
81.16 |
80.11 |
80.28 |
-0.97 |
9,923 |
27,570 |
+499 |
| Apr10 |
091105 |
81.31 |
81.82 |
80.95 |
80.95 |
-0.97 |
2,849 |
16,061 |
-100 |
| May10 |
091105 |
82.06 |
82.44 |
81.59 |
81.59 |
-0.96 |
2,324 |
12,831 |
-228 |
| Jun10 |
091105 |
82.47 |
83.02 |
82.11 |
82.19 |
-0.96 |
6,168 |
50,511 |
+555 |
| Jul10 |
091105 |
82.95 |
83.41 |
82.73 |
82.73 |
-0.95 |
2,215 |
13,212 |
+153 |
| Aug10 |
091105 |
83.50 |
83.82 |
83.25 |
83.25 |
-0.94 |
1,240 |
8,553 |
+180 |
| Sep10 |
091105 |
83.84 |
83.84 |
83.74 |
83.74 |
-0.93 |
1,130 |
4,945 |
+297 |
| Oct10 |
091105 |
84.16 |
84.16 |
84.16 |
84.16 |
-0.91 |
1,086 |
11,168 |
-136 |
| Nov10 |
091105 |
84.49 |
84.49 |
84.49 |
84.49 |
-0.91 |
1,091 |
6,997 |
+58 |
| Dec10 |
091105 |
85.00 |
85.58 |
84.64 |
84.81 |
-0.91 |
8,743 |
69,976 |
-454 |
| Jan11 |
091105 |
85.15 |
85.15 |
85.15 |
85.15 |
-0.92 |
816 |
7,483 |
+455 |
| Total Volume and Open Interest |
301,474 |
718,774 |
+10,760 |
| Gas Oil(ICE) |
| Nov09 |
091105 |
635.25 |
640.50 |
629.50 |
639.75 |
-1.25 |
32,982 |
62,338 |
-11,333 |
| Dec09 |
091105 |
643.00 |
649.00 |
637.50 |
648.00 |
-1.25 |
66,215 |
122,978 |
-3,233 |
| Jan10 |
091105 |
652.50 |
658.00 |
647.25 |
657.50 |
-1.25 |
21,004 |
91,720 |
+1,765 |
| Feb10 |
091105 |
659.00 |
665.25 |
656.00 |
665.25 |
-0.75 |
13,204 |
34,020 |
+1,591 |
| Mar10 |
091105 |
667.00 |
672.00 |
666.50 |
672.00 |
-0.75 |
5,785 |
31,706 |
+228 |
| Apr10 |
091105 |
671.50 |
678.25 |
671.50 |
678.25 |
-1.00 |
4,417 |
18,946 |
+207 |
| May10 |
091105 |
679.00 |
684.75 |
678.00 |
684.75 |
-1.00 |
2,263 |
17,270 |
-113 |
| Jun10 |
091105 |
685.00 |
691.00 |
681.00 |
690.50 |
-1.00 |
7,137 |
41,243 |
+900 |
| Jul10 |
091105 |
697.50 |
697.50 |
697.50 |
697.50 |
-1.25 |
1,145 |
13,966 |
+121 |
| Aug10 |
091105 |
704.25 |
704.25 |
696.25 |
704.25 |
-1.25 |
631 |
13,262 |
+272 |
| Total Volume and Open Interest |
163,679 |
575,633 |
-9,124 |
| Ethanol(CBOT) |
| Nov09 |
091104 |
1.970 |
2.000 |
1.970 |
1.970 |
+0.020 |
5 |
151 |
-1 |
| Dec09 |
091105 |
1.870 |
1.870 |
1.860 |
1.867 |
+0.001 |
128 |
688 |
-11 |
| Jan10 |
091105 |
1.845 |
1.845 |
1.845 |
1.845 |
+0.002 |
181 |
1,130 |
+95 |
| Feb10 |
091105 |
1.820 |
1.828 |
1.820 |
1.827 |
-0.003 |
129 |
553 |
+129 |
| Mar10 |
091105 |
1.815 |
1.828 |
1.815 |
1.821 |
-0.002 |
152 |
702 |
+132 |
| Apr10 |
091105 |
1.816 |
1.816 |
1.816 |
1.816 |
-0.008 |
5 |
374 |
+4 |
| May10 |
091105 |
1.810 |
1.810 |
1.805 |
1.808 |
-0.001 |
4 |
232 |
+3 |
| Jun10 |
091105 |
1.807 |
1.807 |
1.807 |
1.807 |
+0.002 |
3 |
269 |
+1 |
| Total Volume and Open Interest |
702 |
6,020 |
+362 |
| US Dollar Index(ICE) |
| Dec09 |
091105 |
76.020 |
76.165 |
75.645 |
75.865 |
+0.040 |
26,379 |
33,726 |
+1,554 |
| Mar10 |
091105 |
76.425 |
76.425 |
76.015 |
76.225 |
+0.040 |
122 |
2,237 |
+59 |
| Jun10 |
091105 |
76.610 |
76.610 |
76.610 |
76.610 |
+0.040 |
0 |
6 |
+0 |
| Total Volume and Open Interest |
26,501 |
35,969 |
+1,613 |
| Australian Dollar(CME) |
| Dec09 |
091105 |
90.66 |
91.05 |
89.93 |
90.71 |
-0.34 |
120,181 |
113,295 |
+3,305 |
| Mar10 |
091105 |
89.58 |
90.19 |
89.10 |
89.84 |
-0.35 |
118 |
1,287 |
+0 |
| Jun10 |
091105 |
88.86 |
89.22 |
88.86 |
88.86 |
-0.36 |
0 |
8 |
+0 |
| Total Volume and Open Interest |
120,299 |
114,607 |
+3,305 |
| British Pound(CME) |
| Dec09 |
091105 |
165.56 |
166.32 |
164.63 |
165.82 |
-0.07 |
133,604 |
96,489 |
+991 |
| Mar10 |
091105 |
165.11 |
166.23 |
164.64 |
165.74 |
-0.08 |
88 |
429 |
+26 |
| Jun10 |
091105 |
166.00 |
166.00 |
164.67 |
165.63 |
-0.10 |
0 |
120 |
+0 |
| Total Volume and Open Interest |
133,692 |
97,058 |
+1,017 |
| Canadian Dollar(CME) |
| Dec09 |
091105 |
94.15 |
94.29 |
93.62 |
93.92 |
-0.33 |
87,069 |
79,293 |
-1,191 |
| Mar10 |
091105 |
93.90 |
94.28 |
93.65 |
93.92 |
-0.34 |
173 |
2,711 |
-21 |
| Jun10 |
091105 |
93.90 |
94.24 |
93.75 |
93.90 |
-0.34 |
27 |
382 |
-1 |
| Sep10 |
091105 |
94.00 |
94.19 |
93.73 |
93.85 |
-0.34 |
3 |
420 |
+0 |
| Total Volume and Open Interest |
87,276 |
83,021 |
-1,210 |
| Japanese Yen(CME) |
| Dec09 |
091105 |
110.11 |
111.14 |
110.08 |
110.18 |
+0.04 |
75,685 |
109,558 |
+1,959 |
| Mar10 |
091105 |
111.03 |
111.19 |
110.21 |
110.25 |
+0.04 |
14 |
283 |
+3 |
| Jun10 |
091105 |
110.35 |
111.12 |
110.32 |
110.35 |
+0.03 |
0 |
14 |
+0 |
| Total Volume and Open Interest |
75,699 |
109,876 |
+1,962 |
| Swiss Franc(CME) |
| Dec09 |
091105 |
98.52 |
98.71 |
98.13 |
98.39 |
-0.26 |
74,125 |
46,148 |
-4,379 |
| Mar10 |
091105 |
98.34 |
98.75 |
98.22 |
98.45 |
-0.26 |
25 |
256 |
+1 |
| Jun10 |
091105 |
98.55 |
98.81 |
98.42 |
98.55 |
-0.26 |
0 |
5 |
+0 |
| Total Volume and Open Interest |
74,150 |
46,410 |
-4,378 |
| EuroFX(CME) |
| Dec09 |
091105 |
148.74 |
149.16 |
148.10 |
148.67 |
-0.28 |
333,458 |
157,983 |
-5,112 |
| Mar10 |
091105 |
148.59 |
149.08 |
148.06 |
148.60 |
-0.29 |
772 |
2,273 |
+456 |
| Jun10 |
091105 |
148.51 |
148.81 |
148.13 |
148.51 |
-0.30 |
1 |
169 |
+0 |
| Total Volume and Open Interest |
334,231 |
160,433 |
-4,656 |
| Mexican Peso(CME) |
| Nov09 |
091105 |
751.5 |
755.2 |
751.5 |
751.5 |
-3.8 |
0 |
1 |
+0 |
| Dec09 |
091105 |
748.5 |
752.2 |
743.0 |
747.5 |
-3.8 |
31,164 |
80,161 |
-7,595 |
| Total Volume and Open Interest |
31,165 |
82,309 |
-7,595 |
| 30-Year T-Bonds(CBOT) |
| Dec09 |
091105 |
118~090 |
118~240 |
117~310 |
118~070 |
+0~040 |
253,074 |
722,326 |
-3,583 |
| Mar10 |
091105 |
117~200 |
117~250 |
117~050 |
117~120 |
+0~020 |
1,036 |
10,424 |
-298 |
| Jun10 |
091105 |
115~310 |
115~310 |
115~280 |
115~310 |
+0~030 |
0 |
9 |
+0 |
| Total Volume and Open Interest |
254,110 |
732,759 |
-3,881 |
| 10-Year T-Notes(CBOT) |
| Dec09 |
091105 |
117~285 |
118~070 |
117~245 |
118~025 |
+0~080 |
930,628 |
1,225,040 |
-1,472 |
| Mar10 |
091105 |
116~180 |
116~235 |
116~120 |
116~215 |
+0~075 |
931 |
21,637 |
+479 |
| Jun10 |
091105 |
115~085 |
115~085 |
115~015 |
115~085 |
+0~070 |
|
|
|
| Total Volume and Open Interest |
931,559 |
1,246,677 |
-993 |
| 5-Year T-Notes(CBOT) |
| Dec09 |
091105 |
116~054 |
116~056 |
116~054 |
116~054 |
+0~027 |
|
|
|
| Mar10 |
091105 |
115~000 |
115~012 |
114~113 |
115~012 |
+0~027 |
152 |
3,644 |
+6 |
| Jun10 |
091105 |
113~098 |
113~098 |
113~071 |
113~098 |
+0~027 |
|
|
|
| Total Volume and Open Interest |
431,649 |
784,444 |
+5,947 |
| 2 Year T-Notes(CBOT) |
| Dec09 |
091105 |
108~112 |
108~112 |
108~112 |
108~112 |
+0~010 |
186,377 |
962,980 |
+962,980 |
| Mar10 |
091105 |
108~018 |
108~033 |
108~018 |
108~032 |
+0~007 |
1,080 |
16,158 |
+200 |
| Jun10 |
091105 |
107~083 |
107~083 |
107~077 |
107~083 |
+0~006 |
0 |
6,830 |
+0 |
| Total Volume and Open Interest |
294,015 |
1,001,262 |
+15,494 |
| Eurodollars(CME) |
| Dec09 |
091105 |
99.690 |
99.710 |
99.690 |
99.700 |
+0.005 |
105,192 |
1,034,869 |
-892 |
| Mar10 |
091105 |
99.525 |
99.560 |
99.520 |
99.555 |
+0.035 |
208,414 |
1,075,328 |
+2,322 |
| Jun10 |
091105 |
99.235 |
99.295 |
99.230 |
99.285 |
+0.055 |
220,491 |
947,524 |
-362 |
| Sep10 |
091105 |
98.855 |
98.925 |
98.855 |
98.915 |
+0.060 |
226,426 |
697,881 |
+2,264 |
| Dec10 |
091105 |
98.445 |
98.505 |
98.440 |
98.495 |
+0.055 |
326,945 |
825,453 |
-3,068 |
| Mar11 |
091105 |
98.050 |
98.120 |
98.050 |
98.105 |
+0.045 |
223,361 |
549,530 |
+7,818 |
| Jun11 |
091105 |
97.685 |
97.750 |
97.685 |
97.735 |
+0.045 |
185,590 |
511,298 |
-591 |
| Sep11 |
091105 |
97.365 |
97.425 |
97.365 |
97.410 |
+0.045 |
127,504 |
424,771 |
-4,951 |
| Dec11 |
091105 |
97.055 |
97.120 |
97.055 |
97.105 |
+0.045 |
70,003 |
245,927 |
+5,402 |
| Mar12 |
091105 |
96.805 |
96.865 |
96.800 |
96.850 |
+0.045 |
55,257 |
184,678 |
-1,071 |
| Jun12 |
091105 |
96.570 |
96.620 |
96.555 |
96.610 |
+0.050 |
49,807 |
161,155 |
-112 |
| Sep12 |
091105 |
96.350 |
96.415 |
96.345 |
96.405 |
+0.050 |
38,797 |
96,614 |
+3,093 |
| Dec12 |
091105 |
96.170 |
96.220 |
96.150 |
96.205 |
+0.050 |
12,839 |
58,197 |
-37 |
| Mar13 |
091105 |
96.035 |
96.075 |
96.010 |
96.060 |
+0.045 |
8,962 |
54,675 |
+1,132 |
| Jun13 |
091105 |
95.895 |
95.935 |
95.870 |
95.915 |
+0.040 |
10,560 |
47,130 |
+1,098 |
| Sep13 |
091105 |
95.750 |
95.815 |
95.740 |
95.775 |
+0.035 |
6,987 |
53,502 |
+883 |
| Dec13 |
091105 |
95.620 |
95.675 |
95.595 |
95.630 |
+0.030 |
3,601 |
30,981 |
-420 |
| Mar14 |
091105 |
95.555 |
95.570 |
95.490 |
95.525 |
+0.025 |
3,040 |
28,316 |
-302 |
| Total Volume and Open Interest |
1,905,177 |
7,223,151 |
+12,779 |
| 30 Day Federal Funds(CBOT) |
| Nov09 |
091105 |
99.865 |
99.868 |
99.863 |
99.865 |
unch |
1,458 |
75,731 |
+291 |
| Dec09 |
091105 |
99.860 |
99.865 |
99.855 |
99.860 |
+0.005 |
3,729 |
64,954 |
+495 |
| Jan10 |
091105 |
99.840 |
99.855 |
99.840 |
99.850 |
+0.010 |
4,043 |
64,112 |
-189 |
| Feb10 |
091105 |
99.805 |
99.830 |
99.800 |
99.825 |
+0.025 |
7,757 |
75,539 |
+2,478 |
| Mar10 |
091105 |
99.775 |
99.795 |
99.765 |
99.790 |
+0.025 |
5,852 |
39,839 |
+752 |
| Apr10 |
091105 |
99.740 |
99.765 |
99.730 |
99.755 |
+0.025 |
4,737 |
47,766 |
+1,147 |
| Total Volume and Open Interest |
42,313 |
498,782 |
+8,734 |
| 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 |
091105 |
99.50 |
99.50 |
99.50 |
99.50 |
+0.00 |
0 |
4,712 |
+208 |
| Mar10 |
091105 |
99.52 |
99.52 |
99.52 |
99.52 |
+0.00 |
0 |
3,729 |
-12 |
| Jun10 |
091105 |
99.51 |
99.52 |
99.51 |
99.52 |
+0.00 |
0 |
1,879 |
+0 |
| Sep10 |
091105 |
99.50 |
99.50 |
99.50 |
99.50 |
+0.00 |
0 |
1,658 |
+0 |
| Dec10 |
091105 |
99.44 |
99.44 |
99.44 |
99.44 |
+0.01 |
0 |
842 |
+0 |
| Mar11 |
091105 |
99.36 |
99.36 |
99.36 |
99.36 |
+0.01 |
0 |
562 |
+0 |
| Jun11 |
091105 |
99.29 |
99.29 |
99.29 |
99.29 |
+0.00 |
0 |
52 |
+0 |
| Sep11 |
091105 |
99.29 |
99.29 |
99.29 |
99.29 |
+0.00 |
0 |
51 |
+0 |
| Total Volume and Open Interest |
0 |
14,957 |
+196 |
| Japanese Gov't Bonds(SGX) |
| Dec09 |
091102 |
138.09 |
138.30 |
138.09 |
138.30 |
-0.27 |
1,009 |
15,330 |
-259 |
| Mar10 |
091105 |
137.42 |
137.42 |
137.42 |
137.42 |
-0.29 |
|
|
|
| Jun10 |
091105 |
137.42 |
137.42 |
137.42 |
137.42 |
-0.29 |
|
|
|
| Total Volume and Open Interest |
1,711 |
15,684 |
-490 |
| Euro-Bund(EUREX) |
| Dec09 |
091105 |
121.12 |
121.45 |
120.66 |
121.01 |
-0.24 |
909,546 |
925,228 |
-11,649 |
| Mar10 |
091105 |
120.89 |
121.08 |
120.36 |
120.64 |
-0.25 |
1,602 |
12,135 |
+419 |
| Jun10 |
091105 |
119.86 |
119.86 |
119.86 |
119.86 |
-0.29 |
2 |
3 |
+2 |
| Total Volume and Open Interest |
911,150 |
937,366 |
-11,228 |
| Euro-Bobl(EUREX) |
| Dec09 |
091105 |
115.39 |
115.59 |
115.03 |
115.31 |
-0.11 |
461,667 |
659,127 |
+18,493 |
| Mar10 |
091105 |
114.82 |
115.04 |
114.77 |
115.04 |
-0.13 |
448 |
10,524 |
-22 |
| Jun10 |
091105 |
114.61 |
114.61 |
114.61 |
114.61 |
-0.11 |
|
|
|
| Total Volume and Open Interest |
462,115 |
669,651 |
+18,471 |
| 3-Mth Euribor(EUREX) |
| Dec09 |
091105 |
99.250 |
99.255 |
99.250 |
99.255 |
+0.020 |
349 |
8,050 |
-34 |
| Mar10 |
091105 |
99.080 |
99.105 |
99.080 |
99.095 |
+0.035 |
6 |
5,177 |
+0 |
| Jun10 |
091105 |
98.750 |
98.750 |
98.685 |
98.730 |
unch |
0 |
4,896 |
+0 |
| Total Volume and Open Interest |
356 |
21,888 |
-34 |
| Long Gilt(LIFFE) |
| Dec09 |
091029 |
118~22 |
118~26 |
117~30 |
118~05 |
-0~16 |
96,622 |
231,108 |
-3,255 |
| Mar10 |
091105 |
114~30 |
114~30 |
114~30 |
114~30 |
-0~19 |
0 |
20 |
+0 |
| Total Volume and Open Interest |
92,317 |
230,767 |
-432 |
| 3-Mth Short Sterling(LIFFE) |
| Dec09 |
091105 |
99.38 |
99.41 |
99.34 |
99.35 |
-0.02 |
37,804 |
354,386 |
-4,653 |
| Mar10 |
091105 |
99.14 |
99.19 |
99.08 |
99.14 |
+0.01 |
70,623 |
370,201 |
+495 |
| Jun10 |
091105 |
98.70 |
98.75 |
98.63 |
98.69 |
+0.01 |
67,503 |
371,032 |
+9,189 |
| Sep10 |
091105 |
98.17 |
98.22 |
98.09 |
98.15 |
+0.01 |
55,707 |
272,474 |
-459 |
| Dec10 |
091105 |
97.62 |
97.68 |
97.53 |
97.60 |
+0.01 |
58,669 |
317,659 |
-2,516 |
| Mar11 |
091105 |
97.17 |
97.22 |
97.07 |
97.14 |
+0.01 |
47,609 |
213,994 |
+147 |
| Total Volume and Open Interest |
420,181 |
2,377,121 |
+7,335 |
| 3-Mth Euribor(LIFFE) |
| Dec09 |
091105 |
99.235 |
99.265 |
99.215 |
99.255 |
+0.020 |
102,193 |
593,981 |
+9,178 |
| Mar10 |
091105 |
99.065 |
99.110 |
99.020 |
99.095 |
+0.035 |
119,535 |
631,701 |
+1,903 |
| Jun10 |
091105 |
98.735 |
98.770 |
98.660 |
98.730 |
unch |
122,013 |
554,600 |
+17,962 |
| Total Volume and Open Interest |
737,665 |
3,281,093 |
+50,165 |
| 3-Mth Aus T-Bills(SFE) |
| Dec09 |
091105 |
95.90 |
95.91 |
95.86 |
95.88 |
-0.03 |
25,036 |
334,225 |
+2,159 |
| Mar10 |
091105 |
95.37 |
95.40 |
95.34 |
95.37 |
-0.02 |
17,553 |
224,734 |
+274 |
| Jun10 |
091105 |
94.99 |
95.01 |
94.94 |
94.97 |
-0.03 |
12,403 |
134,392 |
+4,104 |
| Sep10 |
091105 |
94.69 |
94.69 |
94.63 |
94.65 |
-0.05 |
9,888 |
89,079 |
+3,523 |
| Dec10 |
091105 |
94.40 |
94.42 |
94.36 |
94.38 |
-0.07 |
2,070 |
54,085 |
-458 |
| Mar11 |
091105 |
94.21 |
94.22 |
94.18 |
94.18 |
-0.07 |
713 |
26,372 |
-317 |
| Jun11 |
091105 |
94.05 |
94.05 |
94.01 |
94.01 |
-0.06 |
1,504 |
19,525 |
+367 |
| Sep11 |
091105 |
93.91 |
93.91 |
93.87 |
93.88 |
-0.06 |
702 |
11,069 |
+104 |
| Dec11 |
091105 |
93.78 |
93.78 |
93.78 |
93.78 |
-0.06 |
226 |
4,973 |
+24 |
| Mar12 |
091105 |
93.73 |
93.73 |
93.73 |
93.73 |
-0.03 |
0 |
1,956 |
+0 |
| Total Volume and Open Interest |
70,105 |
901,081 |
+9,790 |
| 10-Year Aus T-Bonds(SFE) |
| Dec09 |
091105 |
94.43 |
94.44 |
94.33 |
94.40 |
-0.04 |
37,544 |
364,930 |
+4,607 |
| Mar10 |
091105 |
94.40 |
94.40 |
94.40 |
94.40 |
-0.04 |
|
|
|
| Total Volume and Open Interest |
37,544 |
364,930 |
+4,607 |
| 3-Year Aus T-Bonds(SFE) |
| Dec09 |
091105 |
94.98 |
94.98 |
94.90 |
94.93 |
-0.06 |
118,533 |
651,648 |
+24,154 |
| Mar10 |
091105 |
94.93 |
94.93 |
94.93 |
94.93 |
-0.06 |
|
|
|
| Total Volume and Open Interest |
118,533 |
651,648 |
+24,154 |
| Gold(CMX) |
| Dec09 |
091105 |
1094.1 |
1095.2 |
1084.3 |
1089.3 |
+2.0 |
208,684 |
334,277 |
+10,189 |
| Feb10 |
091105 |
1095.6 |
1095.8 |
1085.6 |
1090.5 |
+2.0 |
6,524 |
53,662 |
+1,722 |
| Apr10 |
091105 |
1095.4 |
1095.8 |
1087.7 |
1091.6 |
+1.9 |
2,012 |
33,417 |
+75 |
| Jun10 |
091105 |
1092.3 |
1094.7 |
1088.2 |
1092.7 |
+1.9 |
1,789 |
15,016 |
+935 |
| Aug10 |
091105 |
1092.6 |
1096.4 |
1089.9 |
1094.1 |
+1.8 |
325 |
7,340 |
-98 |
| Oct10 |
091105 |
1095.8 |
1095.8 |
1095.8 |
1095.8 |
+1.7 |
14 |
4,451 |
+1 |
| Dec10 |
091105 |
1100.4 |
1102.8 |
1093.6 |
1098.0 |
+1.6 |
1,569 |
19,579 |
+598 |
| Feb11 |
091105 |
1103.7 |
1103.7 |
1099.3 |
1100.8 |
+1.5 |
4 |
2,473 |
+0 |
| Apr11 |
091105 |
1103.3 |
1106.0 |
1102.5 |
1103.9 |
+1.4 |
0 |
1,616 |
+0 |
| Jun11 |
091105 |
452.0 |
452.0 |
450.7 |
452.0 |
+1.3 |
0 |
9,442 |
+0 |
| Aug11 |
091105 |
1111.4 |
1111.4 |
1110.1 |
1111.4 |
+1.3 |
0 |
250 |
+0 |
| Total Volume and Open Interest |
221,572 |
505,904 |
+13,888 |
| Silver(CMX) |
| Dec09 |
091105 |
1748.0 |
1753.0 |
1722.0 |
1741.0 |
+0.5 |
53,211 |
78,460 |
-1,791 |
| Mar10 |
091105 |
1746.0 |
1756.0 |
1726.0 |
1744.4 |
+0.5 |
7,596 |
23,731 |
-93 |
| May10 |
091105 |
1730.0 |
1750.0 |
1729.5 |
1746.3 |
+0.4 |
651 |
9,002 |
+464 |
| Jul10 |
091105 |
1753.5 |
1755.0 |
1747.5 |
1747.9 |
+0.4 |
82 |
3,785 |
-9 |
| Sep10 |
091105 |
1749.7 |
1749.7 |
1749.3 |
1749.7 |
+0.4 |
23 |
2,388 |
+21 |
| Dec10 |
091105 |
1749.0 |
1760.0 |
1745.0 |
1752.8 |
+0.4 |
1,583 |
5,762 |
+1,256 |
| Mar11 |
091105 |
1756.9 |
1756.9 |
1756.5 |
1756.9 |
+0.4 |
0 |
37 |
+0 |
| Total Volume and Open Interest |
63,444 |
132,383 |
+94 |
| Platinum(NYMEX) |
| Jan10 |
091105 |
1372.0 |
1372.0 |
1352.5 |
1362.9 |
-6.4 |
3,161 |
30,269 |
+623 |
| Apr10 |
091105 |
1367.5 |
1373.0 |
1358.3 |
1366.3 |
-6.8 |
92 |
1,000 |
+63 |
| Total Volume and Open Interest |
3,253 |
31,269 |
+686 |
| Palladium(NYMEX) |
| Dec09 |
091105 |
332.70 |
333.00 |
327.05 |
331.85 |
+3.05 |
1,577 |
18,650 |
-526 |
| Mar10 |
091105 |
333.95 |
333.95 |
328.75 |
333.05 |
+3.05 |
641 |
3,573 |
+467 |
| Jun10 |
091105 |
334.10 |
334.10 |
334.10 |
334.10 |
+3.05 |
18 |
31 |
+5 |
| Total Volume and Open Interest |
2,237 |
22,255 |
-53 |
| Copper(CMX) |
| Dec09 |
091105 |
297.00 |
299.75 |
294.30 |
295.70 |
-3.60 |
28,070 |
87,155 |
-1,699 |
| Mar10 |
091105 |
299.10 |
301.05 |
296.65 |
297.75 |
-3.50 |
3,572 |
33,969 |
+1,729 |
| May10 |
091105 |
299.80 |
301.95 |
298.55 |
298.60 |
-3.35 |
173 |
5,310 |
+95 |
| Jul10 |
091105 |
299.10 |
302.40 |
299.10 |
299.10 |
-3.30 |
23 |
2,818 |
+7 |
| Sep10 |
091105 |
298.80 |
302.40 |
298.80 |
299.15 |
-3.25 |
3 |
1,612 |
-2 |
| Total Volume and Open Interest |
32,726 |
138,576 |
+342 |
| 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 |
091105 |
9783 |
9970 |
9743 |
9954 |
+169 |
593 |
14,766 |
-35 |
| Mar10 |
091105 |
9750 |
9900 |
9750 |
9892 |
+168 |
29 |
898 |
+7 |
| Jun10 |
091105 |
9834 |
9834 |
9666 |
9834 |
+168 |
0 |
1 |
+0 |
| Sep10 |
091105 |
9784 |
9784 |
9615 |
9784 |
+169 |
|
|
|
| Total Volume and Open Interest |
622 |
15,665 |
-28 |
| S & P 500(CME) |
| Dec09 |
091105 |
1046.70 |
1064.00 |
1039.00 |
1063.20 |
+16.20 |
25,541 |
387,318 |
-2,363 |
| Mar10 |
091105 |
1056.00 |
1059.60 |
1056.00 |
1058.30 |
+16.20 |
50 |
6,672 |
+60 |
| Jun10 |
091105 |
1054.00 |
1055.30 |
1040.80 |
1054.00 |
+16.20 |
0 |
305 |
+0 |
| Sep10 |
091105 |
1051.00 |
1052.30 |
1037.80 |
1051.00 |
+16.20 |
|
|
|
| Total Volume and Open Interest |
25,591 |
394,300 |
-2,303 |
| S & P 500 E-Mini(Globex) |
| Dec09 |
091105 |
1046.75 |
1064.00 |
1039.00 |
1063.25 |
+16.25 |
2,315,679 |
2,483,205 |
+24,410 |
| Mar10 |
091105 |
1042.00 |
1059.00 |
1034.50 |
1058.25 |
+16.25 |
7,162 |
43,225 |
+4,593 |
| Total Volume and Open Interest |
2,322,843 |
2,526,461 |
+29,002 |
| NASDAQ 100(CME) |
| Dec09 |
091105 |
1688.00 |
1722.00 |
1672.00 |
1719.30 |
+32.50 |
1,429 |
18,380 |
+440 |
| Mar10 |
091105 |
1696.00 |
1716.80 |
1696.00 |
1716.80 |
+32.30 |
4 |
7 |
-2 |
| Jun10 |
091105 |
1715.80 |
1715.80 |
1714.50 |
1715.80 |
+32.30 |
|
|
|
| Total Volume and Open Interest |
1,433 |
18,387 |
+438 |
| NASDAQ 100 E-Mini(Globex) |
| Dec09 |
091105 |
1686.80 |
1722.00 |
1671.50 |
1719.30 |
+32.50 |
323,654 |
312,771 |
-4,178 |
| Mar10 |
091105 |
1684.80 |
1719.30 |
1670.00 |
1716.80 |
+32.30 |
383 |
2,157 |
+244 |
| Total Volume and Open Interest |
324,038 |
314,931 |
-3,933 |
| S & P Midcap 400(CME) |
| Dec09 |
091105 |
671.50 |
682.00 |
664.60 |
680.50 |
+13.20 |
7 |
2,359 |
-3 |
| Mar10 |
091105 |
678.40 |
678.40 |
678.20 |
678.40 |
+13.20 |
|
|
|
| Jun10 |
091105 |
676.40 |
676.40 |
676.20 |
676.40 |
+13.20 |
|
|
|
| Total Volume and Open Interest |
7 |
2,359 |
-3 |
| 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 |
091105 |
9840 |
9925 |
9685 |
9735 |
-100 |
112,557 |
166,338 |
-10,277 |
| Mar10 |
091105 |
9700 |
9730 |
9700 |
9730 |
-125 |
2 |
1,119 |
+83 |
| Total Volume and Open Interest |
112,959 |
170,113 |
-10,194 |
| Nikkei 225(SGX) |
| Dec09 |
091105 |
9840 |
9925 |
9685 |
9735 |
-100 |
112,557 |
166,338 |
-10,277 |
| Mar10 |
091105 |
9700 |
9730 |
9700 |
9730 |
-125 |
2 |
1,119 |
+83 |
| Jun10 |
091105 |
9770 |
9770 |
9770 |
9770 |
-100 |
0 |
321 |
+0 |
| Total Volume and Open Interest |
112,959 |
170,113 |
-10,194 |
| CAC 40(EURONEXT) |
| Nov09 |
091105 |
3612.0 |
3714.5 |
3601.5 |
3694.5 |
+38.5 |
148,372 |
467,255 |
+13,744 |
| Dec09 |
091105 |
3604.0 |
3706.5 |
3596.5 |
3688.0 |
+39.5 |
798 |
54,825 |
+382 |
| Jan10 |
091105 |
3693.0 |
3693.0 |
3693.0 |
3693.0 |
+40.0 |
|
|
|
| Total Volume and Open Interest |
149,264 |
523,741 |
+14,149 |
| Hang Seng Index(HKFE) |
| Nov09 |
091105 |
21405 |
21477 |
21282 |
21431 |
-105 |
70,976 |
78,865 |
-1,278 |
| Dec09 |
091105 |
21459 |
21459 |
21280 |
21420 |
-103 |
721 |
8,368 |
-57 |
| Total Volume and Open Interest |
71,789 |
87,669 |
-1,300 |
| DAX(EUREX) |
| Dec09 |
091105 |
5383.0 |
5516.5 |
5358.0 |
5490.5 |
+43.0 |
182,192 |
187,890 |
+705 |
| Mar10 |
091105 |
5391.0 |
5515.0 |
5367.5 |
5495.0 |
+43.5 |
396 |
11,620 |
+175 |
| Jun10 |
091105 |
5408.0 |
5519.0 |
5373.5 |
5501.5 |
+43.0 |
39 |
1,648 |
-25 |
| Total Volume and Open Interest |
182,627 |
201,158 |
+855 |
| FT-SE 100(EURONEXT) |
| Dec09 |
091105 |
5040.00 |
5137.00 |
5016.50 |
5120.00 |
+35.00 |
123,149 |
620,632 |
-266 |
| Mar10 |
091105 |
5002.50 |
5088.50 |
5002.50 |
5072.50 |
+35.00 |
1,247 |
17,266 |
+878 |
| Jun10 |
091105 |
5027.50 |
5027.50 |
5027.50 |
5027.50 |
+35.00 |
3 |
624 |
-3 |
| Total Volume and Open Interest |
124,399 |
638,527 |
+609 |
| 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 |
091105 |
512.00 |
513.60 |
508.50 |
509.15 |
-5.10 |
656 |
20,034 |
-317 |
| Dec09 |
091105 |
520.00 |
522.20 |
516.00 |
517.05 |
-5.10 |
3 |
11 |
+0 |
| Jan10 |
091105 |
520.00 |
525.80 |
518.50 |
520.00 |
-5.75 |
|
|
|
| Total Volume and Open Interest |
659 |
20,045 |
-317 |
| Reuters CCI(ICE) |
| 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. |
|
|