|
MRCI's End of Day Prices |
Daily Futures Price Listing Fri November 06, 2009 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Nov09 |
091106 |
966.75 |
978.00 |
948.00 |
948.00 |
-19.00 |
20,073 |
10,668 |
-4,253 |
Jan10 |
091106 |
970.25 |
985.00 |
955.00 |
955.00 |
-17.00 |
92,374 |
230,166 |
-1,554 |
Mar10 |
091106 |
975.25 |
989.00 |
960.00 |
960.25 |
-16.50 |
24,362 |
60,464 |
-411 |
May10 |
091106 |
976.00 |
989.75 |
961.25 |
961.25 |
-14.75 |
12,548 |
32,241 |
+503 |
Jul10 |
091106 |
980.00 |
992.75 |
964.75 |
964.75 |
-15.25 |
9,847 |
40,249 |
-64 |
Aug10 |
091106 |
979.00 |
979.00 |
963.75 |
963.75 |
-14.75 |
244 |
1,332 |
+54 |
Sep10 |
091106 |
961.00 |
968.50 |
956.00 |
956.00 |
-12.50 |
148 |
284 |
-11 |
Total Volume and Open Interest |
162,828 |
425,339 |
-5,367 |
Soybean Meal(CBOT) |
Dec09 |
091106 |
291.00 |
295.20 |
288.00 |
288.80 |
-2.50 |
27,227 |
59,926 |
-2,147 |
Jan10 |
091106 |
285.30 |
289.40 |
281.00 |
281.80 |
-3.50 |
9,539 |
23,279 |
-528 |
Mar10 |
091106 |
283.80 |
287.70 |
279.40 |
280.10 |
-3.70 |
5,524 |
21,349 |
+353 |
May10 |
091106 |
281.10 |
285.60 |
278.30 |
278.70 |
-3.00 |
2,106 |
15,687 |
-165 |
Jul10 |
091106 |
282.20 |
286.30 |
279.00 |
279.50 |
-3.00 |
1,458 |
14,117 |
-32 |
Aug10 |
091106 |
280.50 |
281.00 |
279.20 |
279.20 |
-2.50 |
234 |
3,607 |
+3 |
Sep10 |
091106 |
280.00 |
280.70 |
278.50 |
278.50 |
-2.20 |
55 |
3,171 |
-9 |
Oct10 |
091106 |
277.20 |
277.30 |
275.80 |
276.00 |
-1.00 |
29 |
2,367 |
+6 |
Total Volume and Open Interest |
46,382 |
151,304 |
-2,495 |
Soybean Oil(CBOT) |
Dec09 |
091106 |
37.09 |
37.49 |
36.41 |
36.77 |
-0.41 |
30,966 |
78,570 |
-2,470 |
Jan10 |
091106 |
37.63 |
37.94 |
36.87 |
37.20 |
-0.42 |
12,589 |
85,980 |
-8 |
Mar10 |
091106 |
37.95 |
38.21 |
37.24 |
37.58 |
-0.41 |
5,982 |
33,855 |
+1,483 |
May10 |
091106 |
38.59 |
38.59 |
37.58 |
37.87 |
-0.40 |
1,323 |
12,380 |
-58 |
Jul10 |
091106 |
38.53 |
38.87 |
37.80 |
38.14 |
-0.40 |
2,050 |
11,364 |
-60 |
Aug10 |
091106 |
38.00 |
38.24 |
38.00 |
38.24 |
-0.41 |
132 |
1,644 |
-4 |
Sep10 |
091106 |
38.11 |
38.34 |
38.11 |
38.34 |
-0.41 |
29 |
1,151 |
+14 |
Oct10 |
091106 |
38.20 |
38.42 |
38.20 |
38.42 |
-0.41 |
43 |
760 |
+29 |
Total Volume and Open Interest |
53,405 |
236,381 |
-921 |
Canola(WCE) |
Nov09 |
091106 |
394.7 |
394.7 |
394.7 |
394.7 |
-7.9 |
85 |
106 |
-50 |
Jan10 |
091106 |
394.6 |
399.0 |
386.6 |
386.7 |
-7.9 |
7,407 |
78,424 |
-97 |
Mar10 |
091106 |
401.0 |
402.1 |
392.3 |
392.4 |
-8.1 |
417 |
8,554 |
+59 |
May10 |
091106 |
406.8 |
406.8 |
395.6 |
395.6 |
-8.6 |
38 |
1,389 |
+37 |
Jul10 |
091106 |
407.2 |
407.3 |
399.1 |
399.1 |
-12.1 |
165 |
1,805 |
+73 |
Total Volume and Open Interest |
8,117 |
90,854 |
+27 |
Corn(CBOT) |
Dec09 |
091106 |
376.25 |
378.75 |
366.00 |
367.00 |
-9.50 |
141,437 |
450,196 |
-132 |
Mar10 |
091106 |
389.75 |
392.50 |
380.00 |
381.00 |
-9.25 |
34,465 |
236,689 |
+6,470 |
May10 |
091106 |
399.50 |
401.75 |
390.00 |
391.00 |
-9.00 |
9,805 |
50,606 |
+2,547 |
Jul10 |
091106 |
408.00 |
410.75 |
398.75 |
399.50 |
-9.00 |
11,357 |
67,579 |
+230 |
Sep10 |
091106 |
415.00 |
417.25 |
407.50 |
407.75 |
-7.75 |
851 |
17,598 |
+17 |
Dec10 |
091106 |
423.50 |
426.50 |
415.75 |
417.50 |
-6.50 |
23,794 |
120,429 |
+4,499 |
Total Volume and Open Interest |
222,787 |
962,513 |
+14,068 |
Wheat(CBOT) |
Dec09 |
091106 |
511.75 |
515.25 |
496.50 |
497.25 |
-15.00 |
47,229 |
147,823 |
-831 |
Mar10 |
091106 |
531.75 |
535.25 |
516.50 |
517.25 |
-15.00 |
14,893 |
96,883 |
+774 |
May10 |
091106 |
544.00 |
547.00 |
529.75 |
530.50 |
-14.75 |
2,496 |
13,333 |
+1,090 |
Jul10 |
091106 |
554.50 |
557.25 |
541.00 |
541.75 |
-14.50 |
3,955 |
43,620 |
-42 |
Sep10 |
091106 |
567.25 |
567.25 |
558.50 |
558.75 |
-13.50 |
983 |
6,944 |
+677 |
Total Volume and Open Interest |
71,928 |
341,504 |
+1,835 |
Wheat(KCBT) |
Dec09 |
091106 |
516.25 |
519.50 |
500.50 |
501.00 |
-16.50 |
7,990 |
41,484 |
-780 |
Mar10 |
091106 |
532.00 |
535.00 |
517.25 |
517.25 |
-16.75 |
2,953 |
34,514 |
+37 |
May10 |
091106 |
544.50 |
544.50 |
528.75 |
529.00 |
-16.75 |
183 |
5,269 |
+107 |
Jul10 |
091106 |
555.50 |
558.75 |
540.75 |
540.75 |
-16.50 |
664 |
23,204 |
+47 |
Sep10 |
091106 |
559.25 |
560.00 |
552.75 |
552.75 |
-16.50 |
8 |
1,551 |
-5 |
Total Volume and Open Interest |
11,952 |
129,439 |
-547 |
Wheat(MGE) |
Dec09 |
091106 |
527.00 |
531.00 |
517.75 |
518.25 |
-10.25 |
2,242 |
13,966 |
-403 |
Mar10 |
091106 |
542.50 |
544.75 |
533.00 |
533.75 |
-10.75 |
715 |
12,492 |
-166 |
May10 |
091106 |
556.00 |
556.00 |
545.00 |
545.25 |
-11.25 |
185 |
4,235 |
-123 |
Jul10 |
091106 |
570.25 |
570.25 |
556.00 |
556.50 |
-11.75 |
233 |
7,045 |
-172 |
Sep10 |
091106 |
577.00 |
577.75 |
568.00 |
568.25 |
-11.75 |
45 |
2,100 |
-207 |
Total Volume and Open Interest |
3,545 |
44,136 |
-1,073 |
Oats(CBOT) |
Dec09 |
091106 |
255.00 |
256.50 |
253.00 |
254.00 |
-1.75 |
1,217 |
5,160 |
+132 |
Mar10 |
091106 |
268.00 |
269.00 |
267.00 |
267.50 |
-1.75 |
210 |
8,117 |
+90 |
May10 |
091106 |
277.50 |
277.50 |
276.00 |
276.00 |
-1.25 |
10 |
91 |
+7 |
Jul10 |
091106 |
284.00 |
285.25 |
284.00 |
284.00 |
-1.25 |
0 |
21 |
+0 |
Total Volume and Open Interest |
1,454 |
13,580 |
+235 |
Rough Rice(CBOT) |
Nov09 |
091106 |
14.95 |
14.97 |
14.95 |
14.95 |
-0.02 |
3 |
745 |
-24 |
Jan10 |
091106 |
15.11 |
15.34 |
15.10 |
15.15 |
-0.05 |
1,060 |
9,928 |
+118 |
Mar10 |
091106 |
15.39 |
15.58 |
15.35 |
15.40 |
-0.05 |
243 |
2,449 |
+100 |
May10 |
091106 |
15.69 |
15.82 |
15.65 |
15.65 |
-0.04 |
105 |
416 |
+25 |
Total Volume and Open Interest |
1,480 |
14,693 |
+229 |
Live Cattle(CME) |
Dec09 |
091106 |
86.250 |
86.300 |
84.900 |
85.000 |
-1.350 |
14,147 |
114,262 |
-2,875 |
Feb10 |
091106 |
86.950 |
87.100 |
85.930 |
86.285 |
-0.945 |
9,448 |
75,330 |
+2,676 |
Apr10 |
091106 |
89.535 |
89.650 |
88.600 |
89.000 |
-0.730 |
4,146 |
47,425 |
+387 |
Jun10 |
091106 |
86.250 |
86.385 |
85.400 |
85.850 |
-0.550 |
1,406 |
21,293 |
+149 |
Aug10 |
091106 |
85.730 |
85.785 |
85.200 |
85.750 |
-0.400 |
389 |
5,392 |
+67 |
Oct10 |
091106 |
88.800 |
88.800 |
88.285 |
88.650 |
-0.300 |
114 |
3,309 |
+78 |
Total Volume and Open Interest |
29,691 |
268,608 |
+505 |
Feeder Cattle(CME) |
Nov09 |
091106 |
95.650 |
96.100 |
94.350 |
94.650 |
-0.950 |
839 |
4,254 |
+27 |
Jan10 |
091106 |
97.080 |
97.635 |
95.750 |
96.080 |
-1.100 |
1,750 |
14,674 |
-365 |
Mar10 |
091106 |
97.250 |
97.600 |
95.850 |
96.500 |
-0.800 |
427 |
3,969 |
+55 |
Apr10 |
091106 |
97.535 |
97.535 |
96.100 |
96.785 |
-0.665 |
47 |
750 |
+12 |
May10 |
091106 |
98.250 |
98.500 |
97.350 |
98.000 |
-0.450 |
81 |
1,492 |
+28 |
Aug10 |
091106 |
99.500 |
99.500 |
98.800 |
99.100 |
-0.400 |
34 |
364 |
+6 |
Sep10 |
091106 |
99.150 |
99.180 |
99.150 |
99.150 |
-0.050 |
2 |
3 |
+2 |
Total Volume and Open Interest |
3,180 |
25,506 |
-235 |
Lean Hogs(CME) |
Dec09 |
091106 |
56.680 |
57.000 |
55.630 |
55.700 |
-0.900 |
11,789 |
64,864 |
+393 |
Feb10 |
091106 |
63.350 |
63.580 |
62.600 |
62.850 |
-0.635 |
7,701 |
44,180 |
-331 |
Apr10 |
091106 |
67.200 |
67.500 |
66.900 |
67.400 |
-0.150 |
3,418 |
23,953 |
+37 |
May10 |
091106 |
71.500 |
72.600 |
71.500 |
72.400 |
+0.400 |
15 |
1,505 |
+7 |
Jun10 |
091106 |
75.300 |
76.000 |
75.250 |
75.930 |
+0.350 |
617 |
14,057 |
-122 |
Jul10 |
091106 |
74.500 |
75.000 |
74.500 |
75.000 |
+0.400 |
176 |
4,951 |
+82 |
Aug10 |
091106 |
74.000 |
74.250 |
73.900 |
74.150 |
+0.050 |
110 |
3,476 |
+81 |
Oct10 |
091106 |
67.350 |
67.350 |
66.900 |
67.285 |
-0.065 |
64 |
2,342 |
+57 |
Total Volume and Open Interest |
23,921 |
160,721 |
+205 |
Pork Bellies(CME) |
Feb10 |
091106 |
85.100 |
86.600 |
85.000 |
86.100 |
+1.300 |
14 |
405 |
+2 |
Mar10 |
091106 |
84.000 |
84.200 |
82.885 |
84.000 |
+1.300 |
1 |
88 |
+1 |
May10 |
091106 |
85.500 |
85.600 |
84.800 |
85.500 |
+0.800 |
0 |
79 |
+0 |
Jul10 |
091106 |
88.000 |
88.000 |
88.000 |
88.000 |
+1.000 |
0 |
20 |
+0 |
Aug10 |
091106 |
86.000 |
86.000 |
86.000 |
86.000 |
unch |
0 |
15 |
+0 |
Total Volume and Open Interest |
15 |
607 |
+3 |
Class III Milk(CME) |
Nov09 |
091106 |
13.91 |
14.02 |
13.90 |
14.00 |
+0.08 |
41 |
3,985 |
-6 |
Dec09 |
091106 |
14.77 |
14.82 |
14.62 |
14.69 |
-0.01 |
67 |
4,956 |
+35 |
Jan10 |
091106 |
14.99 |
15.02 |
14.85 |
14.87 |
-0.07 |
124 |
2,720 |
+24 |
Feb10 |
091106 |
15.15 |
15.20 |
14.96 |
14.97 |
-0.12 |
98 |
1,792 |
+5 |
Mar10 |
091106 |
15.35 |
15.35 |
15.10 |
15.15 |
-0.05 |
69 |
1,550 |
-1 |
Total Volume and Open Interest |
802 |
22,235 |
+103 |
Cocoa(ICE) |
Dec09 |
091106 |
3213 |
3245 |
3178 |
3186 |
-32 |
12,187 |
45,238 |
-6,624 |
Mar10 |
091106 |
3270 |
3298 |
3228 |
3237 |
-39 |
9,783 |
54,817 |
+3,511 |
May10 |
091106 |
3280 |
3308 |
3250 |
3251 |
-39 |
1,047 |
15,751 |
+310 |
Jul10 |
091106 |
3286 |
3286 |
3238 |
3238 |
-37 |
424 |
6,152 |
+127 |
Sep10 |
091106 |
3250 |
3254 |
3228 |
3228 |
-35 |
326 |
4,809 |
+127 |
Dec10 |
091106 |
3235 |
3235 |
3215 |
3215 |
-34 |
160 |
3,368 |
+35 |
Mar11 |
091106 |
3215 |
3215 |
3215 |
3215 |
-34 |
311 |
7,122 |
+109 |
Total Volume and Open Interest |
24,238 |
143,719 |
-2,399 |
Coffee "C"(ICE) |
Dec09 |
091106 |
142.10 |
143.15 |
138.10 |
138.90 |
-3.20 |
10,420 |
57,317 |
-2,704 |
Mar10 |
091106 |
145.20 |
146.05 |
141.20 |
141.95 |
-3.20 |
5,111 |
40,648 |
+2,401 |
May10 |
091106 |
147.30 |
147.85 |
143.40 |
143.85 |
-3.05 |
938 |
13,669 |
+136 |
Jul10 |
091106 |
149.20 |
149.40 |
145.35 |
145.45 |
-3.05 |
179 |
4,190 |
+62 |
Sep10 |
091106 |
150.70 |
150.70 |
146.55 |
147.05 |
-2.95 |
256 |
4,184 |
-68 |
Dec10 |
091106 |
152.85 |
152.85 |
148.95 |
149.35 |
-2.80 |
194 |
3,769 |
+20 |
Total Volume and Open Interest |
17,488 |
125,315 |
-44 |
Orange Juice(ICE) |
Nov09 |
091106 |
111.30 |
112.15 |
111.25 |
111.60 |
+0.40 |
5 |
44 |
-25 |
Jan10 |
091106 |
115.80 |
116.70 |
115.15 |
115.95 |
+0.60 |
975 |
18,741 |
-15 |
Mar10 |
091106 |
119.65 |
119.80 |
118.70 |
119.50 |
+0.70 |
125 |
6,587 |
+37 |
May10 |
091106 |
123.00 |
123.00 |
122.60 |
122.60 |
+0.55 |
21 |
2,681 |
-14 |
Jul10 |
091106 |
125.65 |
125.65 |
125.60 |
125.60 |
+0.55 |
0 |
663 |
+0 |
Sep10 |
091106 |
128.50 |
128.50 |
128.50 |
128.50 |
+0.55 |
15 |
384 |
-9 |
Total Volume and Open Interest |
1,156 |
29,326 |
-11 |
Sugar #11(ICE) |
Mar10 |
091106 |
22.91 |
23.07 |
22.31 |
22.43 |
-0.33 |
37,840 |
365,532 |
+2,725 |
May10 |
091106 |
21.82 |
22.02 |
21.34 |
21.45 |
-0.29 |
11,550 |
100,801 |
+567 |
Jul10 |
091106 |
20.72 |
20.72 |
20.16 |
20.24 |
-0.22 |
6,944 |
121,720 |
-420 |
Oct10 |
091106 |
19.80 |
19.98 |
19.53 |
19.58 |
-0.11 |
4,632 |
86,753 |
-2,028 |
Mar11 |
091106 |
19.48 |
19.48 |
19.10 |
19.14 |
-0.12 |
1,799 |
49,373 |
+901 |
Total Volume and Open Interest |
64,458 |
782,478 |
+403 |
London Cocoa(LCE) |
Dec09 |
091030 |
2127 |
2146 |
2122 |
2127 |
-20 |
3,155 |
54,406 |
-13 |
Mar10 |
091106 |
2132 |
2163 |
2130 |
2132 |
-15 |
1,700 |
39,835 |
-133 |
May10 |
091106 |
2155 |
2185 |
2153 |
2155 |
-13 |
1,125 |
48,820 |
+648 |
Jul10 |
091106 |
2081 |
2116 |
2080 |
2081 |
-14 |
621 |
14,231 |
+26 |
Sep10 |
091106 |
2056 |
2091 |
2056 |
2056 |
-17 |
365 |
5,289 |
+73 |
Dec10 |
091106 |
2035 |
2070 |
2035 |
2035 |
-15 |
356 |
1,689 |
+192 |
Mar11 |
091106 |
2019 |
2050 |
2019 |
2019 |
-14 |
92 |
6,232 |
+30 |
Total Volume and Open Interest |
7,734 |
167,700 |
-1,100 |
London Sugar(LCE) |
Dec09 |
091106 |
581.00 |
586.70 |
573.00 |
581.00 |
-4.20 |
3,303 |
14,107 |
-1,641 |
Mar10 |
091106 |
590.30 |
599.20 |
582.70 |
590.30 |
-6.90 |
4,425 |
33,534 |
+1,117 |
May10 |
091106 |
584.30 |
592.60 |
577.40 |
584.30 |
-6.70 |
819 |
11,411 |
+321 |
Aug10 |
091106 |
559.00 |
565.50 |
554.00 |
559.00 |
-3.90 |
366 |
8,238 |
-2 |
Oct10 |
091106 |
532.50 |
535.60 |
526.00 |
532.50 |
-1.90 |
31 |
4,290 |
-2 |
Total Volume and Open Interest |
8,959 |
72,425 |
-207 |
Cotton(ICE) |
Dec09 |
091106 |
67.48 |
67.82 |
66.47 |
66.54 |
-0.87 |
5,960 |
101,747 |
-2,223 |
Mar10 |
091106 |
70.99 |
71.49 |
70.25 |
70.33 |
-0.66 |
2,824 |
61,233 |
+1,535 |
May10 |
091106 |
72.60 |
72.80 |
71.78 |
71.82 |
-0.51 |
349 |
5,115 |
+151 |
Jul10 |
091106 |
73.96 |
74.27 |
73.27 |
73.31 |
-0.48 |
690 |
13,768 |
+580 |
Oct10 |
091106 |
74.14 |
74.14 |
74.14 |
74.14 |
-0.38 |
0 |
113 |
+0 |
Dec10 |
091106 |
75.30 |
75.50 |
74.87 |
74.91 |
-0.44 |
193 |
7,198 |
+119 |
Total Volume and Open Interest |
10,024 |
189,581 |
+168 |
Lumber(CME) |
Nov09 |
091106 |
188.9 |
193.8 |
183.7 |
186.1 |
-2.4 |
116 |
1,021 |
-51 |
Jan10 |
091106 |
212.0 |
216.5 |
207.5 |
208.0 |
-5.5 |
208 |
6,691 |
+47 |
Mar10 |
091106 |
228.9 |
233.3 |
225.0 |
227.1 |
-2.4 |
98 |
1,639 |
+112 |
May10 |
091106 |
240.7 |
240.9 |
238.0 |
238.0 |
-1.6 |
0 |
76 |
+0 |
Total Volume and Open Interest |
422 |
9,450 |
+108 |
Crude Oil(NYM) |
Dec09 |
091106 |
79.80 |
80.34 |
76.71 |
77.43 |
-2.19 |
366,103 |
324,780 |
+14,560 |
Jan10 |
091106 |
80.43 |
81.01 |
77.39 |
78.09 |
-2.19 |
94,759 |
178,747 |
+9,385 |
Feb10 |
091106 |
81.17 |
81.67 |
78.04 |
78.75 |
-2.18 |
39,728 |
74,125 |
+7,613 |
Mar10 |
091106 |
81.84 |
82.25 |
78.81 |
79.39 |
-2.16 |
23,870 |
60,741 |
+4,217 |
Apr10 |
091106 |
82.57 |
82.57 |
79.33 |
79.99 |
-2.13 |
9,078 |
24,031 |
+2,304 |
May10 |
091106 |
83.20 |
83.20 |
79.89 |
80.54 |
-2.10 |
7,937 |
22,799 |
+2,345 |
Jun10 |
091106 |
83.28 |
83.62 |
80.30 |
81.00 |
-2.07 |
18,889 |
97,277 |
+3,191 |
Jul10 |
091106 |
82.51 |
82.71 |
80.86 |
81.36 |
-2.04 |
3,392 |
29,593 |
+673 |
Aug10 |
091106 |
83.37 |
83.37 |
81.01 |
81.69 |
-2.02 |
3,158 |
12,274 |
+377 |
Sep10 |
091106 |
83.09 |
83.09 |
81.32 |
82.02 |
-2.02 |
4,220 |
24,623 |
+328 |
Oct10 |
091106 |
82.40 |
82.52 |
81.85 |
82.36 |
-2.01 |
3,345 |
14,876 |
+567 |
Nov10 |
091106 |
82.23 |
82.74 |
82.23 |
82.72 |
-2.00 |
3,259 |
16,084 |
+337 |
Dec10 |
091106 |
85.46 |
85.65 |
82.33 |
83.08 |
-1.99 |
17,796 |
112,516 |
+392 |
Jan11 |
091106 |
83.30 |
83.30 |
83.30 |
83.30 |
-1.97 |
984 |
15,061 |
+246 |
Feb11 |
091106 |
83.51 |
83.51 |
83.51 |
83.51 |
-1.95 |
187 |
7,197 |
-15 |
Mar11 |
091106 |
83.71 |
83.71 |
83.71 |
83.71 |
-1.94 |
223 |
5,534 |
-3 |
Total Volume and Open Interest |
602,989 |
1,242,381 |
+47,020 |
e-miNY Crude Oil(NYM) |
Nov09 |
091019 |
78.850 |
79.650 |
78.100 |
79.600 |
+1.075 |
9,026 |
4,656 |
+226 |
Dec09 |
091106 |
79.775 |
80.350 |
76.700 |
77.425 |
-2.200 |
12,206 |
6,165 |
+36 |
Jan10 |
091106 |
80.425 |
81.050 |
77.400 |
78.100 |
-2.175 |
378 |
818 |
+59 |
Feb10 |
091106 |
81.625 |
81.625 |
78.300 |
78.750 |
-2.175 |
31 |
227 |
+7 |
Mar10 |
091106 |
80.800 |
80.800 |
79.000 |
79.400 |
-2.150 |
0 |
158 |
-4 |
Apr10 |
091106 |
80.000 |
80.000 |
80.000 |
80.000 |
-2.125 |
4 |
4 |
+0 |
May10 |
091106 |
80.550 |
80.550 |
80.550 |
80.550 |
-2.100 |
1 |
2 |
-1 |
Jun10 |
091106 |
81.000 |
81.000 |
81.000 |
81.000 |
-2.075 |
0 |
8 |
+0 |
Jul10 |
091106 |
81.350 |
81.350 |
81.350 |
81.350 |
-2.050 |
1 |
6 |
-1 |
Aug10 |
091106 |
81.700 |
81.700 |
81.700 |
81.700 |
-2.000 |
0 |
1 |
+0 |
Total Volume and Open Interest |
12,621 |
7,472 |
+96 |
Heating Oil(NYM) |
Dec09 |
091106 |
206.18 |
207.39 |
197.62 |
200.35 |
-5.41 |
45,362 |
86,450 |
-3,747 |
Jan10 |
091106 |
209.89 |
211.23 |
201.70 |
204.31 |
-5.32 |
16,733 |
59,559 |
+3,408 |
Feb10 |
091106 |
212.87 |
214.18 |
204.88 |
207.47 |
-5.19 |
7,121 |
31,833 |
+1,466 |
Mar10 |
091106 |
214.99 |
216.09 |
207.40 |
209.57 |
-5.04 |
4,483 |
21,862 |
+377 |
Apr10 |
091106 |
212.00 |
212.94 |
208.30 |
210.41 |
-4.97 |
2,472 |
12,354 |
+79 |
May10 |
091106 |
212.32 |
213.75 |
209.20 |
211.22 |
-4.90 |
2,407 |
11,830 |
-123 |
Jun10 |
091106 |
218.83 |
218.83 |
209.80 |
212.30 |
-4.85 |
4,865 |
25,348 |
+499 |
Jul10 |
091106 |
213.50 |
216.75 |
213.50 |
214.07 |
-4.81 |
767 |
7,767 |
+276 |
Aug10 |
091106 |
217.81 |
219.24 |
215.90 |
216.27 |
-4.73 |
339 |
3,567 |
-17 |
Sep10 |
091106 |
220.10 |
220.75 |
216.80 |
218.67 |
-4.66 |
621 |
6,644 |
+222 |
Oct10 |
091106 |
223.34 |
223.34 |
219.00 |
221.07 |
-4.61 |
514 |
3,176 |
+68 |
Nov10 |
091106 |
222.72 |
224.75 |
222.72 |
223.34 |
-4.60 |
542 |
5,533 |
+11 |
Total Volume and Open Interest |
89,282 |
319,241 |
+2,891 |
Gasoline(NYMEX) |
Dec09 |
091106 |
198.90 |
200.05 |
190.26 |
192.43 |
-6.34 |
52,945 |
92,785 |
-5,771 |
Jan10 |
091106 |
201.60 |
202.73 |
193.44 |
195.55 |
-5.88 |
18,746 |
58,531 |
+479 |
Feb10 |
091106 |
204.86 |
204.91 |
196.67 |
198.43 |
-5.67 |
8,474 |
22,466 |
-52 |
Mar10 |
091106 |
206.40 |
206.40 |
199.50 |
201.22 |
-5.48 |
5,062 |
22,707 |
+413 |
Apr10 |
091106 |
220.73 |
220.73 |
212.75 |
213.91 |
-5.46 |
3,257 |
12,854 |
-199 |
May10 |
091106 |
213.89 |
214.78 |
213.89 |
214.78 |
-5.42 |
1,891 |
7,358 |
-120 |
Jun10 |
091106 |
222.07 |
222.07 |
213.99 |
215.57 |
-5.42 |
4,485 |
8,286 |
+522 |
Jul10 |
091106 |
216.02 |
216.02 |
216.02 |
216.02 |
-5.45 |
1,900 |
3,088 |
+382 |
Aug10 |
091106 |
216.12 |
216.12 |
216.12 |
216.12 |
-5.50 |
1,359 |
3,029 |
+122 |
Sep10 |
091106 |
215.69 |
215.69 |
215.69 |
215.69 |
-5.58 |
1,770 |
3,139 |
+230 |
Total Volume and Open Interest |
107,544 |
248,776 |
-2,294 |
e-miNY RBOB Gasoline(NYM) |
Dec09 |
091106 |
192.43 |
192.43 |
192.43 |
192.43 |
-6.34 |
0 |
3 |
+0 |
Jan10 |
091106 |
195.55 |
195.55 |
195.55 |
195.55 |
-5.88 |
|
|
|
Feb10 |
091106 |
198.43 |
198.43 |
198.43 |
198.43 |
-5.67 |
|
|
|
Mar10 |
091106 |
201.22 |
201.22 |
201.22 |
201.22 |
-5.48 |
|
|
|
Total Volume and Open Interest |
0 |
3 |
+0 |
Natural Gas(NYM) |
Dec09 |
091106 |
4.815 |
4.827 |
4.555 |
4.595 |
-0.187 |
87,098 |
146,705 |
+593 |
Jan10 |
091106 |
5.164 |
5.168 |
4.923 |
4.959 |
-0.162 |
36,597 |
119,196 |
+3,729 |
Feb10 |
091106 |
5.165 |
5.182 |
4.989 |
5.022 |
-0.154 |
12,603 |
44,069 |
+1,286 |
Mar10 |
091106 |
5.213 |
5.213 |
4.992 |
5.036 |
-0.145 |
14,010 |
62,228 |
+491 |
Apr10 |
091106 |
5.110 |
5.110 |
5.006 |
5.046 |
-0.140 |
10,867 |
47,914 |
+1,398 |
May10 |
091106 |
5.162 |
5.163 |
5.071 |
5.106 |
-0.140 |
4,346 |
28,000 |
-961 |
Jun10 |
091106 |
5.325 |
5.325 |
5.176 |
5.203 |
-0.136 |
2,334 |
19,409 |
+581 |
Jul10 |
091106 |
5.334 |
5.367 |
5.282 |
5.314 |
-0.129 |
1,544 |
14,820 |
-3 |
Aug10 |
091106 |
5.443 |
5.446 |
5.375 |
5.403 |
-0.128 |
1,621 |
14,342 |
+380 |
Sep10 |
091106 |
5.500 |
5.507 |
5.433 |
5.461 |
-0.128 |
1,456 |
12,983 |
+215 |
Oct10 |
091106 |
5.675 |
5.675 |
5.567 |
5.596 |
-0.128 |
3,437 |
29,691 |
+330 |
Nov10 |
091106 |
6.050 |
6.081 |
5.999 |
6.026 |
-0.123 |
747 |
7,547 |
+231 |
Dec10 |
091106 |
6.497 |
6.497 |
6.380 |
6.416 |
-0.111 |
1,050 |
15,171 |
+61 |
Jan11 |
091106 |
6.660 |
6.673 |
6.615 |
6.649 |
-0.108 |
1,072 |
11,272 |
-27 |
Feb11 |
091106 |
6.668 |
6.674 |
6.620 |
6.644 |
-0.108 |
173 |
5,918 |
+69 |
Mar11 |
091106 |
6.505 |
6.529 |
6.445 |
6.479 |
-0.103 |
549 |
16,348 |
-181 |
Total Volume and Open Interest |
181,600 |
699,225 |
+8,846 |
Brent Crude Oil(ICE) |
Dec09 |
091106 |
78.29 |
78.81 |
75.25 |
75.87 |
-2.12 |
143,931 |
179,311 |
-19,711 |
Jan10 |
091106 |
79.17 |
79.55 |
75.98 |
76.62 |
-2.15 |
78,022 |
146,304 |
+4,460 |
Feb10 |
091106 |
80.05 |
80.31 |
76.75 |
77.39 |
-2.16 |
35,793 |
66,474 |
+6,220 |
Mar10 |
091106 |
80.88 |
81.04 |
77.49 |
78.12 |
-2.16 |
17,814 |
32,797 |
+5,227 |
Apr10 |
091106 |
81.54 |
81.70 |
78.16 |
78.80 |
-2.15 |
6,540 |
16,410 |
+349 |
May10 |
091106 |
82.14 |
82.33 |
78.79 |
79.44 |
-2.15 |
3,911 |
13,115 |
+284 |
Jun10 |
091106 |
82.75 |
82.92 |
79.40 |
80.06 |
-2.13 |
7,498 |
49,971 |
-540 |
Jul10 |
091106 |
83.24 |
83.40 |
80.12 |
80.61 |
-2.12 |
1,016 |
13,151 |
-61 |
Aug10 |
091106 |
82.80 |
82.80 |
81.15 |
81.15 |
-2.10 |
900 |
8,747 |
+194 |
Sep10 |
091106 |
81.67 |
81.67 |
81.67 |
81.67 |
-2.07 |
1,714 |
5,337 |
+392 |
Oct10 |
091106 |
82.12 |
82.12 |
82.12 |
82.12 |
-2.04 |
2,257 |
11,128 |
-40 |
Nov10 |
091106 |
82.48 |
82.48 |
82.48 |
82.48 |
-2.01 |
1,755 |
7,034 |
+37 |
Dec10 |
091106 |
85.31 |
85.55 |
82.16 |
82.82 |
-1.99 |
8,798 |
70,497 |
+521 |
Jan11 |
091106 |
83.18 |
83.18 |
83.18 |
83.18 |
-1.97 |
232 |
7,483 |
+0 |
Total Volume and Open Interest |
312,554 |
716,519 |
-2,255 |
Gas Oil(ICE) |
Nov09 |
091106 |
635.00 |
636.50 |
605.00 |
607.25 |
-32.50 |
31,182 |
58,052 |
-4,286 |
Dec09 |
091106 |
641.25 |
645.50 |
614.75 |
617.25 |
-30.75 |
71,262 |
125,766 |
+2,788 |
Jan10 |
091106 |
653.25 |
655.00 |
625.50 |
628.00 |
-29.50 |
32,230 |
96,804 |
+5,084 |
Feb10 |
091106 |
662.00 |
662.50 |
634.25 |
636.00 |
-29.25 |
10,840 |
33,838 |
-182 |
Mar10 |
091106 |
669.00 |
669.00 |
642.25 |
643.00 |
-29.00 |
4,815 |
32,065 |
+359 |
Apr10 |
091106 |
670.75 |
670.75 |
648.25 |
649.50 |
-28.75 |
2,687 |
19,012 |
+66 |
May10 |
091106 |
672.50 |
673.25 |
655.50 |
655.75 |
-29.00 |
2,823 |
17,558 |
+288 |
Jun10 |
091106 |
687.50 |
687.75 |
660.75 |
661.75 |
-28.75 |
4,402 |
41,606 |
+363 |
Jul10 |
091106 |
671.75 |
679.00 |
668.75 |
668.75 |
-28.75 |
437 |
13,876 |
-90 |
Aug10 |
091106 |
689.00 |
689.00 |
675.75 |
675.75 |
-28.50 |
501 |
13,223 |
-39 |
Total Volume and Open Interest |
165,521 |
579,870 |
+4,237 |
Ethanol(CBOT) |
Nov09 |
091104 |
1.970 |
2.000 |
1.970 |
1.970 |
+0.020 |
5 |
151 |
-1 |
Dec09 |
091106 |
1.845 |
1.854 |
1.845 |
1.852 |
-0.015 |
92 |
686 |
-2 |
Jan10 |
091106 |
1.821 |
1.825 |
1.815 |
1.821 |
-0.024 |
43 |
988 |
-142 |
Feb10 |
091106 |
1.803 |
1.805 |
1.793 |
1.804 |
-0.023 |
7 |
437 |
-116 |
Mar10 |
091106 |
1.799 |
1.805 |
1.799 |
1.804 |
-0.017 |
25 |
591 |
-111 |
Apr10 |
091106 |
1.809 |
1.809 |
1.795 |
1.800 |
-0.016 |
26 |
380 |
+6 |
May10 |
091106 |
1.800 |
1.800 |
1.780 |
1.783 |
-0.025 |
10 |
227 |
-5 |
Jun10 |
091106 |
1.790 |
1.790 |
1.785 |
1.785 |
-0.022 |
28 |
262 |
-7 |
Total Volume and Open Interest |
299 |
5,530 |
-490 |
US Dollar Index(ICE) |
Dec09 |
091106 |
75.875 |
76.110 |
75.590 |
75.940 |
+0.075 |
25,616 |
35,044 |
+1,318 |
Mar10 |
091106 |
76.160 |
76.440 |
76.030 |
76.280 |
+0.055 |
643 |
2,256 |
+19 |
Jun10 |
091106 |
76.665 |
76.665 |
76.665 |
76.665 |
+0.055 |
0 |
6 |
+0 |
Total Volume and Open Interest |
26,259 |
37,306 |
+1,337 |
Australian Dollar(CME) |
Dec09 |
091106 |
90.65 |
91.68 |
90.62 |
91.29 |
+0.58 |
100,910 |
111,839 |
-1,456 |
Mar10 |
091106 |
90.02 |
90.76 |
89.83 |
90.40 |
+0.56 |
234 |
1,344 |
+57 |
Jun10 |
091106 |
89.41 |
89.41 |
88.86 |
89.41 |
+0.55 |
1 |
8 |
+0 |
Total Volume and Open Interest |
101,145 |
113,208 |
-1,399 |
British Pound(CME) |
Dec09 |
091106 |
165.76 |
166.33 |
165.14 |
165.97 |
+0.15 |
124,133 |
101,727 |
+5,238 |
Mar10 |
091106 |
166.02 |
166.15 |
165.08 |
165.88 |
+0.14 |
45 |
439 |
+10 |
Jun10 |
091106 |
165.78 |
165.94 |
165.23 |
165.78 |
+0.15 |
0 |
120 |
+0 |
Total Volume and Open Interest |
124,178 |
102,306 |
+5,248 |
Canadian Dollar(CME) |
Dec09 |
091106 |
93.79 |
94.27 |
92.74 |
92.85 |
-1.07 |
89,684 |
80,626 |
+1,333 |
Mar10 |
091106 |
94.00 |
94.24 |
92.78 |
92.86 |
-1.06 |
256 |
2,726 |
+15 |
Jun10 |
091106 |
93.37 |
94.06 |
92.76 |
92.83 |
-1.07 |
10 |
384 |
+2 |
Sep10 |
091106 |
92.78 |
93.85 |
92.76 |
92.78 |
-1.07 |
3 |
421 |
+1 |
Total Volume and Open Interest |
89,965 |
84,381 |
+1,360 |
Japanese Yen(CME) |
Dec09 |
091106 |
110.19 |
111.62 |
110.07 |
111.18 |
+1.00 |
102,917 |
109,427 |
-131 |
Mar10 |
091106 |
110.57 |
111.66 |
110.25 |
111.25 |
+1.00 |
404 |
578 |
+295 |
Jun10 |
091106 |
111.35 |
111.59 |
110.35 |
111.35 |
+1.00 |
2 |
15 |
+1 |
Total Volume and Open Interest |
103,323 |
110,041 |
+165 |
Swiss Franc(CME) |
Dec09 |
091106 |
98.43 |
98.80 |
98.03 |
98.26 |
-0.13 |
66,806 |
49,931 |
+3,783 |
Mar10 |
091106 |
98.32 |
98.81 |
98.13 |
98.32 |
-0.13 |
12 |
255 |
-1 |
Jun10 |
091106 |
98.41 |
98.74 |
98.41 |
98.41 |
-0.14 |
0 |
5 |
+0 |
Total Volume and Open Interest |
66,818 |
50,192 |
+3,782 |
EuroFX(CME) |
Dec09 |
091106 |
148.72 |
149.13 |
148.12 |
148.35 |
-0.32 |
290,221 |
165,378 |
+7,395 |
Mar10 |
091106 |
148.60 |
149.05 |
148.08 |
148.29 |
-0.31 |
807 |
2,286 |
+13 |
Jun10 |
091106 |
148.24 |
148.75 |
147.95 |
148.22 |
-0.29 |
4 |
171 |
+2 |
Total Volume and Open Interest |
291,032 |
167,843 |
+7,410 |
Mexican Peso(CME) |
Nov09 |
091106 |
745.0 |
751.5 |
745.0 |
745.0 |
-6.5 |
0 |
1 |
+0 |
Dec09 |
091106 |
749.0 |
750.0 |
740.0 |
741.0 |
-6.5 |
22,146 |
75,791 |
-4,370 |
Total Volume and Open Interest |
22,147 |
77,939 |
-4,370 |
30-Year T-Bonds(CBOT) |
Dec09 |
091106 |
118~090 |
119~000 |
117~220 |
118~140 |
+0~070 |
267,971 |
716,587 |
-5,739 |
Mar10 |
091106 |
117~150 |
118~030 |
116~260 |
117~190 |
+0~070 |
1,771 |
11,183 |
+759 |
Jun10 |
091106 |
116~040 |
116~040 |
115~310 |
116~040 |
+0~050 |
1 |
10 |
+1 |
Total Volume and Open Interest |
269,743 |
727,780 |
-4,979 |
10-Year T-Notes(CBOT) |
Dec09 |
091106 |
118~020 |
118~220 |
117~315 |
118~135 |
+0~110 |
958,980 |
1,223,042 |
-1,998 |
Mar10 |
091106 |
116~205 |
117~080 |
116~205 |
117~005 |
+0~110 |
1,447 |
22,417 |
+780 |
Jun10 |
091106 |
115~195 |
115~195 |
115~085 |
115~195 |
+0~110 |
|
|
|
Total Volume and Open Interest |
960,427 |
1,245,459 |
-1,218 |
5-Year T-Notes(CBOT) |
Dec09 |
091106 |
116~063 |
116~088 |
116~063 |
116~084 |
+0~030 |
|
|
|
Mar10 |
091106 |
115~010 |
115~042 |
115~010 |
115~042 |
+0~030 |
4 |
3,644 |
+0 |
Jun10 |
091106 |
114~000 |
114~000 |
113~098 |
114~000 |
+0~030 |
|
|
|
Total Volume and Open Interest |
501,844 |
807,337 |
+22,893 |
2 Year T-Notes(CBOT) |
Dec09 |
091106 |
108~109 |
108~109 |
108~109 |
108~109 |
-0~003 |
|
|
|
Mar10 |
091106 |
108~032 |
108~042 |
108~032 |
108~041 |
+0~009 |
1,275 |
16,627 |
+469 |
Jun10 |
091106 |
107~091 |
107~091 |
107~083 |
107~091 |
+0~008 |
0 |
6,830 |
+0 |
Total Volume and Open Interest |
298,647 |
993,488 |
-7,774 |
Eurodollars(CME) |
Dec09 |
091106 |
99.705 |
99.710 |
99.700 |
99.705 |
+0.005 |
158,952 |
1,035,258 |
+389 |
Mar10 |
091106 |
99.555 |
99.595 |
99.545 |
99.570 |
+0.015 |
232,912 |
1,078,630 |
+3,302 |
Jun10 |
091106 |
99.285 |
99.350 |
99.270 |
99.330 |
+0.045 |
318,841 |
938,071 |
-9,453 |
Sep10 |
091106 |
98.920 |
99.000 |
98.895 |
98.975 |
+0.060 |
297,389 |
692,843 |
-5,038 |
Dec10 |
091106 |
98.495 |
98.585 |
98.475 |
98.565 |
+0.070 |
373,533 |
830,327 |
+4,874 |
Mar11 |
091106 |
98.110 |
98.195 |
98.085 |
98.175 |
+0.070 |
250,106 |
559,857 |
+10,327 |
Jun11 |
091106 |
97.740 |
97.825 |
97.715 |
97.805 |
+0.070 |
200,178 |
514,910 |
+3,612 |
Sep11 |
091106 |
97.410 |
97.495 |
97.395 |
97.480 |
+0.070 |
160,750 |
428,879 |
+4,108 |
Dec11 |
091106 |
97.105 |
97.190 |
97.090 |
97.175 |
+0.070 |
72,071 |
247,390 |
+1,463 |
Mar12 |
091106 |
96.845 |
96.940 |
96.835 |
96.920 |
+0.070 |
52,769 |
187,160 |
+2,482 |
Jun12 |
091106 |
96.600 |
96.705 |
96.595 |
96.680 |
+0.070 |
41,667 |
159,765 |
-1,390 |
Sep12 |
091106 |
96.395 |
96.505 |
96.390 |
96.470 |
+0.065 |
39,643 |
96,713 |
+99 |
Dec12 |
091106 |
96.210 |
96.315 |
96.190 |
96.270 |
+0.065 |
19,822 |
57,964 |
-233 |
Mar13 |
091106 |
96.070 |
96.165 |
96.050 |
96.125 |
+0.065 |
8,292 |
55,296 |
+621 |
Jun13 |
091106 |
95.925 |
96.025 |
95.910 |
95.980 |
+0.065 |
7,880 |
47,260 |
+130 |
Sep13 |
091106 |
95.790 |
95.885 |
95.790 |
95.840 |
+0.065 |
7,175 |
53,375 |
-127 |
Dec13 |
091106 |
95.630 |
95.740 |
95.630 |
95.690 |
+0.060 |
8,107 |
30,441 |
-540 |
Mar14 |
091106 |
95.555 |
95.635 |
95.535 |
95.580 |
+0.055 |
4,112 |
27,968 |
-348 |
Total Volume and Open Interest |
2,281,764 |
7,237,015 |
+13,864 |
30 Day Federal Funds(CBOT) |
Nov09 |
091106 |
99.865 |
99.868 |
99.863 |
99.865 |
unch |
5,634 |
74,809 |
-922 |
Dec09 |
091106 |
99.865 |
99.870 |
99.860 |
99.860 |
unch |
2,195 |
64,191 |
-763 |
Jan10 |
091106 |
99.855 |
99.865 |
99.850 |
99.850 |
unch |
2,703 |
64,016 |
-96 |
Feb10 |
091106 |
99.825 |
99.840 |
99.820 |
99.825 |
unch |
6,841 |
75,119 |
-420 |
Mar10 |
091106 |
99.800 |
99.810 |
99.785 |
99.800 |
+0.010 |
14,008 |
44,713 |
+4,874 |
Apr10 |
091106 |
99.755 |
99.780 |
99.745 |
99.765 |
+0.010 |
11,804 |
47,829 |
+63 |
Total Volume and Open Interest |
70,004 |
508,894 |
+10,112 |
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 |
091106 |
99.50 |
99.50 |
99.50 |
99.50 |
unch |
345 |
4,798 |
+86 |
Mar10 |
091106 |
99.53 |
99.53 |
99.53 |
99.53 |
+0.01 |
326 |
3,629 |
-100 |
Jun10 |
091106 |
99.54 |
99.54 |
99.53 |
99.53 |
+0.01 |
0 |
1,787 |
-92 |
Sep10 |
091106 |
99.50 |
99.50 |
99.50 |
99.50 |
+0.00 |
0 |
1,658 |
+0 |
Dec10 |
091106 |
99.44 |
99.44 |
99.44 |
99.44 |
+0.00 |
0 |
842 |
+0 |
Mar11 |
091106 |
99.36 |
99.36 |
99.36 |
99.36 |
+0.00 |
0 |
562 |
+0 |
Jun11 |
091106 |
99.30 |
99.30 |
99.30 |
99.30 |
+0.01 |
0 |
52 |
+0 |
Sep11 |
091106 |
99.30 |
99.30 |
99.30 |
99.30 |
+0.01 |
0 |
51 |
+0 |
Total Volume and Open Interest |
671 |
14,851 |
-106 |
Japanese Gov't Bonds(SGX) |
Dec09 |
091102 |
138.09 |
138.30 |
138.09 |
138.30 |
+0.38 |
4,871 |
16,174 |
+121 |
Mar10 |
091106 |
137.31 |
137.31 |
137.31 |
137.31 |
-0.11 |
|
|
|
Jun10 |
091106 |
137.31 |
137.31 |
137.31 |
137.31 |
-0.11 |
|
|
|
Total Volume and Open Interest |
1,538 |
15,835 |
+151 |
Euro-Bund(EUREX) |
Dec09 |
091106 |
121.13 |
121.36 |
120.72 |
120.95 |
-0.06 |
706,565 |
915,115 |
-10,113 |
Mar10 |
091106 |
120.73 |
120.94 |
120.41 |
120.58 |
-0.06 |
2,433 |
13,222 |
+1,087 |
Jun10 |
091106 |
119.80 |
119.80 |
119.80 |
119.80 |
-0.06 |
165 |
3 |
+0 |
Total Volume and Open Interest |
709,163 |
928,340 |
-9,026 |
Euro-Bobl(EUREX) |
Dec09 |
091106 |
115.36 |
115.52 |
115.23 |
115.38 |
+0.07 |
382,700 |
641,203 |
-17,924 |
Mar10 |
091106 |
115.08 |
115.11 |
115.08 |
115.11 |
+0.07 |
361 |
10,742 |
+218 |
Jun10 |
091106 |
114.68 |
114.68 |
114.68 |
114.68 |
+0.07 |
|
|
|
Total Volume and Open Interest |
383,061 |
651,945 |
-17,706 |
3-Mth Euribor(EUREX) |
Dec09 |
091106 |
99.265 |
99.280 |
99.265 |
99.275 |
+0.020 |
211 |
8,049 |
-1 |
Mar10 |
091106 |
99.120 |
99.155 |
99.120 |
99.155 |
+0.060 |
244 |
5,154 |
-23 |
Jun10 |
091106 |
98.760 |
98.780 |
98.760 |
98.780 |
+0.050 |
10 |
4,783 |
-113 |
Total Volume and Open Interest |
509 |
21,730 |
-158 |
Long Gilt(LIFFE) |
Dec09 |
091030 |
118~04 |
118~24 |
118~03 |
118~17 |
+0~12 |
71,599 |
233,584 |
+2,104 |
Mar10 |
091106 |
114~23 |
114~23 |
114~23 |
114~23 |
-0~07 |
0 |
20 |
+0 |
Total Volume and Open Interest |
113,031 |
235,010 |
+4,243 |
3-Mth Short Sterling(LIFFE) |
Dec09 |
091106 |
99.35 |
99.38 |
99.34 |
99.37 |
+0.02 |
34,909 |
353,179 |
-1,207 |
Mar10 |
091106 |
99.15 |
99.21 |
99.13 |
99.20 |
+0.06 |
65,896 |
371,075 |
+874 |
Jun10 |
091106 |
98.71 |
98.80 |
98.68 |
98.79 |
+0.10 |
72,010 |
368,872 |
-2,160 |
Sep10 |
091106 |
98.18 |
98.28 |
98.15 |
98.26 |
+0.11 |
73,292 |
267,510 |
-4,964 |
Dec10 |
091106 |
97.63 |
97.73 |
97.59 |
97.70 |
+0.10 |
80,186 |
308,502 |
-9,157 |
Mar11 |
091106 |
97.16 |
97.25 |
97.11 |
97.22 |
+0.08 |
66,921 |
209,240 |
-4,754 |
Total Volume and Open Interest |
505,078 |
2,353,083 |
-24,038 |
3-Mth Euribor(LIFFE) |
Dec09 |
091106 |
99.265 |
99.285 |
99.255 |
99.275 |
+0.020 |
89,724 |
570,301 |
-23,680 |
Mar10 |
091106 |
99.120 |
99.170 |
99.090 |
99.155 |
+0.060 |
91,117 |
636,027 |
+4,326 |
Jun10 |
091106 |
98.725 |
98.800 |
98.720 |
98.780 |
+0.050 |
91,609 |
559,865 |
+5,265 |
Total Volume and Open Interest |
644,736 |
3,255,537 |
-25,556 |
3-Mth Aus T-Bills(SFE) |
Dec09 |
091106 |
95.88 |
95.89 |
95.82 |
95.85 |
-0.03 |
6,048 |
321,324 |
-12,901 |
Mar10 |
091106 |
95.37 |
95.37 |
95.30 |
95.32 |
-0.05 |
9,766 |
211,961 |
-12,773 |
Jun10 |
091106 |
94.97 |
94.97 |
94.89 |
94.93 |
-0.04 |
7,526 |
130,647 |
-3,745 |
Sep10 |
091106 |
94.62 |
94.64 |
94.57 |
94.61 |
-0.04 |
4,982 |
87,414 |
-1,665 |
Dec10 |
091106 |
94.35 |
94.37 |
94.28 |
94.32 |
-0.06 |
2,379 |
52,686 |
-1,399 |
Mar11 |
091106 |
94.14 |
94.14 |
94.10 |
94.10 |
-0.08 |
560 |
26,215 |
-157 |
Jun11 |
091106 |
93.96 |
93.96 |
93.93 |
93.93 |
-0.08 |
157 |
19,427 |
-98 |
Sep11 |
091106 |
93.79 |
93.81 |
93.77 |
93.80 |
-0.08 |
835 |
11,316 |
+247 |
Dec11 |
091106 |
93.69 |
93.71 |
93.69 |
93.70 |
-0.08 |
200 |
4,773 |
-200 |
Mar12 |
091106 |
93.64 |
93.64 |
93.64 |
93.64 |
-0.09 |
200 |
2,156 |
+200 |
Total Volume and Open Interest |
33,058 |
868,870 |
-32,211 |
10-Year Aus T-Bonds(SFE) |
Dec09 |
091106 |
94.39 |
94.41 |
94.32 |
94.35 |
-0.05 |
26,413 |
371,271 |
+6,341 |
Mar10 |
091106 |
94.35 |
94.35 |
94.35 |
94.35 |
-0.05 |
|
|
|
Total Volume and Open Interest |
26,413 |
371,271 |
+6,341 |
3-Year Aus T-Bonds(SFE) |
Dec09 |
091106 |
94.92 |
94.93 |
94.84 |
94.85 |
-0.08 |
95,263 |
683,812 |
+32,164 |
Mar10 |
091106 |
94.85 |
94.85 |
94.85 |
94.85 |
-0.08 |
|
|
|
Total Volume and Open Interest |
95,263 |
683,812 |
+32,164 |
Gold(CMX) |
Dec09 |
091106 |
1090.6 |
1101.9 |
1086.5 |
1095.7 |
+6.4 |
190,846 |
331,767 |
-2,510 |
Feb10 |
091106 |
1090.5 |
1103.0 |
1088.4 |
1097.0 |
+6.5 |
17,202 |
62,053 |
+8,391 |
Apr10 |
091106 |
1093.7 |
1104.0 |
1090.5 |
1098.1 |
+6.5 |
2,291 |
33,492 |
+75 |
Jun10 |
091106 |
1094.9 |
1104.3 |
1090.6 |
1099.2 |
+6.5 |
1,168 |
15,028 |
+12 |
Aug10 |
091106 |
1099.4 |
1100.6 |
1099.4 |
1100.6 |
+6.5 |
107 |
7,325 |
-15 |
Oct10 |
091106 |
1101.6 |
1105.9 |
1101.4 |
1102.3 |
+6.5 |
49 |
4,431 |
-20 |
Dec10 |
091106 |
1100.1 |
1110.0 |
1097.0 |
1104.4 |
+6.4 |
1,057 |
19,582 |
+3 |
Feb11 |
091106 |
1105.8 |
1107.0 |
1105.4 |
1107.0 |
+6.2 |
3 |
2,475 |
+2 |
Apr11 |
091106 |
1109.9 |
1109.9 |
1109.9 |
1109.9 |
+6.0 |
1 |
1,617 |
+1 |
Jun11 |
091106 |
457.0 |
457.7 |
455.7 |
457.7 |
+5.7 |
26 |
9,442 |
+0 |
Aug11 |
091106 |
1116.9 |
1116.9 |
1116.9 |
1116.9 |
+5.5 |
0 |
250 |
+0 |
Total Volume and Open Interest |
213,028 |
511,924 |
+6,020 |
Silver(CMX) |
Dec09 |
091106 |
1741.0 |
1763.0 |
1727.0 |
1737.5 |
-3.5 |
42,630 |
76,812 |
-1,648 |
Mar10 |
091106 |
1745.0 |
1765.0 |
1730.5 |
1740.9 |
-3.5 |
5,893 |
25,036 |
+1,305 |
May10 |
091106 |
1761.5 |
1762.0 |
1737.5 |
1742.8 |
-3.5 |
980 |
9,424 |
+422 |
Jul10 |
091106 |
1740.0 |
1744.4 |
1740.0 |
1744.4 |
-3.5 |
109 |
3,842 |
+57 |
Sep10 |
091106 |
1746.0 |
1746.2 |
1746.0 |
1746.2 |
-3.5 |
32 |
2,419 |
+31 |
Dec10 |
091106 |
1755.0 |
1771.5 |
1743.5 |
1749.4 |
-3.4 |
2,679 |
7,644 |
+1,882 |
Mar11 |
091106 |
1752.9 |
1752.9 |
1752.9 |
1752.9 |
-4.0 |
0 |
37 |
+0 |
Total Volume and Open Interest |
53,550 |
135,544 |
+3,161 |
Platinum(NYMEX) |
Jan10 |
091106 |
1359.2 |
1369.3 |
1343.6 |
1348.2 |
-14.7 |
2,824 |
31,425 |
+1,156 |
Apr10 |
091106 |
1369.8 |
1369.8 |
1348.9 |
1351.2 |
-15.1 |
86 |
1,062 |
+62 |
Total Volume and Open Interest |
2,910 |
32,487 |
+1,218 |
Palladium(NYMEX) |
Dec09 |
091106 |
332.50 |
334.00 |
328.25 |
330.70 |
-1.15 |
1,955 |
17,898 |
-752 |
Mar10 |
091106 |
332.95 |
334.50 |
330.00 |
331.95 |
-1.10 |
865 |
4,294 |
+721 |
Jun10 |
091106 |
335.25 |
335.25 |
331.05 |
332.80 |
-1.30 |
20 |
48 |
+17 |
Total Volume and Open Interest |
2,840 |
22,241 |
-14 |
Copper(CMX) |
Dec09 |
091106 |
296.75 |
300.45 |
292.50 |
295.25 |
-0.45 |
23,918 |
85,511 |
-1,644 |
Mar10 |
091106 |
299.50 |
302.00 |
295.15 |
297.55 |
-0.20 |
5,924 |
36,156 |
+2,187 |
May10 |
091106 |
298.00 |
303.05 |
295.90 |
298.40 |
-0.20 |
473 |
5,713 |
+403 |
Jul10 |
091106 |
300.60 |
300.60 |
298.90 |
298.90 |
-0.20 |
522 |
3,114 |
+296 |
Sep10 |
091106 |
297.95 |
299.15 |
297.95 |
298.95 |
-0.20 |
489 |
2,077 |
+465 |
Total Volume and Open Interest |
31,840 |
139,903 |
+1,327 |
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 |
091106 |
9954 |
10004 |
9878 |
9978 |
+24 |
861 |
14,979 |
+213 |
Mar10 |
091106 |
9850 |
9940 |
9850 |
9916 |
+24 |
78 |
897 |
-1 |
Jun10 |
091106 |
9858 |
9858 |
9834 |
9858 |
+24 |
0 |
1 |
+0 |
Sep10 |
091106 |
9808 |
9808 |
9784 |
9808 |
+24 |
|
|
|
Total Volume and Open Interest |
939 |
15,877 |
+212 |
S & P 500(CME) |
Dec09 |
091106 |
1063.50 |
1074.50 |
1053.80 |
1066.20 |
+3.00 |
18,632 |
386,977 |
-341 |
Mar10 |
091106 |
1059.80 |
1062.30 |
1051.30 |
1061.30 |
+3.00 |
3 |
6,654 |
-18 |
Jun10 |
091106 |
1057.00 |
1058.00 |
1047.00 |
1057.00 |
+3.00 |
0 |
305 |
+0 |
Sep10 |
091106 |
1054.00 |
1055.00 |
1044.00 |
1054.00 |
+3.00 |
|
|
|
Total Volume and Open Interest |
18,635 |
393,941 |
-359 |
S & P 500 E-Mini(Globex) |
Dec09 |
091106 |
1063.25 |
1069.50 |
1053.50 |
1066.25 |
+3.00 |
2,360,779 |
2,510,493 |
+27,288 |
Mar10 |
091106 |
1058.50 |
1065.50 |
1049.00 |
1061.25 |
+3.00 |
5,013 |
46,013 |
+2,788 |
Total Volume and Open Interest |
2,365,827 |
2,556,543 |
+30,082 |
NASDAQ 100(CME) |
Dec09 |
091106 |
1719.30 |
1741.50 |
1706.00 |
1729.80 |
+10.50 |
2,488 |
18,489 |
+109 |
Mar10 |
091106 |
1727.30 |
1727.30 |
1724.00 |
1727.30 |
+10.50 |
0 |
7 |
+0 |
Jun10 |
091106 |
1726.30 |
1726.30 |
1725.80 |
1726.30 |
+10.50 |
|
|
|
Total Volume and Open Interest |
2,488 |
18,496 |
+109 |
NASDAQ 100 E-Mini(Globex) |
Dec09 |
091106 |
1719.00 |
1737.50 |
1705.00 |
1729.80 |
+10.50 |
350,126 |
310,460 |
-2,311 |
Mar10 |
091106 |
1716.30 |
1729.00 |
1703.80 |
1727.30 |
+10.50 |
849 |
2,750 |
+593 |
Total Volume and Open Interest |
350,977 |
313,213 |
-1,718 |
S & P Midcap 400(CME) |
Dec09 |
091106 |
674.00 |
684.50 |
674.00 |
678.70 |
-1.80 |
19 |
2,352 |
-7 |
Mar10 |
091106 |
675.50 |
676.60 |
675.50 |
676.60 |
-1.80 |
|
|
|
Jun10 |
091106 |
674.60 |
674.90 |
674.60 |
674.60 |
-1.80 |
|
|
|
Total Volume and Open Interest |
19 |
2,352 |
-7 |
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 |
091106 |
9715 |
9875 |
9660 |
9775 |
+40 |
75,864 |
163,469 |
-2,869 |
Mar10 |
091106 |
9805 |
9805 |
9780 |
9780 |
+50 |
129 |
1,220 |
+101 |
Total Volume and Open Interest |
75,993 |
167,345 |
-2,768 |
Nikkei 225(SGX) |
Dec09 |
091106 |
9715 |
9875 |
9660 |
9775 |
+40 |
75,864 |
163,469 |
-2,869 |
Mar10 |
091106 |
9805 |
9805 |
9780 |
9780 |
+50 |
129 |
1,220 |
+101 |
Jun10 |
091106 |
9810 |
9810 |
9810 |
9810 |
+40 |
0 |
321 |
+0 |
Total Volume and Open Interest |
75,993 |
167,345 |
-2,768 |
CAC 40(EURONEXT) |
Nov09 |
091106 |
3689.0 |
3714.0 |
3641.0 |
3692.0 |
-2.5 |
118,835 |
489,580 |
+22,325 |
Dec09 |
091106 |
3687.5 |
3701.5 |
3635.5 |
3685.5 |
-2.5 |
595 |
54,625 |
-200 |
Jan10 |
091106 |
3691.0 |
3691.0 |
3691.0 |
3691.0 |
-2.0 |
|
|
|
Total Volume and Open Interest |
119,454 |
545,877 |
+22,136 |
Hang Seng Index(HKFE) |
Nov09 |
091106 |
21830 |
21927 |
21746 |
21846 |
+415 |
73,882 |
78,967 |
+102 |
Dec09 |
091106 |
21834 |
21911 |
21735 |
21833 |
+413 |
1,140 |
8,274 |
-94 |
Total Volume and Open Interest |
75,126 |
87,684 |
+15 |
DAX(EUREX) |
Dec09 |
091106 |
5480.0 |
5533.0 |
5411.0 |
5489.0 |
-1.5 |
162,183 |
190,098 |
+2,208 |
Mar10 |
091106 |
5486.0 |
5530.0 |
5417.0 |
5493.5 |
-1.5 |
232 |
11,659 |
+39 |
Jun10 |
091106 |
5493.0 |
5531.0 |
5423.0 |
5499.0 |
-2.5 |
31 |
1,658 |
+10 |
Total Volume and Open Interest |
162,446 |
203,415 |
+2,257 |
FT-SE 100(EURONEXT) |
Dec09 |
091106 |
5108.00 |
5143.00 |
5055.50 |
5123.50 |
+3.50 |
100,728 |
618,765 |
-1,867 |
Mar10 |
091106 |
5069.00 |
5094.50 |
5010.00 |
5077.00 |
+4.50 |
353 |
18,560 |
+1,294 |
Jun10 |
091106 |
5032.00 |
5032.00 |
5032.00 |
5032.00 |
+4.50 |
47 |
663 |
+39 |
Total Volume and Open Interest |
101,128 |
637,993 |
-534 |
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 |
091106 |
500.00 |
503.00 |
494.00 |
495.50 |
-13.65 |
870 |
19,728 |
-306 |
Dec09 |
091106 |
507.50 |
511.00 |
501.50 |
503.80 |
-13.25 |
137 |
130 |
+119 |
Jan10 |
091106 |
508.00 |
508.00 |
505.00 |
508.00 |
-12.00 |
1 |
1 |
+1 |
Total Volume and Open Interest |
1,008 |
19,859 |
-186 |
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. |
|
|