|
MRCI's End of Day Prices |
Daily Futures Price Listing Mon November 09, 2009 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Nov09 |
091109 |
945.25 |
975.00 |
945.00 |
964.25 |
+16.25 |
12,263 |
9,325 |
-1,343 |
Jan10 |
091109 |
952.75 |
977.00 |
951.25 |
972.00 |
+17.00 |
99,488 |
221,972 |
-8,194 |
Mar10 |
091109 |
955.75 |
981.00 |
955.75 |
978.00 |
+17.75 |
23,120 |
60,615 |
+151 |
May10 |
091109 |
961.00 |
983.00 |
958.00 |
981.25 |
+20.00 |
11,068 |
32,830 |
+589 |
Jul10 |
091109 |
963.00 |
988.25 |
961.50 |
987.00 |
+22.25 |
11,373 |
38,437 |
-1,812 |
Aug10 |
091109 |
985.50 |
986.50 |
979.00 |
986.50 |
+22.75 |
418 |
1,337 |
+5 |
Sep10 |
091109 |
971.75 |
980.00 |
956.00 |
980.00 |
+24.00 |
44 |
285 |
+1 |
Total Volume and Open Interest |
161,547 |
413,667 |
-11,672 |
Soybean Meal(CBOT) |
Dec09 |
091109 |
287.60 |
295.00 |
286.40 |
294.30 |
+5.50 |
28,349 |
55,623 |
-4,303 |
Jan10 |
091109 |
281.40 |
287.10 |
279.90 |
287.10 |
+5.30 |
8,371 |
22,537 |
-742 |
Mar10 |
091109 |
279.60 |
285.40 |
278.10 |
285.40 |
+5.30 |
5,725 |
21,507 |
+158 |
May10 |
091109 |
278.30 |
284.90 |
277.20 |
284.90 |
+6.20 |
2,157 |
15,385 |
-302 |
Jul10 |
091109 |
279.10 |
286.40 |
278.10 |
286.40 |
+6.90 |
2,109 |
13,786 |
-331 |
Aug10 |
091109 |
284.10 |
286.40 |
282.70 |
286.40 |
+7.20 |
320 |
3,725 |
+118 |
Sep10 |
091109 |
284.20 |
286.00 |
282.50 |
286.00 |
+7.50 |
55 |
3,181 |
+10 |
Oct10 |
091109 |
279.70 |
284.30 |
279.00 |
284.30 |
+8.30 |
14 |
2,372 |
+5 |
Total Volume and Open Interest |
47,377 |
145,997 |
-5,307 |
Soybean Oil(CBOT) |
Dec09 |
091109 |
36.52 |
37.80 |
36.10 |
37.77 |
+1.00 |
28,814 |
75,187 |
-3,383 |
Jan10 |
091109 |
36.93 |
38.19 |
36.93 |
38.19 |
+0.99 |
12,420 |
85,606 |
-374 |
Mar10 |
091109 |
37.37 |
38.58 |
37.35 |
38.58 |
+1.00 |
8,472 |
37,395 |
+3,540 |
May10 |
091109 |
37.65 |
38.89 |
37.61 |
38.89 |
+1.02 |
878 |
12,416 |
+36 |
Jul10 |
091109 |
37.92 |
39.16 |
37.92 |
39.16 |
+1.02 |
1,170 |
11,436 |
+72 |
Aug10 |
091109 |
38.75 |
39.28 |
38.24 |
39.28 |
+1.04 |
108 |
1,712 |
+68 |
Sep10 |
091109 |
39.07 |
39.39 |
38.34 |
39.39 |
+1.05 |
12 |
1,149 |
-2 |
Oct10 |
091109 |
38.92 |
39.47 |
38.40 |
39.47 |
+1.05 |
34 |
779 |
+19 |
Total Volume and Open Interest |
52,132 |
236,403 |
+22 |
Canola(WCE) |
Nov09 |
091109 |
393.2 |
393.2 |
393.2 |
393.2 |
-1.5 |
25 |
25 |
-81 |
Jan10 |
091109 |
386.6 |
394.8 |
377.7 |
385.2 |
-1.5 |
7,032 |
76,862 |
-1,562 |
Mar10 |
091109 |
392.4 |
392.4 |
383.9 |
391.2 |
-1.2 |
317 |
8,621 |
+67 |
May10 |
091109 |
399.9 |
399.9 |
388.8 |
395.9 |
+0.3 |
56 |
1,445 |
+56 |
Jul10 |
091109 |
399.1 |
399.1 |
391.9 |
398.1 |
-1.0 |
420 |
1,873 |
+68 |
Total Volume and Open Interest |
8,214 |
89,479 |
-1,375 |
Corn(CBOT) |
Dec09 |
091109 |
365.50 |
388.25 |
365.25 |
386.00 |
+19.00 |
125,299 |
438,976 |
-11,220 |
Mar10 |
091109 |
379.75 |
402.50 |
379.00 |
400.25 |
+19.25 |
50,565 |
247,941 |
+11,252 |
May10 |
091109 |
390.00 |
412.50 |
389.00 |
410.25 |
+19.25 |
13,242 |
53,653 |
+3,047 |
Jul10 |
091109 |
398.00 |
421.25 |
398.00 |
419.00 |
+19.50 |
14,518 |
70,094 |
+2,515 |
Sep10 |
091109 |
406.25 |
427.00 |
406.25 |
427.00 |
+19.25 |
313 |
17,607 |
+9 |
Dec10 |
091109 |
415.50 |
438.50 |
415.50 |
436.75 |
+19.25 |
15,644 |
125,898 |
+5,469 |
Total Volume and Open Interest |
219,945 |
973,720 |
+11,207 |
Wheat(CBOT) |
Dec09 |
091109 |
498.00 |
524.25 |
496.75 |
520.00 |
+22.75 |
30,257 |
144,887 |
-2,936 |
Mar10 |
091109 |
517.25 |
544.00 |
517.00 |
540.00 |
+22.75 |
11,773 |
97,886 |
+1,003 |
May10 |
091109 |
530.00 |
558.00 |
530.00 |
553.25 |
+22.75 |
2,682 |
14,934 |
+1,601 |
Jul10 |
091109 |
541.25 |
568.50 |
541.25 |
565.25 |
+23.50 |
3,572 |
43,379 |
-241 |
Sep10 |
091109 |
566.75 |
585.25 |
559.75 |
581.00 |
+22.25 |
1,364 |
7,771 |
+827 |
Total Volume and Open Interest |
51,911 |
342,150 |
+646 |
Wheat(KCBT) |
Dec09 |
091109 |
501.00 |
530.75 |
500.25 |
521.75 |
+20.75 |
7,338 |
40,854 |
-630 |
Mar10 |
091109 |
517.00 |
547.25 |
517.00 |
538.00 |
+20.75 |
2,945 |
35,581 |
+1,067 |
May10 |
091109 |
529.75 |
559.00 |
529.75 |
550.00 |
+21.00 |
526 |
5,431 |
+162 |
Jul10 |
091109 |
541.25 |
570.25 |
541.25 |
562.00 |
+21.25 |
823 |
22,988 |
-216 |
Sep10 |
091109 |
559.50 |
581.50 |
555.00 |
574.00 |
+21.25 |
114 |
1,540 |
-11 |
Total Volume and Open Interest |
12,438 |
130,284 |
+845 |
Wheat(MGE) |
Dec09 |
091109 |
518.50 |
549.00 |
518.00 |
546.00 |
+27.75 |
1,421 |
13,932 |
-34 |
Mar10 |
091109 |
539.75 |
565.00 |
537.00 |
562.25 |
+28.50 |
378 |
12,367 |
-125 |
May10 |
091109 |
551.50 |
576.25 |
549.00 |
574.50 |
+29.25 |
48 |
4,203 |
-32 |
Jul10 |
091109 |
561.50 |
589.00 |
560.25 |
586.75 |
+30.25 |
152 |
6,973 |
-72 |
Sep10 |
091109 |
570.00 |
600.00 |
570.00 |
600.00 |
+31.75 |
42 |
2,111 |
+11 |
Total Volume and Open Interest |
2,055 |
43,844 |
-292 |
Oats(CBOT) |
Dec09 |
091109 |
254.00 |
262.00 |
253.00 |
258.50 |
+4.50 |
328 |
5,114 |
-46 |
Mar10 |
091109 |
267.50 |
275.00 |
266.25 |
272.00 |
+4.50 |
42 |
8,135 |
+18 |
May10 |
091109 |
279.00 |
280.50 |
276.00 |
280.50 |
+4.50 |
52 |
143 |
+52 |
Jul10 |
091109 |
288.50 |
288.50 |
284.00 |
288.50 |
+4.50 |
0 |
21 |
+0 |
Total Volume and Open Interest |
423 |
13,604 |
+24 |
Rough Rice(CBOT) |
Nov09 |
091109 |
15.04 |
15.06 |
15.04 |
15.06 |
+0.11 |
23 |
730 |
-15 |
Jan10 |
091109 |
15.10 |
15.37 |
15.05 |
15.23 |
+0.07 |
511 |
9,863 |
-65 |
Mar10 |
091109 |
15.35 |
15.59 |
15.34 |
15.47 |
+0.07 |
56 |
2,483 |
+34 |
May10 |
091109 |
15.71 |
15.82 |
15.69 |
15.71 |
+0.06 |
5 |
419 |
+3 |
Total Volume and Open Interest |
622 |
14,671 |
-22 |
Live Cattle(CME) |
Dec09 |
091109 |
85.100 |
85.400 |
84.830 |
84.950 |
-0.050 |
18,172 |
111,243 |
-3,019 |
Feb10 |
091109 |
86.285 |
86.600 |
86.100 |
86.385 |
+0.100 |
13,979 |
80,874 |
+5,544 |
Apr10 |
091109 |
89.000 |
89.385 |
88.730 |
89.285 |
+0.285 |
6,994 |
49,977 |
+2,552 |
Jun10 |
091109 |
85.750 |
86.000 |
85.500 |
85.885 |
+0.035 |
1,804 |
21,795 |
+502 |
Aug10 |
091109 |
85.750 |
85.900 |
85.430 |
85.850 |
+0.100 |
306 |
5,387 |
-5 |
Oct10 |
091109 |
88.650 |
88.750 |
88.285 |
88.700 |
+0.050 |
97 |
3,332 |
+23 |
Total Volume and Open Interest |
41,393 |
274,217 |
+5,609 |
Feeder Cattle(CME) |
Nov09 |
091109 |
94.950 |
95.100 |
94.000 |
94.250 |
-0.400 |
894 |
3,921 |
-333 |
Jan10 |
091109 |
96.580 |
96.850 |
94.950 |
95.700 |
-0.380 |
2,510 |
14,384 |
-290 |
Mar10 |
091109 |
96.700 |
96.900 |
95.285 |
96.300 |
-0.200 |
860 |
4,427 |
+458 |
Apr10 |
091109 |
96.750 |
97.000 |
96.000 |
96.650 |
-0.135 |
68 |
783 |
+33 |
May10 |
091109 |
98.100 |
98.100 |
97.050 |
97.785 |
-0.215 |
68 |
1,538 |
+46 |
Aug10 |
091109 |
99.000 |
99.050 |
98.550 |
98.950 |
-0.150 |
38 |
389 |
+25 |
Sep10 |
091109 |
99.135 |
99.135 |
99.135 |
99.135 |
-0.015 |
1 |
4 |
+1 |
Total Volume and Open Interest |
4,439 |
25,446 |
-60 |
Lean Hogs(CME) |
Dec09 |
091109 |
55.750 |
56.150 |
55.400 |
55.800 |
+0.100 |
13,061 |
62,589 |
-2,275 |
Feb10 |
091109 |
62.800 |
63.550 |
62.550 |
63.330 |
+0.480 |
7,367 |
45,856 |
+1,676 |
Apr10 |
091109 |
67.300 |
68.200 |
66.930 |
68.100 |
+0.700 |
2,943 |
25,569 |
+1,616 |
May10 |
091109 |
71.600 |
72.800 |
71.600 |
72.650 |
+0.250 |
28 |
1,517 |
+12 |
Jun10 |
091109 |
75.500 |
76.250 |
75.250 |
76.180 |
+0.250 |
821 |
14,583 |
+526 |
Jul10 |
091109 |
74.975 |
75.900 |
74.700 |
75.750 |
+0.750 |
135 |
5,078 |
+127 |
Aug10 |
091109 |
74.050 |
74.330 |
73.900 |
74.330 |
+0.180 |
99 |
3,531 |
+55 |
Oct10 |
091109 |
67.350 |
67.950 |
67.200 |
67.950 |
+0.665 |
27 |
2,367 |
+25 |
Total Volume and Open Interest |
24,490 |
162,492 |
+1,771 |
Pork Bellies(CME) |
Feb10 |
091109 |
85.150 |
86.500 |
83.300 |
84.600 |
-1.500 |
77 |
413 |
+8 |
Mar10 |
091109 |
84.000 |
84.500 |
82.500 |
82.500 |
-1.500 |
0 |
88 |
+0 |
May10 |
091109 |
85.050 |
86.000 |
85.050 |
85.050 |
-0.450 |
0 |
79 |
+0 |
Jul10 |
091109 |
87.000 |
87.000 |
87.000 |
87.000 |
-1.000 |
0 |
20 |
+0 |
Aug10 |
091109 |
84.500 |
84.500 |
84.500 |
84.500 |
-1.500 |
0 |
15 |
+0 |
Total Volume and Open Interest |
77 |
615 |
+8 |
Class III Milk(CME) |
Nov09 |
091109 |
14.00 |
14.09 |
14.00 |
14.09 |
+0.09 |
93 |
3,966 |
-19 |
Dec09 |
091109 |
14.65 |
14.66 |
14.51 |
14.65 |
-0.04 |
193 |
5,020 |
+64 |
Jan10 |
091109 |
14.79 |
14.87 |
14.68 |
14.77 |
-0.10 |
127 |
2,772 |
+52 |
Feb10 |
091109 |
14.95 |
15.00 |
14.81 |
14.94 |
-0.03 |
141 |
1,858 |
+66 |
Mar10 |
091109 |
15.14 |
15.18 |
15.01 |
15.10 |
-0.05 |
156 |
1,638 |
+88 |
Total Volume and Open Interest |
1,023 |
22,543 |
+308 |
Cocoa(ICE) |
Dec09 |
091109 |
3215 |
3228 |
3155 |
3162 |
-24 |
10,573 |
38,711 |
-6,527 |
Mar10 |
091109 |
3265 |
3273 |
3209 |
3214 |
-23 |
7,516 |
59,125 |
+4,308 |
May10 |
091109 |
3286 |
3286 |
3232 |
3232 |
-19 |
588 |
16,018 |
+267 |
Jul10 |
091109 |
3260 |
3268 |
3218 |
3218 |
-20 |
124 |
6,265 |
+113 |
Sep10 |
091109 |
3223 |
3229 |
3210 |
3210 |
-18 |
148 |
4,851 |
+42 |
Dec10 |
091109 |
3214 |
3214 |
3203 |
3203 |
-12 |
41 |
3,366 |
-2 |
Mar11 |
091109 |
3200 |
3201 |
3200 |
3201 |
-14 |
8 |
7,118 |
-4 |
Total Volume and Open Interest |
18,998 |
141,910 |
-1,809 |
Coffee "C"(ICE) |
Dec09 |
091109 |
139.50 |
142.25 |
139.10 |
140.05 |
+1.15 |
16,610 |
57,946 |
+629 |
Mar10 |
091109 |
142.00 |
145.25 |
142.00 |
143.15 |
+1.20 |
10,561 |
44,098 |
+3,450 |
May10 |
091109 |
144.35 |
147.10 |
144.35 |
145.00 |
+1.15 |
1,405 |
13,648 |
-21 |
Jul10 |
091109 |
146.65 |
148.25 |
146.50 |
146.50 |
+1.05 |
268 |
4,213 |
+23 |
Sep10 |
091109 |
149.40 |
149.75 |
148.05 |
148.05 |
+1.00 |
187 |
4,233 |
+49 |
Dec10 |
091109 |
151.75 |
152.00 |
150.20 |
150.35 |
+1.00 |
83 |
3,786 |
+17 |
Total Volume and Open Interest |
29,191 |
129,497 |
+4,182 |
Orange Juice(ICE) |
Nov09 |
091109 |
113.00 |
113.00 |
112.10 |
112.10 |
+0.50 |
36 |
53 |
+9 |
Jan10 |
091109 |
116.50 |
117.00 |
115.50 |
116.00 |
+0.05 |
423 |
18,742 |
+1 |
Mar10 |
091109 |
120.00 |
120.55 |
119.35 |
119.60 |
+0.10 |
56 |
6,624 |
+37 |
May10 |
091109 |
123.20 |
123.20 |
122.90 |
122.90 |
+0.30 |
0 |
2,681 |
+0 |
Jul10 |
091109 |
125.90 |
125.90 |
125.90 |
125.90 |
+0.30 |
9 |
671 |
+8 |
Sep10 |
091109 |
128.90 |
128.90 |
128.90 |
128.90 |
+0.40 |
0 |
384 |
+0 |
Total Volume and Open Interest |
524 |
29,381 |
+55 |
Sugar #11(ICE) |
Mar10 |
091109 |
22.73 |
22.90 |
22.29 |
22.41 |
-0.02 |
59,852 |
364,703 |
-829 |
May10 |
091109 |
21.73 |
21.87 |
21.23 |
21.33 |
-0.12 |
19,029 |
100,417 |
-384 |
Jul10 |
091109 |
20.46 |
20.62 |
19.87 |
19.94 |
-0.30 |
8,006 |
121,746 |
+26 |
Oct10 |
091109 |
19.88 |
19.99 |
19.27 |
19.32 |
-0.26 |
4,829 |
87,403 |
+650 |
Mar11 |
091109 |
20.25 |
20.25 |
18.88 |
18.93 |
-0.21 |
1,399 |
49,666 |
+293 |
Total Volume and Open Interest |
94,156 |
782,883 |
+405 |
London Cocoa(LCE) |
Dec09 |
091030 |
2127 |
2146 |
2122 |
2127 |
-20 |
3,155 |
54,406 |
-13 |
Mar10 |
091109 |
2099 |
2138 |
2098 |
2099 |
-33 |
4,271 |
38,894 |
-941 |
May10 |
091109 |
2122 |
2155 |
2120 |
2122 |
-33 |
898 |
48,965 |
+145 |
Jul10 |
091109 |
2051 |
2080 |
2050 |
2051 |
-30 |
1,625 |
15,271 |
+1,040 |
Sep10 |
091109 |
2026 |
2056 |
2026 |
2026 |
-30 |
1,052 |
6,115 |
+826 |
Dec10 |
091109 |
2001 |
2035 |
2001 |
2001 |
-34 |
83 |
1,766 |
+77 |
Mar11 |
091109 |
1986 |
1986 |
1986 |
1986 |
-33 |
2 |
6,231 |
-1 |
Total Volume and Open Interest |
11,938 |
168,240 |
+540 |
London Sugar(LCE) |
Dec09 |
091109 |
581.10 |
590.50 |
580.00 |
581.10 |
+0.10 |
3,781 |
13,557 |
-550 |
Mar10 |
091109 |
589.50 |
597.50 |
586.50 |
589.50 |
-0.80 |
5,938 |
34,533 |
+999 |
May10 |
091109 |
582.20 |
590.80 |
580.10 |
582.20 |
-2.10 |
2,416 |
12,111 |
+700 |
Aug10 |
091109 |
553.10 |
564.20 |
551.20 |
553.10 |
-5.90 |
406 |
8,471 |
+233 |
Oct10 |
091109 |
525.10 |
534.20 |
523.20 |
525.10 |
-7.40 |
103 |
4,324 |
+34 |
Total Volume and Open Interest |
12,648 |
73,841 |
+1,416 |
Cotton(ICE) |
Dec09 |
091109 |
66.89 |
68.10 |
66.75 |
67.61 |
+1.07 |
7,479 |
97,833 |
-3,914 |
Mar10 |
091109 |
70.44 |
71.80 |
70.44 |
71.45 |
+1.12 |
5,267 |
65,175 |
+3,942 |
May10 |
091109 |
72.38 |
73.23 |
72.38 |
72.95 |
+1.13 |
306 |
5,404 |
+289 |
Jul10 |
091109 |
73.72 |
74.58 |
73.71 |
74.36 |
+1.05 |
817 |
14,338 |
+570 |
Oct10 |
091109 |
75.00 |
75.00 |
75.00 |
75.00 |
+0.86 |
0 |
113 |
+0 |
Dec10 |
091109 |
75.05 |
75.99 |
75.05 |
75.64 |
+0.73 |
279 |
7,423 |
+225 |
Total Volume and Open Interest |
14,187 |
190,706 |
+1,125 |
Lumber(CME) |
Nov09 |
091109 |
184.4 |
186.1 |
182.6 |
185.0 |
-1.1 |
129 |
941 |
-80 |
Jan10 |
091109 |
207.0 |
209.4 |
204.0 |
207.2 |
-0.8 |
270 |
6,707 |
+16 |
Mar10 |
091109 |
225.0 |
227.5 |
222.3 |
226.5 |
-0.6 |
142 |
1,691 |
+52 |
May10 |
091109 |
236.2 |
236.4 |
234.7 |
236.4 |
-1.6 |
3 |
75 |
-1 |
Total Volume and Open Interest |
544 |
9,437 |
-13 |
Crude Oil(NYM) |
Dec09 |
091109 |
79.20 |
80.19 |
77.77 |
79.43 |
+2.00 |
257,603 |
306,296 |
-18,484 |
Jan10 |
091109 |
80.50 |
80.84 |
78.47 |
80.07 |
+1.98 |
61,332 |
179,385 |
+638 |
Feb10 |
091109 |
79.10 |
81.46 |
79.10 |
80.72 |
+1.97 |
19,941 |
73,525 |
-600 |
Mar10 |
091109 |
79.95 |
82.05 |
79.85 |
81.36 |
+1.97 |
16,781 |
58,085 |
-2,656 |
Apr10 |
091109 |
81.23 |
82.62 |
80.60 |
81.97 |
+1.98 |
8,434 |
21,959 |
-2,072 |
May10 |
091109 |
81.10 |
83.00 |
81.10 |
82.52 |
+1.98 |
6,593 |
21,608 |
-1,191 |
Jun10 |
091109 |
81.46 |
83.61 |
81.46 |
82.96 |
+1.96 |
12,623 |
92,729 |
-4,548 |
Jul10 |
091109 |
82.05 |
83.93 |
81.95 |
83.31 |
+1.95 |
2,365 |
29,038 |
-555 |
Aug10 |
091109 |
82.97 |
83.91 |
82.97 |
83.65 |
+1.96 |
1,986 |
12,082 |
-192 |
Sep10 |
091109 |
84.17 |
84.24 |
83.97 |
83.97 |
+1.95 |
2,587 |
24,004 |
-619 |
Oct10 |
091109 |
84.54 |
84.56 |
84.30 |
84.30 |
+1.94 |
1,601 |
15,032 |
+156 |
Nov10 |
091109 |
84.82 |
85.14 |
84.65 |
84.65 |
+1.93 |
1,307 |
15,977 |
-107 |
Dec10 |
091109 |
83.80 |
85.63 |
83.58 |
85.01 |
+1.93 |
14,712 |
109,939 |
-2,577 |
Jan11 |
091109 |
85.22 |
85.22 |
85.22 |
85.22 |
+1.92 |
324 |
14,772 |
-289 |
Feb11 |
091109 |
85.43 |
85.43 |
85.43 |
85.43 |
+1.92 |
24 |
7,201 |
+4 |
Mar11 |
091109 |
85.62 |
85.62 |
85.62 |
85.62 |
+1.91 |
4 |
5,530 |
-4 |
Total Volume and Open Interest |
411,506 |
1,209,723 |
-32,658 |
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 |
091109 |
78.450 |
80.800 |
78.450 |
80.075 |
+1.975 |
240 |
747 |
-71 |
Feb10 |
091109 |
79.125 |
81.075 |
79.100 |
80.725 |
+1.975 |
31 |
237 |
+10 |
Mar10 |
091109 |
80.800 |
81.350 |
80.800 |
81.350 |
+1.950 |
3 |
161 |
+3 |
Apr10 |
091109 |
80.900 |
82.100 |
80.900 |
81.975 |
+1.975 |
0 |
4 |
+0 |
May10 |
091109 |
82.525 |
82.525 |
82.525 |
82.525 |
+1.975 |
0 |
2 |
+0 |
Jun10 |
091109 |
82.950 |
82.950 |
82.950 |
82.950 |
+1.950 |
0 |
8 |
+0 |
Jul10 |
091109 |
83.300 |
83.300 |
83.300 |
83.300 |
+1.950 |
0 |
6 |
+0 |
Aug10 |
091109 |
83.650 |
83.650 |
83.650 |
83.650 |
+1.950 |
0 |
1 |
+0 |
Total Volume and Open Interest |
8,266 |
6,053 |
-1,419 |
Heating Oil(NYM) |
Dec09 |
091109 |
201.45 |
207.75 |
201.07 |
206.27 |
+5.92 |
44,087 |
86,226 |
-224 |
Jan10 |
091109 |
206.75 |
211.47 |
204.88 |
210.05 |
+5.74 |
18,964 |
64,553 |
+4,994 |
Feb10 |
091109 |
209.06 |
214.33 |
208.63 |
212.95 |
+5.48 |
5,968 |
31,303 |
-530 |
Mar10 |
091109 |
211.12 |
216.26 |
210.31 |
214.95 |
+5.38 |
4,037 |
22,462 |
+600 |
Apr10 |
091109 |
211.81 |
216.34 |
211.81 |
215.70 |
+5.29 |
2,087 |
12,230 |
-124 |
May10 |
091109 |
214.37 |
216.83 |
214.34 |
216.49 |
+5.27 |
2,128 |
11,289 |
-541 |
Jun10 |
091109 |
213.78 |
218.54 |
213.78 |
217.51 |
+5.21 |
5,513 |
26,496 |
+1,148 |
Jul10 |
091109 |
218.95 |
219.18 |
218.95 |
219.18 |
+5.11 |
786 |
8,122 |
+355 |
Aug10 |
091109 |
221.35 |
221.50 |
221.28 |
221.28 |
+5.01 |
388 |
3,602 |
+35 |
Sep10 |
091109 |
223.62 |
223.63 |
223.62 |
223.63 |
+4.96 |
323 |
6,625 |
-19 |
Oct10 |
091109 |
224.68 |
226.13 |
224.68 |
225.98 |
+4.91 |
412 |
3,232 |
+56 |
Nov10 |
091109 |
225.00 |
228.20 |
225.00 |
228.20 |
+4.86 |
517 |
5,404 |
-129 |
Total Volume and Open Interest |
87,773 |
324,996 |
+5,755 |
Gasoline(NYMEX) |
Dec09 |
091109 |
193.19 |
200.80 |
192.73 |
198.18 |
+5.75 |
41,237 |
86,628 |
-6,157 |
Jan10 |
091109 |
196.38 |
203.52 |
196.23 |
201.04 |
+5.49 |
15,416 |
59,555 |
+1,024 |
Feb10 |
091109 |
201.20 |
205.32 |
199.90 |
203.71 |
+5.28 |
7,382 |
21,794 |
-672 |
Mar10 |
091109 |
203.65 |
208.56 |
203.65 |
206.35 |
+5.13 |
5,005 |
23,128 |
+421 |
Apr10 |
091109 |
216.00 |
220.49 |
216.00 |
218.84 |
+4.93 |
3,503 |
13,616 |
+762 |
May10 |
091109 |
218.80 |
220.47 |
218.80 |
219.74 |
+4.96 |
1,472 |
7,781 |
+423 |
Jun10 |
091109 |
219.42 |
221.40 |
219.42 |
220.49 |
+4.92 |
3,020 |
9,210 |
+924 |
Jul10 |
091109 |
220.94 |
220.94 |
220.94 |
220.94 |
+4.92 |
540 |
3,414 |
+326 |
Aug10 |
091109 |
221.01 |
221.01 |
221.01 |
221.01 |
+4.89 |
840 |
3,003 |
-26 |
Sep10 |
091109 |
220.56 |
220.56 |
220.56 |
220.56 |
+4.87 |
1,678 |
3,550 |
+411 |
Total Volume and Open Interest |
87,991 |
247,798 |
-978 |
e-miNY RBOB Gasoline(NYM) |
Dec09 |
091109 |
198.18 |
198.18 |
198.18 |
198.18 |
+5.75 |
0 |
3 |
+0 |
Jan10 |
091109 |
201.04 |
201.04 |
201.04 |
201.04 |
+5.49 |
|
|
|
Feb10 |
091109 |
203.71 |
203.71 |
203.71 |
203.71 |
+5.28 |
|
|
|
Mar10 |
091109 |
206.35 |
206.35 |
206.35 |
206.35 |
+5.13 |
|
|
|
Total Volume and Open Interest |
0 |
3 |
+0 |
Natural Gas(NYM) |
Dec09 |
091109 |
4.545 |
4.690 |
4.473 |
4.670 |
+0.075 |
103,521 |
142,220 |
-4,485 |
Jan10 |
091109 |
4.855 |
5.049 |
4.843 |
5.030 |
+0.071 |
35,703 |
119,384 |
+188 |
Feb10 |
091109 |
4.950 |
5.111 |
4.912 |
5.096 |
+0.074 |
12,950 |
43,950 |
-119 |
Mar10 |
091109 |
5.051 |
5.132 |
4.928 |
5.115 |
+0.079 |
10,528 |
64,045 |
+1,817 |
Apr10 |
091109 |
5.040 |
5.148 |
4.948 |
5.131 |
+0.085 |
8,077 |
47,223 |
-691 |
May10 |
091109 |
5.117 |
5.200 |
5.010 |
5.193 |
+0.087 |
2,385 |
27,566 |
-434 |
Jun10 |
091109 |
5.169 |
5.317 |
5.121 |
5.295 |
+0.092 |
1,650 |
19,422 |
+13 |
Jul10 |
091109 |
5.308 |
5.430 |
5.230 |
5.407 |
+0.093 |
1,235 |
15,230 |
+410 |
Aug10 |
091109 |
5.360 |
5.501 |
5.346 |
5.501 |
+0.098 |
848 |
14,496 |
+154 |
Sep10 |
091109 |
5.410 |
5.589 |
5.400 |
5.567 |
+0.106 |
1,714 |
13,249 |
+266 |
Oct10 |
091109 |
5.580 |
5.713 |
5.523 |
5.691 |
+0.095 |
3,912 |
29,876 |
+185 |
Nov10 |
091109 |
5.974 |
6.111 |
5.963 |
6.111 |
+0.085 |
665 |
7,599 |
+52 |
Dec10 |
091109 |
6.390 |
6.510 |
6.360 |
6.491 |
+0.075 |
998 |
15,298 |
+127 |
Jan11 |
091109 |
6.609 |
6.724 |
6.609 |
6.724 |
+0.075 |
842 |
11,248 |
-24 |
Feb11 |
091109 |
6.657 |
6.730 |
6.640 |
6.719 |
+0.075 |
71 |
5,899 |
-19 |
Mar11 |
091109 |
6.480 |
6.554 |
6.446 |
6.554 |
+0.075 |
330 |
16,206 |
-142 |
Total Volume and Open Interest |
187,058 |
697,160 |
-2,065 |
Brent Crude Oil(ICE) |
Dec09 |
091109 |
76.26 |
78.52 |
76.26 |
77.77 |
+1.90 |
121,646 |
155,151 |
-24,160 |
Jan10 |
091109 |
77.00 |
79.32 |
77.00 |
78.57 |
+1.95 |
78,968 |
157,676 |
+11,372 |
Feb10 |
091109 |
78.16 |
80.03 |
77.92 |
79.34 |
+1.95 |
36,025 |
74,639 |
+8,165 |
Mar10 |
091109 |
78.90 |
80.68 |
78.83 |
80.06 |
+1.94 |
17,725 |
34,836 |
+2,039 |
Apr10 |
091109 |
80.14 |
81.04 |
79.52 |
80.72 |
+1.92 |
7,878 |
18,240 |
+1,830 |
May10 |
091109 |
80.78 |
81.67 |
80.41 |
81.35 |
+1.91 |
5,755 |
13,297 |
+182 |
Jun10 |
091109 |
81.40 |
82.62 |
80.58 |
81.96 |
+1.90 |
6,862 |
50,243 |
+272 |
Jul10 |
091109 |
81.82 |
82.56 |
81.82 |
82.51 |
+1.90 |
1,823 |
13,344 |
+193 |
Aug10 |
091109 |
81.88 |
83.05 |
81.88 |
83.05 |
+1.90 |
1,268 |
8,768 |
+21 |
Sep10 |
091109 |
83.56 |
83.56 |
83.56 |
83.56 |
+1.89 |
1,193 |
5,582 |
+245 |
Oct10 |
091109 |
84.12 |
84.12 |
84.02 |
84.02 |
+1.90 |
1,063 |
11,175 |
+47 |
Nov10 |
091109 |
84.38 |
84.38 |
84.38 |
84.38 |
+1.90 |
1,024 |
7,125 |
+91 |
Dec10 |
091109 |
84.10 |
85.27 |
83.28 |
84.72 |
+1.90 |
7,107 |
70,442 |
-55 |
Jan11 |
091109 |
85.08 |
85.08 |
85.08 |
85.08 |
+1.90 |
72 |
7,483 |
+0 |
Total Volume and Open Interest |
289,608 |
716,421 |
-98 |
Gas Oil(ICE) |
Nov09 |
091109 |
615.00 |
633.50 |
615.00 |
629.00 |
+21.75 |
21,166 |
53,337 |
-4,715 |
Dec09 |
091109 |
622.00 |
643.25 |
622.00 |
638.75 |
+21.50 |
49,012 |
119,694 |
-6,072 |
Jan10 |
091109 |
634.00 |
653.25 |
634.00 |
649.00 |
+21.00 |
25,179 |
99,418 |
+2,614 |
Feb10 |
091109 |
649.50 |
660.50 |
644.50 |
656.75 |
+20.75 |
10,227 |
36,270 |
+2,432 |
Mar10 |
091109 |
653.50 |
665.75 |
653.50 |
663.50 |
+20.50 |
7,246 |
31,805 |
-260 |
Apr10 |
091109 |
664.50 |
672.25 |
664.50 |
669.75 |
+20.25 |
2,981 |
19,813 |
+801 |
May10 |
091109 |
666.25 |
679.50 |
666.25 |
675.75 |
+20.00 |
599 |
17,639 |
+81 |
Jun10 |
091109 |
672.25 |
685.25 |
670.50 |
681.50 |
+19.75 |
4,512 |
42,364 |
+758 |
Jul10 |
091109 |
684.00 |
689.00 |
684.00 |
688.50 |
+19.75 |
1,401 |
14,495 |
+619 |
Aug10 |
091109 |
695.50 |
695.50 |
695.50 |
695.50 |
+19.75 |
630 |
13,220 |
-3 |
Total Volume and Open Interest |
125,867 |
576,132 |
-3,738 |
Ethanol(CBOT) |
Nov09 |
091104 |
1.970 |
2.000 |
1.970 |
1.970 |
+0.020 |
5 |
151 |
-1 |
Dec09 |
091109 |
1.870 |
1.919 |
1.870 |
1.915 |
+0.063 |
46 |
673 |
-13 |
Jan10 |
091109 |
1.835 |
1.860 |
1.835 |
1.856 |
+0.035 |
2 |
990 |
+2 |
Feb10 |
091109 |
1.838 |
1.855 |
1.838 |
1.855 |
+0.051 |
28 |
447 |
+10 |
Mar10 |
091109 |
1.833 |
1.842 |
1.833 |
1.835 |
+0.031 |
30 |
612 |
+21 |
Apr10 |
091109 |
1.830 |
1.830 |
1.830 |
1.830 |
+0.030 |
5 |
385 |
+5 |
May10 |
091109 |
1.802 |
1.823 |
1.802 |
1.822 |
+0.039 |
7 |
227 |
+0 |
Jun10 |
091109 |
1.825 |
1.825 |
1.820 |
1.820 |
+0.035 |
10 |
264 |
+2 |
Total Volume and Open Interest |
229 |
5,610 |
+80 |
US Dollar Index(ICE) |
Dec09 |
091109 |
75.810 |
75.830 |
75.025 |
75.135 |
-0.805 |
15,221 |
34,179 |
-865 |
Mar10 |
091109 |
75.950 |
75.950 |
74.890 |
75.460 |
-0.820 |
420 |
2,464 |
+208 |
Jun10 |
091109 |
75.845 |
75.845 |
75.845 |
75.845 |
-0.820 |
0 |
6 |
+0 |
Total Volume and Open Interest |
15,641 |
36,649 |
-657 |
Australian Dollar(CME) |
Dec09 |
091109 |
91.76 |
92.79 |
91.65 |
92.71 |
+1.42 |
79,637 |
110,658 |
-1,181 |
Mar10 |
091109 |
91.08 |
91.86 |
90.40 |
91.81 |
+1.41 |
52 |
1,361 |
+17 |
Jun10 |
091109 |
90.80 |
90.80 |
89.41 |
90.80 |
+1.39 |
0 |
8 |
+0 |
Total Volume and Open Interest |
79,689 |
112,044 |
-1,164 |
British Pound(CME) |
Dec09 |
091109 |
166.47 |
168.39 |
166.13 |
167.49 |
+1.52 |
139,848 |
102,719 |
+992 |
Mar10 |
091109 |
166.59 |
168.28 |
165.88 |
167.40 |
+1.52 |
211 |
498 |
+59 |
Jun10 |
091109 |
168.06 |
168.06 |
165.78 |
167.31 |
+1.53 |
1 |
120 |
+0 |
Total Volume and Open Interest |
140,060 |
103,357 |
+1,051 |
Canadian Dollar(CME) |
Dec09 |
091109 |
93.15 |
94.86 |
93.03 |
94.85 |
+2.00 |
64,103 |
80,619 |
-7 |
Mar10 |
091109 |
93.13 |
94.86 |
93.06 |
94.85 |
+1.99 |
220 |
2,849 |
+123 |
Jun10 |
091109 |
94.55 |
94.83 |
92.83 |
94.83 |
+2.00 |
3 |
387 |
+3 |
Sep10 |
091109 |
94.62 |
94.78 |
92.78 |
94.78 |
+2.00 |
2 |
421 |
+0 |
Total Volume and Open Interest |
64,329 |
84,500 |
+119 |
Japanese Yen(CME) |
Dec09 |
091109 |
111.28 |
111.51 |
110.81 |
111.14 |
-0.04 |
74,951 |
110,235 |
+808 |
Mar10 |
091109 |
111.14 |
111.50 |
110.90 |
111.21 |
-0.04 |
22 |
594 |
+16 |
Jun10 |
091109 |
111.24 |
111.47 |
111.20 |
111.31 |
-0.04 |
0 |
15 |
+0 |
Total Volume and Open Interest |
74,973 |
110,865 |
+824 |
Swiss Franc(CME) |
Dec09 |
091109 |
98.45 |
99.47 |
98.26 |
99.21 |
+0.95 |
44,868 |
50,090 |
+159 |
Mar10 |
091109 |
98.72 |
99.51 |
98.32 |
99.27 |
+0.95 |
8 |
256 |
+1 |
Jun10 |
091109 |
99.35 |
99.42 |
98.41 |
99.35 |
+0.94 |
0 |
5 |
+0 |
Total Volume and Open Interest |
44,876 |
50,352 |
+160 |
EuroFX(CME) |
Dec09 |
091109 |
148.74 |
150.19 |
148.51 |
149.96 |
+1.61 |
207,097 |
166,363 |
+985 |
Mar10 |
091109 |
148.65 |
150.10 |
148.29 |
149.90 |
+1.61 |
410 |
2,303 |
+17 |
Jun10 |
091109 |
149.83 |
149.83 |
148.22 |
149.83 |
+1.61 |
0 |
171 |
+0 |
Total Volume and Open Interest |
207,508 |
168,846 |
+1,003 |
Mexican Peso(CME) |
Nov09 |
091109 |
755.0 |
755.0 |
745.0 |
755.0 |
+10.0 |
0 |
1 |
+0 |
Dec09 |
091109 |
741.5 |
752.5 |
740.2 |
751.0 |
+10.0 |
20,843 |
76,154 |
+363 |
Total Volume and Open Interest |
20,846 |
78,304 |
+365 |
30-Year T-Bonds(CBOT) |
Dec09 |
091109 |
118~120 |
118~280 |
118~010 |
118~180 |
+0~040 |
242,407 |
715,607 |
-980 |
Mar10 |
091109 |
117~090 |
118~000 |
117~080 |
117~220 |
+0~030 |
2,652 |
12,212 |
+1,029 |
Jun10 |
091109 |
116~060 |
116~060 |
116~040 |
116~060 |
+0~020 |
26 |
36 |
+26 |
Total Volume and Open Interest |
245,085 |
727,855 |
+75 |
10-Year T-Notes(CBOT) |
Dec09 |
091109 |
118~140 |
118~225 |
118~070 |
118~170 |
+0~035 |
762,209 |
1,246,301 |
+23,259 |
Mar10 |
091109 |
117~025 |
117~080 |
116~275 |
117~035 |
+0~030 |
5,585 |
25,037 |
+2,620 |
Jun10 |
091109 |
115~220 |
115~220 |
115~195 |
115~220 |
+0~025 |
|
|
|
Total Volume and Open Interest |
767,794 |
1,271,338 |
+25,879 |
5-Year T-Notes(CBOT) |
Dec09 |
091109 |
116~092 |
116~098 |
116~091 |
116~091 |
+0~007 |
|
|
|
Mar10 |
091109 |
115~037 |
115~050 |
115~033 |
115~049 |
+0~007 |
46 |
3,639 |
-5 |
Jun10 |
091109 |
114~007 |
114~007 |
114~000 |
114~007 |
+0~007 |
|
|
|
Total Volume and Open Interest |
422,106 |
825,742 |
+18,405 |
2 Year T-Notes(CBOT) |
Dec09 |
091109 |
108~118 |
108~118 |
108~117 |
108~117 |
+0~008 |
|
|
|
Mar10 |
091109 |
108~042 |
108~042 |
108~041 |
108~042 |
+0~001 |
2,989 |
18,380 |
+1,753 |
Jun10 |
091109 |
107~100 |
107~100 |
107~091 |
107~091 |
unch |
0 |
6,830 |
+0 |
Total Volume and Open Interest |
212,796 |
996,149 |
+2,661 |
Eurodollars(CME) |
Dec09 |
091109 |
99.710 |
99.710 |
99.705 |
99.705 |
unch |
110,487 |
1,030,909 |
-4,349 |
Mar10 |
091109 |
99.570 |
99.590 |
99.560 |
99.575 |
+0.005 |
243,997 |
1,066,072 |
-12,558 |
Jun10 |
091109 |
99.330 |
99.350 |
99.315 |
99.335 |
+0.005 |
274,607 |
939,660 |
+1,589 |
Sep10 |
091109 |
98.980 |
99.005 |
98.955 |
98.990 |
+0.015 |
260,744 |
707,105 |
+14,262 |
Dec10 |
091109 |
98.570 |
98.600 |
98.540 |
98.590 |
+0.025 |
271,298 |
846,692 |
+16,365 |
Mar11 |
091109 |
98.185 |
98.205 |
98.145 |
98.200 |
+0.025 |
216,210 |
580,148 |
+20,291 |
Jun11 |
091109 |
97.800 |
97.840 |
97.780 |
97.830 |
+0.025 |
138,698 |
519,146 |
+4,236 |
Sep11 |
091109 |
97.475 |
97.515 |
97.455 |
97.505 |
+0.025 |
111,043 |
440,884 |
+12,005 |
Dec11 |
091109 |
97.175 |
97.210 |
97.150 |
97.200 |
+0.025 |
63,340 |
249,919 |
+2,529 |
Mar12 |
091109 |
96.920 |
96.955 |
96.895 |
96.950 |
+0.030 |
59,409 |
185,735 |
-1,425 |
Jun12 |
091109 |
96.685 |
96.720 |
96.655 |
96.710 |
+0.030 |
33,547 |
160,220 |
+455 |
Sep12 |
091109 |
96.475 |
96.515 |
96.445 |
96.505 |
+0.035 |
24,318 |
97,915 |
+1,202 |
Dec12 |
091109 |
96.260 |
96.310 |
96.240 |
96.305 |
+0.035 |
11,665 |
58,209 |
+245 |
Mar13 |
091109 |
96.115 |
96.170 |
96.095 |
96.160 |
+0.035 |
5,899 |
55,784 |
+488 |
Jun13 |
091109 |
95.970 |
96.025 |
95.950 |
96.015 |
+0.035 |
6,871 |
47,179 |
-81 |
Sep13 |
091109 |
95.835 |
95.890 |
95.810 |
95.880 |
+0.040 |
5,920 |
52,492 |
-883 |
Dec13 |
091109 |
95.680 |
95.750 |
95.665 |
95.730 |
+0.040 |
5,057 |
30,551 |
+110 |
Mar14 |
091109 |
95.570 |
95.640 |
95.550 |
95.620 |
+0.040 |
3,351 |
27,782 |
-186 |
Total Volume and Open Interest |
1,864,891 |
7,290,242 |
+53,227 |
30 Day Federal Funds(CBOT) |
Nov09 |
091109 |
99.865 |
99.870 |
99.865 |
99.868 |
+0.003 |
3,154 |
74,088 |
-721 |
Dec09 |
091109 |
99.865 |
99.865 |
99.860 |
99.860 |
unch |
5,177 |
62,867 |
-1,324 |
Jan10 |
091109 |
99.855 |
99.855 |
99.845 |
99.850 |
unch |
7,452 |
63,202 |
-814 |
Feb10 |
091109 |
99.825 |
99.830 |
99.820 |
99.825 |
unch |
15,547 |
72,059 |
-3,060 |
Mar10 |
091109 |
99.800 |
99.805 |
99.795 |
99.800 |
unch |
18,925 |
47,674 |
+2,961 |
Apr10 |
091109 |
99.770 |
99.775 |
99.765 |
99.765 |
unch |
16,215 |
49,841 |
+2,012 |
Total Volume and Open Interest |
84,201 |
509,647 |
+753 |
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 |
091109 |
99.50 |
99.50 |
99.50 |
99.50 |
0.00 |
300 |
4,553 |
-245 |
Mar10 |
091109 |
99.53 |
99.53 |
99.53 |
99.53 |
+0.00 |
0 |
3,629 |
+0 |
Jun10 |
091109 |
99.53 |
99.53 |
99.53 |
99.53 |
+0.00 |
101 |
1,786 |
-1 |
Sep10 |
091109 |
99.51 |
99.51 |
99.51 |
99.51 |
+0.01 |
0 |
1,658 |
+0 |
Dec10 |
091109 |
99.45 |
99.45 |
99.45 |
99.45 |
+0.00 |
0 |
842 |
+0 |
Mar11 |
091109 |
99.36 |
99.36 |
99.36 |
99.36 |
+0.00 |
0 |
562 |
+0 |
Jun11 |
091109 |
99.31 |
99.31 |
99.31 |
99.31 |
+0.00 |
0 |
52 |
+0 |
Sep11 |
091109 |
99.31 |
99.31 |
99.31 |
99.31 |
+0.00 |
0 |
51 |
+0 |
Total Volume and Open Interest |
401 |
14,605 |
-246 |
Japanese Gov't Bonds(SGX) |
Dec09 |
091109 |
137.43 |
137.64 |
137.30 |
137.38 |
-0.92 |
4,871 |
16,174 |
+0 |
Mar10 |
091109 |
136.15 |
137.15 |
136.15 |
137.15 |
-0.16 |
|
|
|
Jun10 |
091109 |
137.15 |
137.15 |
137.15 |
137.15 |
-0.16 |
|
|
|
Total Volume and Open Interest |
1,255 |
15,916 |
+81 |
Euro-Bund(EUREX) |
Dec09 |
091109 |
120.73 |
121.39 |
120.71 |
121.33 |
+0.38 |
993,456 |
933,714 |
+18,599 |
Mar10 |
091109 |
120.46 |
120.97 |
120.46 |
120.93 |
+0.35 |
5,546 |
16,996 |
+3,774 |
Jun10 |
091109 |
120.18 |
120.18 |
120.18 |
120.18 |
+0.38 |
90 |
3 |
+0 |
Total Volume and Open Interest |
999,092 |
950,713 |
+22,373 |
Euro-Bobl(EUREX) |
Dec09 |
091109 |
115.30 |
115.68 |
115.30 |
115.66 |
+0.28 |
655,525 |
654,440 |
+13,237 |
Mar10 |
091109 |
115.05 |
115.38 |
115.05 |
115.38 |
+0.27 |
78 |
10,749 |
+7 |
Jun10 |
091109 |
114.96 |
114.96 |
114.96 |
114.96 |
+0.28 |
|
|
|
Total Volume and Open Interest |
655,603 |
665,189 |
+13,244 |
3-Mth Euribor(EUREX) |
Dec09 |
091109 |
99.275 |
99.275 |
99.265 |
99.270 |
-0.005 |
203 |
8,034 |
-15 |
Mar10 |
091109 |
99.155 |
99.160 |
99.150 |
99.160 |
+0.005 |
886 |
5,192 |
+38 |
Jun10 |
091109 |
98.790 |
98.815 |
98.790 |
98.815 |
+0.035 |
83 |
4,848 |
+65 |
Total Volume and Open Interest |
1,225 |
21,820 |
+90 |
Long Gilt(LIFFE) |
Dec09 |
091030 |
118~04 |
118~24 |
118~03 |
118~17 |
+0~12 |
71,599 |
233,584 |
+2,104 |
Mar10 |
091109 |
115~06 |
115~06 |
115~06 |
115~06 |
+0~14 |
0 |
20 |
+0 |
Total Volume and Open Interest |
136,811 |
239,918 |
+4,908 |
3-Mth Short Sterling(LIFFE) |
Dec09 |
091109 |
99.35 |
99.37 |
99.35 |
99.36 |
-0.01 |
112,728 |
346,624 |
-6,555 |
Mar10 |
091109 |
99.19 |
99.23 |
99.18 |
99.21 |
+0.01 |
132,611 |
369,937 |
-1,138 |
Jun10 |
091109 |
98.78 |
98.84 |
98.78 |
98.82 |
+0.03 |
128,026 |
363,327 |
-5,545 |
Sep10 |
091109 |
98.27 |
98.33 |
98.26 |
98.31 |
+0.05 |
134,741 |
266,657 |
-853 |
Dec10 |
091109 |
97.71 |
97.79 |
97.70 |
97.77 |
+0.07 |
142,305 |
299,927 |
-8,575 |
Mar11 |
091109 |
97.21 |
97.30 |
97.19 |
97.29 |
+0.07 |
98,531 |
207,090 |
-2,150 |
Total Volume and Open Interest |
930,311 |
2,341,848 |
-11,235 |
3-Mth Euribor(LIFFE) |
Dec09 |
091109 |
99.280 |
99.285 |
99.265 |
99.270 |
-0.005 |
159,186 |
589,360 |
+19,059 |
Mar10 |
091109 |
99.155 |
99.165 |
99.145 |
99.160 |
+0.005 |
310,361 |
652,471 |
+16,444 |
Jun10 |
091109 |
98.780 |
98.840 |
98.770 |
98.815 |
+0.035 |
301,050 |
573,158 |
+13,293 |
Total Volume and Open Interest |
1,484,466 |
3,298,925 |
+43,388 |
3-Mth Aus T-Bills(SFE) |
Dec09 |
091109 |
95.84 |
95.89 |
95.83 |
95.85 |
unch |
8,900 |
318,441 |
-2,883 |
Mar10 |
091109 |
95.32 |
95.36 |
95.28 |
95.31 |
-0.01 |
12,326 |
208,583 |
-3,378 |
Jun10 |
091109 |
94.93 |
94.97 |
94.89 |
94.91 |
-0.02 |
7,527 |
131,074 |
+427 |
Sep10 |
091109 |
94.60 |
94.64 |
94.57 |
94.59 |
-0.02 |
4,824 |
85,594 |
-1,820 |
Dec10 |
091109 |
94.31 |
94.35 |
94.29 |
94.31 |
-0.01 |
2,333 |
53,246 |
+560 |
Mar11 |
091109 |
94.10 |
94.13 |
94.08 |
94.09 |
-0.01 |
516 |
25,995 |
-220 |
Jun11 |
091109 |
93.93 |
93.96 |
93.92 |
93.92 |
-0.01 |
277 |
19,338 |
-89 |
Sep11 |
091109 |
93.80 |
93.80 |
93.77 |
93.78 |
-0.02 |
560 |
11,694 |
+378 |
Dec11 |
091109 |
93.70 |
93.70 |
93.68 |
93.68 |
-0.02 |
110 |
4,778 |
+5 |
Mar12 |
091109 |
93.62 |
93.62 |
93.62 |
93.62 |
-0.02 |
0 |
2,156 |
+0 |
Total Volume and Open Interest |
37,373 |
861,840 |
-7,030 |
10-Year Aus T-Bonds(SFE) |
Dec09 |
091109 |
94.35 |
94.40 |
94.30 |
94.32 |
-0.03 |
26,360 |
362,079 |
-9,192 |
Mar10 |
091109 |
94.32 |
94.32 |
94.32 |
94.32 |
-0.03 |
|
|
|
Total Volume and Open Interest |
26,360 |
362,079 |
-9,192 |
3-Year Aus T-Bonds(SFE) |
Dec09 |
091109 |
94.84 |
94.90 |
94.81 |
94.83 |
-0.02 |
98,713 |
701,758 |
+17,946 |
Mar10 |
091109 |
94.83 |
94.83 |
94.83 |
94.83 |
-0.02 |
|
|
|
Total Volume and Open Interest |
98,713 |
701,758 |
+17,946 |
Gold(CMX) |
Dec09 |
091109 |
1108.4 |
1111.7 |
1096.0 |
1101.4 |
+5.7 |
111,073 |
326,008 |
-5,759 |
Feb10 |
091109 |
1095.8 |
1112.8 |
1095.8 |
1102.8 |
+5.8 |
7,816 |
66,296 |
+4,243 |
Apr10 |
091109 |
1101.6 |
1112.2 |
1098.1 |
1103.9 |
+5.8 |
2,061 |
33,316 |
-176 |
Jun10 |
091109 |
1104.1 |
1113.0 |
1099.2 |
1105.1 |
+5.9 |
1,645 |
15,246 |
+218 |
Aug10 |
091109 |
1106.5 |
1106.5 |
1100.6 |
1106.5 |
+5.9 |
261 |
7,263 |
-62 |
Oct10 |
091109 |
1107.8 |
1114.1 |
1102.3 |
1108.2 |
+5.9 |
0 |
4,431 |
+0 |
Dec10 |
091109 |
1118.9 |
1119.3 |
1108.9 |
1110.3 |
+5.9 |
826 |
19,865 |
+283 |
Feb11 |
091109 |
1112.9 |
1112.9 |
1107.0 |
1112.9 |
+5.9 |
3 |
2,475 |
+0 |
Apr11 |
091109 |
1115.8 |
1115.8 |
1109.9 |
1115.8 |
+5.9 |
2 |
1,617 |
+0 |
Jun11 |
091109 |
463.5 |
463.5 |
457.7 |
463.5 |
+5.8 |
30 |
9,463 |
+21 |
Aug11 |
091109 |
1122.6 |
1122.6 |
1116.9 |
1122.6 |
+5.7 |
0 |
250 |
+0 |
Total Volume and Open Interest |
124,094 |
510,744 |
-1,180 |
Silver(CMX) |
Dec09 |
091109 |
1771.0 |
1778.0 |
1742.5 |
1748.0 |
+10.5 |
28,330 |
77,711 |
+899 |
Mar10 |
091109 |
1749.5 |
1781.5 |
1740.9 |
1751.6 |
+10.7 |
4,060 |
27,168 |
+2,132 |
May10 |
091109 |
1760.0 |
1780.0 |
1742.8 |
1753.4 |
+10.6 |
75 |
9,439 |
+15 |
Jul10 |
091109 |
1775.5 |
1778.0 |
1744.4 |
1755.0 |
+10.6 |
159 |
3,855 |
+13 |
Sep10 |
091109 |
1757.5 |
1778.0 |
1746.2 |
1756.8 |
+10.6 |
138 |
2,523 |
+104 |
Dec10 |
091109 |
1768.5 |
1790.0 |
1749.4 |
1760.0 |
+10.6 |
971 |
8,374 |
+730 |
Mar11 |
091109 |
1763.5 |
1763.5 |
1752.9 |
1763.5 |
+10.6 |
0 |
37 |
+0 |
Total Volume and Open Interest |
33,767 |
139,430 |
+3,886 |
Platinum(NYMEX) |
Jan10 |
091109 |
1349.0 |
1369.0 |
1349.0 |
1367.2 |
+19.0 |
2,112 |
31,091 |
-334 |
Apr10 |
091109 |
1368.2 |
1370.0 |
1360.8 |
1368.7 |
+17.5 |
200 |
1,238 |
+176 |
Total Volume and Open Interest |
2,312 |
32,329 |
-158 |
Palladium(NYMEX) |
Dec09 |
091109 |
332.00 |
336.25 |
330.00 |
335.95 |
+5.25 |
1,361 |
17,432 |
-466 |
Mar10 |
091109 |
331.10 |
337.50 |
331.10 |
337.30 |
+5.35 |
586 |
4,867 |
+573 |
Jun10 |
091109 |
334.25 |
338.15 |
333.15 |
338.15 |
+5.35 |
0 |
46 |
-2 |
Total Volume and Open Interest |
1,947 |
22,346 |
+105 |
Copper(CMX) |
Dec09 |
091109 |
299.40 |
300.10 |
296.15 |
296.75 |
+1.50 |
18,766 |
82,269 |
-3,242 |
Mar10 |
091109 |
300.70 |
302.50 |
298.00 |
299.20 |
+1.65 |
6,461 |
39,968 |
+3,812 |
May10 |
091109 |
302.35 |
302.70 |
298.40 |
300.10 |
+1.70 |
469 |
6,069 |
+356 |
Jul10 |
091109 |
300.40 |
300.65 |
298.90 |
300.65 |
+1.75 |
16 |
3,120 |
+6 |
Sep10 |
091109 |
300.75 |
300.75 |
298.95 |
300.75 |
+1.80 |
4 |
2,077 |
+0 |
Total Volume and Open Interest |
26,110 |
140,745 |
+842 |
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 |
091109 |
9978 |
10195 |
9978 |
10192 |
+214 |
750 |
15,042 |
+63 |
Mar10 |
091109 |
10000 |
10130 |
9978 |
10130 |
+214 |
48 |
886 |
-11 |
Jun10 |
091109 |
10072 |
10072 |
9858 |
10072 |
+214 |
0 |
1 |
+0 |
Sep10 |
091109 |
10022 |
10022 |
9808 |
10022 |
+214 |
|
|
|
Total Volume and Open Interest |
798 |
15,929 |
+52 |
S & P 500(CME) |
Dec09 |
091109 |
1065.70 |
1092.00 |
1065.30 |
1091.70 |
+25.50 |
16,784 |
387,365 |
+388 |
Mar10 |
091109 |
1070.00 |
1087.30 |
1070.00 |
1086.80 |
+25.50 |
11 |
6,647 |
-7 |
Jun10 |
091109 |
1072.00 |
1083.00 |
1072.00 |
1082.50 |
+25.50 |
0 |
305 |
+0 |
Sep10 |
091109 |
1079.50 |
1080.00 |
1065.00 |
1079.50 |
+25.50 |
|
|
|
Total Volume and Open Interest |
16,795 |
394,322 |
+381 |
S & P 500 E-Mini(Globex) |
Dec09 |
091109 |
1065.75 |
1092.00 |
1065.00 |
1091.75 |
+25.50 |
1,949,016 |
2,512,147 |
+1,654 |
Mar10 |
091109 |
1061.25 |
1087.00 |
1060.50 |
1086.75 |
+25.50 |
5,627 |
49,027 |
+3,014 |
Total Volume and Open Interest |
1,954,657 |
2,561,214 |
+4,671 |
NASDAQ 100(CME) |
Dec09 |
091109 |
1730.00 |
1769.00 |
1728.00 |
1766.50 |
+36.70 |
5,123 |
17,309 |
-1,180 |
Mar10 |
091109 |
1740.00 |
1765.00 |
1740.00 |
1764.50 |
+37.20 |
1 |
10 |
+3 |
Jun10 |
091109 |
1763.50 |
1763.50 |
1761.30 |
1763.50 |
+37.20 |
|
|
|
Total Volume and Open Interest |
5,124 |
17,319 |
-1,177 |
NASDAQ 100 E-Mini(Globex) |
Dec09 |
091109 |
1728.00 |
1767.50 |
1727.50 |
1766.50 |
+36.70 |
334,091 |
321,426 |
+10,966 |
Mar10 |
091109 |
1730.80 |
1765.00 |
1726.00 |
1764.50 |
+37.20 |
196 |
2,723 |
-27 |
Total Volume and Open Interest |
334,287 |
324,152 |
+10,939 |
S & P Midcap 400(CME) |
Dec09 |
091109 |
685.00 |
696.50 |
685.00 |
694.60 |
+15.90 |
364 |
2,277 |
-75 |
Mar10 |
091109 |
692.10 |
692.60 |
692.10 |
692.10 |
+15.50 |
|
|
|
Jun10 |
091109 |
690.10 |
690.60 |
690.10 |
690.10 |
+15.50 |
|
|
|
Total Volume and Open Interest |
364 |
2,277 |
-75 |
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 |
091109 |
9790 |
9850 |
9665 |
9785 |
+10 |
98,707 |
164,500 |
+1,031 |
Mar10 |
091109 |
9805 |
9805 |
9805 |
9805 |
+25 |
116 |
1,221 |
+1 |
Total Volume and Open Interest |
98,823 |
168,475 |
+1,130 |
Nikkei 225(SGX) |
Dec09 |
091109 |
9790 |
9850 |
9665 |
9785 |
+10 |
98,707 |
164,500 |
+1,031 |
Mar10 |
091109 |
9805 |
9805 |
9805 |
9805 |
+25 |
116 |
1,221 |
+1 |
Jun10 |
091109 |
9820 |
9820 |
9820 |
9820 |
+10 |
0 |
321 |
+0 |
Total Volume and Open Interest |
98,823 |
168,475 |
+1,130 |
CAC 40(EURONEXT) |
Nov09 |
091109 |
3714.5 |
3776.5 |
3713.5 |
3769.0 |
+77.0 |
157,880 |
506,695 |
+17,115 |
Dec09 |
091109 |
3715.5 |
3768.5 |
3714.5 |
3762.0 |
+76.5 |
28,103 |
82,268 |
+27,643 |
Jan10 |
091109 |
3767.5 |
3767.5 |
3767.5 |
3767.5 |
+76.5 |
|
|
|
Total Volume and Open Interest |
186,038 |
590,685 |
+44,808 |
Hang Seng Index(HKFE) |
Nov09 |
091109 |
22010 |
22215 |
21900 |
22134 |
+288 |
60,242 |
78,870 |
-97 |
Dec09 |
091109 |
21982 |
22200 |
21900 |
22119 |
+286 |
700 |
8,520 |
+246 |
Total Volume and Open Interest |
60,970 |
87,816 |
+132 |
DAX(EUREX) |
Dec09 |
091109 |
5528.5 |
5657.5 |
5528.5 |
5620.0 |
+131.0 |
167,985 |
190,185 |
+87 |
Mar10 |
091109 |
5527.0 |
5650.0 |
5527.0 |
5624.5 |
+131.0 |
294 |
11,575 |
-84 |
Jun10 |
091109 |
5575.0 |
5662.5 |
5569.5 |
5630.5 |
+131.5 |
292 |
1,773 |
+115 |
Total Volume and Open Interest |
168,571 |
203,533 |
+118 |
FT-SE 100(EURONEXT) |
Dec09 |
091109 |
5169.50 |
5243.00 |
5164.50 |
5214.50 |
+91.00 |
96,693 |
611,833 |
-6,932 |
Mar10 |
091109 |
5128.00 |
5180.00 |
5128.00 |
5167.50 |
+90.50 |
74 |
18,529 |
-31 |
Jun10 |
091109 |
5103.00 |
5125.00 |
5103.00 |
5125.00 |
+93.00 |
0 |
663 |
+0 |
Total Volume and Open Interest |
96,767 |
631,030 |
-6,963 |
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 |
091109 |
500.25 |
509.00 |
499.95 |
507.00 |
+11.50 |
351 |
19,669 |
-59 |
Dec09 |
091109 |
515.25 |
517.00 |
503.75 |
515.25 |
+11.45 |
127 |
254 |
+124 |
Jan10 |
091109 |
518.50 |
520.00 |
515.00 |
518.50 |
+10.50 |
0 |
1 |
+0 |
Total Volume and Open Interest |
478 |
19,924 |
+65 |
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. |
|
|