|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Thu November 12, 2009 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Nov09 |
091112 |
964.00 |
988.75 |
955.00 |
982.25 |
+18.50 |
5,749 |
3,664 |
-1,648 |
| Jan10 |
091112 |
971.50 |
996.50 |
961.50 |
990.00 |
+18.00 |
100,056 |
228,996 |
+1,397 |
| Mar10 |
091112 |
979.00 |
1001.25 |
968.00 |
995.75 |
+16.75 |
21,091 |
67,380 |
+491 |
| May10 |
091112 |
983.25 |
1002.50 |
973.00 |
998.75 |
+15.00 |
9,988 |
32,602 |
-251 |
| Jul10 |
091112 |
989.50 |
1006.50 |
978.50 |
1003.75 |
+14.25 |
16,936 |
35,713 |
-2,440 |
| Aug10 |
091112 |
990.00 |
1004.25 |
980.00 |
1004.25 |
+14.25 |
481 |
1,444 |
+92 |
| Sep10 |
091112 |
975.50 |
999.75 |
975.50 |
999.75 |
+14.25 |
260 |
256 |
+26 |
| Total Volume and Open Interest |
162,616 |
419,856 |
-2,453 |
| Soybean Meal(CBOT) |
| Dec09 |
091112 |
289.00 |
302.20 |
286.50 |
301.00 |
+11.90 |
41,367 |
51,246 |
-3,831 |
| Jan10 |
091112 |
281.80 |
290.60 |
278.50 |
290.50 |
+9.00 |
13,608 |
26,997 |
+830 |
| Mar10 |
091112 |
280.10 |
287.90 |
277.40 |
287.50 |
+7.40 |
7,568 |
22,758 |
+41 |
| May10 |
091112 |
280.50 |
287.20 |
278.00 |
287.00 |
+6.50 |
4,059 |
15,840 |
-23 |
| Jul10 |
091112 |
284.00 |
287.90 |
279.50 |
287.90 |
+5.90 |
5,250 |
14,321 |
+323 |
| Aug10 |
091112 |
282.10 |
288.30 |
282.00 |
288.30 |
+6.10 |
775 |
3,973 |
+140 |
| Sep10 |
091112 |
282.70 |
288.30 |
282.00 |
288.30 |
+6.30 |
731 |
3,257 |
+56 |
| Oct10 |
091112 |
280.80 |
286.00 |
280.00 |
286.00 |
+6.00 |
602 |
2,522 |
+128 |
| Total Volume and Open Interest |
78,099 |
150,282 |
-2,534 |
| Soybean Oil(CBOT) |
| Dec09 |
091112 |
38.29 |
38.63 |
37.79 |
38.37 |
unch |
37,445 |
69,303 |
-3,931 |
| Jan10 |
091112 |
38.70 |
39.06 |
38.15 |
38.79 |
unch |
19,656 |
86,029 |
+176 |
| Mar10 |
091112 |
39.08 |
39.40 |
38.59 |
39.18 |
unch |
8,890 |
42,882 |
+1,554 |
| May10 |
091112 |
39.31 |
39.75 |
38.92 |
39.49 |
unch |
4,442 |
12,400 |
-65 |
| Jul10 |
091112 |
39.69 |
39.93 |
39.17 |
39.77 |
unch |
6,709 |
13,480 |
+1,369 |
| Aug10 |
091112 |
39.35 |
39.93 |
39.35 |
39.87 |
unch |
169 |
1,834 |
+76 |
| Sep10 |
091112 |
39.70 |
40.06 |
39.37 |
39.96 |
-0.01 |
25 |
1,181 |
+16 |
| Oct10 |
091112 |
39.76 |
40.09 |
39.53 |
40.02 |
-0.01 |
341 |
856 |
+42 |
| Total Volume and Open Interest |
80,473 |
240,003 |
-645 |
| Canola(WCE) |
| Nov09 |
091112 |
390.7 |
390.7 |
390.7 |
390.7 |
+4.5 |
|
|
|
| Jan10 |
091112 |
384.0 |
392.4 |
379.5 |
387.7 |
+4.5 |
11,631 |
74,673 |
-1,497 |
| Mar10 |
091112 |
393.1 |
396.5 |
386.1 |
393.6 |
+4.6 |
1,094 |
8,647 |
+112 |
| May10 |
091112 |
396.7 |
400.3 |
395.5 |
398.5 |
+4.6 |
42 |
1,487 |
+16 |
| Jul10 |
091112 |
392.0 |
404.0 |
392.0 |
401.2 |
+5.5 |
69 |
2,048 |
+4 |
| Total Volume and Open Interest |
12,847 |
87,673 |
-1,354 |
| Corn(CBOT) |
| Dec09 |
091112 |
392.00 |
398.25 |
382.50 |
390.50 |
-3.50 |
202,202 |
383,521 |
-23,077 |
| Mar10 |
091112 |
407.25 |
413.00 |
397.50 |
405.75 |
-3.50 |
91,993 |
310,569 |
+28,419 |
| May10 |
091112 |
417.50 |
422.50 |
408.00 |
415.50 |
-3.75 |
23,002 |
66,609 |
+6,574 |
| Jul10 |
091112 |
426.00 |
430.75 |
417.75 |
423.75 |
-4.00 |
27,382 |
76,742 |
+890 |
| Sep10 |
091112 |
432.50 |
438.00 |
424.75 |
431.00 |
-3.75 |
2,603 |
19,051 |
+249 |
| Dec10 |
091112 |
440.00 |
446.75 |
432.00 |
438.75 |
-4.00 |
21,399 |
140,157 |
-690 |
| Total Volume and Open Interest |
369,865 |
1,017,341 |
+12,655 |
| Wheat(CBOT) |
| Dec09 |
091112 |
529.00 |
541.75 |
522.00 |
531.75 |
unch |
60,450 |
114,284 |
-11,273 |
| Mar10 |
091112 |
550.00 |
568.00 |
542.25 |
552.25 |
+0.25 |
34,225 |
121,048 |
+8,667 |
| May10 |
091112 |
564.50 |
572.50 |
557.00 |
565.25 |
+0.25 |
7,641 |
20,699 |
+1,118 |
| Jul10 |
091112 |
575.25 |
585.25 |
565.00 |
576.50 |
unch |
5,555 |
45,896 |
-148 |
| Sep10 |
091112 |
583.00 |
601.00 |
583.00 |
593.50 |
unch |
1,536 |
11,099 |
+711 |
| Total Volume and Open Interest |
113,329 |
349,686 |
-1,328 |
| Wheat(KCBT) |
| Dec09 |
091112 |
530.75 |
545.50 |
526.00 |
535.00 |
-0.25 |
11,209 |
33,323 |
-3,483 |
| Mar10 |
091112 |
549.00 |
561.00 |
542.25 |
550.25 |
-1.25 |
7,099 |
43,158 |
+3,427 |
| May10 |
091112 |
562.00 |
572.50 |
555.75 |
562.00 |
-0.75 |
837 |
5,947 |
+91 |
| Jul10 |
091112 |
572.00 |
585.00 |
567.00 |
574.00 |
-0.75 |
2,396 |
24,547 |
+1,001 |
| Sep10 |
091112 |
586.00 |
596.50 |
582.75 |
586.00 |
-0.75 |
136 |
1,586 |
-15 |
| Total Volume and Open Interest |
25,626 |
135,384 |
+1,701 |
| Wheat(MGE) |
| Dec09 |
091112 |
548.00 |
558.50 |
543.00 |
548.50 |
-2.25 |
3,037 |
14,176 |
-886 |
| Mar10 |
091112 |
564.00 |
574.00 |
559.00 |
564.75 |
-2.25 |
1,581 |
14,122 |
+244 |
| May10 |
091112 |
572.75 |
586.00 |
571.50 |
576.25 |
-2.25 |
275 |
4,505 |
-241 |
| Jul10 |
091112 |
589.00 |
597.50 |
583.50 |
588.50 |
-2.00 |
313 |
8,301 |
-387 |
| Sep10 |
091112 |
600.00 |
609.50 |
595.00 |
599.75 |
-2.75 |
72 |
2,264 |
-108 |
| Total Volume and Open Interest |
5,504 |
49,252 |
-1,383 |
| Oats(CBOT) |
| Dec09 |
091112 |
267.50 |
271.00 |
263.50 |
269.00 |
+2.50 |
703 |
4,602 |
-130 |
| Mar10 |
091112 |
281.00 |
284.50 |
277.25 |
282.50 |
+2.50 |
586 |
8,596 |
+211 |
| May10 |
091112 |
290.75 |
290.75 |
288.25 |
290.75 |
+2.50 |
36 |
279 |
+36 |
| Jul10 |
091112 |
297.50 |
298.25 |
297.50 |
298.25 |
+2.50 |
2 |
22 |
+1 |
| Total Volume and Open Interest |
1,505 |
13,866 |
+294 |
| Rough Rice(CBOT) |
| Nov09 |
091112 |
14.70 |
14.90 |
14.48 |
14.48 |
-0.42 |
461 |
258 |
-352 |
| Jan10 |
091112 |
15.17 |
15.17 |
14.64 |
14.73 |
-0.40 |
1,342 |
10,335 |
+139 |
| Mar10 |
091112 |
15.32 |
15.32 |
14.89 |
14.97 |
-0.40 |
137 |
2,620 |
+43 |
| May10 |
091112 |
15.50 |
15.50 |
15.18 |
15.20 |
-0.42 |
12 |
414 |
+7 |
| Total Volume and Open Interest |
1,960 |
14,823 |
-158 |
| Live Cattle(CME) |
| Dec09 |
091112 |
83.650 |
83.650 |
82.730 |
82.850 |
-0.800 |
25,380 |
83,586 |
-7,987 |
| Feb10 |
091112 |
85.850 |
85.850 |
84.600 |
84.830 |
-1.100 |
20,568 |
91,784 |
+4,574 |
| Apr10 |
091112 |
88.300 |
88.330 |
87.400 |
87.635 |
-0.715 |
7,921 |
54,949 |
+2,259 |
| Jun10 |
091112 |
85.250 |
85.385 |
84.450 |
84.580 |
-0.955 |
2,535 |
23,231 |
+390 |
| Aug10 |
091112 |
85.400 |
85.400 |
84.750 |
84.900 |
-0.750 |
915 |
6,149 |
+548 |
| Oct10 |
091112 |
88.350 |
88.350 |
87.600 |
87.850 |
-0.550 |
164 |
3,588 |
+126 |
| Total Volume and Open Interest |
57,492 |
264,933 |
-82 |
| Feeder Cattle(CME) |
| Nov09 |
091112 |
93.430 |
93.535 |
92.950 |
92.950 |
-0.380 |
1,071 |
2,771 |
-587 |
| Jan10 |
091112 |
93.350 |
93.500 |
92.400 |
92.500 |
-0.980 |
2,222 |
14,518 |
+106 |
| Mar10 |
091112 |
93.850 |
94.100 |
93.200 |
93.480 |
-0.500 |
683 |
4,952 |
+72 |
| Apr10 |
091112 |
94.500 |
94.980 |
94.200 |
94.330 |
-0.420 |
128 |
847 |
+21 |
| May10 |
091112 |
96.050 |
96.230 |
95.430 |
95.600 |
-0.600 |
140 |
1,602 |
+38 |
| Aug10 |
091112 |
98.000 |
98.000 |
97.400 |
97.500 |
-0.550 |
22 |
409 |
+15 |
| Sep10 |
091112 |
98.250 |
98.650 |
98.250 |
98.250 |
-0.450 |
0 |
4 |
+0 |
| Total Volume and Open Interest |
4,266 |
25,103 |
-335 |
| Lean Hogs(CME) |
| Dec09 |
091112 |
55.535 |
55.600 |
54.285 |
54.450 |
-1.150 |
18,590 |
48,143 |
-4,427 |
| Feb10 |
091112 |
63.100 |
63.100 |
61.180 |
61.350 |
-1.830 |
15,193 |
53,387 |
+3,760 |
| Apr10 |
091112 |
67.600 |
67.600 |
66.000 |
66.180 |
-1.720 |
6,568 |
29,978 |
+645 |
| May10 |
091112 |
71.700 |
71.700 |
70.750 |
71.200 |
-1.050 |
125 |
1,617 |
+72 |
| Jun10 |
091112 |
75.900 |
75.900 |
74.700 |
75.050 |
-1.200 |
2,012 |
16,427 |
+377 |
| Jul10 |
091112 |
74.700 |
74.850 |
74.000 |
74.600 |
-0.785 |
401 |
5,866 |
+219 |
| Aug10 |
091112 |
74.000 |
74.475 |
73.600 |
74.200 |
-0.335 |
390 |
4,028 |
+273 |
| Oct10 |
091112 |
67.000 |
67.150 |
66.600 |
66.900 |
-0.400 |
37 |
2,429 |
+5 |
| Total Volume and Open Interest |
43,333 |
163,316 |
+933 |
| Pork Bellies(CME) |
| Feb10 |
091112 |
85.550 |
85.550 |
83.200 |
85.050 |
-0.450 |
63 |
394 |
-4 |
| Mar10 |
091112 |
82.700 |
85.200 |
82.500 |
82.700 |
-0.850 |
0 |
88 |
+0 |
| May10 |
091112 |
86.000 |
86.000 |
86.000 |
86.000 |
unch |
0 |
79 |
+0 |
| Jul10 |
091112 |
86.750 |
86.750 |
86.750 |
86.750 |
unch |
0 |
20 |
+0 |
| Aug10 |
091112 |
84.250 |
84.500 |
84.250 |
84.250 |
unch |
0 |
15 |
+0 |
| Total Volume and Open Interest |
63 |
596 |
-4 |
| Class III Milk(CME) |
| Nov09 |
091112 |
14.04 |
14.04 |
14.01 |
14.04 |
unch |
30 |
3,767 |
-109 |
| Dec09 |
091112 |
14.54 |
14.66 |
14.30 |
14.32 |
-0.29 |
277 |
5,193 |
+18 |
| Jan10 |
091112 |
14.60 |
14.64 |
14.35 |
14.37 |
-0.27 |
124 |
2,872 |
+23 |
| Feb10 |
091112 |
14.76 |
14.87 |
14.50 |
14.54 |
-0.33 |
59 |
1,938 |
+10 |
| Mar10 |
091112 |
14.95 |
15.04 |
14.68 |
14.78 |
-0.26 |
39 |
1,652 |
-13 |
| Total Volume and Open Interest |
738 |
22,713 |
-57 |
| Cocoa(ICE) |
| Dec09 |
091112 |
3143 |
3150 |
3066 |
3073 |
-79 |
10,463 |
17,345 |
-4,611 |
| Mar10 |
091112 |
3183 |
3205 |
3128 |
3133 |
-72 |
14,808 |
67,590 |
+3,826 |
| May10 |
091112 |
3220 |
3224 |
3153 |
3155 |
-70 |
829 |
17,134 |
+368 |
| Jul10 |
091112 |
3217 |
3220 |
3151 |
3155 |
-67 |
339 |
6,316 |
+39 |
| Sep10 |
091112 |
3214 |
3218 |
3151 |
3151 |
-65 |
27 |
4,915 |
+3 |
| Dec10 |
091112 |
3178 |
3178 |
3142 |
3142 |
-70 |
14 |
3,414 |
+3 |
| Mar11 |
091112 |
3202 |
3202 |
3133 |
3133 |
-72 |
23 |
7,267 |
+129 |
| Total Volume and Open Interest |
26,503 |
130,437 |
-243 |
| Coffee "C"(ICE) |
| Dec09 |
091112 |
132.70 |
132.85 |
130.00 |
130.65 |
-2.05 |
20,390 |
44,943 |
-4,456 |
| Mar10 |
091112 |
135.50 |
135.80 |
133.05 |
133.65 |
-2.15 |
8,903 |
54,625 |
+2,972 |
| May10 |
091112 |
137.50 |
137.65 |
135.00 |
135.50 |
-2.05 |
692 |
15,324 |
+482 |
| Jul10 |
091112 |
139.20 |
139.35 |
136.80 |
137.25 |
-2.00 |
139 |
4,396 |
+14 |
| Sep10 |
091112 |
140.90 |
140.90 |
138.55 |
138.95 |
-2.00 |
193 |
4,230 |
-8 |
| Dec10 |
091112 |
143.40 |
143.40 |
141.20 |
141.45 |
-1.90 |
341 |
3,842 |
-12 |
| Total Volume and Open Interest |
30,838 |
129,049 |
-900 |
| Orange Juice(ICE) |
| Jan10 |
091112 |
115.95 |
118.00 |
115.30 |
117.40 |
+1.40 |
695 |
18,598 |
-81 |
| Mar10 |
091112 |
118.90 |
121.00 |
118.90 |
120.80 |
+1.30 |
136 |
6,911 |
+52 |
| May10 |
091112 |
122.00 |
124.00 |
122.00 |
123.90 |
+1.20 |
38 |
2,709 |
+17 |
| Jul10 |
091112 |
125.00 |
127.00 |
125.00 |
126.75 |
+1.15 |
17 |
687 |
+16 |
| Sep10 |
091112 |
127.90 |
129.60 |
127.90 |
129.60 |
+1.15 |
8 |
386 |
+2 |
| Nov10 |
091112 |
131.60 |
131.60 |
131.60 |
131.60 |
+0.75 |
1 |
47 |
+1 |
| Total Volume and Open Interest |
895 |
29,538 |
+27 |
| Sugar #11(ICE) |
| Mar10 |
091112 |
22.61 |
23.01 |
22.37 |
22.69 |
+0.02 |
73,685 |
358,279 |
+4,110 |
| May10 |
091112 |
21.45 |
21.90 |
21.26 |
21.58 |
+0.01 |
29,121 |
98,662 |
-578 |
| Jul10 |
091112 |
20.17 |
20.48 |
19.88 |
20.19 |
+0.02 |
20,246 |
114,002 |
-2,407 |
| Oct10 |
091112 |
19.51 |
19.69 |
19.22 |
19.50 |
-0.01 |
6,250 |
87,797 |
+290 |
| Mar11 |
091112 |
19.30 |
19.35 |
19.01 |
19.09 |
-0.02 |
1,765 |
47,736 |
-174 |
| Total Volume and Open Interest |
133,062 |
766,011 |
+1,644 |
| London Cocoa(LCE) |
| Dec09 |
091030 |
2127 |
2146 |
2122 |
2127 |
-20 |
3,155 |
54,406 |
-13 |
| Mar10 |
091112 |
2132 |
2132 |
2084 |
2086 |
-46 |
11,895 |
40,834 |
+1,689 |
| May10 |
091112 |
2150 |
2151 |
2105 |
2107 |
-43 |
2,195 |
49,553 |
+225 |
| Jul10 |
091112 |
2074 |
2079 |
2035 |
2039 |
-37 |
776 |
16,598 |
-25 |
| Sep10 |
091112 |
2053 |
2059 |
2020 |
2022 |
-38 |
399 |
5,974 |
+34 |
| Dec10 |
091112 |
2040 |
2044 |
2007 |
2008 |
-37 |
1,495 |
3,173 |
+1,280 |
| Mar11 |
091112 |
2023 |
2023 |
1986 |
1986 |
-38 |
8 |
6,258 |
-3 |
| Total Volume and Open Interest |
24,558 |
167,037 |
+259 |
| London Sugar(LCE) |
| Mar10 |
091112 |
590.30 |
598.90 |
587.00 |
596.50 |
+6.50 |
6,696 |
35,499 |
+795 |
| May10 |
091112 |
583.90 |
592.00 |
579.20 |
587.70 |
+4.70 |
3,718 |
14,492 |
+1,148 |
| Aug10 |
091112 |
554.50 |
562.70 |
551.70 |
559.40 |
+5.50 |
575 |
8,353 |
-174 |
| Oct10 |
091112 |
532.60 |
533.00 |
524.20 |
530.90 |
+4.50 |
114 |
4,310 |
-1 |
| Dec10 |
091112 |
514.00 |
517.60 |
514.00 |
517.60 |
+3.60 |
1 |
770 |
+0 |
| Total Volume and Open Interest |
15,167 |
76,148 |
+994 |
| Cotton(ICE) |
| Dec09 |
091112 |
67.32 |
68.00 |
65.87 |
66.42 |
-0.88 |
15,000 |
77,263 |
-5,132 |
| Mar10 |
091112 |
71.00 |
71.81 |
69.75 |
70.31 |
-0.76 |
10,450 |
84,646 |
+7,281 |
| May10 |
091112 |
72.98 |
73.20 |
71.41 |
71.94 |
-0.68 |
1,788 |
6,833 |
+510 |
| Jul10 |
091112 |
74.30 |
74.30 |
72.68 |
73.27 |
-0.68 |
1,059 |
16,328 |
+380 |
| Oct10 |
091112 |
73.87 |
73.87 |
73.87 |
73.87 |
-0.64 |
15 |
113 |
+0 |
| Dec10 |
091112 |
75.01 |
75.49 |
74.19 |
74.78 |
-0.64 |
780 |
8,108 |
+502 |
| Total Volume and Open Interest |
29,148 |
193,797 |
+3,597 |
| Lumber(CME) |
| Nov09 |
091112 |
189.8 |
197.9 |
187.8 |
194.0 |
+6.4 |
287 |
582 |
-180 |
| Jan10 |
091112 |
209.5 |
219.0 |
209.3 |
214.6 |
+5.4 |
316 |
6,727 |
+33 |
| Mar10 |
091112 |
227.0 |
236.5 |
227.0 |
233.5 |
+6.5 |
149 |
1,953 |
+96 |
| May10 |
091112 |
237.4 |
244.0 |
237.4 |
241.1 |
+3.6 |
1 |
79 |
+1 |
| Total Volume and Open Interest |
753 |
9,366 |
-50 |
| Crude Oil(NYM) |
| Dec09 |
091112 |
79.25 |
79.69 |
76.52 |
76.94 |
-2.34 |
371,088 |
244,084 |
-14,142 |
| Jan10 |
091112 |
79.91 |
80.34 |
77.23 |
77.65 |
-2.27 |
137,206 |
245,974 |
+24,246 |
| Feb10 |
091112 |
80.58 |
80.93 |
77.98 |
78.39 |
-2.20 |
30,972 |
74,156 |
+1,405 |
| Mar10 |
091112 |
81.25 |
81.53 |
78.70 |
79.13 |
-2.12 |
16,538 |
63,733 |
+1,022 |
| Apr10 |
091112 |
82.12 |
82.25 |
79.55 |
79.83 |
-2.05 |
5,612 |
22,561 |
+317 |
| May10 |
091112 |
82.25 |
82.25 |
80.32 |
80.46 |
-1.99 |
6,339 |
24,311 |
+507 |
| Jun10 |
091112 |
83.22 |
83.22 |
80.52 |
80.97 |
-1.93 |
15,833 |
96,325 |
+1,507 |
| Jul10 |
091112 |
82.52 |
82.83 |
80.89 |
81.37 |
-1.89 |
2,445 |
28,925 |
+205 |
| Aug10 |
091112 |
81.84 |
81.86 |
81.47 |
81.74 |
-1.85 |
2,272 |
12,935 |
-25 |
| Sep10 |
091112 |
84.00 |
84.00 |
81.76 |
82.10 |
-1.82 |
2,546 |
24,823 |
+497 |
| Oct10 |
091112 |
82.42 |
82.48 |
82.27 |
82.48 |
-1.79 |
2,061 |
15,448 |
-70 |
| Nov10 |
091112 |
82.88 |
82.88 |
82.88 |
82.88 |
-1.76 |
2,612 |
16,180 |
+659 |
| Dec10 |
091112 |
85.10 |
85.34 |
82.81 |
83.29 |
-1.73 |
16,057 |
111,569 |
+3,448 |
| Jan11 |
091112 |
83.55 |
83.55 |
83.55 |
83.55 |
-1.70 |
995 |
14,819 |
+267 |
| Feb11 |
091112 |
83.79 |
83.79 |
83.79 |
83.79 |
-1.67 |
249 |
7,284 |
+39 |
| Mar11 |
091112 |
84.02 |
84.02 |
84.02 |
84.02 |
-1.64 |
84 |
5,569 |
+2 |
| Total Volume and Open Interest |
616,841 |
1,235,255 |
+20,015 |
| e-miNY Crude Oil(NYM) |
| Nov09 |
091019 |
78.850 |
79.650 |
78.100 |
79.600 |
+1.075 |
9,026 |
4,656 |
+226 |
| Dec09 |
091112 |
79.300 |
79.700 |
76.525 |
76.950 |
-2.325 |
13,100 |
4,946 |
-94 |
| Jan10 |
091112 |
79.925 |
80.300 |
77.225 |
77.650 |
-2.275 |
426 |
1,019 |
+45 |
| Feb10 |
091112 |
80.875 |
80.875 |
78.000 |
78.400 |
-2.200 |
60 |
239 |
-5 |
| Mar10 |
091112 |
80.000 |
80.000 |
78.775 |
79.125 |
-2.125 |
3 |
163 |
+1 |
| Apr10 |
091112 |
79.825 |
79.825 |
79.825 |
79.825 |
-2.050 |
0 |
5 |
+0 |
| May10 |
091112 |
80.450 |
80.450 |
80.450 |
80.450 |
-2.000 |
0 |
2 |
+0 |
| Jun10 |
091112 |
80.975 |
80.975 |
80.975 |
80.975 |
-1.925 |
0 |
9 |
+0 |
| Jul10 |
091112 |
81.375 |
81.375 |
81.375 |
81.375 |
-1.875 |
0 |
6 |
+0 |
| Aug10 |
091112 |
81.750 |
81.750 |
81.750 |
81.750 |
-1.850 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
13,589 |
6,473 |
-53 |
| Heating Oil(NYM) |
| Dec09 |
091112 |
206.06 |
206.06 |
197.80 |
199.10 |
-6.48 |
45,653 |
67,743 |
-5,900 |
| Jan10 |
091112 |
209.42 |
209.42 |
201.54 |
202.68 |
-6.35 |
23,724 |
72,826 |
+2,361 |
| Feb10 |
091112 |
211.34 |
212.02 |
204.44 |
205.52 |
-6.09 |
7,703 |
32,951 |
+623 |
| Mar10 |
091112 |
213.31 |
213.86 |
206.52 |
207.71 |
-5.94 |
5,699 |
23,803 |
-107 |
| Apr10 |
091112 |
212.88 |
213.10 |
207.61 |
208.69 |
-5.79 |
2,238 |
12,881 |
+335 |
| May10 |
091112 |
212.17 |
212.17 |
208.97 |
209.72 |
-5.64 |
1,916 |
11,912 |
+105 |
| Jun10 |
091112 |
216.80 |
216.80 |
209.85 |
210.92 |
-5.54 |
5,169 |
29,327 |
+1,098 |
| Jul10 |
091112 |
214.44 |
214.44 |
211.68 |
212.55 |
-5.46 |
1,087 |
8,648 |
+158 |
| Aug10 |
091112 |
216.60 |
216.60 |
214.57 |
214.57 |
-5.46 |
917 |
3,687 |
+32 |
| Sep10 |
091112 |
219.29 |
219.29 |
216.98 |
216.99 |
-5.39 |
836 |
6,995 |
+185 |
| Oct10 |
091112 |
223.23 |
223.38 |
219.41 |
219.41 |
-5.32 |
521 |
3,274 |
+54 |
| Nov10 |
091112 |
224.88 |
225.81 |
221.48 |
221.81 |
-5.22 |
172 |
5,379 |
-54 |
| Total Volume and Open Interest |
98,189 |
323,655 |
-1,229 |
| Gasoline(NYMEX) |
| Dec09 |
091112 |
199.40 |
200.58 |
192.14 |
194.05 |
-5.22 |
47,798 |
62,836 |
-9,866 |
| Jan10 |
091112 |
202.40 |
202.87 |
195.10 |
197.03 |
-4.85 |
24,785 |
79,509 |
+8,194 |
| Feb10 |
091112 |
205.13 |
205.13 |
197.86 |
199.72 |
-4.54 |
6,950 |
21,901 |
+317 |
| Mar10 |
091112 |
207.47 |
207.47 |
200.95 |
202.38 |
-4.26 |
4,368 |
23,909 |
+546 |
| Apr10 |
091112 |
219.73 |
219.73 |
213.96 |
214.86 |
-4.18 |
1,677 |
14,425 |
-41 |
| May10 |
091112 |
220.00 |
220.00 |
214.27 |
215.68 |
-4.21 |
1,526 |
8,829 |
+424 |
| Jun10 |
091112 |
220.57 |
220.60 |
215.00 |
216.28 |
-4.29 |
1,685 |
9,397 |
+76 |
| Jul10 |
091112 |
219.73 |
219.73 |
215.71 |
216.58 |
-4.34 |
522 |
3,470 |
+3 |
| Aug10 |
091112 |
219.30 |
219.30 |
216.53 |
216.53 |
-4.34 |
198 |
3,340 |
-67 |
| Sep10 |
091112 |
217.60 |
217.60 |
215.80 |
215.93 |
-4.39 |
337 |
3,831 |
+204 |
| Total Volume and Open Interest |
90,696 |
250,273 |
-325 |
| e-miNY RBOB Gasoline(NYM) |
| Dec09 |
091112 |
194.10 |
194.10 |
194.05 |
194.10 |
-5.17 |
0 |
3 |
+0 |
| Jan10 |
091112 |
197.00 |
197.03 |
197.00 |
197.00 |
-4.88 |
|
|
|
| Feb10 |
091112 |
199.70 |
199.72 |
199.70 |
199.70 |
-4.56 |
|
|
|
| Mar10 |
091112 |
202.40 |
202.40 |
202.38 |
202.40 |
-4.24 |
|
|
|
| Total Volume and Open Interest |
0 |
3 |
+0 |
| Natural Gas(NYM) |
| Dec09 |
091112 |
4.490 |
4.517 |
4.357 |
4.370 |
-0.133 |
134,287 |
131,413 |
-8,438 |
| Jan10 |
091112 |
4.889 |
4.911 |
4.739 |
4.761 |
-0.140 |
84,783 |
136,602 |
+13,123 |
| Feb10 |
091112 |
4.980 |
4.980 |
4.814 |
4.841 |
-0.133 |
17,392 |
50,377 |
+3,879 |
| Mar10 |
091112 |
4.980 |
4.985 |
4.842 |
4.870 |
-0.124 |
13,784 |
72,637 |
+2,933 |
| Apr10 |
091112 |
5.011 |
5.011 |
4.865 |
4.887 |
-0.121 |
9,114 |
48,644 |
+1,196 |
| May10 |
091112 |
5.012 |
5.023 |
4.934 |
4.946 |
-0.122 |
3,323 |
28,430 |
+898 |
| Jun10 |
091112 |
5.174 |
5.174 |
5.040 |
5.044 |
-0.125 |
1,129 |
19,957 |
-198 |
| Jul10 |
091112 |
5.220 |
5.227 |
5.150 |
5.154 |
-0.129 |
1,069 |
15,477 |
+230 |
| Aug10 |
091112 |
5.302 |
5.313 |
5.239 |
5.239 |
-0.134 |
1,503 |
13,981 |
+233 |
| Sep10 |
091112 |
5.377 |
5.379 |
5.300 |
5.304 |
-0.136 |
1,266 |
14,740 |
-133 |
| Oct10 |
091112 |
5.531 |
5.531 |
5.420 |
5.439 |
-0.131 |
3,643 |
30,094 |
-22 |
| Nov10 |
091112 |
5.915 |
5.915 |
5.854 |
5.857 |
-0.128 |
634 |
7,842 |
+85 |
| Dec10 |
091112 |
6.345 |
6.345 |
6.210 |
6.242 |
-0.126 |
684 |
15,540 |
+145 |
| Jan11 |
091112 |
6.550 |
6.550 |
6.469 |
6.474 |
-0.129 |
1,455 |
11,890 |
+305 |
| Feb11 |
091112 |
6.500 |
6.500 |
6.467 |
6.469 |
-0.129 |
301 |
5,919 |
+14 |
| Mar11 |
091112 |
6.380 |
6.390 |
6.303 |
6.304 |
-0.129 |
538 |
16,055 |
+229 |
| Total Volume and Open Interest |
275,616 |
724,775 |
+14,907 |
| Brent Crude Oil(ICE) |
| Dec09 |
091112 |
77.95 |
78.26 |
75.63 |
76.02 |
-1.93 |
136,375 |
105,272 |
-14,417 |
| Jan10 |
091112 |
78.98 |
79.04 |
76.32 |
76.77 |
-1.93 |
109,243 |
190,246 |
+8,187 |
| Feb10 |
091112 |
79.70 |
79.79 |
77.08 |
77.54 |
-1.91 |
33,669 |
90,959 |
+8,144 |
| Mar10 |
091112 |
80.44 |
80.44 |
77.81 |
78.27 |
-1.89 |
13,216 |
39,977 |
+3,940 |
| Apr10 |
091112 |
81.12 |
81.12 |
78.49 |
78.96 |
-1.87 |
5,399 |
16,637 |
+182 |
| May10 |
091112 |
81.76 |
81.76 |
79.15 |
79.62 |
-1.85 |
2,909 |
14,531 |
-100 |
| Jun10 |
091112 |
82.39 |
82.39 |
79.77 |
80.25 |
-1.84 |
4,748 |
51,870 |
+516 |
| Jul10 |
091112 |
82.38 |
82.39 |
80.33 |
80.81 |
-1.83 |
2,234 |
13,361 |
-50 |
| Aug10 |
091112 |
82.84 |
82.92 |
80.87 |
81.36 |
-1.81 |
1,413 |
8,848 |
+105 |
| Sep10 |
091112 |
81.72 |
81.89 |
81.72 |
81.89 |
-1.78 |
1,196 |
5,830 |
-61 |
| Oct10 |
091112 |
83.40 |
83.40 |
82.17 |
82.37 |
-1.75 |
1,173 |
11,773 |
+152 |
| Nov10 |
091112 |
82.78 |
82.78 |
82.78 |
82.78 |
-1.71 |
1,141 |
7,132 |
-82 |
| Dec10 |
091112 |
85.15 |
85.15 |
82.69 |
83.17 |
-1.68 |
8,398 |
69,946 |
+356 |
| Jan11 |
091112 |
83.58 |
83.58 |
83.58 |
83.58 |
-1.65 |
408 |
6,717 |
-276 |
| Total Volume and Open Interest |
325,908 |
722,978 |
+7,097 |
| Gas Oil(ICE) |
| Dec09 |
091112 |
637.50 |
637.50 |
613.25 |
615.25 |
-20.00 |
69,317 |
116,028 |
-1,548 |
| Jan10 |
091112 |
648.00 |
648.00 |
624.50 |
626.75 |
-19.00 |
28,789 |
107,697 |
+273 |
| Feb10 |
091112 |
653.75 |
655.25 |
633.25 |
635.00 |
-18.50 |
8,112 |
41,258 |
+440 |
| Mar10 |
091112 |
661.25 |
661.25 |
640.25 |
641.75 |
-18.00 |
8,325 |
32,296 |
-362 |
| Apr10 |
091112 |
667.75 |
667.75 |
646.75 |
648.25 |
-17.75 |
4,178 |
19,971 |
+458 |
| May10 |
091112 |
669.25 |
670.00 |
654.00 |
654.25 |
-17.75 |
3,256 |
18,369 |
+276 |
| Jun10 |
091112 |
679.50 |
679.50 |
658.25 |
660.00 |
-17.50 |
7,211 |
41,697 |
+362 |
| Jul10 |
091112 |
682.25 |
682.25 |
666.25 |
667.00 |
-17.50 |
2,266 |
14,968 |
+274 |
| Aug10 |
091112 |
689.00 |
689.00 |
672.75 |
674.00 |
-17.50 |
1,538 |
14,164 |
+119 |
| Sep10 |
091112 |
695.00 |
695.00 |
680.00 |
680.00 |
-17.50 |
1,343 |
11,772 |
+64 |
| Total Volume and Open Interest |
163,523 |
562,966 |
-6,039 |
| Ethanol(CBOT) |
| Nov09 |
091104 |
1.970 |
2.000 |
1.970 |
1.970 |
+0.020 |
5 |
151 |
-1 |
| Dec09 |
091112 |
1.947 |
1.973 |
1.945 |
1.969 |
-0.006 |
47 |
633 |
-35 |
| Jan10 |
091112 |
1.880 |
1.895 |
1.871 |
1.881 |
-0.013 |
84 |
916 |
-42 |
| Feb10 |
091112 |
1.855 |
1.860 |
1.855 |
1.860 |
-0.010 |
22 |
453 |
+2 |
| Mar10 |
091112 |
1.855 |
1.855 |
1.855 |
1.855 |
-0.009 |
13 |
629 |
+5 |
| Apr10 |
091112 |
1.835 |
1.845 |
1.835 |
1.845 |
-0.014 |
1 |
389 |
+0 |
| May10 |
091112 |
1.825 |
1.835 |
1.825 |
1.831 |
-0.004 |
33 |
191 |
-12 |
| Jun10 |
091112 |
1.830 |
1.835 |
1.825 |
1.830 |
-0.005 |
8 |
256 |
+0 |
| Total Volume and Open Interest |
227 |
5,542 |
-74 |
| US Dollar Index(ICE) |
| Dec09 |
091112 |
75.070 |
75.880 |
75.030 |
75.695 |
+0.435 |
12,915 |
35,206 |
+404 |
| Mar10 |
091112 |
75.405 |
76.205 |
75.340 |
76.030 |
+0.460 |
70 |
2,466 |
+28 |
| Jun10 |
091112 |
76.415 |
76.415 |
76.415 |
76.415 |
+0.460 |
0 |
6 |
+0 |
| Total Volume and Open Interest |
12,985 |
37,678 |
+432 |
| Australian Dollar(CME) |
| Dec09 |
091112 |
92.75 |
93.44 |
91.83 |
91.98 |
-0.62 |
70,614 |
111,990 |
+2,073 |
| Mar10 |
091112 |
92.28 |
92.45 |
90.96 |
91.08 |
-0.63 |
131 |
1,572 |
+94 |
| Jun10 |
091112 |
90.60 |
90.67 |
90.04 |
90.04 |
-0.63 |
0 |
8 |
+0 |
| Total Volume and Open Interest |
91,936 |
120,502 |
+9,082 |
| British Pound(CME) |
| Dec09 |
091112 |
165.76 |
166.24 |
165.12 |
165.67 |
+0.14 |
135,820 |
105,447 |
+2,667 |
| Mar10 |
091112 |
165.59 |
166.09 |
165.05 |
165.58 |
+0.14 |
81 |
524 |
+15 |
| Jun10 |
091112 |
165.49 |
165.81 |
165.16 |
165.49 |
+0.14 |
0 |
119 |
+0 |
| Total Volume and Open Interest |
149,876 |
104,782 |
+1,304 |
| Canadian Dollar(CME) |
| Dec09 |
091112 |
95.75 |
95.99 |
94.55 |
94.80 |
-0.77 |
67,707 |
83,153 |
+1,305 |
| Mar10 |
091112 |
95.77 |
95.97 |
94.56 |
94.80 |
-0.77 |
199 |
2,914 |
-74 |
| Jun10 |
091112 |
95.28 |
95.77 |
94.60 |
94.77 |
-0.77 |
26 |
414 |
-15 |
| Sep10 |
091112 |
94.72 |
95.50 |
94.59 |
94.72 |
-0.77 |
0 |
430 |
+0 |
| Total Volume and Open Interest |
56,685 |
88,839 |
+2,920 |
| Japanese Yen(CME) |
| Dec09 |
091112 |
111.27 |
111.57 |
110.36 |
110.73 |
-0.52 |
77,757 |
115,587 |
-1,116 |
| Mar10 |
091112 |
111.30 |
111.61 |
110.45 |
110.79 |
-0.52 |
246 |
796 |
+190 |
| Jun10 |
091112 |
110.88 |
111.52 |
110.76 |
110.88 |
-0.52 |
2 |
16 |
+0 |
| Total Volume and Open Interest |
85,040 |
118,560 |
+1,214 |
| Swiss Franc(CME) |
| Dec09 |
091112 |
99.24 |
99.43 |
98.11 |
98.44 |
-0.65 |
52,011 |
55,790 |
+2,777 |
| Mar10 |
091112 |
99.30 |
99.43 |
98.19 |
98.50 |
-0.65 |
9 |
265 |
+4 |
| Jun10 |
091112 |
98.57 |
99.37 |
98.49 |
98.57 |
-0.65 |
0 |
5 |
+0 |
| Total Volume and Open Interest |
41,994 |
56,324 |
+3,044 |
| EuroFX(CME) |
| Dec09 |
091112 |
149.82 |
150.16 |
148.20 |
148.63 |
-0.99 |
220,304 |
159,935 |
-432 |
| Mar10 |
091112 |
149.72 |
150.08 |
148.15 |
148.57 |
-0.99 |
326 |
2,395 |
+45 |
| Jun10 |
091112 |
148.48 |
149.78 |
148.26 |
148.48 |
-0.99 |
16 |
185 |
+16 |
| Total Volume and Open Interest |
228,592 |
164,275 |
+1,380 |
| Mexican Peso(CME) |
| Nov09 |
091112 |
760.0 |
761.5 |
760.0 |
760.0 |
-1.5 |
0 |
1 |
+0 |
| Dec09 |
091112 |
757.5 |
759.8 |
750.8 |
756.0 |
-1.5 |
17,820 |
70,658 |
+5,258 |
| Total Volume and Open Interest |
13,355 |
72,882 |
+5,325 |
| 30-Year T-Bonds(CBOT) |
| Dec09 |
091112 |
119~000 |
119~130 |
117~100 |
118~290 |
-0~150 |
268,776 |
735,088 |
+6,410 |
| Mar10 |
091112 |
118~050 |
118~180 |
116~160 |
118~030 |
-0~160 |
3,630 |
18,004 |
+1,196 |
| Jun10 |
091112 |
116~180 |
117~010 |
116~180 |
116~180 |
-0~150 |
0 |
37 |
+0 |
| Total Volume and Open Interest |
95,923 |
757,562 |
+12,039 |
| 10-Year T-Notes(CBOT) |
| Dec09 |
091112 |
118~275 |
119~025 |
118~080 |
118~295 |
-0~035 |
776,738 |
1,260,158 |
-6,197 |
| Mar10 |
091112 |
117~165 |
117~205 |
116~285 |
117~165 |
-0~040 |
16,980 |
34,994 |
+5,652 |
| Jun10 |
091112 |
116~035 |
116~080 |
116~035 |
116~035 |
-0~045 |
|
|
|
| Total Volume and Open Interest |
238,922 |
1,314,737 |
+19,040 |
| 5-Year T-Notes(CBOT) |
| Dec09 |
091112 |
116~105 |
116~117 |
116~105 |
116~117 |
+0~023 |
|
|
|
| Mar10 |
091112 |
115~074 |
115~086 |
115~032 |
115~075 |
-0~011 |
1,546 |
4,411 |
+126 |
| Jun10 |
091112 |
114~033 |
114~044 |
114~033 |
114~033 |
-0~011 |
|
|
|
| Total Volume and Open Interest |
96,023 |
838,373 |
+22 |
| 2 Year T-Notes(CBOT) |
| Dec09 |
091110 |
108~123 |
108~123 |
108~122 |
108~122 |
+0~005 |
|
|
|
| Mar10 |
091112 |
108~055 |
108~058 |
108~046 |
108~055 |
-0~003 |
16,844 |
33,835 |
+13,184 |
| Jun10 |
091112 |
107~102 |
107~105 |
107~102 |
107~102 |
-0~003 |
0 |
6,840 |
+0 |
| Total Volume and Open Interest |
36,139 |
1,067,337 |
+9,990 |
| Eurodollars(CME) |
| Dec09 |
091112 |
99.720 |
99.720 |
99.710 |
99.720 |
unch |
86,559 |
1,013,152 |
-12,930 |
| Mar10 |
091112 |
99.625 |
99.635 |
99.600 |
99.635 |
+0.010 |
163,749 |
1,030,360 |
+20,612 |
| Jun10 |
091112 |
99.410 |
99.435 |
99.370 |
99.425 |
+0.020 |
211,719 |
957,133 |
+32,804 |
| Sep10 |
091112 |
99.065 |
99.090 |
99.015 |
99.075 |
+0.010 |
198,479 |
724,555 |
+10,137 |
| Dec10 |
091112 |
98.665 |
98.675 |
98.610 |
98.660 |
-0.005 |
200,631 |
876,672 |
+6,352 |
| Mar11 |
091112 |
98.285 |
98.285 |
98.215 |
98.270 |
-0.015 |
145,129 |
566,140 |
-8,628 |
| Jun11 |
091112 |
97.905 |
97.920 |
97.845 |
97.905 |
-0.020 |
118,954 |
537,079 |
-1,266 |
| Sep11 |
091112 |
97.580 |
97.605 |
97.520 |
97.590 |
-0.015 |
82,120 |
444,587 |
+6,769 |
| Dec11 |
091112 |
97.280 |
97.310 |
97.220 |
97.295 |
-0.010 |
50,777 |
258,340 |
+3,030 |
| Mar12 |
091112 |
97.030 |
97.060 |
96.965 |
97.050 |
-0.010 |
41,272 |
190,338 |
+736 |
| Jun12 |
091112 |
96.790 |
96.825 |
96.725 |
96.810 |
-0.010 |
31,556 |
163,929 |
+2,644 |
| Sep12 |
091112 |
96.570 |
96.620 |
96.515 |
96.605 |
-0.005 |
25,343 |
102,057 |
+2,838 |
| Dec12 |
091112 |
96.365 |
96.425 |
96.310 |
96.405 |
unch |
9,309 |
59,368 |
-9 |
| Mar13 |
091112 |
96.225 |
96.280 |
96.165 |
96.260 |
unch |
4,590 |
56,420 |
+348 |
| Jun13 |
091112 |
96.075 |
96.130 |
96.015 |
96.110 |
unch |
4,716 |
49,968 |
+738 |
| Sep13 |
091112 |
95.930 |
95.985 |
95.870 |
95.970 |
+0.005 |
4,155 |
51,560 |
+49 |
| Dec13 |
091112 |
95.770 |
95.840 |
95.720 |
95.820 |
+0.005 |
3,459 |
29,116 |
+14 |
| Mar14 |
091112 |
95.675 |
95.725 |
95.605 |
95.710 |
+0.005 |
3,162 |
27,089 |
-198 |
| Total Volume and Open Interest |
609,501 |
7,326,335 |
+55,436 |
| 30 Day Federal Funds(CBOT) |
| Nov09 |
091112 |
99.870 |
99.870 |
99.868 |
99.868 |
unch |
4,400 |
76,309 |
+1,455 |
| Dec09 |
091112 |
99.865 |
99.870 |
99.860 |
99.865 |
unch |
2,412 |
63,296 |
+754 |
| Jan10 |
091112 |
99.855 |
99.860 |
99.850 |
99.850 |
unch |
2,682 |
63,718 |
+0 |
| Feb10 |
091112 |
99.830 |
99.845 |
99.825 |
99.835 |
+0.010 |
2,834 |
68,848 |
-3,114 |
| Mar10 |
091112 |
99.815 |
99.830 |
99.810 |
99.820 |
+0.010 |
2,386 |
47,506 |
-404 |
| Apr10 |
091112 |
99.795 |
99.805 |
99.785 |
99.800 |
+0.010 |
1,999 |
53,238 |
+235 |
| Total Volume and Open Interest |
10,751 |
518,979 |
+2,845 |
| 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 |
091110 |
99.50 |
99.50 |
99.50 |
99.50 |
unch |
|
|
|
| Mar10 |
091110 |
99.54 |
99.54 |
99.54 |
99.54 |
+0.03 |
|
|
|
| Jun10 |
091110 |
99.54 |
99.54 |
99.54 |
99.54 |
+0.01 |
|
|
|
| Sep10 |
091110 |
99.51 |
99.51 |
99.51 |
99.51 |
unch |
|
|
|
| Dec10 |
091110 |
99.50 |
99.50 |
99.50 |
99.50 |
+0.05 |
|
|
|
| Mar11 |
091110 |
99.45 |
99.45 |
99.45 |
99.45 |
+0.09 |
|
|
|
| Jun11 |
091110 |
99.31 |
99.31 |
99.31 |
99.31 |
unch |
|
|
|
| Sep11 |
091110 |
99.31 |
99.31 |
99.31 |
99.31 |
unch |
|
|
|
| Dec11 |
091110 |
99.11 |
99.11 |
99.11 |
99.11 |
unch |
|
|
|
| Mar12 |
091110 |
99.08 |
99.08 |
99.08 |
99.08 |
+0.01 |
|
|
|
| Total Volume and Open Interest |
|
|
|
| 3-Mth Euro-Yen(SGX) |
| Dec09 |
091112 |
99.49 |
99.49 |
99.49 |
99.49 |
-0.01 |
368 |
3,784 |
+0 |
| Mar10 |
091112 |
99.52 |
99.53 |
99.52 |
99.53 |
-0.01 |
158 |
3,567 |
+0 |
| Jun10 |
091112 |
99.54 |
99.54 |
99.54 |
99.54 |
+0.01 |
120 |
1,706 |
+0 |
| Sep10 |
091112 |
99.55 |
99.55 |
99.54 |
99.54 |
+0.03 |
0 |
1,658 |
+0 |
| Dec10 |
091112 |
99.49 |
99.49 |
99.49 |
99.49 |
+0.03 |
0 |
842 |
+0 |
| Mar11 |
091112 |
99.40 |
99.40 |
99.40 |
99.40 |
+0.03 |
0 |
562 |
+0 |
| Jun11 |
091112 |
99.34 |
99.34 |
99.34 |
99.34 |
+0.03 |
0 |
52 |
+0 |
| Sep11 |
091112 |
99.34 |
99.34 |
99.34 |
99.34 |
+0.03 |
0 |
51 |
+0 |
| Total Volume and Open Interest |
646 |
13,694 |
+0 |
| Japanese Gov't Bonds(SGX) |
| Dec09 |
091112 |
137.73 |
138.69 |
137.73 |
138.66 |
+1.28 |
1,692 |
15,844 |
-330 |
| Mar10 |
091112 |
138.09 |
138.09 |
138.09 |
138.09 |
+0.54 |
1 |
1 |
+0 |
| Jun10 |
091112 |
138.09 |
138.09 |
138.09 |
138.09 |
+0.54 |
|
|
|
| Total Volume and Open Interest |
1,386 |
15,580 |
-630 |
| Euro-Bund(EUREX) |
| Dec09 |
091112 |
121.70 |
121.96 |
121.20 |
121.56 |
-0.15 |
700,803 |
914,387 |
+6,471 |
| Mar10 |
091112 |
121.50 |
121.56 |
120.88 |
121.17 |
-0.17 |
1,672 |
17,699 |
+497 |
| Jun10 |
091112 |
120.32 |
120.32 |
120.32 |
120.32 |
-0.19 |
0 |
3 |
+0 |
| Total Volume and Open Interest |
702,475 |
932,089 |
+6,968 |
| Euro-Bobl(EUREX) |
| Dec09 |
091112 |
115.83 |
115.96 |
115.61 |
115.81 |
+0.02 |
346,124 |
673,483 |
+15,644 |
| Mar10 |
091112 |
115.64 |
115.64 |
115.41 |
115.52 |
+0.01 |
1,167 |
11,240 |
+362 |
| Jun10 |
091112 |
115.11 |
115.11 |
115.11 |
115.11 |
+0.02 |
|
|
|
| Total Volume and Open Interest |
347,291 |
684,723 |
+16,006 |
| 3-Mth Euribor(EUREX) |
| Dec09 |
091112 |
99.275 |
99.280 |
99.275 |
99.275 |
+0.010 |
189 |
8,382 |
-67 |
| Mar10 |
091112 |
99.190 |
99.195 |
99.190 |
99.195 |
+0.020 |
127 |
5,186 |
-3 |
| Jun10 |
091112 |
98.890 |
98.895 |
98.870 |
98.890 |
+0.035 |
5 |
4,707 |
-5 |
| Total Volume and Open Interest |
323 |
22,076 |
-73 |
| Long Gilt(LIFFE) |
| Dec09 |
091111 |
116~32 |
117~21 |
116~20 |
117~18 |
-0~31 |
73,487 |
237,970 |
+4,386 |
| Mar10 |
091112 |
115~26 |
115~26 |
115~26 |
115~26 |
-0~05 |
1 |
20 |
+0 |
| Total Volume and Open Interest |
91,596 |
234,547 |
+869 |
| 3-Mth Short Sterling(LIFFE) |
| Dec09 |
091112 |
99.37 |
99.38 |
99.35 |
99.36 |
unch |
31,203 |
340,244 |
+2,032 |
| Mar10 |
091112 |
99.27 |
99.28 |
99.22 |
99.23 |
-0.03 |
39,208 |
372,093 |
-1,088 |
| Jun10 |
091112 |
98.95 |
98.98 |
98.88 |
98.90 |
-0.04 |
48,328 |
364,505 |
+7,848 |
| Sep10 |
091112 |
98.49 |
98.51 |
98.40 |
98.43 |
-0.04 |
42,735 |
276,920 |
-672 |
| Dec10 |
091112 |
97.93 |
97.99 |
97.87 |
97.90 |
-0.03 |
54,787 |
313,652 |
-484 |
| Mar11 |
091112 |
97.41 |
97.51 |
97.39 |
97.42 |
-0.01 |
40,740 |
220,148 |
+10,883 |
| Total Volume and Open Interest |
321,711 |
2,421,295 |
+21,231 |
| 3-Mth Euribor(LIFFE) |
| Dec09 |
091112 |
99.270 |
99.285 |
99.265 |
99.275 |
+0.010 |
53,665 |
602,878 |
+3,361 |
| Mar10 |
091112 |
99.180 |
99.205 |
99.175 |
99.195 |
+0.020 |
89,684 |
655,637 |
-1,495 |
| Jun10 |
091112 |
98.860 |
98.910 |
98.850 |
98.890 |
+0.035 |
116,393 |
613,247 |
-1,183 |
| Total Volume and Open Interest |
672,407 |
3,395,150 |
+24,200 |
| 3-Mth Aus T-Bills(SFE) |
| Dec09 |
091112 |
95.85 |
95.87 |
95.80 |
95.84 |
-0.02 |
11,738 |
321,512 |
-1,336 |
| Mar10 |
091112 |
95.28 |
95.28 |
95.17 |
95.22 |
-0.05 |
12,612 |
213,470 |
+1,777 |
| Jun10 |
091112 |
94.87 |
94.90 |
94.76 |
94.83 |
-0.06 |
8,429 |
137,028 |
+1,906 |
| Sep10 |
091112 |
94.57 |
94.58 |
94.46 |
94.52 |
-0.06 |
6,991 |
86,476 |
-40 |
| Dec10 |
091112 |
94.30 |
94.33 |
94.20 |
94.26 |
-0.06 |
2,713 |
52,673 |
+246 |
| Mar11 |
091112 |
94.06 |
94.11 |
93.99 |
94.07 |
-0.03 |
1,080 |
26,072 |
+169 |
| Jun11 |
091112 |
93.89 |
93.92 |
93.86 |
93.92 |
unch |
642 |
19,400 |
+217 |
| Sep11 |
091112 |
93.80 |
93.81 |
93.74 |
93.81 |
+0.01 |
703 |
12,240 |
+262 |
| Dec11 |
091112 |
93.71 |
93.74 |
93.70 |
93.74 |
+0.03 |
101 |
4,879 |
+101 |
| Mar12 |
091112 |
93.70 |
93.70 |
93.70 |
93.70 |
+0.05 |
0 |
2,156 |
+0 |
| Total Volume and Open Interest |
45,009 |
876,847 |
+3,302 |
| 10-Year Aus T-Bonds(SFE) |
| Dec09 |
091112 |
94.37 |
94.41 |
94.31 |
94.40 |
+0.02 |
38,556 |
382,756 |
+13,729 |
| Mar10 |
091112 |
94.40 |
94.40 |
94.40 |
94.40 |
+0.02 |
|
|
|
| Total Volume and Open Interest |
38,556 |
382,756 |
+13,729 |
| 3-Year Aus T-Bonds(SFE) |
| Dec09 |
091112 |
94.86 |
94.88 |
94.75 |
94.83 |
-0.04 |
108,725 |
707,395 |
+27,899 |
| Mar10 |
091112 |
94.83 |
94.83 |
94.83 |
94.83 |
-0.04 |
|
|
|
| Total Volume and Open Interest |
108,725 |
707,395 |
+27,899 |
| Gold(CMX) |
| Dec09 |
091112 |
1117.2 |
1123.4 |
1102.7 |
1106.6 |
-8.0 |
146,659 |
306,792 |
-3,591 |
| Feb10 |
091112 |
1118.8 |
1124.8 |
1104.4 |
1108.0 |
-8.0 |
16,354 |
93,891 |
+5,798 |
| Apr10 |
091112 |
1120.1 |
1125.5 |
1105.3 |
1109.1 |
-8.0 |
2,527 |
35,226 |
+1,310 |
| Jun10 |
091112 |
1124.3 |
1126.3 |
1107.5 |
1110.2 |
-8.0 |
3,921 |
15,585 |
-1,890 |
| Aug10 |
091112 |
1126.0 |
1126.0 |
1111.6 |
1111.6 |
-8.0 |
2,251 |
8,787 |
+1,333 |
| Oct10 |
091112 |
1113.3 |
1121.3 |
1113.3 |
1113.3 |
-8.0 |
70 |
4,480 |
+55 |
| Dec10 |
091112 |
1128.6 |
1130.9 |
1111.9 |
1115.3 |
-8.0 |
1,346 |
21,584 |
+561 |
| Feb11 |
091112 |
1117.8 |
1125.8 |
1117.8 |
1117.8 |
-8.0 |
5 |
2,470 |
-4 |
| Apr11 |
091112 |
1120.6 |
1128.6 |
1120.6 |
1120.6 |
-8.0 |
101 |
1,716 |
+99 |
| Jun11 |
091112 |
468.4 |
476.4 |
468.4 |
468.4 |
-8.0 |
1,176 |
10,227 |
+725 |
| Aug11 |
091112 |
1127.6 |
1135.6 |
1127.6 |
1127.6 |
-8.0 |
0 |
250 |
+0 |
| Total Volume and Open Interest |
175,589 |
526,176 |
+4,558 |
| Silver(CMX) |
| Dec09 |
091112 |
1758.5 |
1778.0 |
1719.0 |
1726.5 |
-27.2 |
41,347 |
68,904 |
-4,100 |
| Mar10 |
091112 |
1769.0 |
1781.0 |
1723.5 |
1730.0 |
-27.3 |
6,472 |
32,860 |
+1,922 |
| May10 |
091112 |
1779.0 |
1779.0 |
1731.0 |
1731.8 |
-27.3 |
317 |
10,093 |
+101 |
| Jul10 |
091112 |
1775.0 |
1775.0 |
1728.0 |
1733.4 |
-27.2 |
39 |
4,044 |
-2 |
| Sep10 |
091112 |
1781.5 |
1781.5 |
1735.1 |
1735.1 |
-27.2 |
26 |
2,570 |
-4 |
| Dec10 |
091112 |
1765.5 |
1765.5 |
1732.5 |
1738.0 |
-27.4 |
1,906 |
8,008 |
-1,271 |
| Mar11 |
091112 |
1741.5 |
1768.7 |
1741.5 |
1741.5 |
-27.2 |
0 |
37 |
+0 |
| Total Volume and Open Interest |
51,080 |
136,309 |
-3,966 |
| Platinum(NYMEX) |
| Jan10 |
091112 |
1374.4 |
1386.0 |
1356.1 |
1363.2 |
-6.4 |
2,177 |
31,323 |
+65 |
| Apr10 |
091112 |
1386.4 |
1387.5 |
1359.8 |
1365.9 |
-6.4 |
448 |
1,641 |
+140 |
| Jul10 |
091112 |
1369.9 |
1369.9 |
1369.9 |
1369.9 |
-6.4 |
4 |
4 |
+4 |
| Total Volume and Open Interest |
2,629 |
32,968 |
+209 |
| Palladium(NYMEX) |
| Dec09 |
091112 |
346.25 |
356.25 |
346.25 |
350.90 |
+5.50 |
1,732 |
15,314 |
-1,020 |
| Mar10 |
091112 |
347.15 |
357.55 |
347.15 |
352.15 |
+5.50 |
1,062 |
7,082 |
+998 |
| Jun10 |
091112 |
360.00 |
360.00 |
352.95 |
352.95 |
+5.50 |
0 |
47 |
+0 |
| Total Volume and Open Interest |
2,794 |
22,444 |
-22 |
| Copper(CMX) |
| Dec09 |
091112 |
298.20 |
300.10 |
293.00 |
294.75 |
-1.85 |
29,378 |
61,193 |
-6,116 |
| Mar10 |
091112 |
301.95 |
302.50 |
295.50 |
297.30 |
-1.80 |
13,715 |
61,756 |
+8,098 |
| May10 |
091112 |
300.75 |
300.75 |
296.75 |
298.20 |
-1.80 |
1,583 |
8,015 |
+984 |
| Jul10 |
091112 |
299.10 |
300.55 |
298.75 |
298.75 |
-1.80 |
149 |
3,234 |
+48 |
| Sep10 |
091112 |
301.75 |
301.75 |
299.00 |
299.00 |
-1.70 |
56 |
2,098 |
-5 |
| Total Volume and Open Interest |
46,509 |
143,866 |
+3,059 |
| 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 |
091112 |
10261 |
10290 |
10138 |
10189 |
-70 |
521 |
15,150 |
-38 |
| Mar10 |
091112 |
10190 |
10190 |
10127 |
10127 |
-70 |
99 |
961 |
+28 |
| Jun10 |
091112 |
10062 |
10132 |
10062 |
10062 |
-70 |
0 |
1 |
+0 |
| Sep10 |
091112 |
10012 |
10082 |
10012 |
10012 |
-70 |
|
|
|
| Total Volume and Open Interest |
620 |
16,112 |
-10 |
| S & P 500(CME) |
| Dec09 |
091112 |
1096.00 |
1100.70 |
1082.70 |
1087.30 |
-9.00 |
17,020 |
383,801 |
+1,707 |
| Mar10 |
091112 |
1090.00 |
1095.00 |
1079.90 |
1082.40 |
-9.00 |
112 |
6,814 |
-108 |
| Jun10 |
091112 |
1087.10 |
1090.10 |
1075.60 |
1078.10 |
-9.00 |
0 |
307 |
+0 |
| Sep10 |
091112 |
1084.10 |
1087.10 |
1072.60 |
1074.80 |
-9.30 |
|
|
|
| Total Volume and Open Interest |
17,132 |
390,927 |
+1,599 |
| S & P 500 E-Mini(Globex) |
| Dec09 |
091112 |
1096.00 |
1101.00 |
1082.50 |
1087.25 |
-9.00 |
1,810,118 |
2,501,068 |
-2,783 |
| Mar10 |
091112 |
1091.25 |
1096.00 |
1077.75 |
1082.50 |
-9.00 |
4,237 |
53,730 |
+2,056 |
| Total Volume and Open Interest |
1,814,359 |
2,554,856 |
-724 |
| NASDAQ 100(CME) |
| Dec09 |
091112 |
1783.00 |
1794.00 |
1768.00 |
1773.80 |
-10.00 |
1,132 |
20,225 |
+201 |
| Mar10 |
091112 |
1771.50 |
1771.80 |
1771.50 |
1771.50 |
-10.30 |
1 |
35 |
+1 |
| Jun10 |
091112 |
1770.50 |
1770.80 |
1770.50 |
1770.50 |
-10.30 |
|
|
|
| Total Volume and Open Interest |
1,133 |
20,260 |
+202 |
| NASDAQ 100 E-Mini(Globex) |
| Dec09 |
091112 |
1784.00 |
1793.50 |
1768.50 |
1773.80 |
-10.00 |
255,967 |
304,867 |
+6,833 |
| Mar10 |
091112 |
1780.50 |
1790.80 |
1767.00 |
1771.50 |
-10.30 |
333 |
3,026 |
-91 |
| Total Volume and Open Interest |
256,300 |
307,895 |
+6,742 |
| S & P Midcap 400(CME) |
| Dec09 |
091112 |
702.50 |
705.00 |
690.00 |
692.60 |
-8.30 |
15 |
2,218 |
+11 |
| Mar10 |
091112 |
690.10 |
690.10 |
689.40 |
690.10 |
-8.30 |
0 |
1 |
+0 |
| Jun10 |
091112 |
688.10 |
688.10 |
687.40 |
688.10 |
-8.30 |
|
|
|
| Total Volume and Open Interest |
15 |
2,219 |
+11 |
| 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 |
091112 |
9910 |
9985 |
9790 |
9800 |
-90 |
99,140 |
171,964 |
-304 |
| Mar10 |
091112 |
9800 |
9800 |
9800 |
9800 |
-85 |
272 |
2,128 |
+510 |
| Total Volume and Open Interest |
100,642 |
179,198 |
+1,459 |
| Nikkei 225(SGX) |
| Dec09 |
091112 |
9910 |
9985 |
9790 |
9800 |
-90 |
99,140 |
171,964 |
-304 |
| Mar10 |
091112 |
9800 |
9800 |
9800 |
9800 |
-85 |
272 |
2,128 |
+510 |
| Jun10 |
091112 |
9835 |
9835 |
9835 |
9835 |
-90 |
0 |
424 |
+103 |
| Total Volume and Open Interest |
100,642 |
179,198 |
+1,459 |
| CAC 40(EURONEXT) |
| Nov09 |
091112 |
3788.5 |
3829.5 |
3776.0 |
3791.5 |
-9.0 |
87,691 |
524,446 |
+6,842 |
| Dec09 |
091112 |
3781.5 |
3820.5 |
3771.0 |
3784.5 |
-9.5 |
1,627 |
80,007 |
+994 |
| Jan10 |
091112 |
3790.5 |
3790.5 |
3790.5 |
3790.5 |
-10.0 |
|
|
|
| Total Volume and Open Interest |
89,335 |
606,214 |
+7,851 |
| Hang Seng Index(HKFE) |
| Nov09 |
091112 |
22645 |
22705 |
22332 |
22465 |
-200 |
62,839 |
85,514 |
+3,806 |
| Dec09 |
091112 |
22610 |
22684 |
22320 |
22453 |
-197 |
786 |
8,400 |
-96 |
| Total Volume and Open Interest |
63,801 |
94,365 |
+3,714 |
| DAX(EUREX) |
| Dec09 |
091112 |
5654.5 |
5730.5 |
5635.5 |
5673.0 |
+3.5 |
136,559 |
195,211 |
+6,838 |
| Mar10 |
091112 |
5667.5 |
5725.5 |
5644.5 |
5677.5 |
+3.5 |
156 |
11,917 |
+5 |
| Jun10 |
091112 |
5667.5 |
5709.0 |
5651.0 |
5683.0 |
+3.0 |
2 |
1,766 |
+0 |
| Total Volume and Open Interest |
136,717 |
208,894 |
+6,843 |
| FT-SE 100(EURONEXT) |
| Dec09 |
091112 |
5252.00 |
5294.00 |
5234.00 |
5260.50 |
+12.00 |
86,748 |
615,407 |
+7,989 |
| Mar10 |
091112 |
5204.00 |
5236.00 |
5200.00 |
5214.50 |
+12.00 |
1,284 |
18,794 |
+104 |
| Jun10 |
091112 |
5169.00 |
5169.00 |
5168.50 |
5168.50 |
+12.50 |
10 |
673 |
+10 |
| Total Volume and Open Interest |
88,042 |
634,880 |
+8,103 |
| 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 |
091112 |
501.00 |
502.00 |
495.00 |
496.30 |
-9.70 |
4,190 |
10,497 |
-3,508 |
| Dec09 |
091112 |
511.50 |
511.50 |
503.00 |
505.00 |
-9.50 |
4,049 |
9,830 |
+3,901 |
| Jan10 |
091112 |
507.60 |
515.00 |
507.00 |
507.60 |
-10.90 |
2 |
1 |
+0 |
| Total Volume and Open Interest |
8,241 |
20,328 |
+393 |
| 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. |
|
|