|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Fri November 13, 2009 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Jan10 |
091113 |
989.00 |
1009.00 |
983.50 |
987.00 |
-3.00 |
72,988 |
229,720 |
+724 |
| Mar10 |
091113 |
994.75 |
1013.25 |
989.00 |
992.25 |
-3.50 |
16,469 |
65,046 |
-2,334 |
| May10 |
091113 |
997.25 |
1015.00 |
993.00 |
995.75 |
-3.00 |
6,097 |
32,985 |
+383 |
| Jul10 |
091113 |
1000.50 |
1019.50 |
998.75 |
1002.25 |
-1.50 |
6,419 |
35,449 |
-264 |
| Aug10 |
091113 |
1013.00 |
1013.00 |
1001.75 |
1003.00 |
-1.25 |
58 |
1,449 |
+5 |
| Sep10 |
091113 |
1010.00 |
1010.00 |
996.50 |
996.50 |
-3.25 |
39 |
249 |
-7 |
| Nov10 |
091113 |
996.00 |
1013.75 |
986.00 |
997.25 |
-2.00 |
3,377 |
47,889 |
+371 |
| Total Volume and Open Interest |
110,321 |
417,370 |
-2,486 |
| Soybean Meal(CBOT) |
| Dec09 |
091113 |
300.30 |
312.00 |
300.00 |
301.10 |
+0.10 |
26,770 |
49,418 |
-1,828 |
| Jan10 |
091113 |
290.00 |
298.60 |
286.00 |
287.80 |
-2.70 |
8,785 |
28,709 |
+1,712 |
| Mar10 |
091113 |
287.00 |
295.20 |
282.50 |
284.30 |
-3.20 |
4,591 |
23,295 |
+537 |
| May10 |
091113 |
287.00 |
294.70 |
282.50 |
284.20 |
-2.80 |
2,489 |
15,874 |
+34 |
| Jul10 |
091113 |
287.80 |
295.90 |
284.80 |
285.90 |
-2.00 |
2,451 |
14,562 |
+241 |
| Aug10 |
091113 |
290.50 |
295.00 |
286.40 |
286.40 |
-1.90 |
518 |
3,907 |
-66 |
| Sep10 |
091113 |
289.80 |
295.20 |
286.40 |
286.40 |
-1.90 |
110 |
3,309 |
+52 |
| Oct10 |
091113 |
287.50 |
289.70 |
284.10 |
284.10 |
-1.90 |
137 |
2,582 |
+60 |
| Total Volume and Open Interest |
46,656 |
150,968 |
+686 |
| Soybean Oil(CBOT) |
| Dec09 |
091113 |
38.37 |
38.65 |
37.80 |
38.61 |
+0.24 |
36,586 |
66,346 |
-2,957 |
| Jan10 |
091113 |
38.76 |
39.17 |
38.23 |
39.04 |
+0.25 |
16,889 |
88,057 |
+2,028 |
| Mar10 |
091113 |
39.01 |
39.60 |
38.65 |
39.42 |
+0.24 |
7,239 |
44,354 |
+1,472 |
| May10 |
091113 |
39.18 |
39.75 |
38.91 |
39.71 |
+0.22 |
2,658 |
12,356 |
-44 |
| Jul10 |
091113 |
39.61 |
40.00 |
39.26 |
39.97 |
+0.20 |
1,555 |
13,589 |
+109 |
| Aug10 |
091113 |
39.78 |
40.07 |
39.70 |
40.07 |
+0.20 |
139 |
1,868 |
+34 |
| Sep10 |
091113 |
39.50 |
40.16 |
39.50 |
40.16 |
+0.20 |
20 |
1,201 |
+20 |
| Oct10 |
091113 |
39.59 |
40.20 |
39.59 |
40.20 |
+0.18 |
45 |
877 |
+21 |
| Total Volume and Open Interest |
65,741 |
240,451 |
+448 |
| Canola(WCE) |
| Nov09 |
091113 |
393.7 |
393.7 |
393.7 |
393.7 |
+3.0 |
5 |
0 |
+0 |
| Jan10 |
091113 |
387.7 |
392.9 |
386.0 |
390.7 |
+3.0 |
11,631 |
74,233 |
-440 |
| Mar10 |
091113 |
396.2 |
398.0 |
393.3 |
396.3 |
+2.7 |
1,094 |
8,512 |
-135 |
| May10 |
091113 |
399.2 |
403.4 |
397.3 |
401.7 |
+3.2 |
42 |
1,488 |
+1 |
| Jul10 |
091113 |
400.4 |
406.8 |
400.4 |
405.2 |
+4.0 |
69 |
2,223 |
+175 |
| Total Volume and Open Interest |
12,852 |
87,275 |
-398 |
| Corn(CBOT) |
| Dec09 |
091113 |
390.00 |
394.75 |
385.50 |
390.50 |
unch |
246,000 |
350,485 |
-33,036 |
| Mar10 |
091113 |
405.00 |
409.75 |
400.50 |
405.75 |
unch |
157,468 |
335,770 |
+25,201 |
| May10 |
091113 |
414.25 |
418.75 |
411.00 |
415.75 |
+0.25 |
16,616 |
71,569 |
+4,960 |
| Jul10 |
091113 |
423.00 |
427.25 |
418.75 |
423.75 |
unch |
17,287 |
76,064 |
-678 |
| Sep10 |
091113 |
433.00 |
437.75 |
427.00 |
430.25 |
-0.75 |
1,709 |
19,053 |
+2 |
| Dec10 |
091113 |
437.75 |
441.50 |
433.00 |
437.00 |
-1.75 |
19,980 |
142,611 |
+2,454 |
| Total Volume and Open Interest |
461,420 |
1,017,505 |
+164 |
| Wheat(CBOT) |
| Dec09 |
091113 |
531.00 |
540.25 |
527.50 |
539.00 |
+7.25 |
69,290 |
101,547 |
-12,737 |
| Mar10 |
091113 |
551.00 |
561.00 |
548.25 |
559.75 |
+7.50 |
45,617 |
135,027 |
+13,979 |
| May10 |
091113 |
562.50 |
573.75 |
561.75 |
572.75 |
+7.50 |
13,708 |
20,583 |
-116 |
| Jul10 |
091113 |
573.25 |
584.25 |
572.25 |
583.50 |
+7.00 |
17,855 |
49,430 |
+3,534 |
| Sep10 |
091113 |
591.00 |
600.00 |
590.25 |
599.25 |
+5.75 |
2,809 |
11,928 |
+829 |
| Total Volume and Open Interest |
157,113 |
357,649 |
+7,963 |
| Wheat(KCBT) |
| Dec09 |
091113 |
534.00 |
544.50 |
532.50 |
540.50 |
+5.50 |
13,664 |
30,734 |
-2,589 |
| Mar10 |
091113 |
549.00 |
560.00 |
548.00 |
556.50 |
+6.25 |
8,524 |
45,546 |
+2,388 |
| May10 |
091113 |
563.50 |
571.75 |
561.50 |
568.25 |
+6.25 |
578 |
5,971 |
+24 |
| Jul10 |
091113 |
572.75 |
583.50 |
572.00 |
580.25 |
+6.25 |
2,822 |
24,915 |
+368 |
| Sep10 |
091113 |
587.00 |
596.00 |
586.00 |
592.25 |
+6.25 |
70 |
1,600 |
+14 |
| Total Volume and Open Interest |
28,576 |
136,812 |
+1,428 |
| Wheat(MGE) |
| Dec09 |
091113 |
546.50 |
557.75 |
545.00 |
555.75 |
+7.25 |
3,980 |
12,584 |
-1,592 |
| Mar10 |
091113 |
562.25 |
573.25 |
561.00 |
571.50 |
+6.75 |
2,517 |
14,649 |
+527 |
| May10 |
091113 |
578.25 |
585.25 |
576.25 |
583.75 |
+7.50 |
207 |
4,490 |
-15 |
| Jul10 |
091113 |
585.50 |
597.25 |
585.50 |
596.00 |
+7.50 |
310 |
8,304 |
+3 |
| Sep10 |
091113 |
601.50 |
609.00 |
600.25 |
607.75 |
+8.00 |
184 |
2,338 |
+74 |
| Total Volume and Open Interest |
7,614 |
48,224 |
-1,028 |
| Oats(CBOT) |
| Dec09 |
091113 |
268.00 |
268.75 |
250.50 |
262.50 |
-6.50 |
562 |
4,643 |
+41 |
| Mar10 |
091113 |
282.25 |
282.25 |
264.00 |
276.00 |
-6.50 |
426 |
8,615 |
+19 |
| May10 |
091113 |
288.75 |
290.75 |
273.25 |
284.25 |
-6.50 |
1 |
279 |
+0 |
| Jul10 |
091113 |
291.75 |
298.25 |
291.75 |
291.75 |
-6.50 |
0 |
22 |
+0 |
| Total Volume and Open Interest |
992 |
13,927 |
+61 |
| Rough Rice(CBOT) |
| Nov09 |
091113 |
14.65 |
14.67 |
14.56 |
14.67 |
+0.19 |
374 |
383 |
+125 |
| Jan10 |
091113 |
14.70 |
15.07 |
14.64 |
14.86 |
+0.12 |
1,122 |
10,454 |
+119 |
| Mar10 |
091113 |
14.90 |
15.24 |
14.90 |
15.10 |
+0.13 |
168 |
2,624 |
+4 |
| May10 |
091113 |
15.32 |
15.52 |
15.32 |
15.34 |
+0.14 |
44 |
413 |
-1 |
| Total Volume and Open Interest |
1,747 |
15,094 |
+271 |
| Live Cattle(CME) |
| Dec09 |
091113 |
82.830 |
83.450 |
82.650 |
83.330 |
+0.480 |
39,050 |
76,086 |
-7,500 |
| Feb10 |
091113 |
84.830 |
85.250 |
84.550 |
85.150 |
+0.320 |
35,423 |
99,471 |
+7,687 |
| Apr10 |
091113 |
87.450 |
87.750 |
87.330 |
87.700 |
+0.065 |
15,725 |
54,972 |
+23 |
| Jun10 |
091113 |
84.600 |
84.885 |
84.400 |
84.730 |
+0.150 |
3,493 |
23,863 |
+632 |
| Aug10 |
091113 |
84.850 |
85.250 |
84.730 |
85.135 |
+0.235 |
377 |
6,203 |
+54 |
| Oct10 |
091113 |
87.850 |
88.100 |
87.730 |
88.000 |
+0.150 |
129 |
3,677 |
+89 |
| Total Volume and Open Interest |
94,226 |
265,927 |
+994 |
| Feeder Cattle(CME) |
| Nov09 |
091113 |
93.200 |
93.250 |
92.750 |
93.150 |
+0.200 |
1,423 |
2,111 |
-660 |
| Jan10 |
091113 |
92.500 |
92.900 |
92.200 |
92.580 |
+0.080 |
4,005 |
15,294 |
+776 |
| Mar10 |
091113 |
93.250 |
93.830 |
93.100 |
93.600 |
+0.120 |
1,137 |
5,079 |
+127 |
| Apr10 |
091113 |
94.100 |
94.700 |
94.100 |
94.550 |
+0.220 |
85 |
841 |
-6 |
| May10 |
091113 |
95.285 |
95.730 |
95.230 |
95.500 |
-0.100 |
197 |
1,670 |
+68 |
| Aug10 |
091113 |
97.600 |
97.600 |
97.200 |
97.200 |
-0.300 |
21 |
407 |
-2 |
| Sep10 |
091113 |
98.230 |
98.230 |
98.230 |
98.230 |
-0.020 |
0 |
4 |
+0 |
| Total Volume and Open Interest |
6,868 |
25,406 |
+303 |
| Lean Hogs(CME) |
| Dec09 |
091113 |
54.550 |
55.300 |
54.380 |
55.000 |
+0.550 |
16,323 |
43,860 |
-4,283 |
| Feb10 |
091113 |
61.235 |
62.080 |
60.950 |
61.850 |
+0.500 |
11,824 |
57,177 |
+3,790 |
| Apr10 |
091113 |
66.050 |
66.850 |
65.600 |
66.750 |
+0.570 |
3,429 |
30,364 |
+386 |
| May10 |
091113 |
71.150 |
71.475 |
71.000 |
71.475 |
+0.275 |
69 |
1,668 |
+51 |
| Jun10 |
091113 |
75.000 |
75.400 |
74.385 |
75.035 |
-0.015 |
1,192 |
16,678 |
+251 |
| Jul10 |
091113 |
74.500 |
75.135 |
74.000 |
74.850 |
+0.250 |
189 |
5,877 |
+11 |
| Aug10 |
091113 |
74.100 |
74.500 |
73.500 |
74.300 |
+0.100 |
137 |
4,138 |
+110 |
| Oct10 |
091113 |
67.200 |
67.250 |
66.600 |
67.250 |
+0.350 |
25 |
2,444 |
+15 |
| Total Volume and Open Interest |
33,213 |
163,666 |
+350 |
| Pork Bellies(CME) |
| Feb10 |
091113 |
86.700 |
88.050 |
86.000 |
87.050 |
+2.000 |
63 |
410 |
+16 |
| Mar10 |
091113 |
84.500 |
85.700 |
82.750 |
84.500 |
+1.800 |
1 |
88 |
+0 |
| May10 |
091113 |
86.250 |
87.500 |
86.250 |
86.250 |
+0.250 |
1 |
79 |
+0 |
| Jul10 |
091113 |
87.000 |
87.000 |
87.000 |
87.000 |
+0.250 |
0 |
20 |
+0 |
| Aug10 |
091113 |
84.250 |
84.500 |
84.250 |
84.250 |
unch |
0 |
15 |
+0 |
| Total Volume and Open Interest |
65 |
612 |
+16 |
| Class III Milk(CME) |
| Nov09 |
091113 |
14.03 |
14.08 |
14.02 |
14.05 |
+0.01 |
69 |
3,854 |
+87 |
| Dec09 |
091113 |
14.31 |
14.70 |
14.23 |
14.41 |
+0.09 |
196 |
5,159 |
-34 |
| Jan10 |
091113 |
14.31 |
14.65 |
14.25 |
14.55 |
+0.18 |
167 |
2,928 |
+56 |
| Feb10 |
091113 |
14.50 |
14.75 |
14.35 |
14.67 |
+0.13 |
110 |
1,955 |
+17 |
| Mar10 |
091113 |
14.67 |
14.99 |
14.65 |
14.89 |
+0.11 |
84 |
1,673 |
+21 |
| Total Volume and Open Interest |
924 |
22,928 |
+215 |
| Cocoa(ICE) |
| Dec09 |
091113 |
3086 |
3088 |
3039 |
3073 |
unch |
9,344 |
11,102 |
-6,243 |
| Mar10 |
091113 |
3140 |
3153 |
3103 |
3134 |
+1 |
12,121 |
71,737 |
+4,147 |
| May10 |
091113 |
3168 |
3169 |
3128 |
3153 |
-2 |
712 |
17,076 |
-58 |
| Jul10 |
091113 |
3166 |
3166 |
3134 |
3148 |
-7 |
405 |
6,355 |
+39 |
| Sep10 |
091113 |
3137 |
3149 |
3132 |
3137 |
-14 |
5 |
4,917 |
+2 |
| Dec10 |
091113 |
3125 |
3125 |
3118 |
3119 |
-23 |
36 |
3,448 |
+34 |
| Mar11 |
091113 |
3147 |
3147 |
3114 |
3115 |
-18 |
203 |
7,394 |
+127 |
| Total Volume and Open Interest |
22,826 |
128,485 |
-1,952 |
| Coffee "C"(ICE) |
| Dec09 |
091113 |
130.10 |
132.60 |
130.00 |
131.10 |
+0.45 |
14,156 |
40,486 |
-4,457 |
| Mar10 |
091113 |
133.25 |
135.70 |
133.05 |
134.20 |
+0.55 |
8,686 |
57,317 |
+2,692 |
| May10 |
091113 |
135.50 |
137.40 |
135.00 |
136.00 |
+0.50 |
2,721 |
15,083 |
-241 |
| Jul10 |
091113 |
137.10 |
138.35 |
136.95 |
137.75 |
+0.50 |
601 |
4,347 |
-49 |
| Sep10 |
091113 |
138.95 |
139.65 |
138.80 |
139.45 |
+0.50 |
62 |
4,249 |
+19 |
| Dec10 |
091113 |
141.70 |
142.55 |
141.10 |
141.95 |
+0.50 |
28 |
3,857 |
+15 |
| Total Volume and Open Interest |
26,272 |
127,024 |
-2,025 |
| Orange Juice(ICE) |
| Jan10 |
091113 |
117.80 |
118.80 |
114.50 |
116.25 |
-1.15 |
459 |
18,651 |
+53 |
| Mar10 |
091113 |
121.30 |
122.10 |
118.60 |
119.75 |
-1.05 |
131 |
6,982 |
+71 |
| May10 |
091113 |
125.00 |
125.00 |
122.00 |
123.00 |
-0.90 |
32 |
2,723 |
+14 |
| Jul10 |
091113 |
127.45 |
128.00 |
125.90 |
125.90 |
-0.85 |
19 |
704 |
+17 |
| Sep10 |
091113 |
130.00 |
130.00 |
128.45 |
128.45 |
-1.15 |
16 |
394 |
+8 |
| Nov10 |
091113 |
130.45 |
130.45 |
130.45 |
130.45 |
-1.15 |
0 |
47 |
+0 |
| Total Volume and Open Interest |
657 |
29,701 |
+163 |
| Sugar #11(ICE) |
| Mar10 |
091113 |
22.83 |
22.85 |
22.47 |
22.72 |
+0.03 |
46,311 |
358,837 |
+558 |
| May10 |
091113 |
21.61 |
21.77 |
21.45 |
21.73 |
+0.15 |
15,083 |
99,764 |
+1,102 |
| Jul10 |
091113 |
20.30 |
20.45 |
20.15 |
20.42 |
+0.23 |
11,280 |
113,128 |
-874 |
| Oct10 |
091113 |
19.51 |
19.77 |
19.50 |
19.75 |
+0.25 |
2,069 |
87,867 |
+70 |
| Mar11 |
091113 |
19.17 |
19.35 |
19.17 |
19.35 |
+0.26 |
2,296 |
47,283 |
-453 |
| Total Volume and Open Interest |
79,822 |
766,650 |
+639 |
| London Cocoa(LCE) |
| Dec09 |
091030 |
2127 |
2146 |
2122 |
2127 |
-20 |
3,155 |
54,406 |
-13 |
| Mar10 |
091113 |
2083 |
2083 |
2058 |
2063 |
-23 |
9,250 |
43,887 |
+3,053 |
| May10 |
091113 |
2107 |
2107 |
2075 |
2081 |
-26 |
1,671 |
50,035 |
+482 |
| Jul10 |
091113 |
2033 |
2033 |
2009 |
2014 |
-25 |
468 |
16,717 |
+119 |
| Sep10 |
091113 |
2018 |
2021 |
1990 |
1998 |
-24 |
557 |
6,027 |
+53 |
| Dec10 |
091113 |
2013 |
2013 |
1975 |
1985 |
-23 |
587 |
3,661 |
+488 |
| Mar11 |
091113 |
1991 |
1991 |
1960 |
1963 |
-23 |
53 |
6,258 |
+0 |
| Total Volume and Open Interest |
19,951 |
169,230 |
+2,193 |
| London Sugar(LCE) |
| Mar10 |
091113 |
594.50 |
597.00 |
590.50 |
593.70 |
-2.80 |
5,466 |
34,928 |
-571 |
| May10 |
091113 |
586.20 |
588.40 |
582.80 |
584.90 |
-2.80 |
2,023 |
15,460 |
+968 |
| Aug10 |
091113 |
556.80 |
557.10 |
553.40 |
556.40 |
-3.00 |
487 |
8,385 |
+32 |
| Oct10 |
091113 |
529.30 |
529.30 |
529.30 |
529.30 |
-1.60 |
66 |
4,314 |
+4 |
| Dec10 |
091113 |
517.90 |
517.90 |
517.90 |
517.90 |
+0.30 |
15 |
780 |
+10 |
| Total Volume and Open Interest |
11,092 |
75,143 |
-1,005 |
| Cotton(ICE) |
| Dec09 |
091113 |
66.34 |
67.39 |
66.31 |
67.10 |
+0.68 |
23,199 |
67,951 |
-9,312 |
| Mar10 |
091113 |
70.23 |
71.49 |
70.23 |
71.33 |
+1.02 |
14,366 |
92,686 |
+8,040 |
| May10 |
091113 |
72.50 |
72.95 |
72.06 |
72.84 |
+0.90 |
1,221 |
7,645 |
+812 |
| Jul10 |
091113 |
73.85 |
74.10 |
73.41 |
74.04 |
+0.77 |
1,180 |
16,580 |
+252 |
| Oct10 |
091113 |
74.70 |
74.70 |
74.70 |
74.70 |
+0.83 |
1 |
113 |
+0 |
| Dec10 |
091113 |
75.26 |
75.65 |
75.00 |
75.59 |
+0.81 |
688 |
8,412 |
+304 |
| Total Volume and Open Interest |
40,770 |
193,995 |
+198 |
| Lumber(CME) |
| Nov09 |
091113 |
196.8 |
201.5 |
195.5 |
197.9 |
+3.9 |
377 |
362 |
-220 |
| Jan10 |
091113 |
215.8 |
222.0 |
215.0 |
219.5 |
+4.9 |
260 |
6,728 |
+1 |
| Mar10 |
091113 |
233.6 |
239.4 |
233.0 |
238.9 |
+5.4 |
134 |
2,048 |
+95 |
| May10 |
091113 |
240.6 |
245.0 |
240.5 |
243.0 |
+1.9 |
1 |
77 |
-2 |
| Total Volume and Open Interest |
773 |
9,240 |
-126 |
| Crude Oil(NYM) |
| Dec09 |
091113 |
76.78 |
77.67 |
75.57 |
76.35 |
-0.59 |
297,815 |
227,690 |
-16,394 |
| Jan10 |
091113 |
77.47 |
78.37 |
76.27 |
77.03 |
-0.62 |
111,058 |
266,846 |
+20,872 |
| Feb10 |
091113 |
78.38 |
79.03 |
77.02 |
77.75 |
-0.64 |
28,730 |
73,471 |
-685 |
| Mar10 |
091113 |
78.94 |
79.71 |
77.82 |
78.48 |
-0.65 |
13,526 |
63,987 |
+254 |
| Apr10 |
091113 |
79.90 |
80.29 |
78.65 |
79.18 |
-0.65 |
5,811 |
23,345 |
+784 |
| May10 |
091113 |
80.37 |
80.37 |
79.27 |
79.81 |
-0.65 |
4,083 |
25,658 |
+1,347 |
| Jun10 |
091113 |
80.31 |
81.49 |
79.72 |
80.32 |
-0.65 |
12,417 |
98,072 |
+1,747 |
| Jul10 |
091113 |
80.62 |
81.21 |
80.14 |
80.73 |
-0.64 |
2,134 |
29,398 |
+473 |
| Aug10 |
091113 |
81.39 |
81.39 |
81.05 |
81.10 |
-0.64 |
1,457 |
12,635 |
-300 |
| Sep10 |
091113 |
81.02 |
81.48 |
81.02 |
81.48 |
-0.62 |
2,076 |
24,811 |
-12 |
| Oct10 |
091113 |
81.40 |
81.97 |
81.40 |
81.88 |
-0.60 |
1,117 |
15,432 |
-16 |
| Nov10 |
091113 |
81.73 |
82.28 |
81.73 |
82.28 |
-0.60 |
1,194 |
16,094 |
-86 |
| Dec10 |
091113 |
83.28 |
83.88 |
82.02 |
82.69 |
-0.60 |
12,283 |
113,185 |
+1,616 |
| Jan11 |
091113 |
82.95 |
82.95 |
82.95 |
82.95 |
-0.60 |
1,270 |
15,437 |
+618 |
| Feb11 |
091113 |
83.18 |
83.18 |
83.18 |
83.18 |
-0.61 |
749 |
7,350 |
+66 |
| Mar11 |
091113 |
83.40 |
83.40 |
83.40 |
83.40 |
-0.62 |
36 |
5,568 |
-1 |
| Total Volume and Open Interest |
500,005 |
1,245,322 |
+10,067 |
| e-miNY Crude Oil(NYM) |
| Nov09 |
091019 |
78.850 |
79.650 |
78.100 |
79.600 |
+1.075 |
9,026 |
4,656 |
+226 |
| Dec09 |
091113 |
76.775 |
77.650 |
75.575 |
76.350 |
-0.600 |
9,951 |
4,885 |
-61 |
| Jan10 |
091113 |
77.575 |
78.250 |
76.325 |
77.025 |
-0.625 |
603 |
1,091 |
+72 |
| Feb10 |
091113 |
77.950 |
78.950 |
77.400 |
77.750 |
-0.650 |
51 |
233 |
-6 |
| Mar10 |
091113 |
79.600 |
79.600 |
78.475 |
78.475 |
-0.650 |
0 |
163 |
+0 |
| Apr10 |
091113 |
79.725 |
79.725 |
79.175 |
79.175 |
-0.650 |
2 |
6 |
+1 |
| May10 |
091113 |
79.800 |
79.800 |
79.800 |
79.800 |
-0.650 |
0 |
2 |
+0 |
| Jun10 |
091113 |
80.325 |
80.325 |
80.325 |
80.325 |
-0.650 |
0 |
9 |
+0 |
| Jul10 |
091113 |
80.725 |
80.725 |
80.725 |
80.725 |
-0.650 |
1 |
6 |
+0 |
| Aug10 |
091113 |
81.100 |
81.100 |
81.100 |
81.100 |
-0.650 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
10,608 |
6,479 |
+6 |
| Heating Oil(NYM) |
| Dec09 |
091113 |
198.90 |
200.69 |
195.04 |
196.61 |
-2.49 |
35,519 |
63,493 |
-4,250 |
| Jan10 |
091113 |
202.68 |
204.10 |
198.79 |
200.30 |
-2.38 |
17,109 |
75,313 |
+2,487 |
| Feb10 |
091113 |
203.56 |
204.77 |
202.98 |
203.28 |
-2.24 |
7,782 |
32,989 |
+38 |
| Mar10 |
091113 |
207.70 |
209.34 |
204.36 |
205.53 |
-2.18 |
4,306 |
24,334 |
+531 |
| Apr10 |
091113 |
208.06 |
208.23 |
206.09 |
206.55 |
-2.14 |
2,015 |
13,358 |
+477 |
| May10 |
091113 |
209.15 |
209.15 |
207.30 |
207.63 |
-2.09 |
1,423 |
11,988 |
+76 |
| Jun10 |
091113 |
209.18 |
210.90 |
207.58 |
208.83 |
-2.09 |
4,088 |
29,107 |
-220 |
| Jul10 |
091113 |
211.96 |
211.96 |
209.07 |
210.46 |
-2.09 |
862 |
8,617 |
-31 |
| Aug10 |
091113 |
211.60 |
212.48 |
211.44 |
212.48 |
-2.09 |
464 |
3,799 |
+112 |
| Sep10 |
091113 |
215.61 |
215.61 |
214.20 |
214.98 |
-2.01 |
257 |
7,057 |
+62 |
| Oct10 |
091113 |
218.13 |
218.13 |
216.56 |
217.53 |
-1.88 |
145 |
3,247 |
-27 |
| Nov10 |
091113 |
220.75 |
220.75 |
219.61 |
220.03 |
-1.78 |
97 |
5,390 |
+11 |
| Total Volume and Open Interest |
76,387 |
322,568 |
-1,087 |
| Gasoline(NYMEX) |
| Dec09 |
091113 |
194.05 |
196.05 |
190.61 |
191.62 |
-2.43 |
37,518 |
57,610 |
-5,226 |
| Jan10 |
091113 |
197.12 |
198.94 |
193.63 |
194.72 |
-2.31 |
19,881 |
86,331 |
+6,822 |
| Feb10 |
091113 |
200.50 |
201.25 |
196.93 |
197.60 |
-2.12 |
4,873 |
21,878 |
-23 |
| Mar10 |
091113 |
203.99 |
203.99 |
199.67 |
200.36 |
-2.02 |
4,739 |
24,001 |
+92 |
| Apr10 |
091113 |
216.05 |
216.05 |
212.25 |
212.89 |
-1.97 |
2,139 |
14,717 |
+292 |
| May10 |
091113 |
216.90 |
216.90 |
212.90 |
213.85 |
-1.83 |
1,549 |
8,869 |
+40 |
| Jun10 |
091113 |
214.81 |
217.65 |
214.45 |
214.45 |
-1.83 |
2,109 |
8,972 |
-425 |
| Jul10 |
091113 |
215.20 |
215.59 |
214.75 |
214.75 |
-1.83 |
218 |
3,585 |
+115 |
| Aug10 |
091113 |
214.74 |
214.74 |
214.74 |
214.74 |
-1.79 |
54 |
3,353 |
+13 |
| Sep10 |
091113 |
214.14 |
214.14 |
214.14 |
214.14 |
-1.79 |
185 |
3,956 |
+125 |
| Total Volume and Open Interest |
73,451 |
252,159 |
+1,886 |
| e-miNY RBOB Gasoline(NYM) |
| Dec09 |
091113 |
191.62 |
191.62 |
191.62 |
191.62 |
-2.48 |
0 |
3 |
+0 |
| Jan10 |
091113 |
194.72 |
194.72 |
194.72 |
194.72 |
-2.28 |
|
|
|
| Feb10 |
091113 |
197.60 |
197.60 |
197.60 |
197.60 |
-2.10 |
|
|
|
| Mar10 |
091113 |
200.36 |
200.36 |
200.36 |
200.36 |
-2.04 |
|
|
|
| Total Volume and Open Interest |
0 |
3 |
+0 |
| Natural Gas(NYM) |
| Dec09 |
091113 |
4.385 |
4.459 |
4.287 |
4.392 |
+0.022 |
117,787 |
120,221 |
-11,192 |
| Jan10 |
091113 |
4.770 |
4.847 |
4.674 |
4.798 |
+0.037 |
69,676 |
142,180 |
+5,578 |
| Feb10 |
091113 |
4.852 |
4.920 |
4.755 |
4.879 |
+0.038 |
12,248 |
49,610 |
-767 |
| Mar10 |
091113 |
4.891 |
4.938 |
4.790 |
4.900 |
+0.030 |
9,630 |
73,222 |
+585 |
| Apr10 |
091113 |
4.931 |
4.948 |
4.816 |
4.916 |
+0.029 |
6,104 |
48,350 |
-294 |
| May10 |
091113 |
4.928 |
5.007 |
4.871 |
4.967 |
+0.021 |
3,044 |
28,986 |
+556 |
| Jun10 |
091113 |
5.044 |
5.090 |
4.970 |
5.060 |
+0.016 |
2,238 |
18,795 |
-1,162 |
| Jul10 |
091113 |
5.133 |
5.198 |
5.090 |
5.165 |
+0.011 |
975 |
15,459 |
-18 |
| Aug10 |
091113 |
5.210 |
5.282 |
5.177 |
5.245 |
+0.006 |
1,129 |
14,084 |
+103 |
| Sep10 |
091113 |
5.261 |
5.340 |
5.257 |
5.308 |
+0.004 |
1,238 |
14,840 |
+100 |
| Oct10 |
091113 |
5.469 |
5.473 |
5.370 |
5.441 |
+0.002 |
3,234 |
29,976 |
-118 |
| Nov10 |
091113 |
5.882 |
5.882 |
5.790 |
5.846 |
-0.011 |
392 |
7,809 |
-33 |
| Dec10 |
091113 |
6.242 |
6.265 |
6.171 |
6.236 |
-0.006 |
1,823 |
15,904 |
+364 |
| Jan11 |
091113 |
6.477 |
6.500 |
6.431 |
6.466 |
-0.008 |
1,510 |
12,093 |
+203 |
| Feb11 |
091113 |
6.466 |
6.489 |
6.445 |
6.461 |
-0.008 |
22 |
5,922 |
+3 |
| Mar11 |
091113 |
6.310 |
6.335 |
6.291 |
6.291 |
-0.013 |
659 |
16,156 |
+101 |
| Total Volume and Open Interest |
233,200 |
719,235 |
-5,540 |
| Brent Crude Oil(ICE) |
| Dec09 |
091113 |
75.73 |
76.92 |
75.03 |
75.55 |
-0.47 |
125,544 |
74,038 |
-31,234 |
| Jan10 |
091113 |
76.45 |
77.64 |
75.55 |
76.31 |
-0.46 |
142,497 |
213,191 |
+22,945 |
| Feb10 |
091113 |
77.12 |
78.39 |
76.36 |
77.05 |
-0.49 |
34,625 |
100,245 |
+9,286 |
| Mar10 |
091113 |
77.75 |
79.09 |
77.04 |
77.75 |
-0.52 |
12,379 |
38,513 |
-1,464 |
| Apr10 |
091113 |
78.40 |
79.71 |
77.84 |
78.40 |
-0.56 |
4,290 |
17,105 |
+468 |
| May10 |
091113 |
79.04 |
80.19 |
78.57 |
79.03 |
-0.59 |
2,908 |
14,714 |
+183 |
| Jun10 |
091113 |
79.66 |
80.87 |
78.99 |
79.64 |
-0.61 |
6,475 |
52,030 |
+160 |
| Jul10 |
091113 |
81.29 |
81.40 |
80.20 |
80.20 |
-0.61 |
2,261 |
13,371 |
+10 |
| Aug10 |
091113 |
81.83 |
81.93 |
80.74 |
80.74 |
-0.62 |
1,451 |
8,921 |
+73 |
| Sep10 |
091113 |
81.28 |
81.28 |
81.28 |
81.28 |
-0.61 |
1,015 |
5,624 |
-206 |
| Oct10 |
091113 |
81.76 |
81.85 |
81.76 |
81.76 |
-0.61 |
533 |
11,856 |
+83 |
| Nov10 |
091113 |
82.17 |
82.17 |
82.17 |
82.17 |
-0.61 |
811 |
7,405 |
+273 |
| Dec10 |
091113 |
82.68 |
83.84 |
81.91 |
82.56 |
-0.61 |
6,151 |
69,261 |
-685 |
| Jan11 |
091113 |
82.95 |
82.95 |
82.95 |
82.95 |
-0.63 |
213 |
6,704 |
-13 |
| Total Volume and Open Interest |
343,911 |
722,730 |
-248 |
| Gas Oil(ICE) |
| Dec09 |
091113 |
614.50 |
622.25 |
605.50 |
611.00 |
-4.25 |
75,750 |
116,159 |
+131 |
| Jan10 |
091113 |
624.75 |
633.25 |
616.75 |
622.00 |
-4.75 |
41,154 |
113,663 |
+5,966 |
| Feb10 |
091113 |
638.25 |
641.25 |
625.00 |
630.00 |
-5.00 |
10,205 |
43,496 |
+2,238 |
| Mar10 |
091113 |
645.00 |
648.00 |
632.75 |
637.00 |
-4.75 |
4,741 |
33,299 |
+1,003 |
| Apr10 |
091113 |
651.50 |
653.75 |
641.50 |
643.50 |
-4.75 |
3,208 |
20,541 |
+570 |
| May10 |
091113 |
659.75 |
659.75 |
645.75 |
650.00 |
-4.25 |
2,135 |
18,611 |
+242 |
| Jun10 |
091113 |
656.75 |
666.75 |
651.50 |
656.00 |
-4.00 |
5,758 |
41,900 |
+203 |
| Jul10 |
091113 |
670.25 |
670.25 |
658.50 |
663.25 |
-3.75 |
1,360 |
15,182 |
+214 |
| Aug10 |
091113 |
669.00 |
674.00 |
665.25 |
670.00 |
-4.00 |
1,071 |
14,592 |
+428 |
| Sep10 |
091113 |
676.75 |
676.75 |
676.00 |
676.25 |
-3.75 |
700 |
11,987 |
+215 |
| Total Volume and Open Interest |
176,599 |
559,253 |
-3,713 |
| Ethanol(CBOT) |
| Nov09 |
091104 |
1.970 |
2.000 |
1.970 |
1.970 |
+0.020 |
5 |
151 |
-1 |
| Dec09 |
091113 |
1.980 |
2.018 |
1.980 |
2.014 |
+0.045 |
61 |
597 |
-36 |
| Jan10 |
091113 |
1.895 |
1.928 |
1.885 |
1.928 |
+0.047 |
428 |
778 |
-138 |
| Feb10 |
091113 |
1.890 |
1.909 |
1.890 |
1.909 |
+0.049 |
8 |
460 |
+7 |
| Mar10 |
091113 |
1.860 |
1.884 |
1.860 |
1.881 |
+0.026 |
107 |
736 |
+107 |
| Apr10 |
091113 |
1.850 |
1.877 |
1.850 |
1.871 |
+0.026 |
5 |
394 |
+5 |
| May10 |
091113 |
1.850 |
1.860 |
1.843 |
1.847 |
+0.016 |
306 |
309 |
+118 |
| Jun10 |
091113 |
1.840 |
1.840 |
1.836 |
1.839 |
+0.009 |
11 |
259 |
+3 |
| Total Volume and Open Interest |
963 |
5,632 |
+90 |
| US Dollar Index(ICE) |
| Dec09 |
091113 |
75.695 |
75.760 |
75.225 |
75.425 |
-0.270 |
14,025 |
36,337 |
+1,131 |
| Mar10 |
091113 |
76.100 |
76.100 |
75.600 |
75.775 |
-0.255 |
50 |
2,470 |
+4 |
| Jun10 |
091113 |
76.160 |
76.160 |
76.160 |
76.160 |
-0.255 |
1 |
6 |
+0 |
| Total Volume and Open Interest |
14,076 |
38,813 |
+1,135 |
| Australian Dollar(CME) |
| Dec09 |
091113 |
92.10 |
93.19 |
92.10 |
92.94 |
+0.96 |
86,683 |
113,884 |
+1,894 |
| Mar10 |
091113 |
91.27 |
92.27 |
91.08 |
92.04 |
+0.96 |
5,252 |
6,592 |
+5,020 |
| Jun10 |
091113 |
90.99 |
90.99 |
90.04 |
90.99 |
+0.95 |
1 |
9 |
+1 |
| Total Volume and Open Interest |
91,936 |
120,502 |
+0 |
| British Pound(CME) |
| Dec09 |
091113 |
165.73 |
167.04 |
165.71 |
166.71 |
+1.04 |
149,797 |
104,093 |
-1,354 |
| Mar10 |
091113 |
166.00 |
166.91 |
165.58 |
166.61 |
+1.03 |
79 |
500 |
-24 |
| Jun10 |
091113 |
166.51 |
166.62 |
165.49 |
166.51 |
+1.02 |
0 |
119 |
+0 |
| Total Volume and Open Interest |
149,876 |
104,782 |
+0 |
| Canadian Dollar(CME) |
| Dec09 |
091113 |
94.72 |
95.49 |
94.63 |
95.08 |
+0.28 |
56,367 |
84,830 |
+1,677 |
| Mar10 |
091113 |
94.62 |
95.55 |
94.62 |
95.08 |
+0.28 |
233 |
2,887 |
-27 |
| Jun10 |
091113 |
95.06 |
95.44 |
94.77 |
95.05 |
+0.28 |
0 |
395 |
-19 |
| Sep10 |
091113 |
94.75 |
95.31 |
94.72 |
95.00 |
+0.28 |
8 |
430 |
+0 |
| Total Volume and Open Interest |
56,685 |
88,839 |
+0 |
| Japanese Yen(CME) |
| Dec09 |
091113 |
110.67 |
111.79 |
110.61 |
111.52 |
+0.79 |
82,922 |
115,668 |
+81 |
| Mar10 |
091113 |
110.83 |
111.84 |
110.70 |
111.58 |
+0.79 |
2,118 |
2,855 |
+2,059 |
| Jun10 |
091113 |
111.67 |
111.75 |
110.88 |
111.67 |
+0.79 |
0 |
16 |
+0 |
| Total Volume and Open Interest |
85,040 |
118,560 |
+0 |
| Swiss Franc(CME) |
| Dec09 |
091113 |
98.32 |
99.04 |
98.19 |
98.66 |
+0.22 |
41,985 |
56,047 |
+257 |
| Mar10 |
091113 |
98.36 |
99.06 |
98.27 |
98.71 |
+0.21 |
9 |
271 |
+6 |
| Jun10 |
091113 |
98.78 |
98.97 |
98.57 |
98.78 |
+0.21 |
0 |
5 |
+0 |
| Total Volume and Open Interest |
41,994 |
56,324 |
+0 |
| EuroFX(CME) |
| Dec09 |
091113 |
148.46 |
149.37 |
148.23 |
148.93 |
+0.30 |
228,091 |
161,663 |
+1,728 |
| Mar10 |
091113 |
148.44 |
149.29 |
148.19 |
148.87 |
+0.30 |
501 |
2,418 |
+23 |
| Jun10 |
091113 |
148.79 |
148.99 |
148.33 |
148.79 |
+0.31 |
0 |
185 |
+0 |
| Total Volume and Open Interest |
228,592 |
164,275 |
+0 |
| Mexican Peso(CME) |
| Nov09 |
091113 |
765.5 |
765.5 |
760.0 |
765.5 |
+5.5 |
0 |
1 |
+0 |
| Dec09 |
091113 |
756.0 |
766.2 |
755.5 |
761.5 |
+5.5 |
13,350 |
70,699 |
+41 |
| Total Volume and Open Interest |
13,355 |
72,882 |
+0 |
| 30-Year T-Bonds(CBOT) |
| Dec09 |
091113 |
118~290 |
119~170 |
118~230 |
119~140 |
+0~170 |
95,360 |
739,505 |
+4,417 |
| Mar10 |
091113 |
118~090 |
118~220 |
118~000 |
118~210 |
+0~180 |
563 |
18,020 |
+16 |
| Jun10 |
091113 |
117~030 |
117~030 |
116~180 |
117~030 |
+0~170 |
0 |
37 |
+0 |
| Total Volume and Open Interest |
95,923 |
757,562 |
+0 |
| 10-Year T-Notes(CBOT) |
| Dec09 |
091113 |
118~285 |
119~020 |
118~240 |
118~305 |
+0~010 |
237,899 |
1,279,759 |
+19,601 |
| Mar10 |
091113 |
117~160 |
117~205 |
117~115 |
117~180 |
+0~015 |
1,023 |
34,978 |
-16 |
| Jun10 |
091113 |
116~055 |
116~055 |
116~035 |
116~055 |
+0~020 |
|
|
|
| Total Volume and Open Interest |
238,922 |
1,314,737 |
+0 |
| 5-Year T-Notes(CBOT) |
| Dec09 |
091113 |
116~108 |
116~119 |
116~105 |
116~119 |
+0~002 |
|
|
|
| Mar10 |
091113 |
115~074 |
115~077 |
115~060 |
115~077 |
+0~002 |
80 |
4,426 |
+15 |
| Jun10 |
091113 |
114~035 |
114~035 |
114~033 |
114~035 |
+0~002 |
|
|
|
| Total Volume and Open Interest |
96,023 |
838,373 |
+0 |
| 2 Year T-Notes(CBOT) |
| Dec09 |
091113 |
108~125 |
108~125 |
108~124 |
108~124 |
+0~002 |
|
|
|
| Mar10 |
091113 |
108~052 |
108~056 |
108~050 |
108~056 |
+0~001 |
287 |
34,040 |
+205 |
| Jun10 |
091113 |
107~103 |
107~103 |
107~102 |
107~103 |
+0~001 |
0 |
6,840 |
+0 |
| Total Volume and Open Interest |
36,139 |
1,067,337 |
+0 |
| Eurodollars(CME) |
| Dec09 |
091113 |
99.720 |
99.725 |
99.715 |
99.720 |
unch |
36,288 |
1,004,638 |
-8,514 |
| Mar10 |
091113 |
99.630 |
99.635 |
99.610 |
99.625 |
-0.010 |
72,617 |
1,023,270 |
-7,090 |
| Jun10 |
091113 |
99.415 |
99.420 |
99.390 |
99.410 |
-0.015 |
125,117 |
975,891 |
+18,758 |
| Sep10 |
091113 |
99.065 |
99.075 |
99.030 |
99.055 |
-0.020 |
85,362 |
717,829 |
-6,726 |
| Dec10 |
091113 |
98.660 |
98.665 |
98.620 |
98.645 |
-0.015 |
120,436 |
864,373 |
-12,299 |
| Mar11 |
091113 |
98.265 |
98.280 |
98.235 |
98.260 |
-0.010 |
57,053 |
569,707 |
+3,567 |
| Jun11 |
091113 |
97.900 |
97.915 |
97.870 |
97.895 |
-0.010 |
43,268 |
539,191 |
+2,112 |
| Sep11 |
091113 |
97.575 |
97.595 |
97.555 |
97.580 |
-0.010 |
32,195 |
447,986 |
+3,399 |
| Dec11 |
091113 |
97.280 |
97.300 |
97.260 |
97.285 |
-0.010 |
12,474 |
257,277 |
-1,063 |
| Mar12 |
091113 |
97.040 |
97.055 |
97.015 |
97.040 |
-0.010 |
9,749 |
190,928 |
+590 |
| Jun12 |
091113 |
96.805 |
96.820 |
96.780 |
96.800 |
-0.010 |
4,680 |
163,730 |
-199 |
| Sep12 |
091113 |
96.605 |
96.620 |
96.570 |
96.595 |
-0.010 |
2,938 |
101,505 |
-552 |
| Dec12 |
091113 |
96.390 |
96.420 |
96.375 |
96.395 |
-0.010 |
2,037 |
59,871 |
+503 |
| Mar13 |
091113 |
96.270 |
96.275 |
96.230 |
96.250 |
-0.010 |
942 |
56,468 |
+48 |
| Jun13 |
091113 |
96.120 |
96.125 |
96.085 |
96.105 |
-0.005 |
1,067 |
50,247 |
+279 |
| Sep13 |
091113 |
95.985 |
95.995 |
95.940 |
95.965 |
-0.005 |
562 |
51,473 |
-87 |
| Dec13 |
091113 |
95.835 |
95.840 |
95.795 |
95.820 |
unch |
702 |
29,225 |
+109 |
| Mar14 |
091113 |
95.730 |
95.735 |
95.685 |
95.710 |
unch |
327 |
27,120 |
+31 |
| Total Volume and Open Interest |
609,501 |
7,326,335 |
+0 |
| 30 Day Federal Funds(CBOT) |
| Nov09 |
091113 |
99.870 |
99.872 |
99.868 |
99.870 |
+0.003 |
516 |
76,593 |
+284 |
| Dec09 |
091113 |
99.865 |
99.870 |
99.865 |
99.865 |
unch |
758 |
63,213 |
-83 |
| Jan10 |
091113 |
99.855 |
99.860 |
99.850 |
99.855 |
+0.005 |
463 |
63,842 |
+124 |
| Feb10 |
091113 |
99.840 |
99.840 |
99.835 |
99.835 |
unch |
771 |
68,645 |
-203 |
| Mar10 |
091113 |
99.825 |
99.825 |
99.820 |
99.820 |
unch |
1,788 |
47,827 |
+321 |
| Apr10 |
091113 |
99.800 |
99.805 |
99.795 |
99.800 |
unch |
1,132 |
53,372 |
+134 |
| Total Volume and Open Interest |
10,751 |
518,979 |
+0 |
| 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 |
091113 |
99.50 |
99.50 |
99.50 |
99.50 |
+0.01 |
0 |
3,784 |
+0 |
| Mar10 |
091113 |
99.53 |
99.53 |
99.53 |
99.53 |
unch |
0 |
3,499 |
-68 |
| Jun10 |
091113 |
99.54 |
99.54 |
99.54 |
99.54 |
unch |
0 |
1,706 |
+0 |
| Sep10 |
091113 |
99.54 |
99.54 |
99.54 |
99.54 |
unch |
2 |
1,693 |
+35 |
| Dec10 |
091113 |
99.49 |
99.49 |
99.49 |
99.49 |
unch |
0 |
842 |
+0 |
| Mar11 |
091113 |
99.40 |
99.40 |
99.40 |
99.40 |
unch |
0 |
562 |
+0 |
| Jun11 |
091113 |
99.34 |
99.34 |
99.34 |
99.34 |
unch |
0 |
52 |
+0 |
| Sep11 |
091113 |
99.34 |
99.34 |
99.34 |
99.34 |
unch |
0 |
51 |
+0 |
| Total Volume and Open Interest |
2 |
13,661 |
-33 |
| Japanese Gov't Bonds(SGX) |
| Dec09 |
091112 |
137.73 |
138.69 |
137.73 |
138.66 |
+1.28 |
1,692 |
15,844 |
-330 |
| Mar10 |
091113 |
138.25 |
138.25 |
138.25 |
138.25 |
+0.16 |
0 |
1 |
+0 |
| Jun10 |
091113 |
138.25 |
138.25 |
138.25 |
138.25 |
+0.16 |
|
|
|
| Total Volume and Open Interest |
1,573 |
14,423 |
-1,157 |
| Euro-Bund(EUREX) |
| Dec09 |
091113 |
121.54 |
121.79 |
121.16 |
121.32 |
-0.24 |
603,330 |
987,779 |
+73,392 |
| Mar10 |
091113 |
121.20 |
121.35 |
120.78 |
120.91 |
-0.26 |
754 |
17,644 |
-55 |
| Jun10 |
091113 |
120.02 |
120.02 |
120.02 |
120.02 |
-0.30 |
0 |
3 |
+0 |
| Total Volume and Open Interest |
604,084 |
1,005,426 |
+73,337 |
| Euro-Bobl(EUREX) |
| Dec09 |
091113 |
115.83 |
115.93 |
115.68 |
115.77 |
-0.04 |
261,813 |
682,742 |
+9,259 |
| Mar10 |
091113 |
115.60 |
115.61 |
115.49 |
115.49 |
-0.03 |
1,741 |
11,696 |
+456 |
| Jun10 |
091113 |
115.07 |
115.07 |
115.07 |
115.07 |
-0.04 |
|
|
|
| Total Volume and Open Interest |
263,554 |
694,438 |
+9,715 |
| 3-Mth Euribor(EUREX) |
| Dec09 |
091113 |
99.290 |
99.290 |
99.275 |
99.275 |
unch |
91 |
8,362 |
-20 |
| Mar10 |
091113 |
99.200 |
99.205 |
99.195 |
99.200 |
+0.005 |
115 |
5,220 |
+34 |
| Jun10 |
091113 |
98.905 |
98.910 |
98.905 |
98.910 |
+0.020 |
57 |
4,715 |
+8 |
| Total Volume and Open Interest |
311 |
22,121 |
+45 |
| Long Gilt(LIFFE) |
| Dec09 |
091111 |
116~32 |
117~21 |
116~20 |
117~18 |
-0~31 |
73,487 |
237,970 |
+4,386 |
| Mar10 |
091113 |
115~19 |
115~19 |
115~19 |
115~19 |
-0~06 |
0 |
20 |
+0 |
| Total Volume and Open Interest |
93,062 |
230,584 |
-3,963 |
| 3-Mth Short Sterling(LIFFE) |
| Dec09 |
091113 |
99.36 |
99.36 |
99.35 |
99.36 |
unch |
32,987 |
339,493 |
-751 |
| Mar10 |
091113 |
99.23 |
99.24 |
99.22 |
99.23 |
unch |
107,849 |
375,830 |
+3,737 |
| Jun10 |
091113 |
98.89 |
98.92 |
98.87 |
98.88 |
-0.02 |
170,859 |
389,280 |
+24,775 |
| Sep10 |
091113 |
98.42 |
98.45 |
98.40 |
98.40 |
-0.03 |
188,680 |
280,934 |
+4,014 |
| Dec10 |
091113 |
97.89 |
97.93 |
97.88 |
97.88 |
-0.02 |
185,046 |
315,809 |
+2,157 |
| Mar11 |
091113 |
97.43 |
97.45 |
97.40 |
97.40 |
-0.02 |
106,229 |
220,995 |
+847 |
| Total Volume and Open Interest |
925,926 |
2,466,375 |
+45,080 |
| 3-Mth Euribor(LIFFE) |
| Dec09 |
091113 |
99.280 |
99.300 |
99.270 |
99.275 |
unch |
68,371 |
609,344 |
+6,466 |
| Mar10 |
091113 |
99.200 |
99.210 |
99.190 |
99.200 |
+0.005 |
87,096 |
663,580 |
+7,943 |
| Jun10 |
091113 |
98.900 |
98.920 |
98.880 |
98.910 |
+0.020 |
131,614 |
623,726 |
+10,479 |
| Total Volume and Open Interest |
626,831 |
3,416,866 |
+21,716 |
| 3-Mth Aus T-Bills(SFE) |
| Dec09 |
091113 |
95.83 |
95.84 |
95.80 |
95.84 |
unch |
18,236 |
325,141 |
+3,629 |
| Mar10 |
091113 |
95.22 |
95.24 |
95.19 |
95.23 |
+0.01 |
28,191 |
224,303 |
+10,833 |
| Jun10 |
091113 |
94.84 |
94.84 |
94.80 |
94.84 |
+0.01 |
10,032 |
141,151 |
+4,123 |
| Sep10 |
091113 |
94.52 |
94.55 |
94.51 |
94.55 |
+0.03 |
5,373 |
86,434 |
-42 |
| Dec10 |
091113 |
94.26 |
94.29 |
94.24 |
94.29 |
+0.03 |
2,642 |
53,306 |
+633 |
| Mar11 |
091113 |
94.07 |
94.09 |
94.05 |
94.09 |
+0.02 |
1,727 |
26,426 |
+354 |
| Jun11 |
091113 |
93.91 |
93.94 |
93.91 |
93.94 |
+0.02 |
1,076 |
19,372 |
-28 |
| Sep11 |
091113 |
93.81 |
93.85 |
93.80 |
93.85 |
+0.04 |
451 |
12,303 |
+63 |
| Dec11 |
091113 |
93.77 |
93.77 |
93.77 |
93.77 |
+0.03 |
210 |
4,988 |
+109 |
| Mar12 |
091113 |
93.73 |
93.73 |
93.73 |
93.73 |
+0.03 |
50 |
2,156 |
+0 |
| Total Volume and Open Interest |
67,988 |
896,521 |
+19,674 |
| 10-Year Aus T-Bonds(SFE) |
| Dec09 |
091113 |
94.40 |
94.44 |
94.36 |
94.42 |
+0.02 |
28,675 |
369,954 |
-12,802 |
| Mar10 |
091113 |
94.42 |
94.42 |
94.42 |
94.42 |
+0.02 |
|
|
|
| Total Volume and Open Interest |
28,675 |
369,954 |
-12,802 |
| 3-Year Aus T-Bonds(SFE) |
| Dec09 |
091113 |
94.83 |
94.88 |
94.78 |
94.87 |
+0.04 |
118,598 |
716,211 |
+8,816 |
| Mar10 |
091113 |
94.87 |
94.87 |
94.87 |
94.87 |
+0.04 |
|
|
|
| Total Volume and Open Interest |
118,598 |
716,211 |
+8,816 |
| Gold(CMX) |
| Dec09 |
091113 |
1103.3 |
1119.7 |
1101.2 |
1116.7 |
+10.1 |
153,619 |
291,155 |
-15,637 |
| Feb10 |
091113 |
1104.2 |
1121.2 |
1102.6 |
1118.1 |
+10.1 |
29,235 |
95,898 |
+2,007 |
| Apr10 |
091113 |
1107.2 |
1121.9 |
1104.6 |
1119.3 |
+10.2 |
1,310 |
35,679 |
+453 |
| Jun10 |
091113 |
1106.1 |
1123.4 |
1105.8 |
1120.4 |
+10.2 |
1,666 |
16,315 |
+730 |
| Aug10 |
091113 |
1113.3 |
1121.8 |
1111.6 |
1121.8 |
+10.2 |
240 |
8,752 |
-35 |
| Oct10 |
091113 |
1113.5 |
1123.5 |
1113.3 |
1123.5 |
+10.2 |
21 |
4,480 |
+0 |
| Dec10 |
091113 |
1111.7 |
1127.6 |
1111.7 |
1125.5 |
+10.2 |
1,361 |
22,113 |
+529 |
| Feb11 |
091113 |
1120.3 |
1128.5 |
1117.8 |
1128.0 |
+10.2 |
96 |
2,534 |
+64 |
| Apr11 |
091113 |
1130.8 |
1130.8 |
1120.6 |
1130.8 |
+10.2 |
0 |
1,716 |
+0 |
| Jun11 |
091113 |
478.6 |
478.6 |
468.4 |
478.6 |
+10.2 |
59 |
10,279 |
+52 |
| Aug11 |
091113 |
1137.8 |
1137.8 |
1127.6 |
1137.8 |
+10.2 |
0 |
250 |
+0 |
| Total Volume and Open Interest |
189,848 |
515,330 |
-10,846 |
| Silver(CMX) |
| Dec09 |
091113 |
1721.5 |
1746.0 |
1702.5 |
1738.0 |
+11.5 |
38,849 |
65,355 |
-3,549 |
| Mar10 |
091113 |
1730.0 |
1748.0 |
1707.0 |
1741.5 |
+11.5 |
10,754 |
34,981 |
+2,121 |
| May10 |
091113 |
1725.0 |
1747.5 |
1718.5 |
1743.4 |
+11.6 |
623 |
10,124 |
+31 |
| Jul10 |
091113 |
1715.0 |
1747.5 |
1715.0 |
1745.0 |
+11.6 |
246 |
4,122 |
+78 |
| Sep10 |
091113 |
1727.0 |
1751.0 |
1727.0 |
1746.7 |
+11.6 |
19 |
2,573 |
+3 |
| Dec10 |
091113 |
1746.0 |
1753.5 |
1723.0 |
1749.7 |
+11.7 |
1,948 |
7,659 |
-349 |
| Mar11 |
091113 |
1749.5 |
1753.0 |
1749.5 |
1753.0 |
+11.5 |
0 |
37 |
+0 |
| Total Volume and Open Interest |
53,066 |
134,334 |
-1,975 |
| Platinum(NYMEX) |
| Jan10 |
091113 |
1357.7 |
1399.0 |
1352.1 |
1388.7 |
+25.5 |
2,491 |
31,565 |
+242 |
| Apr10 |
091113 |
1357.8 |
1401.1 |
1357.8 |
1391.7 |
+25.8 |
178 |
1,746 |
+105 |
| Jul10 |
091113 |
1395.7 |
1395.7 |
1395.7 |
1395.7 |
+25.8 |
14 |
18 |
+14 |
| Total Volume and Open Interest |
2,683 |
33,329 |
+361 |
| Palladium(NYMEX) |
| Dec09 |
091113 |
350.10 |
359.00 |
348.00 |
356.75 |
+5.85 |
2,655 |
14,741 |
-573 |
| Mar10 |
091113 |
350.20 |
360.30 |
349.75 |
358.05 |
+5.90 |
834 |
7,389 |
+307 |
| Jun10 |
091113 |
356.00 |
359.90 |
355.55 |
358.85 |
+5.90 |
11 |
51 |
+4 |
| Total Volume and Open Interest |
3,500 |
22,182 |
-262 |
| Copper(CMX) |
| Dec09 |
091113 |
293.85 |
297.40 |
293.10 |
297.25 |
+2.50 |
29,711 |
56,806 |
-4,387 |
| Mar10 |
091113 |
296.75 |
300.05 |
295.80 |
299.95 |
+2.65 |
12,301 |
68,212 |
+6,456 |
| May10 |
091113 |
300.10 |
300.95 |
296.90 |
300.95 |
+2.75 |
1,142 |
8,664 |
+649 |
| Jul10 |
091113 |
301.05 |
301.50 |
298.75 |
301.50 |
+2.75 |
143 |
3,262 |
+28 |
| Sep10 |
091113 |
301.80 |
301.80 |
299.00 |
301.80 |
+2.80 |
1 |
2,098 |
+0 |
| Total Volume and Open Interest |
43,732 |
146,588 |
+2,722 |
| 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 |
091113 |
10188 |
10270 |
10165 |
10242 |
+53 |
694 |
15,141 |
-9 |
| Mar10 |
091113 |
10110 |
10180 |
10110 |
10180 |
+53 |
111 |
966 |
+5 |
| Jun10 |
091113 |
10117 |
10117 |
10062 |
10117 |
+55 |
0 |
1 |
+0 |
| Sep10 |
091113 |
10065 |
10065 |
10012 |
10065 |
+53 |
|
|
|
| Total Volume and Open Interest |
805 |
16,108 |
-4 |
| S & P 500(CME) |
| Dec09 |
091113 |
1087.00 |
1096.00 |
1082.50 |
1091.40 |
+4.10 |
12,035 |
386,608 |
+2,807 |
| Mar10 |
091113 |
1087.30 |
1091.40 |
1078.40 |
1086.50 |
+4.10 |
11 |
6,854 |
+40 |
| Jun10 |
091113 |
1082.20 |
1087.10 |
1074.10 |
1082.20 |
+4.10 |
0 |
307 |
+0 |
| Sep10 |
091113 |
1078.90 |
1083.80 |
1070.80 |
1078.90 |
+4.10 |
|
|
|
| Total Volume and Open Interest |
12,046 |
393,774 |
+2,847 |
| S & P 500 E-Mini(Globex) |
| Dec09 |
091113 |
1087.50 |
1096.00 |
1082.75 |
1091.50 |
+4.25 |
1,800,698 |
2,503,906 |
+2,838 |
| Mar10 |
091113 |
1081.75 |
1091.25 |
1078.25 |
1086.50 |
+4.00 |
3,581 |
54,427 |
+697 |
| Total Volume and Open Interest |
1,804,294 |
2,558,391 |
+3,535 |
| NASDAQ 100(CME) |
| Dec09 |
091113 |
1772.50 |
1793.50 |
1770.50 |
1788.30 |
+14.50 |
640 |
20,257 |
+32 |
| Mar10 |
091113 |
1786.00 |
1786.00 |
1785.00 |
1786.00 |
+14.50 |
0 |
35 |
+0 |
| Jun10 |
091113 |
1785.00 |
1785.00 |
1784.00 |
1785.00 |
+14.50 |
|
|
|
| Total Volume and Open Interest |
640 |
20,292 |
+32 |
| NASDAQ 100 E-Mini(Globex) |
| Dec09 |
091113 |
1772.80 |
1792.50 |
1770.30 |
1788.30 |
+14.50 |
288,232 |
308,069 |
+3,202 |
| Mar10 |
091113 |
1772.00 |
1789.80 |
1768.50 |
1786.00 |
+14.50 |
325 |
3,068 |
+42 |
| Total Volume and Open Interest |
288,557 |
311,139 |
+3,244 |
| S & P Midcap 400(CME) |
| Dec09 |
091113 |
693.00 |
699.00 |
688.00 |
697.20 |
+4.60 |
24 |
2,204 |
-14 |
| Mar10 |
091113 |
694.90 |
694.90 |
694.00 |
694.90 |
+4.80 |
0 |
1 |
+0 |
| Jun10 |
091113 |
692.90 |
692.90 |
692.00 |
692.90 |
+4.80 |
|
|
|
| Total Volume and Open Interest |
24 |
2,205 |
-14 |
| 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 |
091113 |
9790 |
9815 |
9715 |
9755 |
-45 |
98,822 |
176,006 |
+4,042 |
| Mar10 |
091113 |
9740 |
9790 |
9725 |
9760 |
-40 |
595 |
2,128 |
+0 |
| Total Volume and Open Interest |
101,800 |
183,549 |
+4,351 |
| Nikkei 225(SGX) |
| Dec09 |
091113 |
9790 |
9815 |
9715 |
9755 |
-45 |
98,822 |
176,006 |
+4,042 |
| Mar10 |
091113 |
9740 |
9790 |
9725 |
9760 |
-40 |
595 |
2,128 |
+0 |
| Jun10 |
091113 |
9790 |
9790 |
9790 |
9790 |
-45 |
200 |
424 |
+0 |
| Total Volume and Open Interest |
101,800 |
183,549 |
+4,351 |
| CAC 40(EURONEXT) |
| Nov09 |
091113 |
3788.0 |
3816.0 |
3761.0 |
3804.0 |
+12.5 |
91,944 |
421,230 |
-103,216 |
| Dec09 |
091113 |
3781.0 |
3808.0 |
3755.0 |
3797.5 |
+13.0 |
1,137 |
79,183 |
-824 |
| Jan10 |
091113 |
3803.5 |
3803.5 |
3803.5 |
3803.5 |
+13.0 |
|
|
|
| Total Volume and Open Interest |
93,083 |
502,174 |
-104,040 |
| Hang Seng Index(HKFE) |
| Nov09 |
091113 |
22356 |
22579 |
22333 |
22491 |
+26 |
68,946 |
86,010 |
+496 |
| Dec09 |
091113 |
22329 |
22552 |
22328 |
22475 |
+22 |
1,160 |
8,417 |
+17 |
| Total Volume and Open Interest |
70,156 |
94,928 |
+563 |
| DAX(EUREX) |
| Dec09 |
091113 |
5671.5 |
5704.5 |
5616.5 |
5690.0 |
+17.0 |
145,556 |
192,654 |
-2,557 |
| Mar10 |
091113 |
5674.5 |
5705.0 |
5624.5 |
5694.5 |
+17.0 |
2,303 |
13,817 |
+1,900 |
| Jun10 |
091113 |
5681.5 |
5705.0 |
5651.0 |
5700.0 |
+17.0 |
149 |
1,771 |
+5 |
| Total Volume and Open Interest |
148,008 |
208,242 |
-652 |
| FT-SE 100(EURONEXT) |
| Dec09 |
091113 |
5268.50 |
5293.50 |
5236.50 |
5278.00 |
+17.50 |
88,911 |
616,581 |
+1,174 |
| Mar10 |
091113 |
5220.00 |
5244.50 |
5200.00 |
5232.00 |
+17.50 |
783 |
19,263 |
+469 |
| Jun10 |
091113 |
5171.00 |
5185.00 |
5151.00 |
5185.00 |
+16.50 |
0 |
673 |
+0 |
| Total Volume and Open Interest |
89,694 |
636,523 |
+1,643 |
| 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 |
091113 |
494.00 |
497.00 |
490.00 |
492.25 |
-4.05 |
3,986 |
7,153 |
-3,344 |
| Dec09 |
091113 |
497.50 |
505.05 |
497.00 |
500.85 |
-4.15 |
4,092 |
13,168 |
+3,338 |
| Jan10 |
091113 |
505.50 |
508.00 |
503.00 |
505.50 |
-2.10 |
2 |
1 |
+0 |
| Total Volume and Open Interest |
8,080 |
20,322 |
-6 |
| 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. |
|
|