|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Mon November 16, 2009 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Jan10 |
091116 |
1001.25 |
1011.75 |
991.50 |
1010.00 |
+23.00 |
100,349 |
228,104 |
-1,616 |
| Mar10 |
091116 |
1001.50 |
1017.25 |
996.75 |
1015.75 |
+23.50 |
24,310 |
65,977 |
+931 |
| May10 |
091116 |
1003.25 |
1019.25 |
1000.25 |
1018.25 |
+22.50 |
9,878 |
33,425 |
+440 |
| Jul10 |
091116 |
1012.25 |
1024.00 |
1005.25 |
1023.25 |
+21.00 |
10,465 |
35,444 |
-5 |
| Aug10 |
091116 |
1019.00 |
1023.50 |
1003.00 |
1023.50 |
+20.50 |
140 |
1,460 |
+11 |
| Sep10 |
091116 |
1018.00 |
1018.00 |
996.50 |
1018.00 |
+21.50 |
93 |
255 |
+6 |
| Nov10 |
091116 |
1001.25 |
1015.75 |
999.50 |
1015.75 |
+18.50 |
4,775 |
47,887 |
-2 |
| Total Volume and Open Interest |
152,142 |
415,994 |
-1,376 |
| Soybean Meal(CBOT) |
| Dec09 |
091116 |
305.70 |
308.70 |
301.90 |
304.40 |
+3.30 |
49,086 |
48,697 |
-721 |
| Jan10 |
091116 |
290.20 |
294.90 |
288.50 |
292.40 |
+4.60 |
17,742 |
31,042 |
+2,333 |
| Mar10 |
091116 |
285.90 |
290.80 |
284.50 |
287.90 |
+3.60 |
10,661 |
24,140 |
+845 |
| May10 |
091116 |
287.40 |
290.00 |
284.50 |
287.20 |
+3.00 |
4,142 |
16,280 |
+406 |
| Jul10 |
091116 |
286.90 |
291.30 |
286.20 |
288.40 |
+2.50 |
4,635 |
15,202 |
+640 |
| Aug10 |
091116 |
291.20 |
291.20 |
287.00 |
288.70 |
+2.30 |
396 |
3,981 |
+74 |
| Sep10 |
091116 |
291.30 |
291.30 |
287.00 |
288.60 |
+2.20 |
359 |
3,220 |
-89 |
| Oct10 |
091116 |
285.70 |
285.70 |
284.10 |
285.70 |
+1.60 |
219 |
2,592 |
+10 |
| Total Volume and Open Interest |
87,876 |
154,382 |
+3,414 |
| Soybean Oil(CBOT) |
| Dec09 |
091116 |
39.07 |
39.79 |
38.70 |
39.77 |
+1.16 |
43,482 |
63,209 |
-3,137 |
| Jan10 |
091116 |
39.54 |
40.25 |
39.14 |
40.18 |
+1.14 |
21,804 |
91,788 |
+3,731 |
| Mar10 |
091116 |
39.79 |
40.62 |
39.60 |
40.56 |
+1.14 |
8,735 |
45,735 |
+1,381 |
| May10 |
091116 |
39.88 |
40.88 |
39.81 |
40.84 |
+1.13 |
3,805 |
12,597 |
+241 |
| Jul10 |
091116 |
40.13 |
41.15 |
40.13 |
41.09 |
+1.12 |
2,935 |
13,262 |
-327 |
| Aug10 |
091116 |
40.80 |
41.20 |
40.80 |
41.19 |
+1.12 |
193 |
1,865 |
-3 |
| Sep10 |
091116 |
40.82 |
41.28 |
40.82 |
41.28 |
+1.12 |
126 |
1,211 |
+10 |
| Oct10 |
091116 |
40.80 |
41.32 |
40.80 |
41.32 |
+1.12 |
55 |
866 |
-11 |
| Total Volume and Open Interest |
81,338 |
242,291 |
+1,840 |
| Canola(WCE) |
| Nov09 |
091113 |
393.7 |
393.7 |
393.7 |
393.7 |
+3.0 |
5 |
0 |
+0 |
| Jan10 |
091116 |
392.5 |
398.2 |
390.5 |
397.9 |
+7.2 |
9,109 |
74,585 |
+352 |
| Mar10 |
091116 |
397.5 |
403.9 |
396.4 |
403.9 |
+7.6 |
328 |
8,694 |
+182 |
| May10 |
091116 |
400.1 |
409.6 |
399.7 |
409.6 |
+7.9 |
4 |
1,490 |
+2 |
| Jul10 |
091116 |
402.2 |
412.8 |
402.2 |
412.8 |
+7.6 |
234 |
2,338 |
+115 |
| Total Volume and Open Interest |
9,886 |
88,055 |
+780 |
| Corn(CBOT) |
| Dec09 |
091116 |
393.00 |
403.00 |
390.75 |
402.25 |
+11.75 |
186,124 |
324,953 |
-25,532 |
| Mar10 |
091116 |
406.25 |
418.00 |
406.00 |
417.50 |
+11.75 |
90,210 |
361,144 |
+25,374 |
| May10 |
091116 |
416.25 |
427.50 |
416.25 |
427.50 |
+11.75 |
12,631 |
74,243 |
+2,674 |
| Jul10 |
091116 |
425.25 |
436.00 |
424.25 |
435.50 |
+11.75 |
13,940 |
77,765 |
+1,701 |
| Sep10 |
091116 |
431.25 |
442.00 |
431.25 |
441.50 |
+11.25 |
4,895 |
20,103 |
+1,050 |
| Dec10 |
091116 |
437.50 |
448.50 |
437.50 |
448.00 |
+11.00 |
16,205 |
145,068 |
+2,457 |
| Total Volume and Open Interest |
325,528 |
1,025,941 |
+8,436 |
| Wheat(CBOT) |
| Dec09 |
091116 |
542.00 |
564.00 |
541.00 |
562.25 |
+23.25 |
79,147 |
89,675 |
-11,872 |
| Mar10 |
091116 |
563.50 |
586.00 |
562.00 |
583.75 |
+24.00 |
56,508 |
144,283 |
+9,256 |
| May10 |
091116 |
574.00 |
597.25 |
572.75 |
596.00 |
+23.25 |
8,734 |
21,992 |
+1,409 |
| Jul10 |
091116 |
585.00 |
608.75 |
585.00 |
607.25 |
+23.75 |
9,567 |
49,917 |
+487 |
| Sep10 |
091116 |
607.50 |
625.00 |
607.25 |
622.50 |
+23.25 |
1,427 |
12,853 |
+925 |
| Total Volume and Open Interest |
158,168 |
358,993 |
+1,344 |
| Wheat(KCBT) |
| Dec09 |
091116 |
544.50 |
562.00 |
538.00 |
560.25 |
+19.75 |
14,401 |
25,912 |
-4,822 |
| Mar10 |
091116 |
557.00 |
578.00 |
557.00 |
576.50 |
+20.00 |
10,240 |
48,836 |
+3,290 |
| May10 |
091116 |
577.75 |
589.25 |
577.75 |
588.25 |
+20.00 |
402 |
6,002 |
+31 |
| Jul10 |
091116 |
581.25 |
602.00 |
580.00 |
600.25 |
+20.00 |
1,348 |
25,060 |
+145 |
| Sep10 |
091116 |
598.00 |
614.00 |
598.00 |
612.00 |
+19.75 |
85 |
1,629 |
+29 |
| Total Volume and Open Interest |
27,496 |
136,036 |
-776 |
| Wheat(MGE) |
| Dec09 |
091116 |
555.75 |
575.00 |
555.00 |
574.25 |
+18.50 |
4,179 |
10,295 |
-2,289 |
| Mar10 |
091116 |
571.00 |
591.50 |
571.00 |
590.50 |
+19.00 |
2,462 |
15,769 |
+1,120 |
| May10 |
091116 |
585.00 |
603.75 |
583.75 |
603.00 |
+19.25 |
71 |
4,438 |
-52 |
| Jul10 |
091116 |
600.25 |
615.75 |
600.00 |
614.50 |
+18.50 |
165 |
8,183 |
-121 |
| Sep10 |
091116 |
611.50 |
628.00 |
611.50 |
627.50 |
+19.75 |
110 |
2,316 |
-22 |
| Total Volume and Open Interest |
7,152 |
46,866 |
-1,358 |
| Oats(CBOT) |
| Dec09 |
091116 |
262.00 |
268.25 |
259.00 |
264.00 |
+1.50 |
631 |
4,656 |
+13 |
| Mar10 |
091116 |
276.00 |
281.00 |
275.00 |
277.50 |
+1.50 |
377 |
8,828 |
+213 |
| May10 |
091116 |
286.50 |
286.50 |
284.25 |
285.75 |
+1.50 |
6 |
285 |
+6 |
| Jul10 |
091116 |
293.25 |
293.25 |
291.75 |
293.25 |
+1.50 |
1 |
23 |
+1 |
| Total Volume and Open Interest |
1,016 |
14,160 |
+233 |
| Rough Rice(CBOT) |
| Nov09 |
091113 |
14.65 |
14.67 |
14.56 |
14.67 |
+0.19 |
374 |
383 |
+125 |
| Jan10 |
091116 |
14.88 |
15.29 |
14.88 |
15.26 |
+0.40 |
1,155 |
10,368 |
-86 |
| Mar10 |
091116 |
15.17 |
15.49 |
15.17 |
15.49 |
+0.39 |
145 |
2,644 |
+20 |
| May10 |
091116 |
15.71 |
15.73 |
15.62 |
15.73 |
+0.39 |
23 |
414 |
+1 |
| Total Volume and Open Interest |
1,402 |
14,785 |
-309 |
| Live Cattle(CME) |
| Dec09 |
091116 |
83.500 |
83.885 |
83.385 |
83.580 |
+0.250 |
34,458 |
66,461 |
-9,625 |
| Feb10 |
091116 |
85.250 |
85.430 |
84.900 |
85.135 |
-0.015 |
31,074 |
108,495 |
+9,024 |
| Apr10 |
091116 |
87.750 |
87.930 |
87.430 |
87.550 |
-0.150 |
9,944 |
54,134 |
-838 |
| Jun10 |
091116 |
84.785 |
85.080 |
84.535 |
84.580 |
-0.150 |
3,675 |
24,400 |
+537 |
| Aug10 |
091116 |
85.200 |
85.350 |
84.930 |
85.150 |
+0.015 |
1,031 |
6,073 |
-130 |
| Oct10 |
091116 |
88.000 |
88.350 |
87.830 |
87.830 |
-0.170 |
652 |
3,914 |
+237 |
| Total Volume and Open Interest |
81,169 |
265,335 |
-592 |
| Feeder Cattle(CME) |
| Nov09 |
091116 |
93.480 |
93.500 |
93.050 |
93.100 |
-0.050 |
657 |
1,720 |
-391 |
| Jan10 |
091116 |
92.700 |
92.900 |
91.950 |
92.385 |
-0.195 |
2,587 |
15,577 |
+283 |
| Mar10 |
091116 |
93.730 |
93.730 |
93.000 |
93.300 |
-0.300 |
1,130 |
5,386 |
+307 |
| Apr10 |
091116 |
94.635 |
94.680 |
94.100 |
94.350 |
-0.200 |
66 |
852 |
+11 |
| May10 |
091116 |
95.550 |
95.580 |
95.000 |
95.150 |
-0.350 |
113 |
1,675 |
+5 |
| Aug10 |
091116 |
97.000 |
97.200 |
97.000 |
97.100 |
-0.100 |
4 |
405 |
-2 |
| Sep10 |
091116 |
97.900 |
97.900 |
97.900 |
97.900 |
-0.330 |
0 |
4 |
+0 |
| Total Volume and Open Interest |
4,557 |
25,619 |
+213 |
| Lean Hogs(CME) |
| Dec09 |
091116 |
54.735 |
55.500 |
54.735 |
54.950 |
-0.050 |
21,443 |
38,028 |
-5,832 |
| Feb10 |
091116 |
62.130 |
62.500 |
61.600 |
62.350 |
+0.500 |
17,424 |
60,460 |
+3,283 |
| Apr10 |
091116 |
66.500 |
67.250 |
66.400 |
67.200 |
+0.450 |
3,651 |
30,569 |
+205 |
| May10 |
091116 |
71.700 |
71.885 |
71.500 |
71.725 |
+0.250 |
58 |
1,683 |
+15 |
| Jun10 |
091116 |
75.200 |
75.700 |
75.050 |
75.580 |
+0.545 |
1,205 |
16,662 |
-16 |
| Jul10 |
091116 |
74.800 |
75.000 |
74.700 |
74.850 |
unch |
232 |
5,925 |
+48 |
| Aug10 |
091116 |
74.350 |
74.600 |
74.225 |
74.500 |
+0.200 |
253 |
4,260 |
+122 |
| Oct10 |
091116 |
67.080 |
67.400 |
67.080 |
67.350 |
+0.100 |
395 |
2,654 |
+210 |
| Total Volume and Open Interest |
44,722 |
161,677 |
-1,989 |
| Pork Bellies(CME) |
| Feb10 |
091116 |
86.900 |
87.500 |
86.500 |
87.400 |
+0.350 |
29 |
396 |
-14 |
| Mar10 |
091116 |
85.200 |
85.200 |
84.900 |
85.200 |
+0.700 |
0 |
88 |
+0 |
| May10 |
091116 |
89.250 |
89.250 |
86.300 |
89.250 |
+3.000 |
0 |
79 |
+0 |
| Jul10 |
091116 |
87.000 |
87.000 |
87.000 |
87.000 |
unch |
0 |
20 |
+0 |
| Aug10 |
091116 |
84.250 |
84.250 |
84.250 |
84.250 |
unch |
0 |
15 |
+0 |
| Total Volume and Open Interest |
29 |
598 |
-14 |
| Class III Milk(CME) |
| Nov09 |
091116 |
14.05 |
14.08 |
14.03 |
14.08 |
+0.03 |
16 |
3,864 |
+10 |
| Dec09 |
091116 |
14.50 |
14.53 |
14.30 |
14.53 |
+0.12 |
374 |
5,190 |
+31 |
| Jan10 |
091116 |
14.62 |
14.62 |
14.49 |
14.60 |
+0.05 |
361 |
3,064 |
+136 |
| Feb10 |
091116 |
14.70 |
14.74 |
14.65 |
14.72 |
+0.05 |
218 |
2,010 |
+55 |
| Mar10 |
091116 |
14.89 |
15.01 |
14.84 |
15.01 |
+0.12 |
167 |
1,750 |
+77 |
| Total Volume and Open Interest |
1,269 |
23,280 |
+352 |
| Cocoa(ICE) |
| Dec09 |
091116 |
3080 |
3130 |
3080 |
3092 |
+19 |
7,025 |
7,974 |
-3,128 |
| Mar10 |
091116 |
3154 |
3190 |
3141 |
3156 |
+22 |
10,493 |
74,513 |
+2,776 |
| May10 |
091116 |
3190 |
3190 |
3166 |
3178 |
+25 |
871 |
17,261 |
+185 |
| Jul10 |
091116 |
3167 |
3177 |
3161 |
3171 |
+23 |
631 |
6,420 |
+65 |
| Sep10 |
091116 |
3174 |
3174 |
3155 |
3160 |
+23 |
170 |
4,912 |
-5 |
| Dec10 |
091116 |
3145 |
3145 |
3128 |
3140 |
+21 |
25 |
3,458 |
+10 |
| Mar11 |
091116 |
3142 |
3142 |
3124 |
3134 |
+19 |
72 |
7,453 |
+59 |
| Total Volume and Open Interest |
19,287 |
128,447 |
-38 |
| Coffee "C"(ICE) |
| Dec09 |
091116 |
132.60 |
137.25 |
132.10 |
136.35 |
+5.25 |
17,085 |
25,560 |
-14,926 |
| Mar10 |
091116 |
135.55 |
140.35 |
135.10 |
139.45 |
+5.25 |
12,571 |
61,128 |
+3,811 |
| May10 |
091116 |
137.40 |
142.00 |
137.05 |
141.25 |
+5.25 |
2,773 |
16,841 |
+1,758 |
| Jul10 |
091116 |
140.00 |
143.15 |
139.65 |
142.90 |
+5.15 |
176 |
4,346 |
-1 |
| Sep10 |
091116 |
144.70 |
144.70 |
144.10 |
144.50 |
+5.05 |
56 |
4,267 |
+18 |
| Dec10 |
091116 |
145.00 |
147.00 |
145.00 |
146.95 |
+5.00 |
259 |
3,916 |
+59 |
| Total Volume and Open Interest |
33,143 |
117,679 |
-9,345 |
| Orange Juice(ICE) |
| Jan10 |
091116 |
115.65 |
115.65 |
112.75 |
113.20 |
-3.05 |
986 |
18,879 |
+228 |
| Mar10 |
091116 |
117.40 |
118.00 |
116.30 |
116.75 |
-3.00 |
233 |
7,092 |
+110 |
| May10 |
091116 |
120.60 |
120.60 |
120.10 |
120.10 |
-2.90 |
57 |
2,727 |
+4 |
| Jul10 |
091116 |
123.75 |
123.75 |
123.10 |
123.10 |
-2.80 |
34 |
732 |
+28 |
| Sep10 |
091116 |
125.70 |
125.70 |
125.70 |
125.70 |
-2.75 |
15 |
404 |
+10 |
| Nov10 |
091116 |
127.75 |
127.75 |
127.75 |
127.75 |
-2.70 |
0 |
47 |
+0 |
| Total Volume and Open Interest |
1,325 |
30,081 |
+380 |
| Sugar #11(ICE) |
| Mar10 |
091116 |
22.78 |
23.33 |
22.78 |
23.23 |
+0.51 |
33,792 |
358,964 |
+127 |
| May10 |
091116 |
21.86 |
22.28 |
21.86 |
22.14 |
+0.41 |
10,245 |
100,432 |
+668 |
| Jul10 |
091116 |
20.48 |
20.84 |
20.47 |
20.74 |
+0.32 |
9,119 |
113,172 |
+44 |
| Oct10 |
091116 |
19.80 |
20.07 |
19.77 |
19.98 |
+0.23 |
1,546 |
87,901 |
+34 |
| Mar11 |
091116 |
19.35 |
19.60 |
19.35 |
19.54 |
+0.19 |
715 |
47,231 |
-52 |
| Total Volume and Open Interest |
56,311 |
767,384 |
+734 |
| London Cocoa(LCE) |
| Dec09 |
091030 |
2127 |
2146 |
2122 |
2127 |
-20 |
3,155 |
54,406 |
-13 |
| Mar10 |
091116 |
2074 |
2079 |
2057 |
2063 |
unch |
4,311 |
44,399 |
+512 |
| May10 |
091116 |
2095 |
2098 |
2077 |
2083 |
+2 |
885 |
49,385 |
-650 |
| Jul10 |
091116 |
2024 |
2032 |
2010 |
2014 |
unch |
1,128 |
16,586 |
-131 |
| Sep10 |
091116 |
2007 |
2012 |
1994 |
1996 |
-2 |
570 |
6,175 |
+148 |
| Dec10 |
091116 |
1991 |
2001 |
1982 |
1982 |
-3 |
884 |
4,301 |
+640 |
| Mar11 |
091116 |
1973 |
1973 |
1960 |
1960 |
-3 |
6 |
6,258 |
+0 |
| Total Volume and Open Interest |
11,263 |
167,765 |
-1,465 |
| London Sugar(LCE) |
| Mar10 |
091116 |
599.50 |
609.20 |
599.20 |
607.60 |
+13.90 |
4,414 |
34,311 |
-617 |
| May10 |
091116 |
589.90 |
599.80 |
589.90 |
596.50 |
+11.60 |
1,448 |
15,704 |
+244 |
| Aug10 |
091116 |
560.10 |
568.50 |
559.70 |
567.00 |
+10.60 |
439 |
8,520 |
+135 |
| Oct10 |
091116 |
533.00 |
539.00 |
533.00 |
538.80 |
+9.50 |
67 |
4,362 |
+48 |
| Dec10 |
091116 |
518.00 |
526.00 |
518.00 |
522.80 |
+4.90 |
10 |
790 |
+10 |
| Total Volume and Open Interest |
9,471 |
72,738 |
-2,405 |
| Cotton(ICE) |
| Dec09 |
091116 |
67.45 |
68.55 |
66.80 |
68.44 |
+1.34 |
23,288 |
53,545 |
-14,406 |
| Mar10 |
091116 |
71.38 |
72.77 |
71.06 |
72.67 |
+1.34 |
13,639 |
96,777 |
+4,091 |
| May10 |
091116 |
72.81 |
74.10 |
72.81 |
74.03 |
+1.19 |
1,578 |
8,608 |
+963 |
| Jul10 |
091116 |
74.45 |
75.13 |
73.86 |
75.08 |
+1.04 |
1,012 |
16,988 |
+408 |
| Oct10 |
091116 |
75.82 |
75.82 |
75.82 |
75.82 |
+1.12 |
0 |
113 |
+0 |
| Dec10 |
091116 |
76.00 |
76.50 |
75.52 |
76.48 |
+0.89 |
350 |
8,386 |
-26 |
| Total Volume and Open Interest |
39,868 |
185,024 |
-8,971 |
| Lumber(CME) |
| Jan10 |
091116 |
219.5 |
229.5 |
219.5 |
229.5 |
+10.0 |
948 |
7,008 |
+280 |
| Mar10 |
091116 |
238.6 |
248.9 |
238.6 |
248.9 |
+10.0 |
354 |
2,326 |
+278 |
| May10 |
091116 |
247.0 |
253.0 |
247.0 |
253.0 |
+10.0 |
20 |
93 |
+16 |
| Jul10 |
091116 |
256.9 |
257.0 |
256.9 |
257.0 |
+10.0 |
0 |
23 |
+0 |
| Total Volume and Open Interest |
1,585 |
9,646 |
+406 |
| Crude Oil(NYM) |
| Dec09 |
091116 |
76.58 |
79.43 |
76.35 |
78.90 |
+2.55 |
412,833 |
211,021 |
-16,669 |
| Jan10 |
091116 |
77.20 |
80.04 |
77.04 |
79.53 |
+2.50 |
184,795 |
292,662 |
+25,816 |
| Feb10 |
091116 |
77.86 |
80.69 |
77.86 |
80.22 |
+2.47 |
40,652 |
73,628 |
+157 |
| Mar10 |
091116 |
78.70 |
81.40 |
78.70 |
80.93 |
+2.45 |
27,011 |
64,566 |
+579 |
| Apr10 |
091116 |
79.95 |
82.03 |
79.45 |
81.59 |
+2.41 |
8,326 |
24,293 |
+948 |
| May10 |
091116 |
80.50 |
82.31 |
80.08 |
82.20 |
+2.39 |
8,325 |
26,858 |
+1,200 |
| Jun10 |
091116 |
81.02 |
83.16 |
80.74 |
82.71 |
+2.39 |
25,101 |
101,597 |
+3,525 |
| Jul10 |
091116 |
82.51 |
83.40 |
81.16 |
83.11 |
+2.38 |
3,816 |
29,015 |
-383 |
| Aug10 |
091116 |
82.86 |
83.47 |
82.86 |
83.47 |
+2.37 |
3,062 |
12,629 |
-6 |
| Sep10 |
091116 |
81.76 |
84.05 |
81.76 |
83.84 |
+2.36 |
3,588 |
24,919 |
+108 |
| Oct10 |
091116 |
84.40 |
84.40 |
84.19 |
84.23 |
+2.35 |
2,053 |
15,152 |
-280 |
| Nov10 |
091116 |
84.71 |
84.71 |
84.62 |
84.63 |
+2.35 |
2,439 |
15,345 |
-749 |
| Dec10 |
091116 |
83.25 |
85.50 |
82.99 |
85.04 |
+2.35 |
21,488 |
116,054 |
+2,869 |
| Jan11 |
091116 |
85.29 |
85.29 |
85.29 |
85.29 |
+2.34 |
1,715 |
16,056 |
+619 |
| Feb11 |
091116 |
85.52 |
85.52 |
85.52 |
85.52 |
+2.34 |
329 |
7,359 |
+9 |
| Mar11 |
091116 |
85.74 |
85.74 |
85.74 |
85.74 |
+2.34 |
55 |
5,581 |
+13 |
| Total Volume and Open Interest |
751,334 |
1,264,735 |
+19,413 |
| e-miNY Crude Oil(NYM) |
| Nov09 |
091019 |
78.850 |
79.650 |
78.100 |
79.600 |
+1.075 |
9,026 |
4,656 |
+226 |
| Dec09 |
091116 |
76.625 |
79.425 |
76.375 |
78.900 |
+2.550 |
13,611 |
4,878 |
-7 |
| Jan10 |
091116 |
77.000 |
80.000 |
77.000 |
79.525 |
+2.500 |
899 |
1,210 |
+119 |
| Feb10 |
091116 |
78.750 |
80.675 |
78.100 |
80.225 |
+2.475 |
53 |
237 |
+4 |
| Mar10 |
091116 |
79.350 |
80.925 |
78.825 |
80.925 |
+2.450 |
7 |
163 |
+0 |
| Apr10 |
091116 |
81.875 |
81.875 |
81.600 |
81.600 |
+2.425 |
0 |
6 |
+0 |
| May10 |
091116 |
82.200 |
82.200 |
82.200 |
82.200 |
+2.400 |
0 |
2 |
+0 |
| Jun10 |
091116 |
82.700 |
82.700 |
82.700 |
82.700 |
+2.375 |
0 |
9 |
+0 |
| Jul10 |
091116 |
83.100 |
83.100 |
83.100 |
83.100 |
+2.375 |
0 |
6 |
+0 |
| Aug10 |
091116 |
83.475 |
83.475 |
83.475 |
83.475 |
+2.375 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
14,570 |
6,595 |
+116 |
| Heating Oil(NYM) |
| Dec09 |
091116 |
196.31 |
204.63 |
196.31 |
203.20 |
+6.59 |
48,196 |
56,186 |
-7,307 |
| Jan10 |
091116 |
199.50 |
208.40 |
199.50 |
207.00 |
+6.70 |
29,141 |
78,322 |
+3,009 |
| Feb10 |
091116 |
205.25 |
211.17 |
204.03 |
209.90 |
+6.62 |
10,405 |
34,579 |
+1,590 |
| Mar10 |
091116 |
206.84 |
213.22 |
206.52 |
212.07 |
+6.54 |
6,107 |
24,927 |
+593 |
| Apr10 |
091116 |
207.80 |
213.60 |
207.80 |
213.18 |
+6.63 |
2,205 |
13,762 |
+404 |
| May10 |
091116 |
212.20 |
215.00 |
212.20 |
214.38 |
+6.75 |
1,966 |
12,049 |
+61 |
| Jun10 |
091116 |
210.30 |
216.32 |
210.30 |
215.58 |
+6.75 |
6,471 |
29,950 |
+843 |
| Jul10 |
091116 |
215.34 |
217.48 |
215.34 |
217.18 |
+6.72 |
1,566 |
9,189 |
+572 |
| Aug10 |
091116 |
217.33 |
219.25 |
217.15 |
219.03 |
+6.55 |
408 |
3,814 |
+15 |
| Sep10 |
091116 |
219.94 |
221.65 |
219.94 |
221.53 |
+6.55 |
357 |
7,099 |
+42 |
| Oct10 |
091116 |
224.12 |
224.25 |
224.00 |
224.08 |
+6.55 |
797 |
3,345 |
+98 |
| Nov10 |
091116 |
227.00 |
227.00 |
226.63 |
226.63 |
+6.60 |
1,140 |
5,592 |
+202 |
| Total Volume and Open Interest |
112,403 |
322,781 |
+213 |
| Gasoline(NYMEX) |
| Dec09 |
091116 |
191.70 |
200.30 |
191.55 |
198.68 |
+7.06 |
47,239 |
50,612 |
-6,998 |
| Jan10 |
091116 |
195.49 |
203.14 |
194.99 |
201.77 |
+7.05 |
33,684 |
91,999 |
+5,668 |
| Feb10 |
091116 |
199.58 |
206.00 |
197.95 |
204.53 |
+6.93 |
11,967 |
22,406 |
+528 |
| Mar10 |
091116 |
201.84 |
208.00 |
201.02 |
207.26 |
+6.90 |
5,896 |
23,955 |
-46 |
| Apr10 |
091116 |
214.60 |
220.67 |
213.93 |
219.62 |
+6.73 |
4,451 |
16,583 |
+1,866 |
| May10 |
091116 |
215.68 |
220.63 |
214.74 |
220.53 |
+6.68 |
3,301 |
8,441 |
-428 |
| Jun10 |
091116 |
215.96 |
222.34 |
215.00 |
221.16 |
+6.71 |
2,177 |
9,090 |
+118 |
| Jul10 |
091116 |
221.47 |
221.47 |
221.47 |
221.47 |
+6.72 |
758 |
3,697 |
+112 |
| Aug10 |
091116 |
221.48 |
221.48 |
221.48 |
221.48 |
+6.74 |
203 |
3,387 |
+34 |
| Sep10 |
091116 |
220.91 |
220.91 |
220.91 |
220.91 |
+6.77 |
292 |
4,044 |
+88 |
| Total Volume and Open Interest |
111,643 |
253,418 |
+1,259 |
| e-miNY RBOB Gasoline(NYM) |
| Dec09 |
091116 |
198.70 |
198.70 |
198.68 |
198.70 |
+7.10 |
0 |
3 |
+0 |
| Jan10 |
091116 |
201.80 |
201.80 |
201.77 |
201.80 |
+7.10 |
|
|
|
| Feb10 |
091116 |
204.50 |
204.53 |
204.50 |
204.50 |
+6.90 |
|
|
|
| Mar10 |
091116 |
207.30 |
207.30 |
207.26 |
207.30 |
+6.90 |
|
|
|
| Total Volume and Open Interest |
0 |
3 |
+0 |
| Natural Gas(NYM) |
| Dec09 |
091116 |
4.440 |
4.656 |
4.382 |
4.614 |
+0.222 |
128,038 |
113,535 |
-6,686 |
| Jan10 |
091116 |
4.840 |
5.024 |
4.779 |
4.991 |
+0.193 |
80,826 |
152,491 |
+10,311 |
| Feb10 |
091116 |
4.920 |
5.095 |
4.853 |
5.066 |
+0.187 |
22,097 |
52,448 |
+2,838 |
| Mar10 |
091116 |
4.944 |
5.105 |
4.869 |
5.081 |
+0.181 |
15,262 |
75,246 |
+2,024 |
| Apr10 |
091116 |
4.983 |
5.118 |
4.890 |
5.091 |
+0.175 |
10,650 |
49,205 |
+855 |
| May10 |
091116 |
5.012 |
5.159 |
4.945 |
5.140 |
+0.173 |
4,522 |
29,837 |
+851 |
| Jun10 |
091116 |
5.090 |
5.255 |
5.060 |
5.233 |
+0.173 |
1,228 |
18,989 |
+194 |
| Jul10 |
091116 |
5.214 |
5.364 |
5.140 |
5.338 |
+0.173 |
1,054 |
15,481 |
+22 |
| Aug10 |
091116 |
5.232 |
5.445 |
5.229 |
5.418 |
+0.173 |
977 |
14,203 |
+119 |
| Sep10 |
091116 |
5.306 |
5.500 |
5.306 |
5.476 |
+0.168 |
1,484 |
14,993 |
+153 |
| Oct10 |
091116 |
5.418 |
5.625 |
5.418 |
5.606 |
+0.165 |
3,496 |
30,411 |
+435 |
| Nov10 |
091116 |
5.866 |
6.027 |
5.866 |
6.011 |
+0.165 |
394 |
7,764 |
-45 |
| Dec10 |
091116 |
6.254 |
6.410 |
6.230 |
6.393 |
+0.157 |
1,108 |
15,984 |
+80 |
| Jan11 |
091116 |
6.487 |
6.637 |
6.469 |
6.618 |
+0.152 |
1,382 |
12,030 |
-63 |
| Feb11 |
091116 |
6.484 |
6.623 |
6.484 |
6.608 |
+0.147 |
58 |
5,909 |
-13 |
| Mar11 |
091116 |
6.316 |
6.453 |
6.305 |
6.433 |
+0.142 |
582 |
16,213 |
+57 |
| Total Volume and Open Interest |
275,843 |
730,825 |
+11,590 |
| Brent Crude Oil(ICE) |
| Jan10 |
091116 |
76.79 |
79.27 |
76.57 |
78.76 |
+2.45 |
178,143 |
225,586 |
+12,395 |
| Feb10 |
091116 |
77.60 |
80.00 |
77.34 |
79.50 |
+2.45 |
51,600 |
113,061 |
+12,816 |
| Mar10 |
091116 |
78.38 |
80.70 |
78.05 |
80.22 |
+2.47 |
16,363 |
38,177 |
-336 |
| Apr10 |
091116 |
79.13 |
81.30 |
78.73 |
80.88 |
+2.48 |
8,102 |
18,106 |
+1,001 |
| May10 |
091116 |
79.77 |
81.98 |
79.40 |
81.51 |
+2.48 |
4,653 |
15,215 |
+501 |
| Jun10 |
091116 |
80.39 |
82.58 |
80.01 |
82.11 |
+2.47 |
12,417 |
53,301 |
+1,271 |
| Jul10 |
091116 |
80.82 |
82.74 |
80.72 |
82.66 |
+2.46 |
2,921 |
13,314 |
-57 |
| Aug10 |
091116 |
81.10 |
83.21 |
81.10 |
83.19 |
+2.45 |
3,038 |
8,455 |
-466 |
| Sep10 |
091116 |
82.25 |
83.85 |
81.61 |
83.70 |
+2.42 |
3,397 |
6,563 |
+939 |
| Oct10 |
091116 |
84.26 |
84.26 |
84.18 |
84.18 |
+2.42 |
2,078 |
12,595 |
+739 |
| Nov10 |
091116 |
84.57 |
84.57 |
84.57 |
84.57 |
+2.40 |
1,336 |
8,745 |
+1,340 |
| Dec10 |
091116 |
83.34 |
85.40 |
82.89 |
84.95 |
+2.39 |
7,452 |
69,708 |
+447 |
| Jan11 |
091116 |
85.34 |
85.34 |
85.34 |
85.34 |
+2.39 |
165 |
6,668 |
-36 |
| Feb11 |
091116 |
85.71 |
85.71 |
85.71 |
85.71 |
+2.36 |
40 |
3,672 |
+13 |
| Total Volume and Open Interest |
417,446 |
708,559 |
-14,171 |
| Gas Oil(ICE) |
| Dec09 |
091116 |
609.00 |
633.75 |
609.00 |
628.50 |
+17.50 |
66,900 |
113,042 |
-3,117 |
| Jan10 |
091116 |
620.00 |
644.75 |
620.00 |
639.50 |
+17.50 |
49,651 |
116,455 |
+2,792 |
| Feb10 |
091116 |
636.25 |
652.50 |
632.50 |
647.50 |
+17.50 |
19,489 |
46,171 |
+2,675 |
| Mar10 |
091116 |
645.00 |
657.75 |
639.50 |
654.50 |
+17.50 |
8,839 |
34,191 |
+892 |
| Apr10 |
091116 |
650.75 |
661.25 |
649.00 |
661.00 |
+17.50 |
3,538 |
20,013 |
-528 |
| May10 |
091116 |
657.00 |
667.75 |
653.00 |
667.50 |
+17.50 |
2,342 |
18,889 |
+278 |
| Jun10 |
091116 |
661.25 |
678.25 |
658.50 |
673.50 |
+17.50 |
6,641 |
41,573 |
-327 |
| Jul10 |
091116 |
670.00 |
680.75 |
670.00 |
680.75 |
+17.50 |
827 |
15,511 |
+329 |
| Aug10 |
091116 |
677.00 |
692.00 |
677.00 |
687.75 |
+17.75 |
1,662 |
14,903 |
+311 |
| Sep10 |
091116 |
684.00 |
698.25 |
683.50 |
694.00 |
+17.75 |
697 |
12,289 |
+302 |
| Total Volume and Open Interest |
167,036 |
551,821 |
-7,432 |
| Ethanol(CBOT) |
| Nov09 |
091104 |
1.970 |
2.000 |
1.970 |
1.970 |
+0.020 |
5 |
151 |
-1 |
| Dec09 |
091116 |
2.040 |
2.085 |
2.040 |
2.082 |
+0.068 |
88 |
628 |
+31 |
| Jan10 |
091116 |
1.950 |
1.987 |
1.950 |
1.980 |
+0.052 |
180 |
823 |
+45 |
| Feb10 |
091116 |
1.910 |
1.950 |
1.910 |
1.949 |
+0.040 |
8 |
460 |
+0 |
| Mar10 |
091116 |
1.945 |
1.945 |
1.939 |
1.939 |
+0.058 |
10 |
737 |
+1 |
| Apr10 |
091116 |
1.929 |
1.929 |
1.919 |
1.925 |
+0.054 |
10 |
399 |
+5 |
| May10 |
091116 |
1.875 |
1.896 |
1.875 |
1.883 |
+0.036 |
123 |
390 |
+81 |
| Jun10 |
091116 |
1.870 |
1.879 |
1.870 |
1.873 |
+0.034 |
15 |
262 |
+3 |
| Total Volume and Open Interest |
469 |
5,819 |
+187 |
| US Dollar Index(ICE) |
| Dec09 |
091116 |
75.360 |
75.405 |
74.750 |
74.920 |
-0.505 |
16,769 |
36,992 |
+655 |
| Mar10 |
091116 |
75.595 |
75.600 |
75.075 |
75.250 |
-0.525 |
392 |
2,456 |
-14 |
| Jun10 |
091116 |
75.635 |
75.635 |
75.635 |
75.635 |
-0.525 |
0 |
6 |
+0 |
| Total Volume and Open Interest |
17,161 |
39,454 |
+641 |
| Australian Dollar(CME) |
| Dec09 |
091116 |
93.16 |
93.82 |
92.91 |
93.54 |
+0.60 |
116,750 |
116,100 |
+2,216 |
| Mar10 |
091116 |
92.16 |
92.91 |
92.03 |
92.64 |
+0.60 |
501 |
6,764 |
+172 |
| Jun10 |
091116 |
91.59 |
91.59 |
90.99 |
91.59 |
+0.60 |
1 |
10 |
+1 |
| Total Volume and Open Interest |
117,252 |
122,891 |
+2,389 |
| British Pound(CME) |
| Dec09 |
091116 |
167.03 |
168.76 |
166.67 |
168.34 |
+1.63 |
127,371 |
102,552 |
-1,541 |
| Mar10 |
091116 |
167.35 |
168.63 |
166.60 |
168.24 |
+1.63 |
93 |
523 |
+23 |
| Jun10 |
091116 |
168.13 |
168.22 |
166.51 |
168.13 |
+1.62 |
0 |
119 |
+0 |
| Total Volume and Open Interest |
127,464 |
103,264 |
-1,518 |
| Canadian Dollar(CME) |
| Dec09 |
091116 |
94.96 |
95.91 |
94.92 |
95.54 |
+0.46 |
76,439 |
85,138 |
+308 |
| Mar10 |
091116 |
94.98 |
95.90 |
94.97 |
95.55 |
+0.47 |
158 |
2,896 |
+9 |
| Jun10 |
091116 |
95.76 |
95.82 |
95.03 |
95.52 |
+0.47 |
2 |
396 |
+1 |
| Sep10 |
091116 |
95.52 |
95.79 |
95.00 |
95.47 |
+0.47 |
2 |
431 |
+1 |
| Total Volume and Open Interest |
76,602 |
89,158 |
+319 |
| Japanese Yen(CME) |
| Dec09 |
091116 |
111.60 |
112.69 |
111.48 |
112.42 |
+0.90 |
121,662 |
115,228 |
-440 |
| Mar10 |
091116 |
111.63 |
112.74 |
111.55 |
112.48 |
+0.90 |
185 |
2,820 |
-35 |
| Jun10 |
091116 |
112.56 |
112.60 |
111.67 |
112.56 |
+0.89 |
0 |
16 |
+0 |
| Total Volume and Open Interest |
121,847 |
118,085 |
-475 |
| Swiss Franc(CME) |
| Dec09 |
091116 |
98.82 |
99.55 |
98.58 |
99.34 |
+0.68 |
65,334 |
52,352 |
-3,695 |
| Mar10 |
091116 |
99.15 |
99.57 |
98.66 |
99.39 |
+0.68 |
18 |
265 |
-6 |
| Jun10 |
091116 |
99.45 |
99.45 |
98.78 |
99.45 |
+0.67 |
0 |
5 |
+0 |
| Total Volume and Open Interest |
65,352 |
52,623 |
-3,701 |
| EuroFX(CME) |
| Dec09 |
091116 |
149.21 |
150.15 |
148.78 |
149.83 |
+0.90 |
315,833 |
162,515 |
+852 |
| Mar10 |
091116 |
149.14 |
150.07 |
148.73 |
149.76 |
+0.89 |
891 |
2,252 |
-166 |
| Jun10 |
091116 |
149.07 |
149.76 |
148.79 |
149.68 |
+0.89 |
0 |
185 |
+0 |
| Total Volume and Open Interest |
316,724 |
164,961 |
+686 |
| Mexican Peso(CME) |
| Nov09 |
091116 |
770.5 |
770.5 |
765.5 |
770.5 |
+5.0 |
1 |
0 |
-1 |
| Dec09 |
091116 |
765.5 |
769.5 |
763.5 |
769.2 |
+7.8 |
19,028 |
69,258 |
-1,441 |
| Total Volume and Open Interest |
19,031 |
71,442 |
-1,440 |
| 30-Year T-Bonds(CBOT) |
| Dec09 |
091116 |
119~130 |
120~290 |
119~100 |
120~270 |
+1~130 |
399,267 |
741,607 |
+2,102 |
| Mar10 |
091116 |
118~200 |
120~060 |
118~190 |
120~040 |
+1~150 |
4,222 |
18,525 |
+505 |
| Jun10 |
091116 |
118~010 |
118~160 |
117~030 |
118~160 |
+1~130 |
1 |
37 |
+0 |
| Total Volume and Open Interest |
403,490 |
760,169 |
+2,607 |
| 10-Year T-Notes(CBOT) |
| Dec09 |
091116 |
118~315 |
119~230 |
118~295 |
119~220 |
+0~235 |
969,804 |
1,284,837 |
+5,078 |
| Mar10 |
091116 |
117~170 |
118~105 |
117~170 |
118~105 |
+0~245 |
9,615 |
39,238 |
+4,260 |
| Jun10 |
091116 |
116~310 |
116~310 |
116~055 |
116~310 |
+0~255 |
|
|
|
| Total Volume and Open Interest |
979,419 |
1,324,075 |
+9,338 |
| 5-Year T-Notes(CBOT) |
| Dec09 |
091116 |
117~045 |
117~045 |
117~044 |
117~044 |
+0~053 |
|
|
|
| Mar10 |
091116 |
115~084 |
116~005 |
115~077 |
116~004 |
+0~055 |
3,010 |
5,623 |
+1,197 |
| Jun10 |
091116 |
114~092 |
114~092 |
114~035 |
114~092 |
+0~057 |
|
|
|
| Total Volume and Open Interest |
464,964 |
838,891 |
+518 |
| 2 Year T-Notes(CBOT) |
| Dec09 |
091113 |
108~125 |
108~125 |
108~124 |
108~124 |
+0~002 |
|
|
|
| Mar10 |
091116 |
108~053 |
108~072 |
108~053 |
108~070 |
+0~014 |
7,455 |
38,902 |
+4,862 |
| Jun10 |
091116 |
107~121 |
107~121 |
107~103 |
107~121 |
+0~018 |
0 |
6,840 |
+0 |
| Total Volume and Open Interest |
214,836 |
1,093,221 |
+25,884 |
| Eurodollars(CME) |
| Dec09 |
091116 |
99.720 |
99.725 |
99.715 |
99.720 |
unch |
95,919 |
1,001,178 |
-3,460 |
| Mar10 |
091116 |
99.630 |
99.660 |
99.615 |
99.650 |
+0.025 |
200,160 |
1,046,128 |
+22,858 |
| Jun10 |
091116 |
99.410 |
99.470 |
99.395 |
99.465 |
+0.055 |
264,055 |
1,022,378 |
+46,487 |
| Sep10 |
091116 |
99.055 |
99.155 |
99.040 |
99.150 |
+0.095 |
224,496 |
728,016 |
+10,187 |
| Dec10 |
091116 |
98.650 |
98.765 |
98.630 |
98.760 |
+0.115 |
278,441 |
853,394 |
-10,979 |
| Mar11 |
091116 |
98.270 |
98.395 |
98.240 |
98.390 |
+0.130 |
219,656 |
554,346 |
-15,361 |
| Jun11 |
091116 |
97.900 |
98.035 |
97.880 |
98.035 |
+0.140 |
187,202 |
552,659 |
+13,468 |
| Sep11 |
091116 |
97.590 |
97.725 |
97.565 |
97.725 |
+0.145 |
125,848 |
453,662 |
+5,676 |
| Dec11 |
091116 |
97.290 |
97.430 |
97.270 |
97.430 |
+0.145 |
57,800 |
264,653 |
+7,376 |
| Mar12 |
091116 |
97.050 |
97.185 |
97.030 |
97.185 |
+0.145 |
44,386 |
193,428 |
+2,500 |
| Jun12 |
091116 |
96.810 |
96.950 |
96.795 |
96.945 |
+0.145 |
36,953 |
165,601 |
+1,871 |
| Sep12 |
091116 |
96.610 |
96.745 |
96.590 |
96.740 |
+0.145 |
27,740 |
102,057 |
+552 |
| Dec12 |
091116 |
96.410 |
96.545 |
96.395 |
96.540 |
+0.145 |
13,631 |
59,630 |
-241 |
| Mar13 |
091116 |
96.280 |
96.400 |
96.270 |
96.395 |
+0.145 |
8,170 |
56,706 |
+238 |
| Jun13 |
091116 |
96.130 |
96.260 |
96.130 |
96.250 |
+0.145 |
5,887 |
50,385 |
+138 |
| Sep13 |
091116 |
95.975 |
96.115 |
95.975 |
96.115 |
+0.150 |
4,318 |
51,623 |
+150 |
| Dec13 |
091116 |
95.870 |
95.970 |
95.850 |
95.970 |
+0.150 |
3,236 |
28,876 |
-349 |
| Mar14 |
091116 |
95.750 |
95.865 |
95.745 |
95.865 |
+0.155 |
2,489 |
27,226 |
+106 |
| Total Volume and Open Interest |
1,812,967 |
7,406,433 |
+80,098 |
| 30 Day Federal Funds(CBOT) |
| Nov09 |
091116 |
99.872 |
99.875 |
99.870 |
99.872 |
+0.002 |
4,024 |
74,481 |
-2,112 |
| Dec09 |
091116 |
99.865 |
99.875 |
99.865 |
99.870 |
+0.005 |
3,591 |
64,705 |
+1,492 |
| Jan10 |
091116 |
99.855 |
99.865 |
99.855 |
99.855 |
unch |
4,019 |
63,667 |
-175 |
| Feb10 |
091116 |
99.835 |
99.845 |
99.835 |
99.835 |
unch |
5,110 |
69,525 |
+880 |
| Mar10 |
091116 |
99.820 |
99.830 |
99.820 |
99.820 |
unch |
5,164 |
47,771 |
-56 |
| Apr10 |
091116 |
99.800 |
99.815 |
99.800 |
99.810 |
+0.010 |
11,574 |
56,871 |
+3,499 |
| Total Volume and Open Interest |
55,532 |
528,860 |
+9,881 |
| 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 |
091116 |
99.49 |
99.49 |
99.49 |
99.49 |
-0.01 |
|
|
|
| Mar10 |
091110 |
99.54 |
99.54 |
99.54 |
99.54 |
+0.03 |
|
|
|
| Jun10 |
091116 |
99.54 |
99.54 |
99.54 |
99.54 |
unch |
|
|
|
| Sep10 |
091116 |
99.54 |
99.54 |
99.54 |
99.54 |
+0.03 |
|
|
|
| Dec10 |
091116 |
99.48 |
99.48 |
99.48 |
99.48 |
-0.02 |
|
|
|
| Mar11 |
091110 |
99.45 |
99.45 |
99.45 |
99.45 |
+0.09 |
|
|
|
| Jun11 |
091116 |
99.33 |
99.33 |
99.33 |
99.33 |
+0.02 |
|
|
|
| Sep11 |
091116 |
99.33 |
99.33 |
99.33 |
99.33 |
+0.02 |
|
|
|
| Dec11 |
091116 |
99.14 |
99.14 |
99.14 |
99.14 |
+0.03 |
|
|
|
| Mar12 |
091110 |
99.08 |
99.08 |
99.08 |
99.08 |
+0.01 |
|
|
|
| Total Volume and Open Interest |
|
|
|
| 3-Mth Euro-Yen(SGX) |
| Dec09 |
091116 |
99.50 |
99.50 |
99.49 |
99.49 |
-0.01 |
360 |
3,806 |
+22 |
| Mar10 |
091116 |
99.52 |
99.52 |
99.52 |
99.52 |
-0.01 |
140 |
3,499 |
+0 |
| Jun10 |
091116 |
99.54 |
99.54 |
99.54 |
99.54 |
-0.01 |
0 |
1,706 |
+0 |
| Sep10 |
091116 |
99.54 |
99.54 |
99.54 |
99.54 |
-0.01 |
125 |
1,693 |
+0 |
| Dec10 |
091116 |
99.50 |
99.50 |
99.47 |
99.47 |
-0.01 |
0 |
842 |
+0 |
| Mar11 |
091116 |
99.39 |
99.39 |
99.39 |
99.39 |
-0.01 |
0 |
562 |
+0 |
| Jun11 |
091116 |
99.33 |
99.33 |
99.33 |
99.33 |
-0.01 |
0 |
52 |
+0 |
| Sep11 |
091116 |
99.33 |
99.33 |
99.33 |
99.33 |
-0.01 |
0 |
51 |
+0 |
| Total Volume and Open Interest |
625 |
13,683 |
+22 |
| Japanese Gov't Bonds(SGX) |
| Dec09 |
091112 |
137.73 |
138.69 |
137.73 |
138.66 |
+0.88 |
1,385 |
15,579 |
-630 |
| Mar10 |
091116 |
138.39 |
138.39 |
138.08 |
138.34 |
+0.09 |
0 |
1 |
+0 |
| Jun10 |
091116 |
138.34 |
138.34 |
138.34 |
138.34 |
+0.09 |
|
|
|
| Total Volume and Open Interest |
4,390 |
13,758 |
-665 |
| Euro-Bund(EUREX) |
| Dec09 |
091116 |
121.38 |
122.12 |
121.33 |
121.81 |
+0.49 |
811,157 |
1,004,592 |
+16,813 |
| Mar10 |
091116 |
121.00 |
121.66 |
120.92 |
121.44 |
+0.53 |
1,640 |
17,825 |
+181 |
| Jun10 |
091116 |
120.48 |
120.48 |
120.48 |
120.48 |
+0.46 |
0 |
3 |
+0 |
| Total Volume and Open Interest |
812,797 |
1,022,420 |
+16,994 |
| Euro-Bobl(EUREX) |
| Dec09 |
091116 |
115.83 |
116.14 |
115.74 |
115.98 |
+0.21 |
442,023 |
698,639 |
+15,897 |
| Mar10 |
091116 |
115.63 |
115.76 |
115.63 |
115.74 |
+0.25 |
258 |
11,906 |
+210 |
| Jun10 |
091116 |
115.28 |
115.28 |
115.28 |
115.28 |
+0.21 |
|
|
|
| Total Volume and Open Interest |
442,281 |
710,545 |
+16,107 |
| 3-Mth Euribor(EUREX) |
| Dec09 |
091116 |
99.275 |
99.275 |
99.270 |
99.275 |
unch |
368 |
8,349 |
-13 |
| Mar10 |
091116 |
99.210 |
99.210 |
99.195 |
99.205 |
+0.005 |
222 |
5,371 |
+151 |
| Jun10 |
091116 |
98.930 |
98.930 |
98.925 |
98.930 |
+0.020 |
301 |
4,737 |
+22 |
| Total Volume and Open Interest |
1,568 |
22,462 |
+341 |
| Long Gilt(LIFFE) |
| Dec09 |
091111 |
116~32 |
117~21 |
116~20 |
117~18 |
-0~31 |
73,487 |
237,970 |
+4,386 |
| Mar10 |
091116 |
116~01 |
116~01 |
116~01 |
116~01 |
+0~14 |
0 |
20 |
+0 |
| Total Volume and Open Interest |
104,495 |
228,323 |
-2,261 |
| 3-Mth Short Sterling(LIFFE) |
| Dec09 |
091116 |
99.36 |
99.36 |
99.35 |
99.35 |
-0.01 |
34,410 |
345,079 |
+5,586 |
| Mar10 |
091116 |
99.22 |
99.24 |
99.22 |
99.23 |
unch |
80,416 |
374,176 |
-1,654 |
| Jun10 |
091116 |
98.89 |
98.93 |
98.88 |
98.91 |
+0.03 |
118,734 |
390,824 |
+1,544 |
| Sep10 |
091116 |
98.41 |
98.47 |
98.40 |
98.44 |
+0.04 |
121,058 |
293,197 |
+12,263 |
| Dec10 |
091116 |
97.87 |
97.95 |
97.87 |
97.91 |
+0.03 |
128,311 |
309,780 |
-6,029 |
| Mar11 |
091116 |
97.43 |
97.46 |
97.39 |
97.43 |
+0.03 |
72,855 |
215,530 |
-5,465 |
| Total Volume and Open Interest |
777,094 |
2,476,275 |
+9,900 |
| 3-Mth Euribor(LIFFE) |
| Dec09 |
091116 |
99.280 |
99.285 |
99.265 |
99.275 |
unch |
80,881 |
611,697 |
+2,353 |
| Mar10 |
091116 |
99.200 |
99.215 |
99.190 |
99.205 |
+0.005 |
139,962 |
673,688 |
+10,108 |
| Jun10 |
091116 |
98.920 |
98.950 |
98.905 |
98.930 |
+0.020 |
251,711 |
664,293 |
+40,567 |
| Total Volume and Open Interest |
968,804 |
3,477,732 |
+60,866 |
| 3-Mth Aus T-Bills(SFE) |
| Dec09 |
091116 |
95.83 |
95.88 |
95.81 |
95.87 |
+0.03 |
9,547 |
324,974 |
-167 |
| Mar10 |
091116 |
95.23 |
95.33 |
95.20 |
95.29 |
+0.06 |
7,769 |
222,040 |
-2,263 |
| Jun10 |
091116 |
94.84 |
94.92 |
94.81 |
94.89 |
+0.05 |
3,918 |
140,999 |
-152 |
| Sep10 |
091116 |
94.53 |
94.62 |
94.52 |
94.59 |
+0.04 |
2,706 |
86,165 |
-269 |
| Dec10 |
091116 |
94.27 |
94.35 |
94.27 |
94.34 |
+0.05 |
3,267 |
55,570 |
+2,264 |
| Mar11 |
091116 |
94.06 |
94.14 |
94.06 |
94.14 |
+0.05 |
659 |
26,436 |
+10 |
| Jun11 |
091116 |
93.91 |
94.00 |
93.91 |
93.99 |
+0.05 |
261 |
19,612 |
+240 |
| Sep11 |
091116 |
93.87 |
93.90 |
93.85 |
93.88 |
+0.03 |
490 |
12,342 |
+39 |
| Dec11 |
091116 |
93.81 |
93.81 |
93.81 |
93.81 |
+0.04 |
50 |
5,038 |
+50 |
| Mar12 |
091116 |
93.77 |
93.77 |
93.77 |
93.77 |
+0.04 |
50 |
2,156 |
+0 |
| Total Volume and Open Interest |
28,717 |
896,273 |
-248 |
| 10-Year Aus T-Bonds(SFE) |
| Dec09 |
091116 |
94.42 |
94.45 |
94.37 |
94.41 |
-0.01 |
27,710 |
374,879 |
+4,925 |
| Mar10 |
091116 |
94.41 |
94.41 |
94.41 |
94.41 |
-0.01 |
|
|
|
| Total Volume and Open Interest |
27,710 |
374,879 |
+4,925 |
| 3-Year Aus T-Bonds(SFE) |
| Dec09 |
091116 |
94.87 |
94.94 |
94.83 |
94.90 |
+0.03 |
71,835 |
715,262 |
-949 |
| Mar10 |
091116 |
94.90 |
94.90 |
94.90 |
94.90 |
+0.03 |
|
|
|
| Total Volume and Open Interest |
71,835 |
715,262 |
-949 |
| Gold(CMX) |
| Dec09 |
091116 |
1119.6 |
1144.2 |
1119.5 |
1139.2 |
+22.5 |
168,528 |
286,517 |
-4,638 |
| Feb10 |
091116 |
1135.3 |
1145.5 |
1121.1 |
1140.7 |
+22.6 |
20,623 |
102,002 |
+6,104 |
| Apr10 |
091116 |
1124.0 |
1146.7 |
1124.0 |
1141.8 |
+22.5 |
3,733 |
36,441 |
+762 |
| Jun10 |
091116 |
1128.5 |
1147.3 |
1127.3 |
1143.0 |
+22.6 |
1,758 |
16,905 |
+590 |
| Aug10 |
091116 |
1136.3 |
1144.5 |
1136.3 |
1144.5 |
+22.7 |
179 |
8,625 |
-127 |
| Oct10 |
091116 |
1133.6 |
1146.1 |
1133.6 |
1146.1 |
+22.6 |
0 |
4,480 |
+0 |
| Dec10 |
091116 |
1129.7 |
1151.8 |
1129.7 |
1148.1 |
+22.6 |
384 |
22,198 |
+85 |
| Feb11 |
091116 |
1147.7 |
1150.6 |
1147.7 |
1150.6 |
+22.6 |
8 |
2,534 |
+0 |
| Apr11 |
091116 |
1153.4 |
1153.4 |
1153.4 |
1153.4 |
+22.6 |
0 |
1,716 |
+0 |
| Jun11 |
091116 |
487.2 |
501.2 |
487.2 |
501.2 |
+22.6 |
0 |
10,279 |
+0 |
| Aug11 |
091116 |
1160.4 |
1160.4 |
1160.4 |
1160.4 |
+22.6 |
0 |
250 |
+0 |
| Total Volume and Open Interest |
195,366 |
518,070 |
+2,740 |
| Silver(CMX) |
| Dec09 |
091116 |
1749.0 |
1845.0 |
1747.5 |
1840.0 |
+102.0 |
36,598 |
63,092 |
-2,263 |
| Mar10 |
091116 |
1750.0 |
1849.0 |
1750.0 |
1843.7 |
+102.2 |
6,706 |
36,666 |
+1,685 |
| May10 |
091116 |
1769.5 |
1851.0 |
1769.5 |
1845.7 |
+102.3 |
193 |
10,129 |
+5 |
| Jul10 |
091116 |
1760.0 |
1847.3 |
1760.0 |
1847.3 |
+102.3 |
88 |
4,160 |
+38 |
| Sep10 |
091116 |
1784.5 |
1849.0 |
1784.5 |
1849.0 |
+102.3 |
22 |
2,566 |
-7 |
| Dec10 |
091116 |
1762.0 |
1856.0 |
1762.0 |
1852.0 |
+102.3 |
416 |
7,787 |
+128 |
| Mar11 |
091116 |
1855.2 |
1855.2 |
1855.2 |
1855.2 |
+102.2 |
0 |
37 |
+0 |
| Total Volume and Open Interest |
44,263 |
133,987 |
-347 |
| Platinum(NYMEX) |
| Jan10 |
091116 |
1393.8 |
1459.9 |
1393.8 |
1444.6 |
+55.9 |
2,778 |
31,769 |
+204 |
| Apr10 |
091116 |
1399.6 |
1460.8 |
1398.0 |
1447.4 |
+55.7 |
161 |
1,813 |
+67 |
| Jul10 |
091116 |
1438.0 |
1450.4 |
1438.0 |
1450.4 |
+54.7 |
5 |
23 |
+5 |
| Total Volume and Open Interest |
2,944 |
33,605 |
+276 |
| Palladium(NYMEX) |
| Dec09 |
091116 |
356.00 |
378.75 |
356.00 |
376.00 |
+19.25 |
2,288 |
14,575 |
-166 |
| Mar10 |
091116 |
359.50 |
378.80 |
359.50 |
377.20 |
+19.15 |
1,337 |
7,521 |
+132 |
| Jun10 |
091116 |
361.85 |
379.95 |
361.85 |
378.20 |
+19.35 |
8 |
48 |
-3 |
| Total Volume and Open Interest |
3,633 |
22,145 |
-37 |
| Copper(CMX) |
| Dec09 |
091116 |
297.25 |
312.75 |
297.25 |
310.35 |
+13.10 |
35,057 |
48,454 |
-8,352 |
| Mar10 |
091116 |
300.00 |
315.25 |
299.95 |
312.85 |
+12.90 |
14,235 |
76,528 |
+8,316 |
| May10 |
091116 |
305.30 |
315.40 |
305.30 |
313.70 |
+12.75 |
667 |
9,055 |
+391 |
| Jul10 |
091116 |
307.85 |
314.20 |
307.85 |
314.20 |
+12.70 |
102 |
3,298 |
+36 |
| Sep10 |
091116 |
314.45 |
314.45 |
314.45 |
314.45 |
+12.65 |
39 |
2,080 |
-18 |
| Total Volume and Open Interest |
50,816 |
146,932 |
+344 |
| 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 |
091116 |
10256 |
10405 |
10256 |
10368 |
+126 |
282 |
15,010 |
-131 |
| Mar10 |
091116 |
10225 |
10336 |
10225 |
10305 |
+125 |
11 |
959 |
-7 |
| Jun10 |
091116 |
10243 |
10243 |
10117 |
10243 |
+126 |
0 |
1 |
+0 |
| Sep10 |
091116 |
10191 |
10191 |
10065 |
10191 |
+126 |
|
|
|
| Total Volume and Open Interest |
293 |
15,970 |
-138 |
| S & P 500(CME) |
| Dec09 |
091116 |
1092.00 |
1112.10 |
1091.30 |
1106.30 |
+14.90 |
18,783 |
386,426 |
-182 |
| Mar10 |
091116 |
1103.50 |
1106.30 |
1100.30 |
1101.40 |
+14.90 |
15 |
6,868 |
+14 |
| Jun10 |
091116 |
1098.00 |
1101.50 |
1096.00 |
1096.60 |
+14.40 |
4 |
305 |
-2 |
| Sep10 |
091116 |
1093.10 |
1098.20 |
1092.70 |
1093.10 |
+14.20 |
|
|
|
| Total Volume and Open Interest |
18,802 |
393,604 |
-170 |
| S & P 500 E-Mini(Globex) |
| Dec09 |
091116 |
1092.00 |
1112.25 |
1091.00 |
1106.25 |
+14.75 |
2,020,189 |
2,521,044 |
+17,138 |
| Mar10 |
091116 |
1086.75 |
1107.00 |
1086.50 |
1101.50 |
+15.00 |
4,638 |
56,566 |
+2,139 |
| Total Volume and Open Interest |
2,024,839 |
2,577,678 |
+19,287 |
| NASDAQ 100(CME) |
| Dec09 |
091116 |
1790.00 |
1815.00 |
1788.00 |
1803.50 |
+15.20 |
1,541 |
20,560 |
+303 |
| Mar10 |
091116 |
1801.30 |
1802.00 |
1801.30 |
1801.30 |
+15.30 |
0 |
35 |
+0 |
| Jun10 |
091116 |
1800.30 |
1801.00 |
1800.30 |
1800.30 |
+15.30 |
|
|
|
| Total Volume and Open Interest |
1,541 |
20,595 |
+303 |
| NASDAQ 100 E-Mini(Globex) |
| Dec09 |
091116 |
1789.50 |
1813.80 |
1787.30 |
1803.50 |
+15.20 |
279,329 |
313,695 |
+5,626 |
| Mar10 |
091116 |
1789.50 |
1811.30 |
1789.50 |
1801.30 |
+15.30 |
265 |
2,910 |
-158 |
| Total Volume and Open Interest |
279,594 |
316,607 |
+5,468 |
| S & P Midcap 400(CME) |
| Dec09 |
091116 |
703.50 |
713.00 |
703.50 |
707.80 |
+10.60 |
53 |
2,190 |
-14 |
| Mar10 |
091116 |
707.00 |
707.00 |
705.50 |
705.50 |
+10.60 |
0 |
1 |
+0 |
| Jun10 |
091116 |
703.50 |
703.50 |
702.90 |
703.50 |
+10.60 |
|
|
|
| Total Volume and Open Interest |
53 |
2,191 |
-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 |
091116 |
9765 |
9825 |
9695 |
9805 |
+50 |
110,418 |
176,045 |
+39 |
| Mar10 |
091116 |
9745 |
9810 |
9740 |
9810 |
+50 |
0 |
2,121 |
-7 |
| Total Volume and Open Interest |
112,218 |
179,130 |
-4,419 |
| Nikkei 225(SGX) |
| Dec09 |
091116 |
9765 |
9825 |
9695 |
9805 |
+50 |
110,418 |
176,045 |
+39 |
| Mar10 |
091116 |
9745 |
9810 |
9740 |
9810 |
+50 |
0 |
2,121 |
-7 |
| Jun10 |
091116 |
9835 |
9835 |
9835 |
9835 |
+45 |
0 |
424 |
+0 |
| Total Volume and Open Interest |
112,218 |
179,130 |
-4,419 |
| CAC 40(EURONEXT) |
| Nov09 |
091116 |
3826.0 |
3868.0 |
3826.0 |
3863.5 |
+59.5 |
181,777 |
456,557 |
+35,327 |
| Dec09 |
091116 |
3822.0 |
3860.5 |
3821.0 |
3857.5 |
+60.0 |
68,785 |
109,583 |
+30,400 |
| Jan10 |
091116 |
3863.5 |
3863.5 |
3863.5 |
3863.5 |
+60.0 |
|
|
|
| Total Volume and Open Interest |
250,729 |
568,066 |
+65,892 |
| Hang Seng Index(HKFE) |
| Nov09 |
091116 |
22640 |
22990 |
22636 |
22846 |
+355 |
65,740 |
85,727 |
-283 |
| Dec09 |
091116 |
22728 |
22970 |
22628 |
22829 |
+354 |
988 |
8,498 |
+81 |
| Total Volume and Open Interest |
66,816 |
94,736 |
-192 |
| DAX(EUREX) |
| Dec09 |
091116 |
5735.0 |
5816.5 |
5731.5 |
5802.5 |
+112.5 |
161,692 |
189,341 |
-3,313 |
| Mar10 |
091116 |
5733.0 |
5815.0 |
5733.0 |
5807.0 |
+112.5 |
1,253 |
14,328 |
+511 |
| Jun10 |
091116 |
5760.5 |
5820.0 |
5745.5 |
5812.5 |
+112.5 |
102 |
1,780 |
+9 |
| Total Volume and Open Interest |
163,047 |
205,449 |
-2,793 |
| FT-SE 100(EURONEXT) |
| Dec09 |
091116 |
5319.50 |
5386.00 |
5315.50 |
5364.00 |
+86.00 |
99,325 |
620,363 |
+3,782 |
| Mar10 |
091116 |
5272.50 |
5339.50 |
5272.50 |
5319.50 |
+87.50 |
792 |
19,336 |
+73 |
| Jun10 |
091116 |
5224.50 |
5272.00 |
5224.50 |
5272.00 |
+87.00 |
1 |
673 |
+0 |
| Total Volume and Open Interest |
100,118 |
640,378 |
+3,855 |
| 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) |
| Dec09 |
091116 |
506.50 |
521.50 |
505.50 |
519.50 |
+18.65 |
4,099 |
16,953 |
+3,785 |
| Jan10 |
091116 |
522.00 |
525.00 |
510.00 |
522.00 |
+16.50 |
0 |
1 |
+0 |
| Feb10 |
091116 |
526.00 |
526.00 |
526.00 |
526.00 |
|
|
|
|
| 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. |
|
|