|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Thu November 19, 2009 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Jan10 |
091119 |
1027.00 |
1049.00 |
1016.00 |
1039.00 |
+12.00 |
84,389 |
243,899 |
+6,968 |
| Mar10 |
091119 |
1032.25 |
1054.50 |
1022.00 |
1044.75 |
+11.50 |
22,525 |
72,703 |
+2,947 |
| May10 |
091119 |
1035.00 |
1055.50 |
1027.25 |
1046.25 |
+11.00 |
10,279 |
34,350 |
+790 |
| Jul10 |
091119 |
1039.00 |
1059.25 |
1029.00 |
1050.00 |
+10.75 |
10,768 |
34,175 |
+55 |
| Aug10 |
091119 |
1050.75 |
1050.75 |
1037.50 |
1046.50 |
+9.00 |
56 |
1,447 |
+2 |
| Sep10 |
091119 |
1025.25 |
1030.25 |
1019.25 |
1029.00 |
+3.50 |
53 |
265 |
+12 |
| Nov10 |
091119 |
1018.75 |
1032.00 |
1010.00 |
1021.50 |
+2.00 |
4,774 |
50,983 |
+1,789 |
| Total Volume and Open Interest |
133,069 |
440,293 |
+12,589 |
| Soybean Meal(CBOT) |
| Dec09 |
091119 |
310.50 |
318.90 |
307.60 |
318.40 |
+7.90 |
27,360 |
44,699 |
-4,458 |
| Jan10 |
091119 |
301.50 |
311.10 |
299.00 |
311.10 |
+9.00 |
24,432 |
35,733 |
+1,909 |
| Mar10 |
091119 |
296.50 |
305.60 |
294.00 |
305.60 |
+8.50 |
9,088 |
28,719 |
+2,391 |
| May10 |
091119 |
295.00 |
303.60 |
292.60 |
303.60 |
+8.00 |
3,231 |
16,860 |
-27 |
| Jul10 |
091119 |
295.20 |
304.10 |
294.00 |
304.10 |
+8.10 |
2,310 |
16,156 |
+593 |
| Aug10 |
091119 |
296.00 |
303.80 |
294.70 |
303.80 |
+7.80 |
195 |
4,460 |
-12 |
| Sep10 |
091119 |
294.50 |
302.10 |
293.50 |
302.10 |
+7.60 |
485 |
3,669 |
+227 |
| Oct10 |
091119 |
287.50 |
296.60 |
287.50 |
296.60 |
+7.60 |
55 |
2,634 |
-13 |
| Total Volume and Open Interest |
67,711 |
162,358 |
+806 |
| Soybean Oil(CBOT) |
| Dec09 |
091119 |
39.82 |
39.99 |
39.20 |
39.45 |
-0.30 |
28,359 |
60,713 |
-1,846 |
| Jan10 |
091119 |
40.24 |
40.42 |
39.63 |
39.89 |
-0.29 |
27,056 |
101,425 |
+5,565 |
| Mar10 |
091119 |
40.49 |
40.79 |
40.00 |
40.28 |
-0.26 |
11,941 |
52,213 |
+2,421 |
| May10 |
091119 |
40.80 |
40.91 |
40.30 |
40.58 |
-0.23 |
3,522 |
14,215 |
+244 |
| Jul10 |
091119 |
41.14 |
41.20 |
40.55 |
40.86 |
-0.22 |
1,741 |
13,999 |
+92 |
| Aug10 |
091119 |
40.85 |
41.17 |
40.67 |
40.95 |
-0.22 |
88 |
1,898 |
+54 |
| Sep10 |
091119 |
40.96 |
41.08 |
40.72 |
41.02 |
-0.23 |
74 |
1,264 |
+13 |
| Oct10 |
091119 |
40.85 |
41.26 |
40.85 |
41.06 |
-0.24 |
146 |
1,007 |
+116 |
| Total Volume and Open Interest |
73,472 |
258,904 |
+6,903 |
| Canola(WCE) |
| Nov09 |
091113 |
393.7 |
393.7 |
393.7 |
393.7 |
+3.0 |
5 |
0 |
+0 |
| Jan10 |
091119 |
404.0 |
407.9 |
399.3 |
403.8 |
-0.6 |
9,253 |
76,627 |
+1,741 |
| Mar10 |
091119 |
410.0 |
414.4 |
406.0 |
410.7 |
-0.3 |
391 |
9,156 |
-23 |
| May10 |
091119 |
411.6 |
419.8 |
411.6 |
416.6 |
-0.3 |
28 |
1,651 |
+18 |
| Jul10 |
091119 |
414.6 |
424.0 |
414.6 |
419.3 |
-0.5 |
213 |
2,712 |
-4 |
| Total Volume and Open Interest |
10,055 |
91,346 |
+1,867 |
| Corn(CBOT) |
| Dec09 |
091119 |
398.00 |
400.50 |
390.00 |
395.00 |
-3.00 |
111,075 |
292,767 |
-9,621 |
| Mar10 |
091119 |
413.75 |
416.00 |
405.50 |
410.75 |
-3.00 |
57,818 |
396,841 |
+15,239 |
| May10 |
091119 |
423.00 |
425.50 |
415.75 |
420.50 |
-3.00 |
8,892 |
79,689 |
+2,571 |
| Jul10 |
091119 |
430.25 |
433.25 |
423.00 |
428.75 |
-2.00 |
9,935 |
80,907 |
+1,873 |
| Sep10 |
091119 |
435.00 |
437.00 |
428.75 |
433.00 |
-2.50 |
1,598 |
21,209 |
+477 |
| Dec10 |
091119 |
440.00 |
443.00 |
433.00 |
438.25 |
-2.25 |
11,003 |
153,018 |
+2,699 |
| Total Volume and Open Interest |
202,769 |
1,050,331 |
+14,732 |
| Wheat(CBOT) |
| Dec09 |
091119 |
566.50 |
571.50 |
549.75 |
562.50 |
-3.75 |
69,550 |
79,885 |
-3,211 |
| Mar10 |
091119 |
588.25 |
592.75 |
567.50 |
584.00 |
-4.00 |
55,998 |
166,280 |
+8,593 |
| May10 |
091119 |
596.50 |
603.25 |
584.25 |
595.50 |
-4.00 |
4,255 |
22,901 |
+213 |
| Jul10 |
091119 |
609.00 |
613.75 |
593.75 |
605.75 |
-3.75 |
4,820 |
51,527 |
+1,040 |
| Sep10 |
091119 |
620.50 |
626.00 |
610.50 |
620.00 |
-4.50 |
487 |
14,323 |
+225 |
| Total Volume and Open Interest |
137,895 |
377,540 |
+7,835 |
| Wheat(KCBT) |
| Dec09 |
091119 |
562.75 |
576.00 |
549.50 |
561.00 |
-4.25 |
10,543 |
21,874 |
-2,372 |
| Mar10 |
091119 |
578.75 |
584.25 |
565.00 |
576.50 |
-4.25 |
10,038 |
51,818 |
+167 |
| May10 |
091119 |
585.00 |
595.00 |
577.25 |
588.00 |
-4.25 |
932 |
6,891 |
+300 |
| Jul10 |
091119 |
601.00 |
611.00 |
588.50 |
599.00 |
-4.50 |
1,507 |
25,574 |
+206 |
| Sep10 |
091119 |
604.00 |
618.00 |
600.00 |
610.25 |
-4.75 |
318 |
1,757 |
+44 |
| Total Volume and Open Interest |
24,696 |
138,266 |
-1,711 |
| Wheat(MGE) |
| Dec09 |
091119 |
568.25 |
575.75 |
559.00 |
568.50 |
-1.75 |
3,406 |
9,427 |
-738 |
| Mar10 |
091119 |
584.00 |
592.25 |
575.50 |
585.25 |
-1.25 |
3,142 |
17,643 |
+1,252 |
| May10 |
091119 |
597.00 |
604.00 |
588.50 |
596.75 |
-0.50 |
401 |
4,481 |
-19 |
| Jul10 |
091119 |
608.00 |
615.25 |
600.25 |
609.00 |
-2.25 |
186 |
8,145 |
-23 |
| Sep10 |
091119 |
618.25 |
626.00 |
612.50 |
620.25 |
-1.25 |
169 |
2,424 |
+17 |
| Total Volume and Open Interest |
7,713 |
48,649 |
+736 |
| Oats(CBOT) |
| Dec09 |
091119 |
259.00 |
262.25 |
256.50 |
259.50 |
unch |
824 |
4,362 |
-105 |
| Mar10 |
091119 |
273.25 |
276.25 |
270.50 |
273.00 |
unch |
800 |
9,148 |
+234 |
| May10 |
091119 |
283.00 |
283.00 |
281.25 |
281.25 |
unch |
17 |
323 |
+17 |
| Jul10 |
091119 |
290.75 |
290.75 |
288.75 |
288.75 |
unch |
1 |
23 |
+0 |
| Total Volume and Open Interest |
1,643 |
14,232 |
+147 |
| Rough Rice(CBOT) |
| Nov09 |
091113 |
14.65 |
14.67 |
14.56 |
14.67 |
+0.19 |
374 |
383 |
+125 |
| Jan10 |
091119 |
15.22 |
15.31 |
15.12 |
15.28 |
+0.08 |
556 |
10,312 |
-26 |
| Mar10 |
091119 |
15.47 |
15.56 |
15.39 |
15.53 |
+0.08 |
164 |
2,784 |
+81 |
| May10 |
091119 |
15.77 |
15.79 |
15.70 |
15.78 |
+0.08 |
10 |
374 |
+0 |
| Total Volume and Open Interest |
732 |
14,722 |
+56 |
| Live Cattle(CME) |
| Dec09 |
091119 |
83.135 |
83.980 |
83.035 |
83.680 |
+0.600 |
13,410 |
55,923 |
-1,263 |
| Feb10 |
091119 |
85.080 |
85.535 |
85.080 |
85.385 |
+0.405 |
18,235 |
119,105 |
+5,793 |
| Apr10 |
091119 |
87.950 |
88.135 |
87.635 |
87.885 |
unch |
3,933 |
57,643 |
+1,274 |
| Jun10 |
091119 |
84.885 |
85.135 |
84.700 |
84.885 |
+0.085 |
1,900 |
25,769 |
+621 |
| Aug10 |
091119 |
85.200 |
85.350 |
85.000 |
85.300 |
+0.165 |
659 |
6,834 |
+65 |
| Oct10 |
091119 |
88.200 |
88.250 |
87.900 |
88.180 |
+0.080 |
74 |
4,036 |
+54 |
| Total Volume and Open Interest |
38,304 |
271,328 |
+6,547 |
| Feeder Cattle(CME) |
| Nov09 |
091119 |
92.900 |
93.080 |
92.900 |
93.035 |
+0.085 |
360 |
1,370 |
+72 |
| Jan10 |
091119 |
91.850 |
92.135 |
91.650 |
91.830 |
+0.100 |
1,097 |
16,394 |
+277 |
| Mar10 |
091119 |
92.900 |
93.135 |
92.635 |
92.850 |
-0.080 |
188 |
5,509 |
+46 |
| Apr10 |
091119 |
94.050 |
94.200 |
93.700 |
94.000 |
-0.035 |
66 |
824 |
-23 |
| May10 |
091119 |
95.200 |
95.200 |
94.750 |
95.000 |
-0.100 |
61 |
1,775 |
+34 |
| Aug10 |
091119 |
96.785 |
97.000 |
96.700 |
97.000 |
+0.250 |
18 |
402 |
+1 |
| Sep10 |
091119 |
97.800 |
97.800 |
97.800 |
97.800 |
unch |
0 |
4 |
+0 |
| Total Volume and Open Interest |
1,790 |
26,278 |
+407 |
| Lean Hogs(CME) |
| Dec09 |
091119 |
56.235 |
56.400 |
55.550 |
55.985 |
-0.465 |
15,948 |
30,377 |
+289 |
| Feb10 |
091119 |
63.930 |
63.950 |
62.900 |
63.285 |
-0.940 |
13,960 |
67,742 |
+1,982 |
| Apr10 |
091119 |
67.580 |
67.635 |
66.750 |
67.350 |
-0.500 |
3,243 |
33,372 |
+1,388 |
| May10 |
091119 |
71.830 |
72.400 |
71.700 |
72.330 |
-0.170 |
47 |
1,735 |
+34 |
| Jun10 |
091119 |
75.800 |
76.050 |
75.400 |
75.930 |
-0.205 |
2,163 |
18,223 |
+1,324 |
| Jul10 |
091119 |
74.930 |
75.330 |
74.700 |
75.250 |
-0.100 |
540 |
6,422 |
+364 |
| Aug10 |
091119 |
74.535 |
75.250 |
74.100 |
75.135 |
+0.135 |
408 |
4,700 |
+315 |
| Oct10 |
091119 |
67.225 |
67.900 |
67.200 |
67.900 |
unch |
335 |
2,805 |
+154 |
| Total Volume and Open Interest |
36,811 |
166,903 |
+5,931 |
| Pork Bellies(CME) |
| Feb10 |
091119 |
87.400 |
89.000 |
86.800 |
87.080 |
-1.570 |
25 |
395 |
+12 |
| Mar10 |
091119 |
84.500 |
86.250 |
84.500 |
84.500 |
-1.500 |
0 |
88 |
+0 |
| May10 |
091119 |
88.000 |
88.000 |
86.750 |
86.750 |
-1.500 |
0 |
79 |
+0 |
| Jul10 |
091119 |
87.000 |
87.000 |
87.000 |
87.000 |
unch |
0 |
20 |
+0 |
| Aug10 |
091119 |
84.000 |
84.000 |
84.000 |
84.000 |
-1.000 |
0 |
15 |
+0 |
| Total Volume and Open Interest |
25 |
597 |
+12 |
| Class III Milk(CME) |
| Nov09 |
091119 |
14.07 |
14.08 |
14.03 |
14.06 |
+0.01 |
36 |
3,867 |
+22 |
| Dec09 |
091119 |
14.33 |
14.40 |
14.16 |
14.20 |
-0.14 |
91 |
5,294 |
-1 |
| Jan10 |
091119 |
14.49 |
14.50 |
14.30 |
14.35 |
-0.14 |
111 |
3,157 |
+13 |
| Feb10 |
091119 |
14.60 |
14.67 |
14.45 |
14.53 |
-0.07 |
87 |
2,112 |
+18 |
| Mar10 |
091119 |
15.07 |
15.07 |
14.83 |
14.90 |
-0.10 |
59 |
1,797 |
+10 |
| Total Volume and Open Interest |
652 |
23,805 |
+131 |
| Cocoa(ICE) |
| Dec09 |
091119 |
3191 |
3198 |
3141 |
3141 |
-58 |
144 |
528 |
-1,006 |
| Mar10 |
091119 |
3249 |
3264 |
3191 |
3197 |
-61 |
4,170 |
73,983 |
-541 |
| May10 |
091119 |
3261 |
3261 |
3215 |
3219 |
-61 |
943 |
17,551 |
+178 |
| Jul10 |
091119 |
3259 |
3259 |
3219 |
3219 |
-60 |
186 |
6,449 |
+14 |
| Sep10 |
091119 |
3239 |
3240 |
3213 |
3213 |
-59 |
39 |
4,972 |
-2 |
| Dec10 |
091119 |
3210 |
3232 |
3205 |
3205 |
-57 |
50 |
3,819 |
+42 |
| Mar11 |
091119 |
3205 |
3225 |
3194 |
3196 |
-57 |
45 |
7,477 |
-25 |
| Total Volume and Open Interest |
5,577 |
121,235 |
-1,340 |
| Coffee "C"(ICE) |
| Dec09 |
091119 |
138.15 |
138.15 |
133.50 |
135.05 |
-3.00 |
7,654 |
9,177 |
-8,722 |
| Mar10 |
091119 |
140.00 |
140.05 |
135.30 |
137.05 |
-3.50 |
11,187 |
71,618 |
+2,096 |
| May10 |
091119 |
142.00 |
142.00 |
137.50 |
138.75 |
-3.50 |
783 |
18,038 |
+497 |
| Jul10 |
091119 |
142.10 |
142.10 |
139.60 |
140.30 |
-3.45 |
142 |
4,891 |
+38 |
| Sep10 |
091119 |
144.10 |
144.10 |
140.70 |
141.75 |
-3.50 |
59 |
4,355 |
+9 |
| Dec10 |
091119 |
145.90 |
145.90 |
143.40 |
144.00 |
-3.55 |
247 |
3,988 |
+17 |
| Total Volume and Open Interest |
20,166 |
113,767 |
-5,986 |
| Orange Juice(ICE) |
| Jan10 |
091119 |
113.00 |
115.45 |
113.00 |
113.95 |
+1.10 |
995 |
17,544 |
-375 |
| Mar10 |
091119 |
118.60 |
118.90 |
116.75 |
117.35 |
+1.05 |
185 |
7,666 |
+99 |
| May10 |
091119 |
120.15 |
120.75 |
120.15 |
120.75 |
+1.00 |
66 |
2,749 |
+49 |
| Jul10 |
091119 |
123.00 |
123.80 |
123.00 |
123.65 |
+1.00 |
45 |
816 |
+44 |
| Sep10 |
091119 |
126.05 |
126.05 |
126.05 |
126.05 |
+0.90 |
0 |
414 |
+0 |
| Nov10 |
091119 |
127.95 |
127.95 |
127.95 |
127.95 |
+0.85 |
0 |
47 |
+0 |
| Total Volume and Open Interest |
1,291 |
29,436 |
-183 |
| Sugar #11(ICE) |
| Mar10 |
091119 |
23.21 |
23.29 |
22.56 |
22.74 |
-0.56 |
34,486 |
356,844 |
-1,775 |
| May10 |
091119 |
22.25 |
22.29 |
21.65 |
21.86 |
-0.47 |
16,184 |
102,151 |
+545 |
| Jul10 |
091119 |
20.78 |
20.83 |
20.19 |
20.43 |
-0.44 |
7,667 |
114,418 |
+978 |
| Oct10 |
091119 |
20.00 |
20.00 |
19.55 |
19.73 |
-0.38 |
1,971 |
88,489 |
+18 |
| Mar11 |
091119 |
19.50 |
19.53 |
19.17 |
19.33 |
-0.34 |
524 |
47,928 |
+71 |
| Total Volume and Open Interest |
61,635 |
770,553 |
+191 |
| London Cocoa(LCE) |
| Dec09 |
091030 |
2127 |
2146 |
2122 |
2127 |
-20 |
3,155 |
54,406 |
-13 |
| Mar10 |
091119 |
2119 |
2121 |
2094 |
2098 |
-22 |
5,966 |
45,005 |
+164 |
| May10 |
091119 |
2140 |
2140 |
2114 |
2119 |
-22 |
846 |
49,448 |
+142 |
| Jul10 |
091119 |
2074 |
2074 |
2054 |
2055 |
-21 |
454 |
16,800 |
-55 |
| Sep10 |
091119 |
2053 |
2053 |
2038 |
2039 |
-14 |
130 |
6,681 |
+10 |
| Dec10 |
091119 |
2039 |
2039 |
2021 |
2026 |
-13 |
849 |
6,532 |
+791 |
| Mar11 |
091119 |
2010 |
2010 |
2010 |
2010 |
-14 |
1 |
7,661 |
+0 |
| Total Volume and Open Interest |
10,595 |
174,018 |
+435 |
| London Sugar(LCE) |
| Mar10 |
091119 |
619.80 |
620.00 |
603.00 |
608.60 |
-15.90 |
6,282 |
34,904 |
-221 |
| May10 |
091119 |
604.60 |
604.70 |
589.90 |
594.80 |
-16.40 |
3,578 |
17,793 |
+1,251 |
| Aug10 |
091119 |
576.30 |
576.30 |
559.40 |
564.60 |
-15.00 |
903 |
8,600 |
+65 |
| Oct10 |
091119 |
541.80 |
541.80 |
530.60 |
535.50 |
-13.10 |
188 |
4,474 |
+112 |
| Dec10 |
091119 |
519.80 |
519.90 |
517.10 |
517.10 |
-12.90 |
1 |
812 |
+1 |
| Total Volume and Open Interest |
10,952 |
66,658 |
+1,208 |
| Cotton(ICE) |
| Dec09 |
091119 |
68.54 |
69.04 |
68.03 |
68.82 |
+0.28 |
7,944 |
20,958 |
-5,967 |
| Mar10 |
091119 |
72.50 |
73.20 |
72.03 |
72.97 |
+0.42 |
9,706 |
112,964 |
+4,925 |
| May10 |
091119 |
74.00 |
74.43 |
73.37 |
74.27 |
+0.49 |
1,560 |
10,014 |
+356 |
| Jul10 |
091119 |
74.80 |
75.53 |
74.50 |
75.41 |
+0.60 |
882 |
17,029 |
+132 |
| Oct10 |
091119 |
76.15 |
76.15 |
76.15 |
76.15 |
+0.64 |
0 |
113 |
+0 |
| Dec10 |
091119 |
76.50 |
76.79 |
76.01 |
76.73 |
+0.38 |
385 |
8,831 |
+198 |
| Total Volume and Open Interest |
20,479 |
170,527 |
-356 |
| Lumber(CME) |
| Jan10 |
091119 |
230.5 |
233.8 |
227.8 |
229.1 |
-1.4 |
1,826 |
7,082 |
+114 |
| Mar10 |
091119 |
248.0 |
251.3 |
245.8 |
248.9 |
-0.1 |
775 |
3,023 |
+376 |
| May10 |
091119 |
253.8 |
253.8 |
249.8 |
251.7 |
+1.0 |
70 |
245 |
+48 |
| Jul10 |
091119 |
257.8 |
257.8 |
253.8 |
257.0 |
-1.0 |
2 |
31 |
+1 |
| Total Volume and Open Interest |
2,673 |
10,387 |
+539 |
| Crude Oil(NYM) |
| Dec09 |
091119 |
79.63 |
79.87 |
77.06 |
77.46 |
-2.12 |
319,240 |
96,277 |
-66,239 |
| Jan10 |
091119 |
80.16 |
80.40 |
77.61 |
78.05 |
-2.05 |
143,493 |
319,930 |
+8,877 |
| Feb10 |
091119 |
80.86 |
81.10 |
78.40 |
78.84 |
-1.98 |
39,034 |
80,870 |
+3,530 |
| Mar10 |
091119 |
81.59 |
81.86 |
79.22 |
79.63 |
-1.94 |
20,155 |
70,604 |
+1,961 |
| Apr10 |
091119 |
81.75 |
82.30 |
79.95 |
80.36 |
-1.91 |
5,420 |
25,450 |
+875 |
| May10 |
091119 |
82.35 |
82.84 |
80.83 |
81.02 |
-1.89 |
3,803 |
27,650 |
+230 |
| Jun10 |
091119 |
83.32 |
83.43 |
81.16 |
81.59 |
-1.87 |
12,902 |
105,027 |
+1,094 |
| Jul10 |
091119 |
83.26 |
83.62 |
81.80 |
82.04 |
-1.86 |
2,753 |
29,124 |
+408 |
| Aug10 |
091119 |
82.22 |
82.67 |
82.22 |
82.47 |
-1.83 |
1,360 |
12,714 |
+105 |
| Sep10 |
091119 |
84.17 |
84.17 |
82.64 |
82.89 |
-1.81 |
1,269 |
24,907 |
+8 |
| Oct10 |
091119 |
83.33 |
83.33 |
83.33 |
83.33 |
-1.79 |
903 |
15,031 |
-274 |
| Nov10 |
091119 |
83.81 |
83.81 |
83.81 |
83.81 |
-1.77 |
1,113 |
15,078 |
+60 |
| Dec10 |
091119 |
85.92 |
86.10 |
83.89 |
84.30 |
-1.74 |
11,575 |
115,613 |
+183 |
| Jan11 |
091119 |
84.61 |
84.61 |
84.61 |
84.61 |
-1.72 |
1,060 |
15,579 |
+118 |
| Feb11 |
091119 |
84.90 |
84.90 |
84.90 |
84.90 |
-1.69 |
954 |
7,589 |
+107 |
| Mar11 |
091119 |
85.19 |
85.19 |
85.19 |
85.19 |
-1.64 |
422 |
5,609 |
-42 |
| Total Volume and Open Interest |
577,946 |
1,199,341 |
-45,354 |
| e-miNY Crude Oil(NYM) |
| Nov09 |
091019 |
78.850 |
79.650 |
78.100 |
79.600 |
+1.075 |
9,026 |
4,656 |
+226 |
| Dec09 |
091119 |
79.700 |
79.925 |
77.050 |
77.450 |
-2.125 |
9,328 |
3,959 |
+159 |
| Jan10 |
091119 |
80.200 |
80.450 |
77.600 |
78.050 |
-2.050 |
1,512 |
1,834 |
+310 |
| Feb10 |
091119 |
80.625 |
81.050 |
78.500 |
78.850 |
-1.975 |
103 |
273 |
+32 |
| Mar10 |
091119 |
81.000 |
81.800 |
79.500 |
79.625 |
-1.950 |
79 |
137 |
-2 |
| Apr10 |
091119 |
80.000 |
80.350 |
80.000 |
80.350 |
-1.925 |
1 |
6 |
+0 |
| May10 |
091119 |
81.025 |
81.025 |
81.025 |
81.025 |
-1.875 |
0 |
2 |
+0 |
| Jun10 |
091119 |
81.600 |
81.600 |
81.600 |
81.600 |
-1.850 |
2 |
6 |
-1 |
| Jul10 |
091119 |
82.050 |
82.050 |
82.050 |
82.050 |
-1.850 |
0 |
6 |
+0 |
| Aug10 |
091119 |
82.475 |
82.475 |
82.475 |
82.475 |
-1.825 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
11,039 |
6,317 |
+508 |
| Heating Oil(NYM) |
| Dec09 |
091119 |
205.29 |
205.69 |
198.45 |
199.64 |
-5.22 |
33,812 |
44,871 |
-2,171 |
| Jan10 |
091119 |
208.88 |
209.20 |
202.16 |
203.37 |
-5.15 |
19,883 |
83,924 |
+2,550 |
| Feb10 |
091119 |
211.37 |
211.82 |
205.05 |
206.22 |
-5.06 |
6,183 |
35,486 |
-553 |
| Mar10 |
091119 |
213.55 |
213.80 |
207.15 |
208.46 |
-4.93 |
5,011 |
27,656 |
+713 |
| Apr10 |
091119 |
210.70 |
210.76 |
208.33 |
209.54 |
-4.95 |
2,896 |
15,752 |
+113 |
| May10 |
091119 |
211.00 |
216.02 |
210.40 |
210.82 |
-4.87 |
2,187 |
12,156 |
-210 |
| Jun10 |
091119 |
217.02 |
217.35 |
211.36 |
212.12 |
-4.77 |
4,473 |
31,396 |
+366 |
| Jul10 |
091119 |
215.64 |
215.64 |
213.68 |
213.74 |
-4.70 |
1,552 |
8,982 |
-254 |
| Aug10 |
091119 |
215.38 |
216.15 |
215.38 |
215.64 |
-4.65 |
1,068 |
3,923 |
-33 |
| Sep10 |
091119 |
217.81 |
218.45 |
217.81 |
218.09 |
-4.65 |
711 |
7,358 |
-178 |
| Oct10 |
091119 |
220.17 |
220.71 |
220.17 |
220.71 |
-4.58 |
432 |
3,553 |
+141 |
| Nov10 |
091119 |
222.65 |
223.65 |
222.65 |
223.34 |
-4.50 |
137 |
5,735 |
-15 |
| Total Volume and Open Interest |
79,883 |
324,456 |
+278 |
| Gasoline(NYMEX) |
| Dec09 |
091119 |
201.24 |
202.04 |
195.56 |
196.95 |
-4.19 |
35,493 |
42,656 |
-1,191 |
| Jan10 |
091119 |
204.71 |
204.83 |
198.40 |
199.73 |
-4.22 |
25,409 |
103,223 |
+4,275 |
| Feb10 |
091119 |
206.41 |
207.45 |
201.16 |
202.45 |
-4.13 |
11,113 |
25,645 |
+1,253 |
| Mar10 |
091119 |
209.39 |
210.09 |
204.11 |
205.10 |
-4.18 |
6,212 |
26,267 |
+856 |
| Apr10 |
091119 |
222.01 |
222.04 |
216.00 |
217.11 |
-4.20 |
5,171 |
18,571 |
+547 |
| May10 |
091119 |
222.12 |
222.58 |
217.25 |
218.18 |
-4.14 |
3,171 |
8,474 |
-476 |
| Jun10 |
091119 |
223.40 |
223.40 |
217.92 |
219.03 |
-4.06 |
2,128 |
9,517 |
+180 |
| Jul10 |
091119 |
218.59 |
219.89 |
218.59 |
219.36 |
-4.04 |
876 |
4,705 |
+189 |
| Aug10 |
091119 |
219.15 |
220.65 |
219.15 |
219.35 |
-4.00 |
436 |
4,000 |
+104 |
| Sep10 |
091119 |
218.55 |
220.12 |
218.55 |
218.92 |
-3.98 |
1,187 |
4,036 |
+96 |
| Total Volume and Open Interest |
93,363 |
266,806 |
+5,688 |
| e-miNY RBOB Gasoline(NYM) |
| Dec09 |
091117 |
200.50 |
200.50 |
200.49 |
200.50 |
+1.80 |
0 |
3 |
+0 |
| Jan10 |
091119 |
199.70 |
199.73 |
199.70 |
199.70 |
-4.30 |
|
|
|
| Feb10 |
091119 |
202.50 |
202.50 |
202.45 |
202.50 |
-4.10 |
|
|
|
| Mar10 |
091119 |
205.10 |
205.10 |
205.10 |
205.10 |
-4.20 |
|
|
|
| Total Volume and Open Interest |
0 |
3 |
+0 |
| Natural Gas(NYM) |
| Dec09 |
091119 |
4.274 |
4.364 |
4.157 |
4.342 |
+0.088 |
144,785 |
90,404 |
-5,692 |
| Jan10 |
091119 |
4.692 |
4.740 |
4.560 |
4.715 |
+0.056 |
75,886 |
175,454 |
+6,834 |
| Feb10 |
091119 |
4.781 |
4.832 |
4.655 |
4.808 |
+0.054 |
15,591 |
55,073 |
+1,526 |
| Mar10 |
091119 |
4.820 |
4.876 |
4.696 |
4.852 |
+0.055 |
10,649 |
78,735 |
+1,366 |
| Apr10 |
091119 |
4.753 |
4.915 |
4.741 |
4.893 |
+0.066 |
9,494 |
50,965 |
+722 |
| May10 |
091119 |
4.866 |
4.973 |
4.805 |
4.960 |
+0.070 |
2,831 |
30,442 |
+231 |
| Jun10 |
091119 |
5.010 |
5.071 |
4.920 |
5.062 |
+0.070 |
1,595 |
19,806 |
+381 |
| Jul10 |
091119 |
5.124 |
5.188 |
5.035 |
5.174 |
+0.070 |
1,102 |
15,747 |
+84 |
| Aug10 |
091119 |
5.155 |
5.262 |
5.110 |
5.250 |
+0.068 |
748 |
14,229 |
-119 |
| Sep10 |
091119 |
5.216 |
5.320 |
5.177 |
5.308 |
+0.069 |
1,044 |
15,545 |
-52 |
| Oct10 |
091119 |
5.345 |
5.452 |
5.295 |
5.443 |
+0.069 |
4,766 |
30,189 |
+23 |
| Nov10 |
091119 |
5.750 |
5.880 |
5.750 |
5.880 |
+0.071 |
797 |
8,248 |
+52 |
| Dec10 |
091119 |
6.170 |
6.276 |
6.145 |
6.275 |
+0.076 |
1,020 |
15,817 |
-57 |
| Jan11 |
091119 |
6.395 |
6.505 |
6.365 |
6.500 |
+0.074 |
818 |
12,295 |
+36 |
| Feb11 |
091119 |
6.380 |
6.490 |
6.380 |
6.490 |
+0.074 |
28 |
6,028 |
+13 |
| Mar11 |
091119 |
6.210 |
6.330 |
6.210 |
6.325 |
+0.074 |
218 |
16,242 |
-13 |
| Total Volume and Open Interest |
272,579 |
742,183 |
+5,300 |
| Brent Crude Oil(ICE) |
| Jan10 |
091119 |
79.40 |
79.79 |
77.20 |
77.64 |
-1.83 |
121,112 |
230,822 |
-725 |
| Feb10 |
091119 |
80.17 |
80.59 |
78.00 |
78.46 |
-1.81 |
51,376 |
121,308 |
+951 |
| Mar10 |
091119 |
80.87 |
81.36 |
78.78 |
79.25 |
-1.79 |
25,682 |
42,702 |
+435 |
| Apr10 |
091119 |
81.56 |
81.97 |
79.55 |
79.96 |
-1.77 |
8,906 |
19,671 |
+727 |
| May10 |
091119 |
82.37 |
82.38 |
80.23 |
80.64 |
-1.75 |
7,569 |
15,564 |
+444 |
| Jun10 |
091119 |
83.01 |
83.02 |
80.88 |
81.30 |
-1.72 |
10,774 |
56,066 |
+2,282 |
| Jul10 |
091119 |
83.21 |
83.34 |
81.46 |
81.88 |
-1.71 |
2,163 |
13,497 |
-12 |
| Aug10 |
091119 |
83.70 |
83.79 |
82.06 |
82.43 |
-1.70 |
1,763 |
9,438 |
+592 |
| Sep10 |
091119 |
84.20 |
84.30 |
82.59 |
82.95 |
-1.69 |
1,356 |
6,710 |
+163 |
| Oct10 |
091119 |
83.60 |
83.60 |
83.45 |
83.45 |
-1.67 |
1,088 |
12,590 |
+38 |
| Nov10 |
091119 |
83.90 |
83.90 |
83.90 |
83.90 |
-1.64 |
766 |
8,629 |
-49 |
| Dec10 |
091119 |
85.95 |
85.96 |
83.90 |
84.35 |
-1.60 |
8,165 |
71,581 |
+511 |
| Jan11 |
091119 |
84.80 |
84.80 |
84.80 |
84.80 |
-1.56 |
1,134 |
6,751 |
+225 |
| Feb11 |
091119 |
85.24 |
85.24 |
85.24 |
85.24 |
-1.51 |
159 |
3,707 |
+5 |
| Total Volume and Open Interest |
246,355 |
706,289 |
+6,212 |
| Gas Oil(ICE) |
| Dec09 |
091119 |
634.75 |
637.75 |
614.25 |
621.00 |
-22.00 |
42,907 |
106,777 |
-2,129 |
| Jan10 |
091119 |
645.75 |
648.50 |
626.50 |
632.75 |
-21.00 |
43,028 |
125,265 |
+6,336 |
| Feb10 |
091119 |
654.00 |
657.00 |
635.50 |
641.75 |
-20.25 |
15,307 |
47,164 |
-858 |
| Mar10 |
091119 |
659.00 |
662.00 |
643.00 |
649.00 |
-20.00 |
6,035 |
32,812 |
-397 |
| Apr10 |
091119 |
665.00 |
665.75 |
649.50 |
655.50 |
-20.00 |
2,828 |
21,492 |
+545 |
| May10 |
091119 |
672.25 |
675.00 |
657.50 |
662.00 |
-19.75 |
1,355 |
20,117 |
-284 |
| Jun10 |
091119 |
678.50 |
679.75 |
663.75 |
668.25 |
-19.50 |
7,262 |
43,672 |
+2,028 |
| Jul10 |
091119 |
685.25 |
685.25 |
671.25 |
675.50 |
-19.75 |
1,311 |
16,112 |
+355 |
| Aug10 |
091119 |
692.50 |
695.50 |
678.50 |
682.75 |
-19.75 |
1,339 |
15,287 |
-227 |
| Sep10 |
091119 |
700.00 |
702.00 |
685.25 |
689.25 |
-19.50 |
1,816 |
12,776 |
+447 |
| Total Volume and Open Interest |
127,606 |
562,104 |
+7,049 |
| Ethanol(CBOT) |
| Nov09 |
091104 |
1.970 |
2.000 |
1.970 |
1.970 |
+0.020 |
5 |
151 |
-1 |
| Dec09 |
091119 |
2.110 |
2.122 |
2.110 |
2.121 |
+0.001 |
51 |
579 |
-27 |
| Jan10 |
091119 |
1.990 |
2.010 |
1.990 |
2.006 |
-0.003 |
35 |
776 |
-4 |
| Feb10 |
091119 |
1.955 |
1.955 |
1.950 |
1.953 |
-0.010 |
50 |
487 |
+15 |
| Mar10 |
091119 |
1.930 |
1.940 |
1.930 |
1.936 |
-0.015 |
10 |
743 |
+10 |
| Apr10 |
091119 |
1.920 |
1.929 |
1.920 |
1.929 |
-0.008 |
10 |
450 |
+5 |
| May10 |
091119 |
1.870 |
1.890 |
1.870 |
1.890 |
-0.008 |
11 |
391 |
+3 |
| Jun10 |
091119 |
1.870 |
1.880 |
1.870 |
1.880 |
-0.010 |
10 |
270 |
+3 |
| Total Volume and Open Interest |
230 |
5,837 |
-4 |
| US Dollar Index(ICE) |
| Dec09 |
091119 |
75.200 |
75.645 |
75.200 |
75.370 |
+0.105 |
15,033 |
39,765 |
-540 |
| Mar10 |
091119 |
75.580 |
75.960 |
75.570 |
75.700 |
+0.120 |
85 |
2,494 |
+17 |
| Jun10 |
091119 |
76.085 |
76.085 |
76.085 |
76.085 |
+0.120 |
0 |
6 |
+0 |
| Total Volume and Open Interest |
15,118 |
42,265 |
-523 |
| Australian Dollar(CME) |
| Dec09 |
091119 |
92.70 |
92.77 |
91.11 |
91.69 |
-0.79 |
93,599 |
116,765 |
+1,214 |
| Mar10 |
091119 |
91.77 |
91.86 |
90.27 |
90.83 |
-0.77 |
448 |
7,235 |
+226 |
| Jun10 |
091119 |
89.84 |
90.57 |
89.84 |
89.84 |
-0.73 |
0 |
10 |
+0 |
| Total Volume and Open Interest |
94,047 |
124,027 |
+1,440 |
| British Pound(CME) |
| Dec09 |
091119 |
167.42 |
167.46 |
166.03 |
166.44 |
-0.71 |
106,211 |
95,557 |
-2,220 |
| Mar10 |
091119 |
167.15 |
167.33 |
165.94 |
166.34 |
-0.72 |
352 |
863 |
-17 |
| Jun10 |
091119 |
166.24 |
166.96 |
166.09 |
166.24 |
-0.72 |
0 |
119 |
+0 |
| Total Volume and Open Interest |
106,563 |
96,609 |
-2,237 |
| Canadian Dollar(CME) |
| Dec09 |
091119 |
94.80 |
94.83 |
93.53 |
94.12 |
-0.49 |
79,529 |
87,598 |
-741 |
| Mar10 |
091119 |
94.85 |
94.85 |
93.55 |
94.12 |
-0.50 |
2,611 |
5,631 |
+2,242 |
| Jun10 |
091119 |
93.85 |
94.74 |
93.55 |
94.10 |
-0.49 |
15 |
419 |
+15 |
| Sep10 |
091119 |
94.00 |
94.54 |
93.52 |
94.04 |
-0.50 |
2 |
439 |
+1 |
| Total Volume and Open Interest |
82,166 |
94,393 |
+1,517 |
| Japanese Yen(CME) |
| Dec09 |
091119 |
112.00 |
112.83 |
111.78 |
112.37 |
+0.59 |
78,951 |
122,894 |
-1,350 |
| Mar10 |
091119 |
112.01 |
112.88 |
111.83 |
112.42 |
+0.59 |
298 |
2,977 |
+99 |
| Jun10 |
091119 |
112.48 |
112.70 |
111.90 |
112.48 |
+0.58 |
0 |
16 |
+0 |
| Total Volume and Open Interest |
79,249 |
125,908 |
-1,251 |
| Swiss Franc(CME) |
| Dec09 |
091119 |
99.03 |
99.03 |
98.09 |
98.70 |
-0.18 |
65,112 |
53,518 |
-2,014 |
| Mar10 |
091119 |
98.99 |
99.04 |
98.16 |
98.75 |
-0.18 |
45 |
494 |
+20 |
| Jun10 |
091119 |
98.81 |
98.99 |
98.54 |
98.81 |
-0.18 |
0 |
5 |
+0 |
| Total Volume and Open Interest |
65,157 |
54,018 |
-1,994 |
| EuroFX(CME) |
| Dec09 |
091119 |
149.61 |
149.63 |
148.42 |
149.17 |
-0.21 |
280,662 |
168,760 |
+8,756 |
| Mar10 |
091119 |
149.50 |
149.52 |
148.34 |
149.07 |
-0.22 |
1,140 |
2,339 |
-205 |
| Jun10 |
091119 |
149.30 |
149.31 |
148.53 |
148.96 |
-0.23 |
0 |
182 |
+0 |
| Total Volume and Open Interest |
281,802 |
171,291 |
+8,551 |
| Mexican Peso(CME) |
| Dec09 |
091119 |
767.5 |
767.5 |
761.5 |
764.2 |
-1.2 |
27,348 |
80,779 |
+9,871 |
| Jan10 |
091119 |
760.2 |
761.5 |
760.2 |
760.2 |
-1.2 |
|
|
|
| Total Volume and Open Interest |
27,363 |
83,174 |
+9,877 |
| 30-Year T-Bonds(CBOT) |
| Dec09 |
091119 |
120~170 |
121~110 |
120~140 |
120~260 |
+0~100 |
257,401 |
753,522 |
+1,757 |
| Mar10 |
091119 |
119~270 |
120~210 |
119~260 |
120~050 |
+0~110 |
8,245 |
29,243 |
+3,276 |
| Jun10 |
091119 |
118~190 |
118~190 |
118~070 |
118~190 |
+0~120 |
4 |
39 |
+1 |
| Total Volume and Open Interest |
265,650 |
782,804 |
+5,034 |
| 10-Year T-Notes(CBOT) |
| Dec09 |
091119 |
119~145 |
119~290 |
119~120 |
119~210 |
+0~070 |
773,704 |
1,302,755 |
+5,207 |
| Mar10 |
091119 |
118~050 |
118~180 |
118~015 |
118~100 |
+0~070 |
30,700 |
52,700 |
+10,066 |
| Jun10 |
091119 |
116~310 |
116~310 |
116~240 |
116~310 |
+0~070 |
|
|
|
| Total Volume and Open Interest |
804,404 |
1,355,455 |
+15,273 |
| 5-Year T-Notes(CBOT) |
| Dec09 |
091119 |
117~077 |
117~087 |
117~065 |
117~072 |
+0~032 |
|
|
|
| Mar10 |
091119 |
115~126 |
116~046 |
115~124 |
116~032 |
+0~032 |
7,843 |
13,895 |
+4,282 |
| Jun10 |
091119 |
114~120 |
114~120 |
114~088 |
114~120 |
+0~032 |
|
|
|
| Total Volume and Open Interest |
419,342 |
866,805 |
+7,217 |
| 2 Year T-Notes(CBOT) |
| Dec09 |
091119 |
109~032 |
109~032 |
109~026 |
109~027 |
+0~007 |
|
|
|
| Mar10 |
091119 |
108~080 |
108~100 |
108~076 |
108~085 |
+0~007 |
32,315 |
69,657 |
+20,079 |
| Jun10 |
091119 |
108~015 |
108~015 |
108~004 |
108~015 |
+0~011 |
50 |
6,915 |
+50 |
| Total Volume and Open Interest |
264,370 |
1,094,438 |
-7,327 |
| Eurodollars(CME) |
| Dec09 |
091119 |
99.725 |
99.740 |
99.725 |
99.735 |
+0.007 |
107,374 |
1,007,893 |
-1,350 |
| Mar10 |
091119 |
99.660 |
99.680 |
99.655 |
99.665 |
+0.010 |
164,379 |
1,083,345 |
+13,381 |
| Jun10 |
091119 |
99.490 |
99.535 |
99.485 |
99.505 |
+0.020 |
191,972 |
1,018,579 |
-10,725 |
| Sep10 |
091119 |
99.185 |
99.250 |
99.175 |
99.210 |
+0.030 |
224,251 |
747,036 |
+7,985 |
| Dec10 |
091119 |
98.795 |
98.875 |
98.790 |
98.830 |
+0.035 |
257,228 |
844,106 |
+1,456 |
| Mar11 |
091119 |
98.425 |
98.510 |
98.415 |
98.460 |
+0.040 |
210,817 |
572,218 |
+11,398 |
| Jun11 |
091119 |
98.055 |
98.145 |
98.050 |
98.095 |
+0.040 |
153,754 |
552,474 |
-7,968 |
| Sep11 |
091119 |
97.740 |
97.825 |
97.735 |
97.775 |
+0.040 |
110,467 |
458,063 |
+3,176 |
| Dec11 |
091119 |
97.440 |
97.525 |
97.430 |
97.475 |
+0.045 |
62,265 |
266,146 |
+1,477 |
| Mar12 |
091119 |
97.190 |
97.270 |
97.185 |
97.225 |
+0.045 |
55,642 |
197,028 |
+1,170 |
| Jun12 |
091119 |
96.945 |
97.025 |
96.940 |
96.975 |
+0.040 |
41,888 |
165,723 |
-1,560 |
| Sep12 |
091119 |
96.735 |
96.805 |
96.725 |
96.755 |
+0.035 |
28,456 |
109,954 |
+3,945 |
| Dec12 |
091119 |
96.535 |
96.590 |
96.515 |
96.540 |
+0.025 |
7,960 |
61,316 |
-178 |
| Mar13 |
091119 |
96.385 |
96.430 |
96.360 |
96.380 |
+0.015 |
4,276 |
57,064 |
+301 |
| Jun13 |
091119 |
96.230 |
96.270 |
96.205 |
96.220 |
+0.010 |
2,406 |
50,238 |
-12 |
| Sep13 |
091119 |
96.065 |
96.120 |
96.055 |
96.070 |
+0.005 |
2,931 |
52,626 |
-351 |
| Dec13 |
091119 |
95.920 |
95.960 |
95.900 |
95.915 |
unch |
2,347 |
28,796 |
+144 |
| Mar14 |
091119 |
95.815 |
95.850 |
95.785 |
95.805 |
unch |
3,541 |
27,198 |
+20 |
| Total Volume and Open Interest |
1,640,125 |
7,434,627 |
+22,128 |
| 30 Day Federal Funds(CBOT) |
| Nov09 |
091119 |
99.875 |
99.882 |
99.875 |
99.880 |
+0.005 |
1,842 |
75,766 |
+655 |
| Dec09 |
091119 |
99.870 |
99.885 |
99.870 |
99.880 |
+0.010 |
4,438 |
65,397 |
-137 |
| Jan10 |
091119 |
99.860 |
99.880 |
99.860 |
99.870 |
+0.010 |
1,496 |
62,337 |
+109 |
| Feb10 |
091119 |
99.845 |
99.860 |
99.840 |
99.845 |
+0.005 |
3,172 |
71,110 |
+214 |
| Mar10 |
091119 |
99.835 |
99.845 |
99.830 |
99.835 |
+0.005 |
3,753 |
49,121 |
-405 |
| Apr10 |
091119 |
99.820 |
99.835 |
99.810 |
99.820 |
+0.005 |
4,290 |
59,493 |
+396 |
| Total Volume and Open Interest |
30,599 |
540,137 |
+915 |
| 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 |
091119 |
99.49 |
99.49 |
99.49 |
99.49 |
-0.01 |
|
|
|
| Mar10 |
091119 |
99.52 |
99.52 |
99.52 |
99.52 |
-0.01 |
|
|
|
| Jun10 |
091119 |
99.54 |
99.54 |
99.54 |
99.54 |
unch |
|
|
|
| Sep10 |
091119 |
99.54 |
99.54 |
99.54 |
99.54 |
unch |
|
|
|
| Dec10 |
091119 |
99.47 |
99.47 |
99.47 |
99.47 |
-0.01 |
|
|
|
| Mar11 |
091119 |
99.39 |
99.39 |
99.39 |
99.39 |
unch |
|
|
|
| Jun11 |
091119 |
99.33 |
99.33 |
99.33 |
99.33 |
unch |
|
|
|
| Sep11 |
091119 |
99.33 |
99.33 |
99.33 |
99.33 |
unch |
|
|
|
| Dec11 |
091119 |
99.14 |
99.14 |
99.14 |
99.14 |
unch |
|
|
|
| Mar12 |
091119 |
99.10 |
99.10 |
99.10 |
99.10 |
-0.01 |
|
|
|
| Total Volume and Open Interest |
|
|
|
| 3-Mth Euro-Yen(SGX) |
| Dec09 |
091119 |
99.50 |
99.50 |
99.50 |
99.50 |
unch |
0 |
3,806 |
+0 |
| Mar10 |
091119 |
99.53 |
99.53 |
99.52 |
99.52 |
-0.01 |
0 |
3,499 |
+0 |
| Jun10 |
091119 |
99.54 |
99.54 |
99.54 |
99.54 |
0.00 |
8 |
1,706 |
+0 |
| Sep10 |
091119 |
99.54 |
99.54 |
99.54 |
99.54 |
0.00 |
51 |
1,694 |
+0 |
| Dec10 |
091119 |
99.47 |
99.47 |
99.47 |
99.47 |
-0.01 |
0 |
892 |
+0 |
| Mar11 |
091119 |
99.39 |
99.39 |
99.39 |
99.39 |
0.00 |
0 |
562 |
+0 |
| Jun11 |
091119 |
99.33 |
99.33 |
99.33 |
99.33 |
0.00 |
0 |
52 |
+0 |
| Sep11 |
091119 |
99.33 |
99.33 |
99.33 |
99.33 |
0.00 |
0 |
51 |
+0 |
| Total Volume and Open Interest |
59 |
13,697 |
-37 |
| Japanese Gov't Bonds(SGX) |
| Dec09 |
091112 |
137.73 |
138.69 |
137.73 |
138.66 |
+0.88 |
1,385 |
15,579 |
-630 |
| Mar10 |
091119 |
138.60 |
138.66 |
138.60 |
138.66 |
-0.07 |
2 |
2 |
+0 |
| Jun10 |
091119 |
138.66 |
138.66 |
138.66 |
138.66 |
-0.07 |
|
|
|
| Total Volume and Open Interest |
3,309 |
14,126 |
-816 |
| Euro-Bund(EUREX) |
| Dec09 |
091119 |
122.24 |
122.50 |
122.06 |
122.48 |
+0.24 |
720,793 |
998,807 |
+40,819 |
| Mar10 |
091119 |
121.81 |
122.02 |
121.67 |
122.02 |
+0.17 |
3,901 |
21,143 |
+992 |
| Jun10 |
091119 |
121.15 |
121.15 |
121.15 |
121.15 |
+0.24 |
45 |
3 |
+0 |
| Total Volume and Open Interest |
724,739 |
1,019,953 |
+41,811 |
| Euro-Bobl(EUREX) |
| Dec09 |
091119 |
116.13 |
116.25 |
115.99 |
116.24 |
+0.13 |
400,470 |
720,058 |
+7,896 |
| Mar10 |
091119 |
115.89 |
116.01 |
115.78 |
116.00 |
+0.14 |
725 |
13,564 |
+515 |
| Jun10 |
091119 |
115.54 |
115.54 |
115.54 |
115.54 |
+0.13 |
|
|
|
| Total Volume and Open Interest |
401,195 |
733,622 |
+8,411 |
| 3-Mth Euribor(EUREX) |
| Dec09 |
091119 |
99.265 |
99.265 |
99.265 |
99.265 |
unch |
8 |
8,336 |
+0 |
| Mar10 |
091119 |
99.205 |
99.210 |
99.205 |
99.210 |
+0.015 |
174 |
5,393 |
+64 |
| Jun10 |
091119 |
98.915 |
98.935 |
98.915 |
98.935 |
+0.020 |
51 |
4,740 |
+1 |
| Total Volume and Open Interest |
271 |
22,543 |
+89 |
| Long Gilt(LIFFE) |
| Dec09 |
091111 |
116~32 |
117~21 |
116~20 |
117~18 |
-0~31 |
73,487 |
237,970 |
+4,386 |
| Mar10 |
091119 |
116~23 |
117~02 |
116~23 |
117~02 |
+0~11 |
0 |
20 |
+0 |
| Total Volume and Open Interest |
100,784 |
228,151 |
+113 |
| 3-Mth Short Sterling(LIFFE) |
| Dec09 |
091119 |
99.41 |
99.41 |
99.39 |
99.40 |
unch |
15,511 |
344,346 |
-2,198 |
| Mar10 |
091119 |
99.33 |
99.34 |
99.26 |
99.33 |
+0.01 |
42,168 |
364,289 |
-2,825 |
| Jun10 |
091119 |
99.04 |
99.06 |
99.00 |
99.05 |
+0.02 |
91,257 |
400,833 |
+4,161 |
| Sep10 |
091119 |
98.58 |
98.64 |
98.54 |
98.62 |
+0.04 |
61,243 |
294,128 |
-2,561 |
| Dec10 |
091119 |
98.06 |
98.15 |
98.02 |
98.12 |
+0.06 |
90,549 |
322,474 |
+8,593 |
| Mar11 |
091119 |
97.60 |
97.70 |
97.55 |
97.66 |
+0.07 |
56,244 |
216,606 |
-576 |
| Total Volume and Open Interest |
518,184 |
2,474,007 |
+2,078 |
| 3-Mth Euribor(LIFFE) |
| Dec09 |
091119 |
99.265 |
99.270 |
99.260 |
99.265 |
unch |
72,268 |
601,208 |
-7,406 |
| Mar10 |
091119 |
99.195 |
99.215 |
99.185 |
99.210 |
+0.015 |
135,181 |
672,379 |
+14,887 |
| Jun10 |
091119 |
98.925 |
98.940 |
98.905 |
98.935 |
+0.020 |
183,001 |
707,712 |
+30,638 |
| Total Volume and Open Interest |
912,518 |
3,497,770 |
+29,881 |
| 3-Mth Aus T-Bills(SFE) |
| Dec09 |
091119 |
95.87 |
95.91 |
95.86 |
95.90 |
+0.02 |
10,682 |
319,084 |
+227 |
| Mar10 |
091119 |
95.39 |
95.48 |
95.37 |
95.45 |
+0.05 |
12,750 |
225,816 |
-1,866 |
| Jun10 |
091119 |
95.02 |
95.12 |
95.01 |
95.10 |
+0.07 |
6,278 |
144,574 |
+2,294 |
| Sep10 |
091119 |
94.73 |
94.83 |
94.72 |
94.82 |
+0.09 |
4,771 |
87,801 |
-1,426 |
| Dec10 |
091119 |
94.49 |
94.58 |
94.48 |
94.57 |
+0.08 |
2,874 |
55,769 |
+767 |
| Mar11 |
091119 |
94.28 |
94.37 |
94.28 |
94.37 |
+0.07 |
727 |
25,335 |
-224 |
| Jun11 |
091119 |
94.12 |
94.22 |
94.12 |
94.22 |
+0.08 |
702 |
19,259 |
+109 |
| Sep11 |
091119 |
94.05 |
94.12 |
94.05 |
94.12 |
+0.09 |
501 |
12,532 |
+501 |
| Dec11 |
091119 |
94.05 |
94.05 |
94.05 |
94.05 |
+0.09 |
0 |
5,098 |
+0 |
| Mar12 |
091119 |
94.00 |
94.02 |
93.99 |
94.02 |
+0.08 |
0 |
2,321 |
+0 |
| Total Volume and Open Interest |
39,288 |
898,863 |
+385 |
| 10-Year Aus T-Bonds(SFE) |
| Dec09 |
091119 |
94.51 |
94.59 |
94.49 |
94.57 |
+0.06 |
36,115 |
338,410 |
+7,435 |
| Mar10 |
091119 |
94.57 |
94.57 |
94.57 |
94.57 |
+0.06 |
|
|
|
| Total Volume and Open Interest |
36,115 |
338,410 |
+7,435 |
| 3-Year Aus T-Bonds(SFE) |
| Dec09 |
091119 |
95.00 |
95.09 |
94.98 |
95.08 |
+0.08 |
62,372 |
745,078 |
-7,029 |
| Mar10 |
091119 |
95.08 |
95.08 |
95.08 |
95.08 |
+0.08 |
|
|
|
| Total Volume and Open Interest |
62,372 |
745,078 |
-7,029 |
| Gold(CMX) |
| Dec09 |
091119 |
1138.5 |
1146.5 |
1130.0 |
1141.9 |
+0.7 |
143,710 |
265,480 |
-4,465 |
| Feb10 |
091119 |
1146.0 |
1147.9 |
1131.4 |
1143.4 |
+0.7 |
15,575 |
126,647 |
+7,707 |
| Apr10 |
091119 |
1146.7 |
1148.2 |
1132.7 |
1144.4 |
+0.6 |
2,340 |
38,141 |
+416 |
| Jun10 |
091119 |
1146.0 |
1149.6 |
1133.9 |
1145.5 |
+0.5 |
964 |
16,827 |
+234 |
| Aug10 |
091119 |
1146.3 |
1146.8 |
1141.0 |
1146.8 |
+0.5 |
629 |
9,320 |
-118 |
| Oct10 |
091119 |
1142.0 |
1148.2 |
1139.8 |
1148.2 |
+0.4 |
92 |
4,589 |
+31 |
| Dec10 |
091119 |
1151.5 |
1153.4 |
1138.3 |
1150.0 |
+0.3 |
920 |
22,807 |
+91 |
| Feb11 |
091119 |
1156.0 |
1156.0 |
1148.8 |
1152.3 |
+0.3 |
9 |
2,536 |
+3 |
| Apr11 |
091119 |
1158.2 |
1158.2 |
1154.9 |
1154.9 |
+0.2 |
6 |
1,722 |
+6 |
| Jun11 |
091119 |
502.5 |
502.5 |
502.4 |
502.5 |
+0.2 |
64 |
10,716 |
+7 |
| Aug11 |
091119 |
1161.3 |
1161.3 |
1161.3 |
1161.3 |
+0.1 |
7 |
257 |
+7 |
| Total Volume and Open Interest |
164,938 |
526,619 |
+4,287 |
| Silver(CMX) |
| Dec09 |
091119 |
1857.5 |
1864.0 |
1815.0 |
1845.5 |
+4.0 |
50,505 |
60,169 |
-1,572 |
| Mar10 |
091119 |
1861.5 |
1865.5 |
1820.0 |
1849.0 |
+3.9 |
18,755 |
45,423 |
+3,676 |
| May10 |
091119 |
1864.0 |
1865.5 |
1824.5 |
1850.9 |
+3.8 |
1,707 |
11,221 |
+311 |
| Jul10 |
091119 |
1861.0 |
1861.0 |
1843.0 |
1852.5 |
+3.8 |
152 |
4,126 |
+15 |
| Sep10 |
091119 |
1845.0 |
1861.5 |
1844.5 |
1854.0 |
+3.6 |
214 |
2,793 |
+64 |
| Dec10 |
091119 |
1863.0 |
1868.5 |
1830.0 |
1856.6 |
+3.4 |
1,874 |
7,923 |
+53 |
| Mar11 |
091119 |
1849.5 |
1859.3 |
1849.5 |
1859.3 |
+3.3 |
5 |
47 |
+5 |
| Total Volume and Open Interest |
73,914 |
141,146 |
+2,482 |
| Platinum(NYMEX) |
| Jan10 |
091119 |
1444.7 |
1455.9 |
1423.6 |
1443.9 |
-8.1 |
3,695 |
32,438 |
+147 |
| Apr10 |
091119 |
1445.5 |
1455.0 |
1427.0 |
1445.9 |
-8.6 |
173 |
2,169 |
+103 |
| Jul10 |
091119 |
1448.9 |
1448.9 |
1448.9 |
1448.9 |
-8.6 |
4 |
120 |
+4 |
| Total Volume and Open Interest |
3,872 |
34,727 |
+254 |
| Palladium(NYMEX) |
| Dec09 |
091119 |
372.45 |
372.50 |
362.60 |
369.90 |
-4.25 |
1,786 |
12,751 |
-806 |
| Mar10 |
091119 |
372.50 |
373.20 |
363.80 |
371.15 |
-4.35 |
1,034 |
9,836 |
+1,103 |
| Jun10 |
091119 |
373.60 |
373.60 |
366.50 |
372.15 |
-4.35 |
24 |
51 |
-3 |
| Total Volume and Open Interest |
2,844 |
22,639 |
+294 |
| Copper(CMX) |
| Dec09 |
091119 |
314.05 |
314.05 |
306.50 |
308.10 |
-2.95 |
23,810 |
38,057 |
-3,461 |
| Mar10 |
091119 |
315.80 |
316.45 |
308.95 |
310.60 |
-2.95 |
8,348 |
90,199 |
+3,099 |
| May10 |
091119 |
316.00 |
316.00 |
310.00 |
311.45 |
-2.80 |
748 |
9,477 |
+198 |
| Jul10 |
091119 |
311.95 |
311.95 |
311.95 |
311.95 |
-2.80 |
29 |
3,724 |
+14 |
| Sep10 |
091119 |
312.25 |
312.25 |
312.25 |
312.25 |
-2.75 |
6 |
2,084 |
+6 |
| Total Volume and Open Interest |
33,457 |
150,458 |
-908 |
| 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 |
091119 |
10410 |
10410 |
10238 |
10327 |
-77 |
498 |
15,153 |
+53 |
| Mar10 |
091119 |
10185 |
10264 |
10175 |
10264 |
-78 |
48 |
1,002 |
+10 |
| Jun10 |
091119 |
10202 |
10279 |
10202 |
10202 |
-77 |
0 |
1 |
+0 |
| Sep10 |
091119 |
10150 |
10227 |
10150 |
10150 |
-77 |
|
|
|
| Total Volume and Open Interest |
546 |
16,156 |
+63 |
| S & P 500(CME) |
| Dec09 |
091119 |
1108.20 |
1109.30 |
1086.50 |
1094.30 |
-14.20 |
17,614 |
391,211 |
+2,368 |
| Mar10 |
091119 |
1087.00 |
1089.60 |
1082.50 |
1089.30 |
-14.30 |
45 |
6,800 |
-5 |
| Jun10 |
091119 |
1084.40 |
1085.80 |
1078.30 |
1084.40 |
-14.40 |
54 |
437 |
+19 |
| Sep10 |
091119 |
1080.40 |
1081.80 |
1074.30 |
1080.40 |
-14.40 |
|
|
|
| Total Volume and Open Interest |
17,713 |
398,453 |
+2,382 |
| S & P 500 E-Mini(Globex) |
| Dec09 |
091119 |
1108.50 |
1109.50 |
1086.50 |
1094.25 |
-14.25 |
1,517,083 |
2,546,124 |
-10,121 |
| Mar10 |
091119 |
1104.25 |
1104.75 |
1082.00 |
1089.25 |
-14.25 |
5,227 |
59,493 |
+2,232 |
| Total Volume and Open Interest |
1,522,312 |
2,605,670 |
-7,891 |
| NASDAQ 100(CME) |
| Dec09 |
091119 |
1802.30 |
1802.30 |
1759.00 |
1770.30 |
-30.20 |
1,231 |
21,463 |
+329 |
| Mar10 |
091119 |
1764.00 |
1767.80 |
1764.00 |
1767.80 |
-30.20 |
0 |
31 |
+0 |
| Jun10 |
091119 |
1766.80 |
1767.00 |
1766.80 |
1766.80 |
-30.20 |
|
|
|
| Total Volume and Open Interest |
1,231 |
21,494 |
+329 |
| NASDAQ 100 E-Mini(Globex) |
| Dec09 |
091119 |
1800.50 |
1802.00 |
1759.80 |
1770.30 |
-30.20 |
214,345 |
325,486 |
-1,068 |
| Mar10 |
091119 |
1800.00 |
1800.00 |
1757.50 |
1767.80 |
-30.20 |
632 |
2,893 |
-32 |
| Total Volume and Open Interest |
214,977 |
328,381 |
-1,100 |
| S & P Midcap 400(CME) |
| Dec09 |
091119 |
698.00 |
698.00 |
686.50 |
692.10 |
-11.90 |
393 |
2,522 |
+281 |
| Mar10 |
091119 |
689.70 |
690.60 |
689.70 |
689.70 |
-11.90 |
|
|
|
| Jun10 |
091119 |
687.70 |
688.60 |
687.70 |
687.70 |
-11.90 |
|
|
|
| Total Volume and Open Interest |
393 |
2,522 |
+280 |
| 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 |
091119 |
9730 |
9735 |
9490 |
9550 |
-135 |
91,516 |
185,212 |
+0 |
| Mar10 |
091119 |
9615 |
9620 |
9545 |
9545 |
-130 |
101 |
2,223 |
+0 |
| Total Volume and Open Interest |
91,617 |
193,410 |
+5,011 |
| Nikkei 225(SGX) |
| Dec09 |
091119 |
9730 |
9735 |
9490 |
9550 |
-135 |
91,516 |
185,212 |
+0 |
| Mar10 |
091119 |
9615 |
9620 |
9545 |
9545 |
-130 |
101 |
2,223 |
+0 |
| Jun10 |
091119 |
9585 |
9585 |
9585 |
9585 |
-130 |
0 |
424 |
+0 |
| Total Volume and Open Interest |
91,617 |
193,410 |
+5,011 |
| CAC 40(EURONEXT) |
| Nov09 |
091119 |
3829.5 |
3835.0 |
3750.0 |
3761.5 |
-67.0 |
203,942 |
374,453 |
-39,701 |
| Dec09 |
091119 |
3827.0 |
3828.5 |
3744.5 |
3756.0 |
-66.5 |
116,230 |
211,356 |
+81,506 |
| Jan10 |
091119 |
3769.5 |
3769.5 |
3750.5 |
3758.5 |
-66.5 |
|
|
|
| Total Volume and Open Interest |
320,207 |
587,749 |
+41,798 |
| Hang Seng Index(HKFE) |
| Nov09 |
091119 |
22798 |
22858 |
22536 |
22543 |
-224 |
60,513 |
87,028 |
+1,168 |
| Dec09 |
091119 |
22804 |
22842 |
22530 |
22530 |
-217 |
932 |
9,512 |
+500 |
| Total Volume and Open Interest |
61,515 |
97,192 |
+1,795 |
| DAX(EUREX) |
| Dec09 |
091119 |
5800.0 |
5800.0 |
5690.0 |
5713.5 |
-85.0 |
119,501 |
190,862 |
-1,502 |
| Mar10 |
091119 |
5806.0 |
5806.0 |
5695.0 |
5718.0 |
-85.0 |
356 |
17,397 |
-112 |
| Jun10 |
091119 |
5802.5 |
5804.5 |
5711.0 |
5724.0 |
-85.0 |
202 |
1,864 |
+48 |
| Total Volume and Open Interest |
120,059 |
210,123 |
-1,566 |
| FT-SE 100(EURONEXT) |
| Dec09 |
091119 |
5330.00 |
5342.00 |
5251.00 |
5265.00 |
-79.00 |
87,148 |
615,266 |
-308 |
| Mar10 |
091119 |
5286.00 |
5290.00 |
5208.00 |
5220.50 |
-79.00 |
453 |
20,682 |
+366 |
| Jun10 |
091119 |
5237.00 |
5237.00 |
5172.50 |
5172.50 |
-79.50 |
0 |
831 |
+0 |
| Total Volume and Open Interest |
87,692 |
636,875 |
+148 |
| 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 |
091119 |
516.25 |
517.50 |
508.30 |
512.50 |
-6.50 |
370 |
19,061 |
+158 |
| Jan10 |
091119 |
515.90 |
523.55 |
512.50 |
515.90 |
-7.60 |
2 |
1 |
+0 |
| Feb10 |
091119 |
520.50 |
527.85 |
517.00 |
520.50 |
-7.30 |
|
|
|
| Total Volume and Open Interest |
372 |
19,062 |
+158 |
| 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. |
|
|