|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Thu November 26, 2009 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Jan10 |
091125 |
1046.00 |
1055.50 |
1034.00 |
1054.50 |
+8.50 |
93,858 |
242,699 |
-2,871 |
| Mar10 |
091125 |
1052.00 |
1061.50 |
1040.00 |
1060.75 |
+8.75 |
26,385 |
86,312 |
+6,206 |
| May10 |
091125 |
1054.00 |
1064.00 |
1044.75 |
1063.75 |
+9.50 |
7,396 |
36,799 |
+603 |
| Jul10 |
091125 |
1059.00 |
1069.00 |
1050.50 |
1069.00 |
+10.50 |
12,604 |
38,005 |
+1,065 |
| Aug10 |
091125 |
1052.25 |
1067.00 |
1049.00 |
1067.00 |
+10.75 |
340 |
1,402 |
+67 |
| Sep10 |
091125 |
1045.00 |
1058.25 |
1043.50 |
1058.25 |
+14.75 |
463 |
580 |
+131 |
| Nov10 |
091125 |
1034.75 |
1049.75 |
1029.50 |
1049.75 |
+13.75 |
6,389 |
56,166 |
+536 |
| Total Volume and Open Interest |
147,579 |
464,655 |
+5,810 |
| Soybean Meal(CBOT) |
| Dec09 |
091125 |
315.70 |
320.10 |
312.50 |
318.00 |
+2.60 |
17,912 |
30,845 |
-2,289 |
| Jan10 |
091125 |
308.70 |
312.70 |
304.60 |
309.30 |
-0.30 |
34,688 |
50,664 |
+3,151 |
| Mar10 |
091125 |
304.90 |
308.30 |
300.00 |
303.90 |
-1.50 |
7,555 |
35,339 |
+734 |
| May10 |
091125 |
302.80 |
306.20 |
298.60 |
301.60 |
-1.70 |
1,781 |
16,739 |
-8 |
| Jul10 |
091125 |
303.90 |
306.60 |
300.00 |
302.40 |
-1.50 |
3,048 |
17,275 |
+401 |
| Aug10 |
091125 |
303.90 |
304.20 |
302.00 |
302.50 |
-1.40 |
333 |
4,461 |
+24 |
| Sep10 |
091125 |
303.00 |
303.00 |
299.50 |
300.60 |
-1.40 |
199 |
3,775 |
-8 |
| Oct10 |
091125 |
297.00 |
298.60 |
296.00 |
296.60 |
-1.40 |
151 |
2,606 |
+3 |
| Total Volume and Open Interest |
66,403 |
171,477 |
+2,073 |
| Soybean Oil(CBOT) |
| Dec09 |
091125 |
39.70 |
40.62 |
39.67 |
40.57 |
+0.87 |
24,760 |
34,355 |
-1,521 |
| Jan10 |
091125 |
40.10 |
41.10 |
40.08 |
40.99 |
+0.88 |
39,052 |
117,455 |
+1,796 |
| Mar10 |
091125 |
40.51 |
41.37 |
40.44 |
41.37 |
+0.87 |
9,691 |
60,827 |
+1,531 |
| May10 |
091125 |
40.80 |
42.05 |
40.72 |
41.65 |
+0.86 |
2,008 |
15,892 |
+332 |
| Jul10 |
091125 |
41.25 |
41.94 |
41.02 |
41.94 |
+0.87 |
2,305 |
14,991 |
+122 |
| Aug10 |
091125 |
41.36 |
42.05 |
41.23 |
42.05 |
+0.89 |
13 |
1,879 |
-4 |
| Sep10 |
091125 |
41.24 |
42.15 |
41.24 |
42.15 |
+0.91 |
57 |
1,176 |
-2 |
| Oct10 |
091126 |
41.45 |
41.70 |
41.53 |
42.20 |
unch |
29 |
1,069 |
+6 |
| Total Volume and Open Interest |
97,135 |
255,814 |
-4,356 |
| Canola(WCE) |
| Jan10 |
091126 |
410.0 |
411.5 |
406.4 |
406.7 |
-2.9 |
7,613 |
74,115 |
-308 |
| Mar10 |
091126 |
416.2 |
417.5 |
413.0 |
413.0 |
-3.2 |
2,798 |
16,821 |
+2,482 |
| May10 |
091126 |
416.6 |
420.4 |
416.6 |
419.3 |
-3.4 |
67 |
1,877 |
+24 |
| Jul10 |
091126 |
424.9 |
424.9 |
423.0 |
424.3 |
-3.4 |
16 |
3,147 |
+13 |
| Nov10 |
091126 |
422.9 |
422.9 |
420.9 |
422.5 |
-0.5 |
24 |
1,735 |
+18 |
| Total Volume and Open Interest |
10,518 |
97,711 |
+2,229 |
| Corn(CBOT) |
| Dec09 |
091125 |
377.25 |
393.75 |
377.00 |
392.00 |
+16.00 |
156,963 |
177,253 |
-30,354 |
| Mar10 |
091125 |
393.00 |
409.75 |
393.00 |
408.00 |
+16.00 |
93,718 |
444,735 |
+15,176 |
| May10 |
091125 |
402.75 |
420.00 |
402.75 |
418.50 |
+16.50 |
8,589 |
81,432 |
+1,012 |
| Jul10 |
091125 |
411.00 |
428.25 |
411.00 |
427.25 |
+16.75 |
12,496 |
88,403 |
+1,023 |
| Sep10 |
091125 |
418.75 |
435.00 |
418.75 |
434.25 |
+16.00 |
3,317 |
23,179 |
+562 |
| Dec10 |
091125 |
427.25 |
442.50 |
427.00 |
441.75 |
+15.75 |
11,844 |
164,248 |
+1,153 |
| Total Volume and Open Interest |
288,293 |
1,006,599 |
-11,105 |
| Wheat(CBOT) |
| Dec09 |
091125 |
535.25 |
554.50 |
534.25 |
550.25 |
+17.25 |
46,052 |
38,139 |
-7,714 |
| Mar10 |
091125 |
556.00 |
575.25 |
554.50 |
571.50 |
+18.00 |
41,853 |
181,314 |
+1,905 |
| May10 |
091125 |
568.50 |
588.25 |
567.75 |
584.25 |
+18.00 |
3,294 |
23,956 |
+756 |
| Jul10 |
091125 |
579.00 |
597.50 |
578.25 |
594.25 |
+18.00 |
4,896 |
52,782 |
+781 |
| Sep10 |
091125 |
599.00 |
609.00 |
590.50 |
609.00 |
+18.50 |
924 |
15,348 |
+16 |
| Total Volume and Open Interest |
99,383 |
356,994 |
-3,311 |
| Wheat(KCBT) |
| Dec09 |
091125 |
530.25 |
553.25 |
530.00 |
546.50 |
+17.00 |
8,923 |
11,241 |
-3,638 |
| Mar10 |
091125 |
545.50 |
569.50 |
545.50 |
563.00 |
+17.25 |
8,868 |
56,524 |
+2,492 |
| May10 |
091125 |
557.75 |
581.50 |
557.75 |
575.00 |
+17.25 |
685 |
7,446 |
+82 |
| Jul10 |
091125 |
571.00 |
593.00 |
571.00 |
588.00 |
+18.00 |
1,565 |
26,144 |
+331 |
| Sep10 |
091125 |
593.00 |
603.25 |
588.75 |
599.75 |
+18.00 |
201 |
2,268 |
+41 |
| Total Volume and Open Interest |
21,248 |
133,864 |
-326 |
| Wheat(MGE) |
| Dec09 |
091125 |
540.50 |
561.50 |
540.50 |
551.75 |
+11.75 |
4,187 |
6,349 |
-1,077 |
| Mar10 |
091125 |
558.75 |
580.00 |
558.75 |
570.75 |
+12.00 |
3,633 |
21,112 |
+716 |
| May10 |
091125 |
577.50 |
590.25 |
576.25 |
582.00 |
+10.75 |
780 |
4,545 |
+40 |
| Jul10 |
091125 |
587.50 |
603.50 |
587.50 |
594.25 |
+11.50 |
1,485 |
8,346 |
+136 |
| Sep10 |
091125 |
599.00 |
615.00 |
599.00 |
606.50 |
+11.75 |
500 |
2,847 |
+158 |
| Total Volume and Open Interest |
10,960 |
50,715 |
+200 |
| Oats(CBOT) |
| Dec09 |
091125 |
256.25 |
258.25 |
252.25 |
258.00 |
+0.50 |
540 |
2,555 |
-283 |
| Mar10 |
091125 |
271.00 |
272.25 |
265.75 |
271.50 |
+0.50 |
410 |
9,609 |
-84 |
| May10 |
091125 |
279.00 |
280.00 |
276.50 |
279.75 |
+0.50 |
24 |
416 |
+23 |
| Jul10 |
091125 |
287.25 |
287.25 |
286.75 |
287.25 |
+0.50 |
0 |
514 |
+0 |
| Total Volume and Open Interest |
974 |
13,474 |
-344 |
| Rough Rice(CBOT) |
| Jan10 |
091125 |
15.22 |
15.50 |
15.22 |
15.49 |
+0.22 |
449 |
10,159 |
-79 |
| Mar10 |
091125 |
15.51 |
15.76 |
15.48 |
15.75 |
+0.23 |
151 |
3,333 |
+88 |
| May10 |
091125 |
15.94 |
15.99 |
15.80 |
15.99 |
+0.22 |
4 |
378 |
+4 |
| Jul10 |
091125 |
16.16 |
16.23 |
16.02 |
16.23 |
+0.24 |
3 |
555 |
+0 |
| Total Volume and Open Interest |
610 |
15,138 |
+14 |
| Live Cattle(CME) |
| Dec09 |
091125 |
83.450 |
83.850 |
83.385 |
83.680 |
+0.280 |
9,002 |
40,179 |
-2,279 |
| Feb10 |
091125 |
85.500 |
85.980 |
85.350 |
85.750 |
+0.250 |
13,161 |
122,040 |
+440 |
| Apr10 |
091125 |
88.200 |
88.580 |
88.000 |
88.330 |
+0.195 |
4,118 |
60,919 |
+1,044 |
| Jun10 |
091125 |
85.000 |
85.430 |
84.900 |
85.285 |
+0.335 |
3,487 |
27,653 |
+638 |
| Aug10 |
091125 |
85.480 |
85.850 |
85.400 |
85.785 |
+0.335 |
363 |
7,111 |
+4 |
| Oct10 |
091125 |
88.450 |
88.750 |
88.385 |
88.700 |
+0.300 |
66 |
4,192 |
+32 |
| Total Volume and Open Interest |
30,205 |
264,119 |
-118 |
| Feeder Cattle(CME) |
| Jan10 |
091125 |
93.300 |
93.480 |
92.900 |
93.300 |
+0.070 |
1,200 |
16,784 |
-81 |
| Mar10 |
091125 |
94.350 |
94.430 |
94.000 |
94.285 |
-0.015 |
309 |
5,885 |
+64 |
| Apr10 |
091125 |
95.500 |
95.700 |
95.285 |
95.700 |
+0.150 |
99 |
902 |
+23 |
| May10 |
091125 |
96.080 |
96.450 |
96.050 |
96.385 |
+0.100 |
132 |
1,974 |
+35 |
| Aug10 |
091125 |
98.230 |
98.430 |
97.900 |
98.200 |
-0.050 |
64 |
523 |
+22 |
| Sep10 |
091125 |
98.050 |
98.050 |
98.050 |
98.050 |
unch |
1 |
5 |
+1 |
| Oct10 |
091125 |
97.700 |
97.700 |
97.700 |
97.700 |
unch |
1 |
4 |
+1 |
| Total Volume and Open Interest |
1,806 |
26,077 |
+65 |
| Lean Hogs(CME) |
| Dec09 |
091125 |
59.000 |
60.100 |
58.830 |
59.430 |
+0.800 |
8,098 |
22,819 |
-1,440 |
| Feb10 |
091125 |
66.100 |
67.900 |
66.100 |
67.650 |
+1.650 |
10,103 |
71,899 |
+2,489 |
| Apr10 |
091125 |
69.850 |
71.000 |
69.800 |
70.650 |
+1.200 |
4,379 |
35,342 |
+764 |
| May10 |
091125 |
73.500 |
74.700 |
73.400 |
74.580 |
+1.330 |
194 |
1,984 |
+133 |
| Jun10 |
091125 |
76.700 |
77.750 |
76.700 |
77.680 |
+1.100 |
1,542 |
18,932 |
+281 |
| Jul10 |
091125 |
76.250 |
76.600 |
76.200 |
76.500 |
+0.615 |
489 |
6,746 |
+120 |
| Aug10 |
091125 |
75.650 |
76.000 |
75.500 |
75.850 |
+0.375 |
673 |
5,207 |
+139 |
| Oct10 |
091125 |
68.180 |
68.200 |
67.650 |
68.180 |
unch |
191 |
3,005 |
+14 |
| Total Volume and Open Interest |
25,740 |
167,784 |
+2,560 |
| Pork Bellies(CME) |
| Feb10 |
091125 |
86.000 |
87.400 |
86.000 |
86.980 |
+0.300 |
35 |
375 |
+1 |
| Mar10 |
091125 |
84.330 |
86.100 |
84.330 |
84.330 |
+0.330 |
0 |
88 |
+0 |
| May10 |
091125 |
85.550 |
88.250 |
85.550 |
85.550 |
+0.300 |
0 |
79 |
+0 |
| Jul10 |
091125 |
89.450 |
89.500 |
89.450 |
89.450 |
+2.950 |
0 |
20 |
+0 |
| Aug10 |
091125 |
84.500 |
85.500 |
84.500 |
84.500 |
unch |
0 |
15 |
+0 |
| Total Volume and Open Interest |
35 |
577 |
+1 |
| Class III Milk(CME) |
| Nov09 |
091125 |
14.13 |
14.13 |
14.08 |
14.08 |
unch |
81 |
3,846 |
-27 |
| Dec09 |
091125 |
14.69 |
14.85 |
14.69 |
14.83 |
+0.13 |
77 |
5,180 |
+7 |
| Jan10 |
091125 |
14.87 |
14.99 |
14.80 |
14.94 |
+0.06 |
250 |
3,282 |
+75 |
| Feb10 |
091125 |
14.93 |
15.08 |
14.92 |
15.08 |
+0.15 |
179 |
2,248 |
+35 |
| Mar10 |
091125 |
15.22 |
15.38 |
15.17 |
15.37 |
+0.12 |
155 |
1,910 |
+59 |
| Total Volume and Open Interest |
1,340 |
24,581 |
+366 |
| Cocoa(ICE) |
| Dec09 |
091125 |
3286 |
3287 |
3268 |
3278 |
+73 |
29 |
373 |
-53 |
| Mar10 |
091125 |
3261 |
3340 |
3261 |
3320 |
+72 |
4,148 |
75,427 |
+92 |
| May10 |
091125 |
3310 |
3349 |
3304 |
3337 |
+69 |
429 |
18,011 |
-78 |
| Jul10 |
091125 |
3300 |
3350 |
3300 |
3340 |
+69 |
382 |
6,848 |
-5 |
| Sep10 |
091125 |
3287 |
3327 |
3287 |
3327 |
+68 |
4 |
4,995 |
-10 |
| Dec10 |
091125 |
3317 |
3317 |
3317 |
3317 |
+68 |
70 |
3,858 |
+49 |
| Mar11 |
091125 |
3309 |
3309 |
3309 |
3309 |
+68 |
11 |
7,571 |
+6 |
| Total Volume and Open Interest |
5,073 |
123,539 |
+1 |
| Coffee "C"(ICE) |
| Dec09 |
091125 |
137.05 |
139.10 |
137.00 |
138.80 |
+2.75 |
426 |
1,886 |
-1,273 |
| Mar10 |
091125 |
136.90 |
139.70 |
136.75 |
138.90 |
+2.75 |
6,756 |
71,919 |
-104 |
| May10 |
091125 |
138.85 |
141.20 |
138.85 |
140.65 |
+2.80 |
1,016 |
18,522 |
+498 |
| Jul10 |
091125 |
140.50 |
142.70 |
140.45 |
142.25 |
+2.70 |
250 |
5,210 |
+103 |
| Sep10 |
091125 |
142.50 |
143.90 |
142.50 |
143.80 |
+2.65 |
276 |
4,483 |
+11 |
| Dec10 |
091125 |
144.90 |
146.30 |
144.90 |
146.10 |
+2.50 |
68 |
4,233 |
+26 |
| Total Volume and Open Interest |
8,951 |
108,018 |
-651 |
| Orange Juice(ICE) |
| Jan10 |
091125 |
112.05 |
114.85 |
112.05 |
114.25 |
+2.20 |
653 |
17,027 |
-84 |
| Mar10 |
091125 |
115.60 |
118.05 |
115.60 |
117.85 |
+2.30 |
231 |
7,965 |
+55 |
| May10 |
091125 |
121.30 |
121.45 |
120.55 |
121.20 |
+2.30 |
69 |
3,064 |
+54 |
| Jul10 |
091125 |
124.15 |
124.30 |
123.60 |
124.20 |
+2.30 |
2 |
833 |
+1 |
| Sep10 |
091125 |
126.85 |
126.85 |
126.60 |
126.85 |
+2.45 |
0 |
414 |
+0 |
| Nov10 |
091125 |
128.95 |
128.95 |
128.95 |
128.95 |
+2.45 |
0 |
47 |
+0 |
| Total Volume and Open Interest |
955 |
29,550 |
+26 |
| Sugar #11(ICE) |
| Mar10 |
091125 |
22.28 |
22.65 |
21.94 |
22.32 |
+0.24 |
41,096 |
352,160 |
-1,630 |
| May10 |
091125 |
21.48 |
21.85 |
21.23 |
21.56 |
+0.22 |
12,227 |
108,723 |
+1,894 |
| Jul10 |
091125 |
20.17 |
20.56 |
19.98 |
20.31 |
+0.22 |
7,330 |
116,217 |
+862 |
| Oct10 |
091125 |
19.60 |
19.85 |
19.37 |
19.65 |
+0.21 |
3,834 |
87,234 |
-347 |
| Mar11 |
091125 |
19.34 |
19.44 |
19.02 |
19.27 |
+0.14 |
2,668 |
47,249 |
-144 |
| Total Volume and Open Interest |
70,449 |
772,675 |
+903 |
| London Cocoa(LCE) |
| Dec09 |
091030 |
2127 |
2146 |
2122 |
2127 |
-20 |
3,155 |
54,406 |
-13 |
| Mar10 |
091126 |
2176 |
2200 |
2170 |
2180 |
+5 |
5,115 |
49,217 |
+707 |
| May10 |
091126 |
2198 |
2219 |
2195 |
2201 |
+5 |
985 |
49,485 |
-531 |
| Jul10 |
091126 |
2164 |
2179 |
2163 |
2169 |
+5 |
1,093 |
17,681 |
-501 |
| Sep10 |
091126 |
2128 |
2130 |
2125 |
2129 |
+7 |
36 |
6,888 |
-4 |
| Dec10 |
091126 |
2100 |
2117 |
2098 |
2100 |
unch |
655 |
8,010 |
+570 |
| Mar11 |
091126 |
2082 |
2091 |
2082 |
2084 |
+1 |
1 |
7,693 |
-1 |
| Total Volume and Open Interest |
10,507 |
177,426 |
-926 |
| London Sugar(LCE) |
| Mar10 |
091126 |
608.20 |
619.00 |
606.60 |
608.40 |
+4.40 |
3,330 |
33,685 |
-410 |
| May10 |
091126 |
601.30 |
607.00 |
596.20 |
597.80 |
+3.80 |
498 |
19,485 |
+205 |
| Aug10 |
091126 |
567.50 |
573.50 |
565.50 |
567.20 |
+5.40 |
109 |
9,409 |
+53 |
| Oct10 |
091126 |
544.50 |
544.70 |
537.50 |
539.70 |
+4.10 |
21 |
4,516 |
+6 |
| Dec10 |
091126 |
526.50 |
526.50 |
526.50 |
526.50 |
+3.20 |
3 |
830 |
-2 |
| Total Volume and Open Interest |
3,963 |
68,000 |
-148 |
| Cotton(ICE) |
| Dec09 |
091125 |
71.36 |
71.75 |
70.60 |
71.07 |
-0.45 |
427 |
497 |
-630 |
| Mar10 |
091125 |
75.52 |
75.74 |
74.64 |
75.22 |
-0.30 |
11,003 |
131,374 |
+2,286 |
| May10 |
091125 |
76.40 |
76.66 |
75.82 |
76.31 |
-0.16 |
1,812 |
12,089 |
+667 |
| Jul10 |
091125 |
76.66 |
77.21 |
76.45 |
76.86 |
-0.18 |
1,500 |
18,097 |
+375 |
| Oct10 |
091125 |
77.31 |
77.31 |
77.31 |
77.31 |
-0.18 |
5 |
113 |
+0 |
| Dec10 |
091125 |
77.50 |
78.12 |
77.50 |
77.79 |
-0.16 |
1,160 |
10,227 |
+721 |
| Total Volume and Open Interest |
15,930 |
173,082 |
+3,422 |
| Lumber(CME) |
| Jan10 |
091125 |
235.6 |
239.8 |
233.5 |
235.0 |
+0.2 |
365 |
7,195 |
+10 |
| Mar10 |
091125 |
256.3 |
257.5 |
253.1 |
256.5 |
-1.0 |
328 |
3,282 |
+83 |
| May10 |
091125 |
258.5 |
259.5 |
254.6 |
258.3 |
-2.7 |
61 |
360 |
+52 |
| Jul10 |
091125 |
259.7 |
259.8 |
255.9 |
256.0 |
-2.6 |
26 |
102 |
+25 |
| Total Volume and Open Interest |
810 |
11,029 |
+200 |
| Crude Oil(NYM) |
| Jan10 |
091125 |
75.83 |
78.09 |
75.50 |
77.96 |
+1.94 |
382,888 |
338,312 |
+11,114 |
| Feb10 |
091125 |
77.09 |
79.30 |
76.83 |
79.19 |
+2.00 |
118,190 |
97,274 |
+6,941 |
| Mar10 |
091125 |
78.08 |
80.29 |
77.95 |
80.23 |
+2.05 |
39,992 |
79,595 |
+112 |
| Apr10 |
091125 |
79.11 |
81.12 |
78.75 |
81.03 |
+2.07 |
11,342 |
25,702 |
+838 |
| May10 |
091125 |
80.35 |
81.78 |
79.50 |
81.72 |
+2.06 |
6,367 |
26,211 |
-401 |
| Jun10 |
091125 |
80.40 |
82.40 |
80.13 |
82.35 |
+2.07 |
15,276 |
106,610 |
+2,166 |
| Jul10 |
091125 |
81.50 |
82.97 |
80.85 |
82.89 |
+2.10 |
2,204 |
29,098 |
-50 |
| Aug10 |
091125 |
81.60 |
83.36 |
81.40 |
83.36 |
+2.12 |
1,255 |
14,009 |
+3 |
| Sep10 |
091125 |
83.81 |
83.82 |
83.81 |
83.82 |
+2.16 |
1,512 |
25,536 |
+161 |
| Oct10 |
091125 |
84.29 |
84.29 |
84.29 |
84.29 |
+2.21 |
1,648 |
16,202 |
+615 |
| Nov10 |
091125 |
84.47 |
84.78 |
84.47 |
84.78 |
+2.24 |
1,799 |
15,219 |
+82 |
| Dec10 |
091125 |
83.10 |
85.35 |
82.99 |
85.28 |
+2.26 |
17,928 |
120,291 |
+1,270 |
| Jan11 |
091125 |
85.59 |
85.59 |
85.59 |
85.59 |
+2.27 |
1,183 |
16,836 |
+201 |
| Feb11 |
091125 |
85.85 |
85.85 |
85.85 |
85.85 |
+2.27 |
658 |
8,268 |
-47 |
| Mar11 |
091125 |
86.13 |
86.13 |
86.13 |
86.13 |
+2.27 |
325 |
6,037 |
-33 |
| Apr11 |
091126 |
84.13 |
84.13 |
84.13 |
86.40 |
unch |
593 |
7,383 |
+158 |
| Total Volume and Open Interest |
715,436 |
1,182,554 |
+19,903 |
| 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 |
091125 |
75.875 |
78.075 |
75.425 |
77.950 |
+1.925 |
14,313 |
5,233 |
+2,270 |
| Feb10 |
091125 |
77.100 |
79.275 |
76.850 |
79.200 |
+2.000 |
331 |
411 |
+58 |
| Mar10 |
091125 |
78.875 |
80.250 |
78.175 |
80.225 |
+2.050 |
63 |
153 |
-11 |
| Apr10 |
091125 |
81.025 |
81.025 |
81.025 |
81.025 |
+2.075 |
2 |
7 |
+0 |
| May10 |
091125 |
81.725 |
81.725 |
81.725 |
81.725 |
+2.075 |
0 |
2 |
+0 |
| Jun10 |
091125 |
82.175 |
82.350 |
82.175 |
82.350 |
+2.075 |
3 |
9 |
+1 |
| Jul10 |
091125 |
82.900 |
82.900 |
82.900 |
82.900 |
+2.100 |
0 |
6 |
+0 |
| Aug10 |
091125 |
83.350 |
83.350 |
83.350 |
83.350 |
+2.100 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
14,716 |
5,914 |
+2,207 |
| Heating Oil(NYM) |
| Dec09 |
091125 |
194.88 |
200.16 |
194.29 |
199.01 |
+4.04 |
31,597 |
29,624 |
-5,184 |
| Jan10 |
091125 |
198.92 |
204.57 |
198.37 |
203.57 |
+4.62 |
45,352 |
85,411 |
-1,973 |
| Feb10 |
091125 |
201.82 |
207.50 |
201.37 |
206.75 |
+4.79 |
8,862 |
37,857 |
+758 |
| Mar10 |
091125 |
204.00 |
209.72 |
203.92 |
209.28 |
+4.89 |
5,654 |
32,882 |
+1,908 |
| Apr10 |
091125 |
206.15 |
210.83 |
206.15 |
210.54 |
+4.99 |
1,998 |
17,181 |
-138 |
| May10 |
091125 |
207.27 |
211.77 |
206.35 |
211.77 |
+5.03 |
981 |
13,257 |
+132 |
| Jun10 |
091125 |
208.36 |
213.10 |
207.61 |
213.05 |
+5.11 |
2,732 |
32,432 |
+426 |
| Jul10 |
091125 |
214.26 |
214.69 |
214.22 |
214.69 |
+5.16 |
966 |
9,244 |
+140 |
| Aug10 |
091125 |
216.08 |
216.65 |
216.07 |
216.65 |
+5.21 |
381 |
4,539 |
+121 |
| Sep10 |
091125 |
218.51 |
219.06 |
218.51 |
219.06 |
+5.24 |
218 |
7,567 |
+41 |
| Oct10 |
091125 |
221.36 |
221.70 |
221.36 |
221.70 |
+5.24 |
140 |
4,034 |
-8 |
| Nov10 |
091125 |
223.92 |
224.32 |
223.92 |
224.32 |
+5.21 |
165 |
6,018 |
-30 |
| Total Volume and Open Interest |
100,096 |
323,635 |
-3,843 |
| Gasoline(NYMEX) |
| Dec09 |
091125 |
193.01 |
200.00 |
191.63 |
199.76 |
+5.86 |
25,889 |
24,646 |
-3,392 |
| Jan10 |
091125 |
195.40 |
202.55 |
193.86 |
202.13 |
+6.15 |
39,708 |
112,153 |
+2,697 |
| Feb10 |
091125 |
198.50 |
204.86 |
197.15 |
204.67 |
+6.13 |
11,252 |
26,787 |
-1,680 |
| Mar10 |
091125 |
202.05 |
207.42 |
199.83 |
207.37 |
+6.19 |
6,961 |
28,946 |
+1,060 |
| Apr10 |
091125 |
213.36 |
219.43 |
212.85 |
219.30 |
+6.07 |
4,544 |
19,878 |
+101 |
| May10 |
091125 |
214.13 |
220.65 |
214.13 |
220.61 |
+6.04 |
2,132 |
8,724 |
-177 |
| Jun10 |
091125 |
215.00 |
221.64 |
214.74 |
221.64 |
+6.13 |
3,329 |
10,801 |
+512 |
| Jul10 |
091125 |
222.08 |
222.08 |
222.08 |
222.08 |
+6.20 |
584 |
5,370 |
-29 |
| Aug10 |
091125 |
216.13 |
222.13 |
216.13 |
222.13 |
+6.22 |
210 |
5,227 |
+0 |
| Sep10 |
091125 |
221.43 |
221.43 |
221.43 |
221.43 |
+6.29 |
795 |
4,452 |
+301 |
| Total Volume and Open Interest |
95,998 |
267,997 |
-495 |
| e-miNY RBOB Gasoline(NYM) |
| Dec09 |
091117 |
200.50 |
200.50 |
200.49 |
200.50 |
+1.80 |
0 |
3 |
+0 |
| Jan10 |
091125 |
202.10 |
202.13 |
202.10 |
202.10 |
+6.10 |
|
|
|
| Feb10 |
091125 |
204.70 |
204.70 |
204.67 |
204.70 |
+6.20 |
|
|
|
| Mar10 |
091125 |
207.40 |
207.40 |
207.37 |
207.40 |
+6.20 |
|
|
|
| Total Volume and Open Interest |
0 |
3 |
+0 |
| Natural Gas(NYM) |
| Dec09 |
091124 |
4.470 |
4.610 |
4.361 |
4.486 |
+0.013 |
86,013 |
24,666 |
-7,795 |
| Jan10 |
091125 |
4.777 |
5.178 |
4.765 |
5.163 |
+0.397 |
74,831 |
202,056 |
+1,993 |
| Feb10 |
091125 |
4.855 |
5.248 |
4.853 |
5.235 |
+0.380 |
20,220 |
64,368 |
+2,457 |
| Mar10 |
091125 |
4.900 |
5.275 |
4.900 |
5.266 |
+0.369 |
11,055 |
82,099 |
+572 |
| Apr10 |
091125 |
4.929 |
5.297 |
4.929 |
5.288 |
+0.363 |
8,311 |
50,574 |
+125 |
| May10 |
091125 |
5.003 |
5.340 |
5.003 |
5.337 |
+0.354 |
2,441 |
31,477 |
+35 |
| Jun10 |
091125 |
5.071 |
5.418 |
5.071 |
5.414 |
+0.343 |
991 |
20,700 |
+311 |
| Jul10 |
091125 |
5.227 |
5.513 |
5.227 |
5.507 |
+0.336 |
1,039 |
16,524 |
-14 |
| Aug10 |
091125 |
5.255 |
5.585 |
5.255 |
5.585 |
+0.335 |
652 |
15,328 |
+71 |
| Sep10 |
091125 |
5.383 |
5.643 |
5.383 |
5.643 |
+0.335 |
547 |
16,004 |
+23 |
| Oct10 |
091125 |
5.531 |
5.786 |
5.516 |
5.783 |
+0.333 |
3,379 |
31,355 |
+312 |
| Nov10 |
091125 |
5.974 |
6.208 |
5.956 |
6.208 |
+0.308 |
601 |
8,247 |
-66 |
| Dec10 |
091125 |
6.320 |
6.643 |
6.320 |
6.643 |
+0.323 |
981 |
16,018 |
-65 |
| Jan11 |
091125 |
6.624 |
6.879 |
6.624 |
6.868 |
+0.318 |
1,993 |
13,318 |
+611 |
| Feb11 |
091125 |
6.575 |
6.858 |
6.575 |
6.858 |
+0.318 |
24 |
6,054 |
+2 |
| Mar11 |
091125 |
6.650 |
6.698 |
6.650 |
6.698 |
+0.318 |
235 |
16,259 |
-61 |
| Total Volume and Open Interest |
209,437 |
709,978 |
-6,400 |
| Brent Crude Oil(ICE) |
| Jan10 |
091126 |
78.31 |
78.31 |
76.95 |
76.99 |
-1.45 |
173,886 |
196,452 |
-35,397 |
| Feb10 |
091126 |
79.00 |
79.05 |
77.74 |
77.78 |
-1.46 |
68,580 |
122,059 |
+2,136 |
| Mar10 |
091126 |
79.83 |
79.83 |
78.53 |
78.58 |
-1.47 |
40,803 |
58,376 |
+4,804 |
| Apr10 |
091126 |
80.58 |
80.58 |
79.26 |
79.33 |
-1.47 |
13,438 |
27,782 |
+3,022 |
| May10 |
091126 |
80.67 |
81.22 |
79.93 |
80.01 |
-1.46 |
8,032 |
17,230 |
+317 |
| Jun10 |
091126 |
81.31 |
81.87 |
80.57 |
80.65 |
-1.46 |
13,312 |
55,175 |
+103 |
| Jul10 |
091126 |
82.11 |
82.43 |
81.26 |
81.26 |
-1.45 |
2,774 |
13,123 |
+568 |
| Aug10 |
091126 |
82.79 |
82.92 |
81.83 |
81.83 |
-1.44 |
2,214 |
9,448 |
+66 |
| Sep10 |
091126 |
83.34 |
83.47 |
82.38 |
82.38 |
-1.43 |
2,092 |
5,948 |
-100 |
| Oct10 |
091126 |
82.92 |
82.92 |
82.92 |
82.92 |
-1.41 |
2,304 |
13,306 |
+54 |
| Nov10 |
091126 |
83.43 |
83.43 |
83.43 |
83.43 |
-1.39 |
2,037 |
9,321 |
+486 |
| Dec10 |
091126 |
84.73 |
85.02 |
83.93 |
83.93 |
-1.38 |
10,342 |
67,759 |
-1,148 |
| Jan11 |
091126 |
84.38 |
84.38 |
84.38 |
84.38 |
-1.37 |
1,830 |
7,525 |
+193 |
| Feb11 |
091126 |
84.79 |
84.79 |
84.79 |
84.79 |
-1.37 |
270 |
3,691 |
-169 |
| Total Volume and Open Interest |
345,430 |
696,944 |
-25,060 |
| Gas Oil(ICE) |
| Dec09 |
091126 |
614.75 |
617.75 |
607.00 |
610.75 |
+1.50 |
53,218 |
85,980 |
-8,622 |
| Jan10 |
091126 |
621.00 |
629.25 |
618.50 |
622.25 |
+1.25 |
69,267 |
123,687 |
-5,845 |
| Feb10 |
091126 |
635.50 |
638.25 |
627.50 |
631.00 |
+1.00 |
20,011 |
52,390 |
-1,638 |
| Mar10 |
091126 |
640.50 |
645.50 |
636.75 |
638.75 |
+0.75 |
5,312 |
33,022 |
+206 |
| Apr10 |
091126 |
648.00 |
651.50 |
643.00 |
645.50 |
+0.50 |
3,146 |
22,237 |
+105 |
| May10 |
091126 |
655.50 |
655.50 |
650.50 |
652.50 |
+0.75 |
2,036 |
18,815 |
-176 |
| Jun10 |
091126 |
659.00 |
663.00 |
656.50 |
659.00 |
+0.75 |
5,786 |
43,462 |
+475 |
| Jul10 |
091126 |
669.75 |
669.75 |
665.50 |
666.50 |
+0.50 |
2,040 |
16,096 |
+98 |
| Aug10 |
091126 |
673.25 |
674.50 |
672.25 |
673.75 |
+0.50 |
1,919 |
16,823 |
+166 |
| Sep10 |
091126 |
681.25 |
681.50 |
679.25 |
680.75 |
+0.50 |
757 |
14,597 |
+4 |
| Total Volume and Open Interest |
171,927 |
547,869 |
-14,755 |
| Ethanol(CBOT) |
| Nov09 |
091104 |
1.970 |
2.000 |
1.970 |
1.970 |
+0.020 |
5 |
151 |
-1 |
| Dec09 |
091125 |
2.080 |
2.118 |
2.080 |
2.108 |
+0.029 |
95 |
407 |
-14 |
| Jan10 |
091125 |
1.965 |
1.995 |
1.965 |
1.992 |
+0.041 |
72 |
753 |
-14 |
| Feb10 |
091125 |
1.925 |
1.949 |
1.925 |
1.948 |
+0.049 |
22 |
525 |
+14 |
| Mar10 |
091125 |
1.909 |
1.925 |
1.894 |
1.924 |
+0.031 |
32 |
811 |
+20 |
| Apr10 |
091125 |
1.909 |
1.919 |
1.887 |
1.918 |
+0.040 |
35 |
468 |
+15 |
| May10 |
091125 |
1.910 |
1.910 |
1.882 |
1.887 |
+0.024 |
33 |
384 |
+0 |
| Jun10 |
091125 |
1.885 |
1.895 |
1.871 |
1.882 |
+0.032 |
7 |
294 |
+2 |
| Total Volume and Open Interest |
309 |
5,869 |
+32 |
| US Dollar Index(ICE) |
| Dec09 |
091125 |
75.165 |
75.165 |
74.270 |
74.325 |
-0.800 |
16,266 |
36,597 |
-2,493 |
| Mar10 |
091125 |
75.500 |
75.500 |
74.545 |
74.660 |
-0.795 |
267 |
2,605 |
+30 |
| Jun10 |
091125 |
75.045 |
75.045 |
75.045 |
75.045 |
-0.795 |
0 |
7 |
+0 |
| Total Volume and Open Interest |
16,533 |
39,209 |
-2,463 |
| Australian Dollar(CME) |
| Dec09 |
091125 |
91.88 |
93.09 |
91.86 |
93.01 |
+1.16 |
73,699 |
112,906 |
-29 |
| Mar10 |
091125 |
91.19 |
92.18 |
90.98 |
92.12 |
+1.14 |
726 |
7,233 |
-399 |
| Jun10 |
091125 |
91.13 |
91.13 |
90.00 |
91.13 |
+1.13 |
0 |
10 |
+0 |
| Total Volume and Open Interest |
74,425 |
120,166 |
-428 |
| British Pound(CME) |
| Dec09 |
091125 |
165.82 |
167.45 |
165.77 |
167.13 |
+1.24 |
76,332 |
87,314 |
-2,073 |
| Mar10 |
091125 |
165.81 |
167.32 |
165.68 |
167.02 |
+1.24 |
506 |
1,119 |
+1 |
| Jun10 |
091125 |
166.89 |
166.89 |
165.65 |
166.89 |
+1.24 |
0 |
119 |
+0 |
| Total Volume and Open Interest |
76,838 |
88,622 |
-2,072 |
| Canadian Dollar(CME) |
| Dec09 |
091125 |
94.55 |
95.70 |
94.47 |
95.64 |
+1.09 |
66,916 |
82,696 |
+635 |
| Mar10 |
091125 |
94.64 |
95.69 |
94.49 |
95.64 |
+1.09 |
662 |
6,229 |
+113 |
| Jun10 |
091125 |
95.00 |
95.63 |
94.51 |
95.61 |
+1.09 |
32 |
545 |
+29 |
| Sep10 |
091125 |
95.56 |
95.56 |
94.47 |
95.56 |
+1.09 |
3 |
441 |
+1 |
| Total Volume and Open Interest |
67,613 |
90,223 |
+778 |
| Japanese Yen(CME) |
| Dec09 |
091125 |
112.96 |
114.67 |
112.82 |
114.42 |
+1.48 |
68,310 |
125,379 |
+577 |
| Mar10 |
091125 |
113.08 |
114.72 |
112.88 |
114.46 |
+1.48 |
303 |
3,124 |
+51 |
| Jun10 |
091125 |
114.47 |
114.52 |
113.04 |
114.52 |
+1.48 |
0 |
16 |
+0 |
| Total Volume and Open Interest |
68,613 |
128,550 |
+628 |
| Swiss Franc(CME) |
| Dec09 |
091125 |
99.13 |
100.46 |
99.07 |
100.39 |
+1.20 |
45,935 |
52,613 |
+2,557 |
| Mar10 |
091125 |
99.20 |
100.49 |
99.16 |
100.44 |
+1.20 |
45 |
598 |
+9 |
| Jun10 |
091125 |
100.49 |
100.49 |
99.29 |
100.49 |
+1.20 |
0 |
5 |
+0 |
| Total Volume and Open Interest |
45,980 |
53,217 |
+2,566 |
| EuroFX(CME) |
| Dec09 |
091125 |
149.64 |
151.44 |
149.54 |
151.37 |
+1.62 |
201,592 |
171,971 |
+1,940 |
| Mar10 |
091125 |
149.56 |
151.35 |
149.47 |
151.28 |
+1.63 |
1,133 |
3,128 |
+14 |
| Jun10 |
091125 |
150.61 |
151.14 |
149.51 |
151.14 |
+1.63 |
6 |
186 |
+4 |
| Total Volume and Open Interest |
202,731 |
175,415 |
+1,958 |
| Mexican Peso(CME) |
| Dec09 |
091125 |
775.0 |
780.5 |
773.2 |
777.2 |
+3.0 |
31,676 |
106,872 |
+9,597 |
| Jan10 |
091125 |
773.2 |
773.2 |
770.2 |
773.2 |
+3.0 |
|
|
|
| Total Volume and Open Interest |
32,341 |
109,624 |
+9,850 |
| 30-Year T-Bonds(CBOT) |
| Dec09 |
091125 |
121~210 |
122~160 |
120~100 |
122~060 |
+0~210 |
426,426 |
577,414 |
-111,882 |
| Mar10 |
091125 |
121~050 |
121~290 |
120~190 |
121~180 |
+0~200 |
223,108 |
223,855 |
+123,546 |
| Jun10 |
091125 |
120~020 |
120~020 |
119~130 |
120~020 |
+0~210 |
1 |
40 |
+1 |
| Total Volume and Open Interest |
649,535 |
801,309 |
+11,665 |
| 10-Year T-Notes(CBOT) |
| Dec09 |
091125 |
120~055 |
120~235 |
119~290 |
120~150 |
+0~120 |
859,730 |
1,042,767 |
-143,522 |
| Mar10 |
091125 |
118~285 |
119~110 |
118~195 |
119~070 |
+0~135 |
245,756 |
322,062 |
+161,655 |
| Jun10 |
091125 |
117~310 |
117~310 |
117~160 |
117~310 |
+0~150 |
|
|
|
| Total Volume and Open Interest |
1,105,486 |
1,364,829 |
+18,133 |
| 5-Year T-Notes(CBOT) |
| Dec09 |
091125 |
117~111 |
117~126 |
117~091 |
117~118 |
+0~025 |
|
|
|
| Mar10 |
091125 |
116~072 |
116~104 |
116~061 |
116~095 |
+0~022 |
192,729 |
236,404 |
+124,677 |
| Jun10 |
091125 |
115~072 |
115~072 |
115~040 |
115~072 |
+0~032 |
|
|
|
| Total Volume and Open Interest |
694,321 |
876,855 |
+7,709 |
| 2 Year T-Notes(CBOT) |
| Dec09 |
091125 |
109~040 |
109~040 |
109~040 |
109~040 |
+0~005 |
|
|
|
| Mar10 |
091125 |
108~097 |
108~099 |
108~089 |
108~096 |
+0~001 |
168,987 |
281,340 |
+95,269 |
| Jun10 |
091125 |
108~025 |
108~029 |
108~003 |
108~029 |
+0~001 |
101 |
6,918 |
+1 |
| Total Volume and Open Interest |
496,802 |
1,081,620 |
-463 |
| Eurodollars(CME) |
| Dec09 |
091125 |
99.740 |
99.745 |
99.735 |
99.738 |
unch |
65,997 |
1,004,911 |
+6,490 |
| Mar10 |
091125 |
99.655 |
99.665 |
99.630 |
99.635 |
-0.020 |
99,832 |
1,099,422 |
-8,369 |
| Jun10 |
091125 |
99.515 |
99.520 |
99.460 |
99.475 |
-0.035 |
146,563 |
1,036,440 |
+10,355 |
| Sep10 |
091125 |
99.235 |
99.240 |
99.170 |
99.195 |
-0.035 |
158,680 |
765,516 |
+5,717 |
| Dec10 |
091125 |
98.875 |
98.875 |
98.800 |
98.830 |
-0.035 |
161,923 |
844,701 |
+7,365 |
| Mar11 |
091125 |
98.515 |
98.515 |
98.445 |
98.480 |
-0.020 |
140,887 |
566,047 |
+791 |
| Jun11 |
091125 |
98.155 |
98.155 |
98.090 |
98.135 |
-0.005 |
99,436 |
551,164 |
-5,354 |
| Sep11 |
091125 |
97.835 |
97.850 |
97.770 |
97.825 |
+0.005 |
80,453 |
480,971 |
+5,389 |
| Dec11 |
091125 |
97.520 |
97.560 |
97.470 |
97.535 |
+0.020 |
47,806 |
270,801 |
+2,658 |
| Mar12 |
091125 |
97.275 |
97.315 |
97.220 |
97.295 |
+0.030 |
52,722 |
190,360 |
-2,182 |
| Jun12 |
091125 |
97.015 |
97.075 |
96.975 |
97.055 |
+0.040 |
47,406 |
167,699 |
-5,933 |
| Sep12 |
091125 |
96.805 |
96.870 |
96.765 |
96.845 |
+0.045 |
35,477 |
113,819 |
+1,016 |
| Dec12 |
091125 |
96.605 |
96.670 |
96.565 |
96.645 |
+0.050 |
8,304 |
62,834 |
-37 |
| Mar13 |
091125 |
96.445 |
96.525 |
96.420 |
96.500 |
+0.055 |
5,009 |
56,048 |
+963 |
| Jun13 |
091125 |
96.295 |
96.380 |
96.275 |
96.355 |
+0.060 |
3,973 |
52,005 |
-50 |
| Sep13 |
091125 |
96.180 |
96.240 |
96.135 |
96.220 |
+0.065 |
3,334 |
53,419 |
-900 |
| Dec13 |
091125 |
96.015 |
96.095 |
95.990 |
96.075 |
+0.070 |
2,317 |
28,340 |
-426 |
| Mar14 |
091125 |
95.910 |
95.990 |
95.880 |
95.970 |
+0.070 |
2,178 |
27,267 |
-536 |
| Total Volume and Open Interest |
1,167,928 |
7,508,838 |
+16,941 |
| 30 Day Federal Funds(CBOT) |
| Nov09 |
091125 |
99.878 |
99.882 |
99.878 |
99.880 |
unch |
3,025 |
70,867 |
+817 |
| Dec09 |
091125 |
99.880 |
99.880 |
99.875 |
99.880 |
unch |
2,537 |
69,692 |
+935 |
| Jan10 |
091125 |
99.870 |
99.870 |
99.865 |
99.870 |
unch |
1,443 |
62,240 |
+151 |
| Feb10 |
091125 |
99.850 |
99.855 |
99.845 |
99.850 |
unch |
2,363 |
71,964 |
+397 |
| Mar10 |
091125 |
99.840 |
99.845 |
99.830 |
99.835 |
-0.005 |
3,112 |
48,080 |
+418 |
| Apr10 |
091125 |
99.825 |
99.830 |
99.810 |
99.815 |
-0.010 |
1,388 |
61,674 |
+460 |
| Total Volume and Open Interest |
21,873 |
548,583 |
+4,974 |
| 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 |
091120 |
99.50 |
99.50 |
99.50 |
99.50 |
+0.01 |
|
|
|
| Mar10 |
091120 |
99.52 |
99.52 |
99.52 |
99.52 |
unch |
|
|
|
| Jun10 |
091120 |
99.54 |
99.54 |
99.54 |
99.54 |
unch |
|
|
|
| Sep10 |
091120 |
99.54 |
99.54 |
99.54 |
99.54 |
unch |
|
|
|
| Dec10 |
091120 |
99.47 |
99.47 |
99.47 |
99.47 |
unch |
|
|
|
| Mar11 |
091120 |
99.39 |
99.39 |
99.39 |
99.39 |
unch |
|
|
|
| Jun11 |
091120 |
99.33 |
99.33 |
99.33 |
99.33 |
unch |
|
|
|
| Sep11 |
091120 |
99.33 |
99.33 |
99.33 |
99.33 |
unch |
|
|
|
| Dec11 |
091120 |
99.14 |
99.14 |
99.14 |
99.14 |
unch |
|
|
|
| Mar12 |
091120 |
99.10 |
99.10 |
99.10 |
99.10 |
unch |
|
|
|
| Total Volume and Open Interest |
|
|
|
| 3-Mth Euro-Yen(SGX) |
| Dec09 |
091126 |
99.50 |
99.50 |
99.50 |
99.50 |
unch |
200 |
4,135 |
+115 |
| Mar10 |
091126 |
99.53 |
99.53 |
99.52 |
99.52 |
unch |
0 |
3,624 |
+0 |
| Jun10 |
091126 |
99.54 |
99.54 |
99.54 |
99.54 |
unch |
0 |
1,814 |
+0 |
| Sep10 |
091126 |
99.54 |
99.54 |
99.54 |
99.54 |
unch |
0 |
1,794 |
+0 |
| Dec10 |
091126 |
99.47 |
99.47 |
99.47 |
99.47 |
unch |
0 |
892 |
+0 |
| Mar11 |
091126 |
99.39 |
99.39 |
99.39 |
99.39 |
unch |
0 |
562 |
+0 |
| Jun11 |
091126 |
99.33 |
99.33 |
99.33 |
99.33 |
unch |
0 |
52 |
+0 |
| Sep11 |
091126 |
99.33 |
99.33 |
99.33 |
99.33 |
unch |
0 |
51 |
+0 |
| Total Volume and Open Interest |
200 |
14,332 |
-64 |
| Japanese Gov't Bonds(SGX) |
| Dec09 |
091125 |
139.58 |
139.63 |
139.32 |
139.34 |
-0.20 |
3,542 |
14,488 |
+239 |
| Mar10 |
091126 |
138.94 |
139.00 |
138.94 |
139.00 |
+0.22 |
14 |
49 |
-10 |
| Jun10 |
091126 |
139.00 |
139.00 |
139.00 |
139.00 |
+0.22 |
|
|
|
| Total Volume and Open Interest |
2,260 |
15,696 |
+266 |
| Euro-Bund(EUREX) |
| Dec09 |
091126 |
122.88 |
123.75 |
122.84 |
123.54 |
+0.82 |
470,352 |
941,795 |
+9,290 |
| Mar10 |
091126 |
122.49 |
123.41 |
122.48 |
123.21 |
+0.90 |
12,337 |
30,623 |
+5,118 |
| Jun10 |
091126 |
122.24 |
122.24 |
122.24 |
122.24 |
+0.82 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
482,689 |
972,420 |
+14,408 |
| Euro-Bobl(EUREX) |
| Dec09 |
091126 |
116.23 |
116.72 |
116.19 |
116.68 |
+0.47 |
369,851 |
728,960 |
+10,989 |
| Mar10 |
091126 |
115.98 |
116.49 |
115.97 |
116.47 |
+0.67 |
9,298 |
22,364 |
+5,694 |
| Jun10 |
091126 |
115.98 |
115.98 |
115.98 |
115.98 |
+0.56 |
114 |
0 |
+0 |
| Total Volume and Open Interest |
410,851 |
747,406 |
+1,776 |
| 3-Mth Euribor(EUREX) |
| Dec09 |
091126 |
99.245 |
99.255 |
99.245 |
99.250 |
unch |
695 |
8,323 |
-138 |
| Mar10 |
091126 |
99.100 |
99.145 |
99.100 |
99.135 |
-0.005 |
314 |
4,321 |
-414 |
| Jun10 |
091126 |
98.820 |
98.860 |
98.820 |
98.860 |
+0.025 |
27 |
4,820 |
-9 |
| Total Volume and Open Interest |
1,056 |
21,573 |
-581 |
| Long Gilt(LIFFE) |
| Dec09 |
091126 |
119~07 |
119~30 |
119~07 |
119~28 |
+2~09 |
91,595 |
234,527 |
-3,443 |
| Mar10 |
091126 |
117~22 |
119~08 |
117~21 |
118~10 |
+0~29 |
61,907 |
51,044 |
+42,559 |
| Total Volume and Open Interest |
204,618 |
273,669 |
+41,898 |
| 3-Mth Short Sterling(LIFFE) |
| Dec09 |
091126 |
99.37 |
99.38 |
99.36 |
99.38 |
unch |
41,601 |
362,467 |
+10,715 |
| Mar10 |
091126 |
99.26 |
99.30 |
99.24 |
99.29 |
+0.04 |
118,220 |
368,804 |
-14,449 |
| Jun10 |
091126 |
99.01 |
99.07 |
99.01 |
99.06 |
+0.06 |
124,246 |
437,397 |
+18,521 |
| Sep10 |
091126 |
98.61 |
98.68 |
98.60 |
98.68 |
+0.09 |
113,844 |
304,359 |
+6,937 |
| Dec10 |
091126 |
98.12 |
98.23 |
98.12 |
98.22 |
+0.11 |
97,490 |
345,103 |
+11,894 |
| Mar11 |
091126 |
97.70 |
97.82 |
97.69 |
97.80 |
+0.12 |
94,172 |
235,544 |
+16,070 |
| Total Volume and Open Interest |
751,696 |
2,587,026 |
+67,501 |
| 3-Mth Euribor(LIFFE) |
| Dec09 |
091120 |
99.260 |
99.270 |
99.225 |
99.260 |
-0.005 |
41,467 |
595,369 |
-5,839 |
| Mar10 |
091126 |
99.095 |
99.150 |
99.095 |
99.135 |
+0.040 |
156,583 |
709,354 |
+20,067 |
| Jun10 |
091126 |
98.780 |
98.875 |
98.780 |
98.860 |
+0.075 |
181,825 |
712,904 |
+17,920 |
| Total Volume and Open Interest |
882,034 |
3,599,727 |
+73,165 |
| 3-Mth Aus T-Bills(SFE) |
| Dec09 |
091126 |
95.88 |
95.93 |
95.86 |
95.93 |
+0.04 |
17,897 |
314,789 |
+1,249 |
| Mar10 |
091126 |
95.45 |
95.51 |
95.41 |
95.51 |
+0.05 |
21,500 |
230,122 |
+841 |
| Jun10 |
091126 |
95.11 |
95.18 |
95.05 |
95.17 |
+0.05 |
11,006 |
146,057 |
-628 |
| Sep10 |
091126 |
94.81 |
94.90 |
94.76 |
94.88 |
+0.05 |
5,711 |
87,396 |
-1,455 |
| Dec10 |
091126 |
94.57 |
94.67 |
94.52 |
94.64 |
+0.05 |
4,588 |
62,484 |
+2,068 |
| Mar11 |
091126 |
94.37 |
94.43 |
94.32 |
94.43 |
+0.05 |
1,347 |
26,042 |
-427 |
| Jun11 |
091126 |
94.18 |
94.25 |
94.16 |
94.25 |
+0.04 |
1,255 |
19,868 |
+609 |
| Sep11 |
091126 |
94.12 |
94.13 |
94.12 |
94.13 |
+0.04 |
810 |
13,600 |
+401 |
| Dec11 |
091126 |
94.05 |
94.05 |
94.03 |
94.03 |
+0.03 |
310 |
5,444 |
+310 |
| Mar12 |
091126 |
94.00 |
94.00 |
93.99 |
93.99 |
+0.04 |
0 |
2,802 |
+0 |
| Total Volume and Open Interest |
64,424 |
910,128 |
+2,968 |
| 10-Year Aus T-Bonds(SFE) |
| Dec09 |
091126 |
94.59 |
94.73 |
94.57 |
94.71 |
+0.11 |
29,022 |
351,074 |
+3,320 |
| Mar10 |
091126 |
94.71 |
94.71 |
94.71 |
94.71 |
+0.11 |
|
|
|
| Total Volume and Open Interest |
29,022 |
351,074 |
+3,320 |
| 3-Year Aus T-Bonds(SFE) |
| Dec09 |
091125 |
95.15 |
95.21 |
95.11 |
95.12 |
-0.03 |
88,056 |
802,979 |
+5,424 |
| Mar10 |
091126 |
95.20 |
95.20 |
95.20 |
95.20 |
+0.08 |
|
|
|
| Total Volume and Open Interest |
106,915 |
812,716 |
+9,737 |
| Gold(CMX) |
| Dec09 |
091125 |
1169.6 |
1192.8 |
1166.8 |
1187.0 |
+21.2 |
227,820 |
193,663 |
-26,399 |
| Feb10 |
091125 |
1170.9 |
1194.4 |
1168.4 |
1188.6 |
+21.2 |
77,244 |
212,520 |
+40,722 |
| Apr10 |
091125 |
1170.0 |
1195.5 |
1170.0 |
1189.8 |
+21.3 |
4,670 |
41,488 |
+50 |
| Jun10 |
091125 |
1172.6 |
1196.0 |
1172.6 |
1190.9 |
+21.3 |
4,791 |
19,724 |
-1 |
| Aug10 |
091125 |
1185.9 |
1192.1 |
1184.3 |
1192.1 |
+21.3 |
550 |
11,462 |
-107 |
| Oct10 |
091125 |
1181.3 |
1193.8 |
1181.3 |
1193.4 |
+21.3 |
1,353 |
3,897 |
-778 |
| Dec10 |
091125 |
1175.0 |
1200.5 |
1175.0 |
1195.2 |
+21.4 |
4,889 |
23,344 |
+72 |
| Feb11 |
091125 |
1191.4 |
1197.6 |
1187.4 |
1197.6 |
+21.4 |
214 |
2,730 |
+189 |
| Apr11 |
091125 |
1200.1 |
1200.1 |
1200.1 |
1200.1 |
+21.4 |
2 |
1,732 |
+0 |
| Jun11 |
091125 |
547.7 |
547.7 |
547.7 |
547.7 |
+21.4 |
0 |
9,970 |
+0 |
| Aug11 |
091125 |
1206.6 |
1206.6 |
1206.6 |
1206.6 |
+21.4 |
0 |
265 |
+0 |
| Total Volume and Open Interest |
322,926 |
549,507 |
+14,127 |
| Silver(CMX) |
| Dec09 |
091125 |
1852.0 |
1886.0 |
1852.0 |
1876.8 |
+31.3 |
51,498 |
39,941 |
-10,607 |
| Mar10 |
091125 |
1856.5 |
1889.0 |
1855.5 |
1880.0 |
+30.6 |
24,941 |
67,416 |
+10,553 |
| May10 |
091125 |
1864.0 |
1890.0 |
1864.0 |
1882.0 |
+30.7 |
1,354 |
11,149 |
-132 |
| Jul10 |
091125 |
1879.5 |
1893.0 |
1866.5 |
1883.7 |
+30.9 |
407 |
5,008 |
+345 |
| Sep10 |
091125 |
1877.5 |
1885.3 |
1877.5 |
1885.3 |
+30.9 |
3 |
2,592 |
+3 |
| Dec10 |
091125 |
1865.0 |
1896.5 |
1865.0 |
1888.0 |
+30.9 |
659 |
8,439 |
+332 |
| Mar11 |
091125 |
1890.8 |
1890.8 |
1890.8 |
1890.8 |
+30.9 |
5 |
48 |
+0 |
| Total Volume and Open Interest |
79,892 |
144,505 |
+831 |
| Platinum(NYMEX) |
| Jan10 |
091125 |
1451.1 |
1482.0 |
1445.5 |
1479.5 |
+35.7 |
2,630 |
32,195 |
+20 |
| Apr10 |
091125 |
1456.0 |
1482.4 |
1456.0 |
1481.4 |
+36.1 |
143 |
2,469 |
+131 |
| Jul10 |
091125 |
1484.0 |
1484.0 |
1483.5 |
1483.5 |
+36.1 |
2 |
136 |
+2 |
| Oct10 |
091126 |
1491.5 |
1491.5 |
1491.5 |
1491.5 |
unch |
|
|
|
| Total Volume and Open Interest |
2,347 |
34,981 |
|
| Palladium(NYMEX) |
| Dec09 |
091125 |
370.75 |
375.95 |
369.40 |
370.95 |
+1.70 |
2,694 |
6,523 |
-1,650 |
| Mar10 |
091125 |
370.90 |
377.75 |
370.60 |
372.85 |
+2.05 |
2,289 |
16,047 |
+2,221 |
| Jun10 |
091125 |
375.00 |
376.00 |
372.85 |
374.05 |
+2.15 |
18 |
111 |
+1 |
| Total Volume and Open Interest |
5,002 |
22,932 |
+572 |
| Copper(CMX) |
| Dec09 |
091125 |
312.65 |
318.25 |
312.20 |
316.50 |
+5.15 |
24,559 |
24,711 |
-6,344 |
| Mar10 |
091125 |
315.70 |
321.35 |
315.15 |
319.70 |
+5.35 |
14,186 |
103,193 |
+5,486 |
| May10 |
091125 |
316.75 |
321.70 |
316.75 |
320.85 |
+5.50 |
396 |
10,830 |
+130 |
| Jul10 |
091125 |
321.55 |
322.40 |
321.55 |
321.55 |
+5.50 |
42 |
3,818 |
+14 |
| Sep10 |
091125 |
321.90 |
321.90 |
321.90 |
321.90 |
+5.45 |
16 |
2,125 |
+2 |
| Total Volume and Open Interest |
41,609 |
151,940 |
-547 |
| 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 |
091125 |
10397 |
10465 |
10397 |
10442 |
+37 |
505 |
15,095 |
+8 |
| Mar10 |
091125 |
10355 |
10379 |
10355 |
10379 |
+37 |
24 |
1,001 |
-1 |
| Jun10 |
091125 |
10317 |
10317 |
10280 |
10317 |
+37 |
0 |
1 |
+0 |
| Sep10 |
091125 |
10265 |
10265 |
10228 |
10265 |
+37 |
|
|
|
| Total Volume and Open Interest |
529 |
16,097 |
+7 |
| S & P 500(CME) |
| Dec09 |
091125 |
1103.10 |
1111.40 |
1102.50 |
1108.90 |
+5.80 |
14,179 |
395,573 |
+1,889 |
| Mar10 |
091125 |
1101.50 |
1104.00 |
1098.50 |
1104.00 |
+5.80 |
841 |
8,354 |
+582 |
| Jun10 |
091125 |
1099.20 |
1099.20 |
1094.50 |
1099.20 |
+5.70 |
500 |
927 |
+450 |
| Sep10 |
091125 |
1095.20 |
1095.20 |
1090.50 |
1095.20 |
+5.70 |
|
|
|
| Total Volume and Open Interest |
15,520 |
404,998 |
+3,060 |
| S & P 500 E-Mini(Globex) |
| Dec09 |
091125 |
1103.25 |
1111.25 |
1102.25 |
1109.00 |
+6.00 |
1,545,064 |
2,567,414 |
+3,147 |
| Mar10 |
091125 |
1098.75 |
1106.25 |
1097.50 |
1104.00 |
+5.75 |
5,045 |
68,014 |
+1,920 |
| Total Volume and Open Interest |
1,550,111 |
2,636,186 |
+5,764 |
| NASDAQ 100(CME) |
| Dec09 |
091125 |
1786.30 |
1798.80 |
1785.80 |
1794.30 |
+7.80 |
5,124 |
24,491 |
+1,461 |
| Mar10 |
091125 |
1791.80 |
1791.80 |
1791.50 |
1791.80 |
+7.80 |
0 |
149 |
+0 |
| Jun10 |
091125 |
1790.80 |
1790.80 |
1790.50 |
1790.80 |
+7.80 |
|
|
|
| Total Volume and Open Interest |
5,124 |
24,640 |
+1,461 |
| NASDAQ 100 E-Mini(Globex) |
| Dec09 |
091125 |
1786.30 |
1799.80 |
1785.50 |
1794.30 |
+7.80 |
261,423 |
358,650 |
+13,022 |
| Mar10 |
091125 |
1784.30 |
1796.30 |
1783.30 |
1791.80 |
+7.80 |
252 |
4,422 |
+37 |
| Total Volume and Open Interest |
261,675 |
363,074 |
+13,059 |
| S & P Midcap 400(CME) |
| Dec09 |
091126 |
695.00 |
697.50 |
691.50 |
696.20 |
unch |
9 |
2,226 |
-1 |
| Mar10 |
091126 |
687.80 |
693.80 |
687.80 |
693.80 |
unch |
|
|
|
| Jun10 |
091126 |
685.80 |
691.80 |
685.80 |
691.80 |
unch |
|
|
|
| Total Volume and Open Interest |
9 |
2,226 |
-1 |
| Russell 2000 E-Mini(Globex) |
| Nikkei 225(CME) |
| Dec09 |
091126 |
9365 |
9460 |
9315 |
9395 |
-45 |
84,087 |
197,585 |
+6,217 |
| Mar10 |
091126 |
9450 |
9450 |
9370 |
9395 |
-55 |
318 |
3,027 |
+263 |
| Total Volume and Open Interest |
84,405 |
203,361 |
+1,784 |
| Nikkei 225(SGX) |
| Dec09 |
091126 |
9365 |
9460 |
9315 |
9395 |
-45 |
84,087 |
197,585 |
+6,217 |
| Mar10 |
091126 |
9450 |
9450 |
9370 |
9395 |
-55 |
318 |
3,027 |
+263 |
| Jun10 |
091126 |
9425 |
9425 |
9425 |
9425 |
-50 |
0 |
424 |
+0 |
| Total Volume and Open Interest |
84,405 |
203,361 |
+1,784 |
| CAC 40(EURONEXT) |
| Dec09 |
091126 |
3782.0 |
3785.0 |
3659.5 |
3667.5 |
-136.5 |
105,376 |
382,724 |
+580 |
| Jan10 |
091126 |
3722.0 |
3728.0 |
3668.5 |
3668.5 |
-136.0 |
160 |
299 |
+133 |
| Feb10 |
091126 |
3668.5 |
3668.5 |
3668.5 |
3668.5 |
-136.5 |
|
|
|
| Total Volume and Open Interest |
105,944 |
385,342 |
+1,003 |
| Hang Seng Index(HKFE) |
| Nov09 |
091126 |
22644 |
22644 |
22089 |
22177 |
-423 |
100,267 |
41,656 |
-23,072 |
| Dec09 |
091126 |
22600 |
22629 |
22074 |
22160 |
-425 |
34,670 |
58,824 |
+20,619 |
| Total Volume and Open Interest |
135,178 |
101,326 |
-2,382 |
| DAX(EUREX) |
| Dec09 |
091126 |
5775.0 |
5778.5 |
5596.0 |
5629.5 |
-146.5 |
128,700 |
196,584 |
+7,016 |
| Mar10 |
091126 |
5782.5 |
5782.5 |
5613.0 |
5635.0 |
-146.5 |
1,084 |
18,278 |
+651 |
| Jun10 |
091126 |
5789.5 |
5789.5 |
5626.5 |
5641.0 |
-147.0 |
372 |
1,854 |
+57 |
| Total Volume and Open Interest |
130,156 |
216,716 |
+7,724 |
| FT-SE 100(EURONEXT) |
| Dec09 |
091126 |
5336.00 |
5339.50 |
5182.50 |
5192.00 |
-173.00 |
91,662 |
636,482 |
+12,379 |
| Mar10 |
091126 |
5278.00 |
5278.00 |
5145.50 |
5147.50 |
-173.00 |
773 |
21,764 |
+412 |
| Jun10 |
091126 |
5101.00 |
5101.00 |
5101.00 |
5101.00 |
-173.00 |
1 |
912 |
+1 |
| Total Volume and Open Interest |
92,473 |
659,437 |
+12,825 |
| 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 |
091125 |
505.50 |
516.50 |
505.00 |
516.50 |
+13.00 |
225 |
19,056 |
+29 |
| Jan10 |
091125 |
512.00 |
520.00 |
507.90 |
520.00 |
+12.00 |
0 |
1 |
+0 |
| Feb10 |
091125 |
517.00 |
525.00 |
512.40 |
525.00 |
+12.50 |
|
|
|
| Total Volume and Open Interest |
225 |
19,057 |
+29 |
| 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. |
|
|