|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Thu December 03, 2009 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Jan10 |
091203 |
1035.25 |
1050.75 |
1033.25 |
1047.00 |
+13.00 |
88,019 |
228,770 |
-518 |
| Mar10 |
091203 |
1041.25 |
1058.00 |
1040.25 |
1054.50 |
+13.50 |
36,094 |
105,623 |
+3,537 |
| May10 |
091203 |
1046.00 |
1063.50 |
1046.00 |
1061.00 |
+15.00 |
7,566 |
39,187 |
+842 |
| Jul10 |
091203 |
1052.25 |
1070.00 |
1052.25 |
1067.00 |
+14.75 |
10,316 |
41,093 |
+897 |
| Aug10 |
091203 |
1053.00 |
1065.50 |
1049.50 |
1063.75 |
+14.25 |
181 |
1,669 |
+29 |
| Sep10 |
091203 |
1048.75 |
1054.50 |
1040.00 |
1054.50 |
+14.50 |
455 |
794 |
+217 |
| Nov10 |
091203 |
1030.25 |
1048.00 |
1030.00 |
1047.00 |
+15.50 |
7,679 |
58,622 |
+1,496 |
| Total Volume and Open Interest |
150,548 |
478,986 |
+6,610 |
| Soybean Meal(CBOT) |
| Dec09 |
091203 |
317.50 |
321.50 |
310.00 |
321.50 |
+4.20 |
5,611 |
9,156 |
-1,647 |
| Jan10 |
091203 |
305.80 |
312.80 |
305.60 |
312.50 |
+7.00 |
28,321 |
55,760 |
-288 |
| Mar10 |
091203 |
302.00 |
309.00 |
301.80 |
309.00 |
+7.30 |
13,283 |
42,241 |
+3,197 |
| May10 |
091203 |
300.40 |
307.60 |
299.70 |
307.60 |
+8.10 |
3,398 |
20,860 |
+838 |
| Jul10 |
091203 |
301.70 |
309.20 |
301.00 |
309.20 |
+8.50 |
2,808 |
17,013 |
-299 |
| Aug10 |
091203 |
302.10 |
309.20 |
301.50 |
309.20 |
+8.50 |
452 |
4,553 |
+18 |
| Sep10 |
091203 |
304.20 |
307.50 |
300.40 |
307.50 |
+8.60 |
330 |
3,969 |
+95 |
| Oct10 |
091203 |
297.20 |
303.00 |
296.00 |
303.00 |
+8.70 |
204 |
2,726 |
+68 |
| Total Volume and Open Interest |
55,038 |
166,668 |
+2,113 |
| Soybean Oil(CBOT) |
| Dec09 |
091203 |
39.95 |
40.19 |
39.48 |
39.75 |
unch |
15,735 |
8,692 |
-2,971 |
| Jan10 |
091203 |
40.30 |
40.56 |
39.80 |
40.12 |
+0.01 |
39,757 |
126,744 |
+3,103 |
| Mar10 |
091203 |
40.68 |
40.96 |
40.20 |
40.52 |
+0.02 |
14,597 |
72,062 |
+2,356 |
| May10 |
091203 |
41.06 |
41.14 |
40.59 |
40.86 |
+0.03 |
4,636 |
19,296 |
+1,110 |
| Jul10 |
091203 |
41.44 |
41.45 |
40.90 |
41.20 |
+0.05 |
2,514 |
15,547 |
+329 |
| Aug10 |
091203 |
41.42 |
41.42 |
41.05 |
41.32 |
+0.05 |
44 |
1,989 |
+5 |
| Sep10 |
091203 |
41.57 |
41.59 |
41.20 |
41.43 |
+0.04 |
58 |
1,311 |
+20 |
| Oct10 |
091203 |
41.56 |
41.58 |
41.32 |
41.51 |
+0.04 |
101 |
1,165 |
+44 |
| Total Volume and Open Interest |
82,187 |
258,446 |
+2,014 |
| Canola(WCE) |
| Jan10 |
091203 |
410.1 |
413.8 |
404.1 |
412.4 |
+2.7 |
16,725 |
67,835 |
-3,143 |
| Mar10 |
091203 |
416.4 |
420.3 |
410.3 |
419.0 |
+2.6 |
6,015 |
27,383 |
+3,699 |
| May10 |
091203 |
421.1 |
424.7 |
415.0 |
423.2 |
+2.1 |
501 |
2,476 |
-204 |
| Jul10 |
091203 |
423.8 |
428.0 |
420.0 |
428.0 |
+4.0 |
958 |
4,537 |
+545 |
| Nov10 |
091203 |
422.1 |
427.0 |
418.6 |
427.0 |
+6.0 |
321 |
2,294 |
-14 |
| Total Volume and Open Interest |
24,666 |
104,713 |
+1,024 |
| Corn(CBOT) |
| Dec09 |
091203 |
391.75 |
397.50 |
385.00 |
385.25 |
-6.50 |
36,952 |
38,217 |
-9,390 |
| Mar10 |
091203 |
406.50 |
413.00 |
400.50 |
400.75 |
-5.75 |
129,414 |
519,815 |
+7,383 |
| May10 |
091203 |
416.75 |
422.25 |
410.50 |
411.25 |
-5.50 |
10,574 |
95,008 |
+2,304 |
| Jul10 |
091203 |
425.50 |
431.50 |
420.00 |
420.00 |
-5.25 |
10,051 |
94,815 |
-664 |
| Sep10 |
091203 |
432.25 |
435.00 |
426.75 |
426.75 |
-4.75 |
2,324 |
24,611 |
+549 |
| Dec10 |
091203 |
437.25 |
444.50 |
433.50 |
433.75 |
-4.25 |
20,226 |
174,037 |
+2,191 |
| Total Volume and Open Interest |
210,799 |
976,201 |
+3,023 |
| Wheat(CBOT) |
| Dec09 |
091203 |
557.25 |
559.75 |
548.00 |
549.75 |
-4.75 |
11,071 |
4,867 |
-4,336 |
| Mar10 |
091203 |
576.00 |
582.00 |
569.25 |
571.50 |
-4.50 |
50,199 |
197,842 |
+2,395 |
| May10 |
091203 |
588.00 |
594.50 |
582.25 |
584.25 |
-4.25 |
3,396 |
26,729 |
+812 |
| Jul10 |
091203 |
598.00 |
604.00 |
592.00 |
594.00 |
-4.25 |
6,029 |
57,375 |
+1,189 |
| Sep10 |
091203 |
612.50 |
617.25 |
606.50 |
607.50 |
-4.75 |
958 |
16,306 |
+62 |
| Total Volume and Open Interest |
75,843 |
350,975 |
+269 |
| Wheat(KCBT) |
| Dec09 |
091203 |
551.75 |
553.75 |
547.00 |
548.50 |
-2.50 |
495 |
967 |
-203 |
| Mar10 |
091203 |
565.00 |
571.25 |
559.50 |
562.00 |
-3.50 |
10,024 |
60,478 |
-1,605 |
| May10 |
091203 |
574.25 |
581.00 |
571.75 |
573.25 |
-4.00 |
740 |
9,591 |
+217 |
| Jul10 |
091203 |
588.00 |
594.75 |
583.25 |
585.50 |
-3.50 |
1,492 |
27,479 |
-20 |
| Sep10 |
091203 |
600.50 |
603.25 |
595.25 |
597.75 |
-3.25 |
342 |
2,441 |
+58 |
| Total Volume and Open Interest |
14,487 |
134,230 |
-934 |
| Wheat(MGE) |
| Dec09 |
091203 |
561.75 |
561.75 |
561.75 |
561.75 |
-1.75 |
182 |
750 |
-290 |
| Mar10 |
091203 |
580.00 |
585.00 |
575.00 |
577.25 |
-3.00 |
2,414 |
21,472 |
+103 |
| May10 |
091203 |
592.25 |
595.75 |
587.50 |
590.00 |
-1.75 |
162 |
4,442 |
+99 |
| Jul10 |
091203 |
606.50 |
607.50 |
599.50 |
600.75 |
-3.75 |
193 |
8,478 |
+53 |
| Sep10 |
091203 |
614.00 |
619.25 |
611.50 |
611.50 |
-4.75 |
131 |
3,198 |
+22 |
| Total Volume and Open Interest |
3,192 |
45,795 |
-19 |
| Oats(CBOT) |
| Dec09 |
091203 |
253.00 |
253.00 |
245.50 |
249.75 |
-1.75 |
55 |
506 |
-37 |
| Mar10 |
091203 |
263.00 |
263.50 |
256.75 |
263.00 |
-0.50 |
385 |
9,991 |
-504 |
| May10 |
091203 |
271.25 |
271.75 |
265.50 |
271.25 |
-0.50 |
17 |
458 |
+11 |
| Jul10 |
091203 |
278.75 |
279.25 |
278.75 |
278.75 |
-0.50 |
0 |
514 |
+0 |
| Total Volume and Open Interest |
457 |
11,849 |
-530 |
| Rough Rice(CBOT) |
| Jan10 |
091203 |
15.39 |
15.74 |
15.35 |
15.70 |
+0.30 |
1,366 |
8,913 |
-135 |
| Mar10 |
091203 |
15.66 |
16.01 |
15.62 |
15.98 |
+0.30 |
1,093 |
6,087 |
+574 |
| May10 |
091203 |
16.20 |
16.22 |
15.99 |
16.22 |
+0.27 |
41 |
410 |
+23 |
| Jul10 |
091203 |
16.21 |
16.45 |
16.21 |
16.45 |
+0.26 |
6 |
572 |
+0 |
| Total Volume and Open Interest |
2,508 |
16,786 |
+463 |
| Live Cattle(CME) |
| Dec09 |
091203 |
82.100 |
82.230 |
80.680 |
80.800 |
-1.300 |
9,266 |
27,867 |
-3,541 |
| Feb10 |
091203 |
84.300 |
84.450 |
82.750 |
82.900 |
-1.385 |
19,242 |
131,840 |
+4,331 |
| Apr10 |
091203 |
87.200 |
87.350 |
85.750 |
85.800 |
-1.485 |
5,614 |
63,640 |
+999 |
| Jun10 |
091203 |
84.550 |
84.730 |
83.500 |
83.580 |
-0.955 |
3,146 |
28,750 |
-223 |
| Aug10 |
091203 |
85.000 |
85.250 |
84.100 |
84.200 |
-0.800 |
1,354 |
7,856 |
+560 |
| Oct10 |
091203 |
88.100 |
88.285 |
87.250 |
87.400 |
-0.750 |
180 |
4,511 |
+138 |
| Total Volume and Open Interest |
38,861 |
266,788 |
+2,297 |
| Feeder Cattle(CME) |
| Jan10 |
091203 |
93.900 |
94.000 |
92.750 |
93.100 |
-0.850 |
2,970 |
16,230 |
-562 |
| Mar10 |
091203 |
94.200 |
94.350 |
93.285 |
93.500 |
-0.980 |
1,659 |
7,107 |
+663 |
| Apr10 |
091203 |
95.750 |
95.750 |
94.800 |
95.200 |
-0.700 |
651 |
1,442 |
+375 |
| May10 |
091203 |
96.350 |
96.400 |
95.480 |
95.900 |
-0.830 |
243 |
2,349 |
+144 |
| Aug10 |
091203 |
98.350 |
98.535 |
98.000 |
98.100 |
-0.550 |
121 |
835 |
+56 |
| Sep10 |
091203 |
98.150 |
98.150 |
98.150 |
98.150 |
unch |
0 |
9 |
+0 |
| Oct10 |
091203 |
98.100 |
98.100 |
98.100 |
98.100 |
unch |
0 |
4 |
+0 |
| Total Volume and Open Interest |
5,644 |
27,976 |
+676 |
| Lean Hogs(CME) |
| Dec09 |
091203 |
59.680 |
60.500 |
59.100 |
59.250 |
-0.430 |
4,561 |
16,655 |
-774 |
| Feb10 |
091203 |
66.800 |
67.900 |
65.200 |
65.300 |
-1.350 |
10,898 |
77,180 |
+1,932 |
| Apr10 |
091203 |
70.975 |
71.600 |
69.680 |
69.850 |
-0.875 |
3,503 |
39,146 |
-139 |
| May10 |
091203 |
74.800 |
75.100 |
73.500 |
74.600 |
-0.300 |
87 |
2,811 |
+51 |
| Jun10 |
091203 |
78.035 |
78.200 |
76.500 |
76.650 |
-1.100 |
1,499 |
21,399 |
+403 |
| Jul10 |
091203 |
77.035 |
77.250 |
75.800 |
76.150 |
-0.800 |
433 |
7,580 |
+146 |
| Aug10 |
091203 |
76.150 |
76.250 |
74.850 |
75.135 |
-1.015 |
286 |
5,977 |
+175 |
| Oct10 |
091203 |
67.725 |
67.800 |
67.000 |
67.450 |
-0.435 |
68 |
3,138 |
+48 |
| Total Volume and Open Interest |
21,354 |
175,852 |
+1,837 |
| Pork Bellies(CME) |
| Feb10 |
091203 |
81.900 |
82.500 |
80.800 |
81.080 |
-1.220 |
43 |
389 |
+2 |
| Mar10 |
091203 |
81.250 |
82.150 |
78.250 |
78.250 |
-1.250 |
1 |
88 |
+0 |
| May10 |
091203 |
83.250 |
83.250 |
81.000 |
81.000 |
-1.250 |
1 |
78 |
-1 |
| Jul10 |
091203 |
83.700 |
83.700 |
83.700 |
83.700 |
-1.800 |
0 |
20 |
+0 |
| Aug10 |
091203 |
85.000 |
85.000 |
84.980 |
85.000 |
unch |
0 |
15 |
+0 |
| Total Volume and Open Interest |
45 |
590 |
+1 |
| Class III Milk(CME) |
| Dec09 |
091203 |
14.78 |
14.83 |
14.73 |
14.81 |
+0.01 |
102 |
5,202 |
-40 |
| Jan10 |
091203 |
14.80 |
14.82 |
14.64 |
14.72 |
-0.09 |
242 |
3,426 |
-1 |
| Feb10 |
091203 |
14.81 |
14.90 |
14.76 |
14.79 |
-0.13 |
91 |
2,297 |
+10 |
| Mar10 |
091203 |
15.25 |
15.32 |
15.16 |
15.17 |
-0.10 |
66 |
1,905 |
-5 |
| Apr10 |
091203 |
15.31 |
15.42 |
15.30 |
15.37 |
unch |
34 |
1,317 |
-7 |
| Total Volume and Open Interest |
857 |
25,133 |
+19 |
| Cocoa(ICE) |
| Dec09 |
091203 |
3320 |
3378 |
3320 |
3378 |
+61 |
63 |
242 |
-27 |
| Mar10 |
091203 |
3341 |
3395 |
3340 |
3388 |
+61 |
8,486 |
76,952 |
+2,199 |
| May10 |
091203 |
3374 |
3414 |
3371 |
3408 |
+61 |
936 |
18,617 |
+169 |
| Jul10 |
091203 |
3373 |
3415 |
3373 |
3409 |
+60 |
485 |
7,390 |
+314 |
| Sep10 |
091203 |
3403 |
3404 |
3401 |
3401 |
+61 |
29 |
5,021 |
+14 |
| Dec10 |
091203 |
3360 |
3390 |
3360 |
3390 |
+58 |
25 |
3,941 |
+10 |
| Mar11 |
091203 |
3354 |
3385 |
3346 |
3383 |
+60 |
7 |
7,616 |
+3 |
| Total Volume and Open Interest |
10,031 |
126,235 |
+2,682 |
| Coffee "C"(ICE) |
| Dec09 |
091203 |
144.00 |
144.80 |
143.65 |
144.15 |
+0.95 |
127 |
680 |
-109 |
| Mar10 |
091203 |
144.00 |
145.35 |
143.35 |
144.65 |
+0.95 |
11,219 |
75,189 |
+1,296 |
| May10 |
091203 |
145.40 |
147.00 |
145.35 |
146.30 |
+0.90 |
2,857 |
19,227 |
+69 |
| Jul10 |
091203 |
145.90 |
148.10 |
145.90 |
147.80 |
+0.90 |
1,238 |
5,402 |
+242 |
| Sep10 |
091203 |
148.95 |
149.85 |
148.65 |
149.25 |
+0.95 |
1,924 |
4,780 |
+11 |
| Dec10 |
091203 |
150.20 |
151.40 |
150.20 |
151.05 |
+0.85 |
1,074 |
5,062 |
+235 |
| Total Volume and Open Interest |
18,572 |
112,189 |
+1,834 |
| Orange Juice(ICE) |
| Jan10 |
091203 |
123.00 |
124.00 |
121.00 |
123.50 |
+2.20 |
1,872 |
16,000 |
-1,194 |
| Mar10 |
091203 |
126.50 |
127.50 |
124.45 |
126.95 |
+2.00 |
1,683 |
10,219 |
+1,390 |
| May10 |
091203 |
128.80 |
130.75 |
128.00 |
130.25 |
+2.10 |
169 |
3,291 |
+133 |
| Jul10 |
091203 |
131.75 |
133.55 |
131.75 |
133.10 |
+2.00 |
45 |
996 |
+35 |
| Sep10 |
091203 |
135.95 |
135.95 |
135.70 |
135.70 |
+1.85 |
10 |
448 |
+10 |
| Nov10 |
091203 |
138.10 |
138.10 |
138.10 |
138.10 |
+2.00 |
0 |
47 |
+0 |
| Total Volume and Open Interest |
3,779 |
31,201 |
+374 |
| Sugar #11(ICE) |
| Mar10 |
091203 |
23.18 |
23.57 |
22.67 |
23.11 |
+0.07 |
42,605 |
349,493 |
+607 |
| May10 |
091203 |
22.45 |
22.76 |
21.97 |
22.44 |
+0.08 |
18,968 |
112,573 |
+1,761 |
| Jul10 |
091203 |
21.28 |
21.60 |
20.84 |
21.29 |
+0.11 |
10,324 |
118,220 |
+825 |
| Oct10 |
091203 |
20.54 |
20.77 |
20.14 |
20.56 |
+0.12 |
6,165 |
87,434 |
+42 |
| Mar11 |
091203 |
20.16 |
20.29 |
19.73 |
20.15 |
+0.12 |
3,062 |
46,667 |
-372 |
| Total Volume and Open Interest |
86,279 |
780,288 |
+3,742 |
| London Cocoa(LCE) |
| Dec09 |
091202 |
2165 |
2174 |
2142 |
2145 |
-22 |
7,572 |
29,282 |
-25,162 |
| Mar10 |
091203 |
2192 |
2232 |
2191 |
2230 |
+47 |
7,349 |
49,201 |
+525 |
| May10 |
091203 |
2212 |
2253 |
2210 |
2252 |
+48 |
2,101 |
50,363 |
+326 |
| Jul10 |
091203 |
2189 |
2226 |
2189 |
2225 |
+52 |
1,324 |
19,679 |
+92 |
| Sep10 |
091203 |
2155 |
2187 |
2153 |
2185 |
+50 |
513 |
7,564 |
+178 |
| Dec10 |
091203 |
2115 |
2148 |
2115 |
2148 |
+53 |
82 |
8,675 |
-6 |
| Mar11 |
091203 |
2105 |
2128 |
2105 |
2128 |
+52 |
74 |
8,257 |
-73 |
| Total Volume and Open Interest |
15,119 |
171,937 |
-1,221 |
| London Sugar(LCE) |
| Mar10 |
091203 |
632.10 |
635.20 |
621.20 |
623.20 |
-3.60 |
4,134 |
32,612 |
+382 |
| May10 |
091203 |
622.00 |
625.00 |
610.50 |
613.60 |
-2.20 |
1,790 |
20,081 |
+203 |
| Aug10 |
091203 |
588.00 |
591.60 |
578.70 |
581.80 |
-0.40 |
1,353 |
10,408 |
+328 |
| Oct10 |
091203 |
560.80 |
561.80 |
549.40 |
551.50 |
-2.90 |
211 |
4,524 |
-4 |
| Dec10 |
091203 |
539.60 |
539.60 |
532.00 |
534.10 |
-2.40 |
16 |
830 |
+0 |
| Total Volume and Open Interest |
7,504 |
68,530 |
+909 |
| Cotton(ICE) |
| Dec09 |
091203 |
71.25 |
71.25 |
70.52 |
70.55 |
+0.87 |
50 |
100 |
-186 |
| Mar10 |
091203 |
73.85 |
75.09 |
73.85 |
74.24 |
+0.67 |
8,416 |
130,553 |
-834 |
| May10 |
091203 |
75.36 |
76.06 |
75.36 |
75.46 |
+0.63 |
1,062 |
13,756 |
+170 |
| Jul10 |
091203 |
76.47 |
76.92 |
76.25 |
76.34 |
+0.72 |
916 |
19,255 |
+299 |
| Oct10 |
091203 |
76.92 |
76.95 |
76.78 |
76.78 |
+0.58 |
12 |
128 |
+12 |
| Dec10 |
091203 |
77.00 |
77.97 |
77.00 |
77.34 |
+0.55 |
558 |
11,324 |
-103 |
| Total Volume and Open Interest |
11,060 |
175,964 |
-600 |
| Lumber(CME) |
| Jan10 |
091203 |
230.1 |
234.1 |
224.6 |
228.5 |
-3.3 |
3,285 |
6,156 |
-690 |
| Mar10 |
091203 |
251.1 |
252.4 |
244.3 |
251.2 |
-2.8 |
1,963 |
4,240 |
+379 |
| May10 |
091203 |
253.3 |
254.8 |
249.0 |
254.8 |
-2.5 |
147 |
729 |
+82 |
| Jul10 |
091203 |
255.0 |
257.0 |
254.0 |
257.0 |
unch |
28 |
188 |
+18 |
| Total Volume and Open Interest |
5,424 |
11,433 |
-211 |
| Crude Oil(NYM) |
| Jan10 |
091203 |
76.51 |
77.50 |
75.54 |
76.46 |
-0.14 |
310,483 |
336,298 |
-11,724 |
| Feb10 |
091203 |
78.24 |
79.12 |
77.29 |
78.21 |
+0.04 |
103,149 |
110,146 |
+7,327 |
| Mar10 |
091203 |
79.40 |
80.50 |
78.75 |
79.65 |
+0.20 |
45,555 |
97,073 |
+6,548 |
| Apr10 |
091203 |
80.65 |
81.49 |
79.90 |
80.76 |
+0.32 |
16,111 |
29,337 |
+923 |
| May10 |
091203 |
81.68 |
82.18 |
80.93 |
81.58 |
+0.33 |
11,698 |
25,234 |
+499 |
| Jun10 |
091203 |
82.33 |
83.00 |
81.42 |
82.29 |
+0.33 |
26,330 |
108,392 |
+1,362 |
| Jul10 |
091203 |
83.43 |
83.57 |
82.07 |
82.87 |
+0.34 |
3,369 |
28,594 |
+866 |
| Aug10 |
091203 |
83.47 |
83.50 |
82.85 |
83.38 |
+0.37 |
2,583 |
13,840 |
+87 |
| Sep10 |
091203 |
83.77 |
83.96 |
83.77 |
83.89 |
+0.40 |
3,744 |
26,515 |
+319 |
| Oct10 |
091203 |
84.45 |
84.46 |
83.88 |
84.41 |
+0.43 |
3,322 |
15,296 |
-210 |
| Nov10 |
091203 |
84.97 |
85.04 |
84.97 |
84.97 |
+0.45 |
2,828 |
16,644 |
+821 |
| Dec10 |
091203 |
85.56 |
86.22 |
84.70 |
85.56 |
+0.48 |
23,326 |
126,900 |
+3,096 |
| Jan11 |
091203 |
85.94 |
85.94 |
85.94 |
85.94 |
+0.50 |
2,056 |
18,509 |
+182 |
| Feb11 |
091203 |
86.27 |
86.27 |
86.27 |
86.27 |
+0.51 |
1,834 |
7,805 |
-109 |
| Mar11 |
091203 |
86.62 |
86.62 |
86.62 |
86.62 |
+0.52 |
726 |
6,230 |
-15 |
| Apr11 |
091203 |
86.96 |
86.96 |
86.96 |
86.96 |
+0.52 |
551 |
8,456 |
+196 |
| Total Volume and Open Interest |
570,613 |
1,209,796 |
+11,390 |
| e-miNY Crude Oil(NYM) |
| Dec09 |
091119 |
79.700 |
79.925 |
77.050 |
77.450 |
-2.125 |
9,328 |
3,959 |
+159 |
| Jan10 |
091203 |
76.500 |
77.500 |
75.550 |
76.450 |
-0.150 |
11,482 |
4,849 |
+397 |
| Feb10 |
091203 |
78.375 |
79.100 |
77.325 |
78.200 |
+0.025 |
541 |
630 |
+45 |
| Mar10 |
091203 |
79.700 |
80.300 |
78.800 |
79.650 |
+0.200 |
68 |
214 |
-17 |
| Apr10 |
091203 |
81.000 |
81.000 |
80.000 |
80.750 |
+0.300 |
10 |
79 |
-10 |
| May10 |
091203 |
81.575 |
81.575 |
81.575 |
81.575 |
+0.325 |
0 |
2 |
+0 |
| Jun10 |
091203 |
81.850 |
82.350 |
81.700 |
82.300 |
+0.350 |
7 |
14 |
+6 |
| Jul10 |
091203 |
82.875 |
82.875 |
82.875 |
82.875 |
+0.350 |
2 |
6 |
-2 |
| Aug10 |
091203 |
83.375 |
83.375 |
83.375 |
83.375 |
+0.375 |
0 |
1 |
+0 |
| Sep10 |
091203 |
83.900 |
83.900 |
83.900 |
83.900 |
+0.400 |
|
|
|
| Total Volume and Open Interest |
12,110 |
5,887 |
+419 |
| Heating Oil(NYM) |
| Jan10 |
091203 |
204.00 |
206.30 |
202.07 |
204.95 |
+1.31 |
45,968 |
93,822 |
-759 |
| Feb10 |
091203 |
207.18 |
209.46 |
205.31 |
208.15 |
+1.38 |
13,682 |
42,424 |
+1,580 |
| Mar10 |
091203 |
209.90 |
211.57 |
207.56 |
210.35 |
+1.35 |
8,575 |
39,114 |
+34 |
| Apr10 |
091203 |
211.60 |
212.42 |
209.52 |
211.65 |
+1.39 |
3,726 |
19,388 |
+467 |
| May10 |
091203 |
213.80 |
214.06 |
212.33 |
212.90 |
+1.43 |
1,526 |
13,551 |
-89 |
| Jun10 |
091203 |
213.45 |
215.50 |
211.54 |
214.18 |
+1.52 |
5,347 |
31,412 |
-262 |
| Jul10 |
091203 |
216.19 |
217.15 |
213.92 |
216.02 |
+1.66 |
367 |
9,023 |
-17 |
| Aug10 |
091203 |
217.82 |
218.43 |
217.80 |
218.10 |
+1.74 |
263 |
4,175 |
-121 |
| Sep10 |
091203 |
220.43 |
221.05 |
220.43 |
220.63 |
+1.77 |
400 |
7,800 |
+160 |
| Oct10 |
091203 |
223.14 |
223.39 |
223.14 |
223.14 |
+1.75 |
188 |
4,133 |
+51 |
| Nov10 |
091203 |
225.65 |
225.65 |
225.65 |
225.65 |
+1.74 |
118 |
6,087 |
+3 |
| Dec10 |
091203 |
227.36 |
229.05 |
227.35 |
228.20 |
+1.74 |
897 |
20,278 |
+337 |
| Total Volume and Open Interest |
81,572 |
315,396 |
+1,681 |
| Gasoline(NYMEX) |
| Jan10 |
091203 |
199.89 |
201.57 |
197.31 |
199.30 |
+0.02 |
41,561 |
107,827 |
+1,795 |
| Feb10 |
091203 |
203.07 |
204.25 |
200.04 |
202.11 |
+0.04 |
15,077 |
34,310 |
+1,798 |
| Mar10 |
091203 |
205.80 |
206.80 |
202.88 |
204.86 |
+0.13 |
9,891 |
33,393 |
+1,917 |
| Apr10 |
091203 |
218.35 |
218.35 |
215.56 |
217.04 |
+0.37 |
4,510 |
20,837 |
+984 |
| May10 |
091203 |
219.11 |
220.27 |
217.06 |
218.57 |
+0.46 |
1,258 |
9,628 |
+64 |
| Jun10 |
091203 |
220.08 |
221.59 |
218.35 |
219.92 |
+0.59 |
1,041 |
11,351 |
+34 |
| Jul10 |
091203 |
222.19 |
222.38 |
219.49 |
220.50 |
+0.62 |
297 |
5,513 |
-45 |
| Aug10 |
091203 |
220.66 |
220.66 |
219.51 |
220.66 |
+0.72 |
186 |
5,175 |
-9 |
| Sep10 |
091203 |
219.99 |
219.99 |
218.83 |
219.99 |
+0.76 |
308 |
4,831 |
-31 |
| Oct10 |
091203 |
210.47 |
210.47 |
210.47 |
210.47 |
+0.84 |
262 |
2,199 |
+75 |
| Total Volume and Open Interest |
75,153 |
254,514 |
+6,658 |
| e-miNY RBOB Gasoline(NYM) |
| Jan10 |
091203 |
1.99 |
1.99 |
1.99 |
1.99 |
unch |
0 |
4 |
+0 |
| Feb10 |
091203 |
202.10 |
202.11 |
202.10 |
202.10 |
unch |
|
|
|
| Mar10 |
091203 |
204.90 |
204.90 |
204.86 |
204.90 |
+0.20 |
|
|
|
| Apr10 |
091203 |
217.00 |
217.04 |
217.00 |
217.00 |
+0.30 |
|
|
|
| Total Volume and Open Interest |
0 |
4 |
+0 |
| Natural Gas(NYM) |
| Jan10 |
091203 |
4.548 |
4.605 |
4.432 |
4.459 |
-0.071 |
128,887 |
205,792 |
+77 |
| Feb10 |
091203 |
4.638 |
4.687 |
4.520 |
4.548 |
-0.073 |
32,958 |
71,643 |
+3,527 |
| Mar10 |
091203 |
4.690 |
4.723 |
4.550 |
4.586 |
-0.080 |
19,574 |
86,663 |
+2,320 |
| Apr10 |
091203 |
4.751 |
4.771 |
4.595 |
4.632 |
-0.084 |
13,057 |
52,223 |
+1,369 |
| May10 |
091203 |
4.790 |
4.829 |
4.656 |
4.693 |
-0.090 |
5,562 |
31,891 |
+813 |
| Jun10 |
091203 |
4.879 |
4.915 |
4.745 |
4.784 |
-0.095 |
1,873 |
21,793 |
-83 |
| Jul10 |
091203 |
5.015 |
5.015 |
4.848 |
4.882 |
-0.102 |
1,535 |
17,076 |
-30 |
| Aug10 |
091203 |
5.045 |
5.046 |
4.920 |
4.961 |
-0.103 |
2,167 |
16,229 |
+465 |
| Sep10 |
091203 |
5.146 |
5.146 |
4.970 |
5.016 |
-0.108 |
1,597 |
16,674 |
+160 |
| Oct10 |
091203 |
5.302 |
5.302 |
5.105 |
5.158 |
-0.113 |
5,168 |
32,290 |
+481 |
| Nov10 |
091203 |
5.769 |
5.769 |
5.610 |
5.633 |
-0.108 |
1,393 |
7,805 |
-111 |
| Dec10 |
091203 |
6.200 |
6.219 |
6.059 |
6.083 |
-0.098 |
1,793 |
17,164 |
+190 |
| Jan11 |
091203 |
6.456 |
6.466 |
6.300 |
6.323 |
-0.093 |
2,754 |
14,579 |
+193 |
| Feb11 |
091203 |
6.457 |
6.457 |
6.326 |
6.326 |
-0.090 |
184 |
6,331 |
+104 |
| Mar11 |
091203 |
6.332 |
6.332 |
6.165 |
6.191 |
-0.090 |
738 |
15,787 |
-143 |
| Apr11 |
091203 |
5.925 |
5.963 |
5.835 |
5.846 |
-0.085 |
497 |
10,498 |
+181 |
| Total Volume and Open Interest |
221,290 |
723,961 |
+9,673 |
| Brent Crude Oil(ICE) |
| Jan10 |
091203 |
78.09 |
78.95 |
77.41 |
78.36 |
+0.48 |
140,301 |
164,052 |
-8,167 |
| Feb10 |
091203 |
78.93 |
79.76 |
78.26 |
79.21 |
+0.50 |
67,300 |
140,067 |
+9,117 |
| Mar10 |
091203 |
79.93 |
80.58 |
79.11 |
80.08 |
+0.55 |
36,742 |
64,224 |
+1,580 |
| Apr10 |
091203 |
80.91 |
81.38 |
79.95 |
80.91 |
+0.58 |
16,396 |
33,786 |
+2,223 |
| May10 |
091203 |
81.51 |
82.12 |
80.71 |
81.66 |
+0.60 |
9,180 |
20,930 |
+1,914 |
| Jun10 |
091203 |
82.20 |
82.80 |
81.40 |
82.34 |
+0.61 |
11,845 |
54,108 |
+350 |
| Jul10 |
091203 |
82.62 |
83.40 |
82.24 |
82.97 |
+0.62 |
3,845 |
13,945 |
+135 |
| Aug10 |
091203 |
83.20 |
83.89 |
82.77 |
83.55 |
+0.62 |
2,067 |
9,817 |
+240 |
| Sep10 |
091203 |
83.77 |
84.47 |
83.30 |
84.14 |
+0.65 |
2,158 |
6,741 |
+324 |
| Oct10 |
091203 |
84.65 |
84.70 |
84.65 |
84.70 |
+0.66 |
2,098 |
13,949 |
+75 |
| Nov10 |
091203 |
85.27 |
85.27 |
85.27 |
85.27 |
+0.69 |
2,130 |
10,295 |
+67 |
| Dec10 |
091203 |
85.48 |
86.30 |
84.92 |
85.84 |
+0.70 |
12,570 |
70,826 |
+327 |
| Jan11 |
091203 |
86.36 |
86.36 |
86.36 |
86.36 |
+0.70 |
1,812 |
7,267 |
+525 |
| Feb11 |
091203 |
86.83 |
86.83 |
86.83 |
86.83 |
+0.71 |
492 |
3,918 |
+54 |
| Total Volume and Open Interest |
316,788 |
708,903 |
+10,283 |
| Gas Oil(ICE) |
| Dec09 |
091203 |
619.00 |
625.00 |
613.75 |
620.25 |
+2.75 |
32,423 |
75,068 |
+923 |
| Jan10 |
091203 |
631.75 |
638.25 |
626.00 |
633.50 |
+3.75 |
68,059 |
121,297 |
+3,352 |
| Feb10 |
091203 |
642.25 |
648.25 |
636.00 |
643.25 |
+4.25 |
22,579 |
58,673 |
+2,362 |
| Mar10 |
091203 |
653.00 |
655.50 |
647.00 |
651.00 |
+4.50 |
6,017 |
34,693 |
+577 |
| Apr10 |
091203 |
657.50 |
661.50 |
651.25 |
658.25 |
+5.00 |
2,386 |
23,773 |
-91 |
| May10 |
091203 |
665.00 |
667.25 |
662.25 |
665.25 |
+5.25 |
1,043 |
18,983 |
-24 |
| Jun10 |
091203 |
669.75 |
676.50 |
664.50 |
672.00 |
+5.25 |
3,979 |
43,455 |
-215 |
| Jul10 |
091203 |
681.50 |
682.75 |
675.00 |
679.75 |
+5.50 |
804 |
15,792 |
-262 |
| Aug10 |
091203 |
688.00 |
688.00 |
685.75 |
686.75 |
+5.25 |
999 |
17,442 |
+183 |
| Sep10 |
091203 |
694.75 |
694.75 |
688.00 |
693.75 |
+5.25 |
447 |
14,820 |
-60 |
| Total Volume and Open Interest |
145,129 |
547,247 |
+7,449 |
| Ethanol(CBOT) |
| Dec09 |
091203 |
2.135 |
2.135 |
2.130 |
2.130 |
unch |
46 |
267 |
-17 |
| Jan10 |
091203 |
2.025 |
2.025 |
1.990 |
2.010 |
-0.017 |
82 |
694 |
-1 |
| Feb10 |
091203 |
1.927 |
1.927 |
1.900 |
1.924 |
-0.021 |
44 |
570 |
+10 |
| Mar10 |
091203 |
1.920 |
1.927 |
1.900 |
1.910 |
-0.011 |
30 |
870 |
+10 |
| Apr10 |
091203 |
1.897 |
1.908 |
1.890 |
1.898 |
-0.010 |
6 |
518 |
+5 |
| May10 |
091203 |
1.870 |
1.888 |
1.857 |
1.875 |
-0.013 |
16 |
415 |
+9 |
| Jun10 |
091203 |
1.870 |
1.883 |
1.867 |
1.867 |
-0.016 |
7 |
317 |
-3 |
| Jul10 |
091203 |
1.851 |
1.866 |
1.851 |
1.855 |
-0.011 |
20 |
341 |
-6 |
| Total Volume and Open Interest |
283 |
5,928 |
-4 |
| US Dollar Index(ICE) |
| Dec09 |
091203 |
74.595 |
74.875 |
74.360 |
74.670 |
-0.035 |
15,481 |
36,691 |
+105 |
| Mar10 |
091203 |
74.900 |
75.180 |
74.750 |
74.995 |
-0.050 |
395 |
2,981 |
+147 |
| Jun10 |
091203 |
75.320 |
75.320 |
75.320 |
75.320 |
-0.065 |
0 |
7 |
+0 |
| Total Volume and Open Interest |
15,877 |
39,680 |
+253 |
| Australian Dollar(CME) |
| Dec09 |
091203 |
92.52 |
93.15 |
92.25 |
92.69 |
+0.36 |
104,072 |
108,224 |
-264 |
| Mar10 |
091203 |
91.70 |
92.27 |
91.40 |
91.82 |
+0.35 |
2,683 |
9,791 |
+951 |
| Jun10 |
091203 |
90.86 |
90.86 |
90.52 |
90.86 |
+0.34 |
0 |
10 |
+0 |
| Total Volume and Open Interest |
106,760 |
118,047 |
+692 |
| British Pound(CME) |
| Dec09 |
091203 |
166.35 |
167.22 |
165.30 |
165.64 |
-0.76 |
118,906 |
82,933 |
-2,185 |
| Mar10 |
091203 |
166.37 |
167.10 |
165.23 |
165.54 |
-0.76 |
5,946 |
6,490 |
+1,624 |
| Jun10 |
091203 |
165.86 |
166.70 |
165.45 |
165.45 |
-0.75 |
2 |
121 |
+2 |
| Total Volume and Open Interest |
124,854 |
89,615 |
-559 |
| Canadian Dollar(CME) |
| Dec09 |
091203 |
95.12 |
95.58 |
94.46 |
94.91 |
-0.21 |
91,900 |
87,169 |
+5,791 |
| Mar10 |
091203 |
95.17 |
95.58 |
94.48 |
94.91 |
-0.21 |
2,731 |
8,841 |
+1,410 |
| Jun10 |
091203 |
94.95 |
95.53 |
94.47 |
94.89 |
-0.21 |
55 |
627 |
+18 |
| Sep10 |
091203 |
94.57 |
95.19 |
94.44 |
94.86 |
-0.20 |
18 |
464 |
-16 |
| Total Volume and Open Interest |
94,731 |
97,431 |
+7,213 |
| Japanese Yen(CME) |
| Dec09 |
091203 |
114.17 |
114.32 |
113.01 |
113.37 |
-0.99 |
130,310 |
138,913 |
-49 |
| Mar10 |
091203 |
114.22 |
114.36 |
113.07 |
113.44 |
-0.98 |
5,126 |
5,154 |
+374 |
| Jun10 |
091203 |
113.54 |
114.52 |
113.21 |
113.54 |
-0.98 |
10 |
23 |
+6 |
| Total Volume and Open Interest |
135,467 |
144,123 |
+332 |
| Swiss Franc(CME) |
| Dec09 |
091203 |
99.84 |
100.40 |
99.83 |
100.13 |
+0.37 |
63,038 |
55,463 |
+1,369 |
| Mar10 |
091203 |
100.10 |
100.45 |
99.83 |
100.20 |
+0.37 |
775 |
1,185 |
+414 |
| Jun10 |
091203 |
100.10 |
100.31 |
99.90 |
100.27 |
+0.37 |
11 |
10 |
+5 |
| Total Volume and Open Interest |
63,824 |
56,659 |
+1,788 |
| EuroFX(CME) |
| Dec09 |
091203 |
150.46 |
151.42 |
150.45 |
150.90 |
+0.55 |
268,011 |
167,663 |
-3,599 |
| Mar10 |
091203 |
150.45 |
151.37 |
150.39 |
150.84 |
+0.55 |
3,568 |
7,001 |
+1,424 |
| Jun10 |
091203 |
150.97 |
150.97 |
150.19 |
150.75 |
+0.56 |
54 |
192 |
-1 |
| Total Volume and Open Interest |
271,683 |
175,155 |
-2,007 |
| Mexican Peso(CME) |
| Dec09 |
091203 |
787.5 |
796.0 |
785.0 |
794.2 |
+10.2 |
13,265 |
123,221 |
+2,407 |
| Jan10 |
091203 |
790.5 |
790.5 |
780.2 |
790.5 |
+10.2 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
13,382 |
126,085 |
+2,406 |
| 30-Year T-Bonds(CBOT) |
| Dec09 |
091203 |
122~020 |
122~030 |
120~200 |
120~310 |
-0~310 |
71,782 |
89,954 |
-30,358 |
| Mar10 |
091203 |
121~110 |
121~120 |
119~260 |
120~060 |
-1~010 |
238,020 |
721,920 |
-2,811 |
| Jun10 |
091203 |
118~300 |
119~230 |
118~130 |
118~220 |
-1~010 |
3 |
76 |
+0 |
| Total Volume and Open Interest |
309,805 |
811,951 |
-33,169 |
| 10-Year T-Notes(CBOT) |
| Dec09 |
091203 |
120~140 |
120~140 |
119~255 |
120~020 |
-0~110 |
109,617 |
120,223 |
-60,415 |
| Mar10 |
091203 |
119~050 |
119~060 |
118~145 |
118~235 |
-0~120 |
730,550 |
1,238,328 |
+30,983 |
| Jun10 |
091203 |
117~315 |
117~315 |
117~180 |
117~180 |
-0~110 |
|
|
|
| Total Volume and Open Interest |
840,167 |
1,358,551 |
-29,432 |
| 5-Year T-Notes(CBOT) |
| Dec09 |
091203 |
117~100 |
117~120 |
117~100 |
117~120 |
-0~020 |
1,870 |
125,337 |
-28,524 |
| Mar10 |
091203 |
116~120 |
116~121 |
116~057 |
116~095 |
-0~019 |
351,717 |
779,847 |
+24,214 |
| Jun10 |
091203 |
115~107 |
115~126 |
115~107 |
115~107 |
-0~019 |
|
|
|
| Total Volume and Open Interest |
418,998 |
905,184 |
-4,310 |
| 2 Year T-Notes(CBOT) |
| Dec09 |
091203 |
109~039 |
109~039 |
109~039 |
109~043 |
-0~005 |
5,606 |
59,262 |
-19,017 |
| Mar10 |
091203 |
108~110 |
108~111 |
108~091 |
108~106 |
-0~002 |
249,660 |
920,913 |
+25,545 |
| Jun10 |
091203 |
108~042 |
108~042 |
108~035 |
108~038 |
-0~002 |
0 |
7,537 |
+0 |
| Total Volume and Open Interest |
314,296 |
989,075 |
+6,528 |
| Eurodollars(CME) |
| Dec09 |
091203 |
99.735 |
99.740 |
99.730 |
99.738 |
+0.005 |
115,319 |
1,006,587 |
-1,657 |
| Mar10 |
091203 |
99.605 |
99.615 |
99.570 |
99.605 |
+0.010 |
129,488 |
1,119,205 |
+11,569 |
| Jun10 |
091203 |
99.430 |
99.445 |
99.380 |
99.420 |
+0.005 |
208,103 |
1,035,693 |
+11,655 |
| Sep10 |
091203 |
99.155 |
99.165 |
99.090 |
99.140 |
-0.005 |
219,547 |
764,403 |
+3,784 |
| Dec10 |
091203 |
98.825 |
98.835 |
98.740 |
98.805 |
-0.015 |
236,258 |
869,677 |
+15,614 |
| Mar11 |
091203 |
98.500 |
98.505 |
98.395 |
98.470 |
-0.020 |
167,526 |
541,762 |
-4,137 |
| Jun11 |
091203 |
98.150 |
98.170 |
98.055 |
98.130 |
-0.025 |
177,495 |
525,543 |
-294 |
| Sep11 |
091203 |
97.855 |
97.855 |
97.745 |
97.815 |
-0.035 |
139,037 |
495,157 |
+5,184 |
| Dec11 |
091203 |
97.560 |
97.565 |
97.460 |
97.515 |
-0.045 |
73,185 |
268,885 |
+2,215 |
| Mar12 |
091203 |
97.320 |
97.325 |
97.220 |
97.265 |
-0.060 |
61,217 |
194,077 |
+2,500 |
| Jun12 |
091203 |
97.080 |
97.090 |
96.980 |
97.015 |
-0.070 |
56,019 |
175,623 |
+1,544 |
| Sep12 |
091203 |
96.870 |
96.875 |
96.770 |
96.795 |
-0.075 |
44,992 |
112,595 |
-528 |
| Dec12 |
091203 |
96.660 |
96.660 |
96.555 |
96.580 |
-0.080 |
12,536 |
63,310 |
+472 |
| Mar13 |
091203 |
96.485 |
96.485 |
96.395 |
96.420 |
-0.080 |
9,187 |
57,711 |
-61 |
| Jun13 |
091203 |
96.315 |
96.315 |
96.230 |
96.255 |
-0.080 |
6,050 |
52,795 |
+1,374 |
| Sep13 |
091203 |
96.155 |
96.155 |
96.075 |
96.095 |
-0.085 |
7,734 |
54,042 |
+1,320 |
| Dec13 |
091203 |
95.995 |
95.995 |
95.910 |
95.930 |
-0.090 |
4,718 |
29,062 |
+669 |
| Mar14 |
091203 |
95.885 |
95.885 |
95.785 |
95.805 |
-0.090 |
6,825 |
28,303 |
+451 |
| Total Volume and Open Interest |
1,689,409 |
7,540,131 |
+54,229 |
| 30 Day Federal Funds(CBOT) |
| Dec09 |
091203 |
99.865 |
99.870 |
99.865 |
99.870 |
unch |
5,240 |
75,744 |
+846 |
| Jan10 |
091203 |
99.860 |
99.865 |
99.855 |
99.860 |
unch |
1,695 |
64,073 |
-1,052 |
| Feb10 |
091203 |
99.835 |
99.840 |
99.825 |
99.835 |
unch |
2,811 |
71,567 |
-1,457 |
| Mar10 |
091203 |
99.810 |
99.825 |
99.805 |
99.815 |
unch |
1,257 |
47,205 |
-505 |
| Apr10 |
091203 |
99.790 |
99.800 |
99.780 |
99.795 |
unch |
2,035 |
64,889 |
-207 |
| May10 |
091203 |
99.750 |
99.755 |
99.730 |
99.745 |
unch |
5,565 |
58,472 |
-815 |
| Total Volume and Open Interest |
35,056 |
492,360 |
+1,537 |
| 30 Day Fed Funds(e-CBOT) |
| 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 |
|
| May10 |
090519 |
99.255 |
99.260 |
99.240 |
99.250 |
unch |
230 |
7,105 |
|
| Total Volume and Open Interest |
22,142 |
354,023 |
|
| 3-Mth Euro-Yen(CME) |
| Dec09 |
091203 |
99.545 |
99.550 |
99.545 |
99.545 |
-0.010 |
300 |
4,832 |
+358 |
| Mar10 |
091203 |
99.635 |
99.635 |
99.625 |
99.635 |
+0.025 |
0 |
423 |
+0 |
| Jun10 |
091203 |
99.625 |
99.655 |
99.625 |
99.625 |
-0.005 |
0 |
80 |
+0 |
| Sep10 |
091203 |
99.650 |
99.650 |
99.650 |
99.650 |
+0.020 |
0 |
230 |
+0 |
| Dec10 |
091203 |
99.665 |
99.665 |
99.665 |
99.665 |
+0.095 |
0 |
90 |
+0 |
| Mar11 |
091203 |
99.580 |
99.580 |
99.580 |
99.580 |
+0.095 |
|
|
|
| Jun11 |
091203 |
99.520 |
99.520 |
99.520 |
99.520 |
+0.095 |
|
|
|
| Sep11 |
091203 |
99.520 |
99.520 |
99.520 |
99.520 |
+0.095 |
|
|
|
| Dec11 |
091203 |
99.325 |
99.325 |
99.325 |
99.325 |
-0.035 |
|
|
|
| Mar12 |
091203 |
99.290 |
99.290 |
99.290 |
99.290 |
-0.035 |
|
|
|
| Total Volume and Open Interest |
300 |
5,655 |
+358 |
| 3-Mth Euro-Yen(SGX) |
| Dec09 |
091203 |
99.54 |
99.54 |
99.54 |
99.54 |
-0.04 |
600 |
4,192 |
-234 |
| Mar10 |
091203 |
99.61 |
99.64 |
99.61 |
99.63 |
-0.07 |
40 |
3,931 |
+43 |
| Jun10 |
091203 |
99.62 |
99.62 |
99.62 |
99.62 |
-0.07 |
2 |
2,123 |
+0 |
| Sep10 |
091203 |
99.65 |
99.65 |
99.65 |
99.65 |
-0.03 |
0 |
1,959 |
+100 |
| Dec10 |
091203 |
99.67 |
99.67 |
99.67 |
99.67 |
-0.03 |
0 |
957 |
+0 |
| Mar11 |
091203 |
99.58 |
99.58 |
99.58 |
99.58 |
-0.03 |
0 |
562 |
+0 |
| Jun11 |
091203 |
99.52 |
99.52 |
99.52 |
99.52 |
-0.04 |
0 |
52 |
+0 |
| Sep11 |
091203 |
99.52 |
99.52 |
99.52 |
99.52 |
-0.04 |
0 |
51 |
+0 |
| Total Volume and Open Interest |
642 |
15,299 |
-91 |
| Japanese Gov't Bonds(SGX) |
| Dec09 |
091203 |
140.27 |
140.30 |
139.84 |
139.92 |
-0.34 |
4,667 |
16,527 |
-1,359 |
| Mar10 |
091203 |
139.68 |
139.70 |
139.40 |
139.40 |
-0.36 |
47 |
2,365 |
+2,331 |
| Jun10 |
091203 |
139.40 |
139.40 |
139.40 |
139.40 |
-0.36 |
|
|
|
| Total Volume and Open Interest |
4,714 |
18,892 |
+972 |
| Euro-Bund(EUREX) |
| Dec09 |
091203 |
123.23 |
123.44 |
122.92 |
123.36 |
-0.20 |
961,632 |
789,399 |
-95,606 |
| Mar10 |
091203 |
122.96 |
123.16 |
122.63 |
123.08 |
-0.19 |
173,567 |
170,937 |
+61,204 |
| Jun10 |
091203 |
121.48 |
121.71 |
121.48 |
121.71 |
-0.95 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
1,135,199 |
960,338 |
-34,402 |
| Euro-Bobl(EUREX) |
| Dec09 |
091203 |
116.64 |
116.66 |
116.32 |
116.64 |
-0.19 |
566,177 |
630,939 |
-68,955 |
| Mar10 |
091203 |
116.51 |
116.52 |
116.17 |
116.50 |
-0.20 |
81,689 |
114,984 |
+39,362 |
| Jun10 |
091203 |
115.94 |
115.94 |
115.94 |
115.94 |
-0.19 |
|
|
|
| Total Volume and Open Interest |
647,866 |
745,923 |
-29,593 |
| 3-Mth Euribor(EUREX) |
| Dec09 |
091203 |
99.245 |
99.270 |
99.245 |
99.270 |
+0.015 |
274 |
9,281 |
+26 |
| Mar10 |
091203 |
99.115 |
99.165 |
99.090 |
99.165 |
+0.035 |
1,161 |
4,626 |
-72 |
| Jun10 |
091203 |
98.800 |
98.840 |
98.780 |
98.840 |
-0.010 |
988 |
4,919 |
+109 |
| Total Volume and Open Interest |
4,082 |
23,400 |
+448 |
| Long Gilt(LIFFE) |
| Dec09 |
091203 |
119~03 |
119~07 |
118~23 |
119~04 |
-0~10 |
30,351 |
50,659 |
-7,629 |
| Mar10 |
091203 |
117~17 |
117~21 |
117~05 |
117~18 |
-0~11 |
128,938 |
237,467 |
+16,220 |
| Total Volume and Open Interest |
159,289 |
288,126 |
+8,591 |
| 3-Mth Short Sterling(LIFFE) |
| Dec09 |
091203 |
99.37 |
99.41 |
99.37 |
99.39 |
+0.02 |
31,828 |
358,365 |
-7,483 |
| Mar10 |
091203 |
99.25 |
99.28 |
99.22 |
99.27 |
+0.01 |
44,499 |
349,758 |
-5,248 |
| Jun10 |
091203 |
99.05 |
99.07 |
99.00 |
99.06 |
-0.01 |
53,069 |
421,549 |
+129 |
| Sep10 |
091203 |
98.66 |
98.68 |
98.61 |
98.68 |
-0.01 |
82,640 |
309,483 |
+1,236 |
| Dec10 |
091203 |
98.18 |
98.22 |
98.13 |
98.21 |
-0.01 |
73,570 |
353,772 |
+9,314 |
| Mar11 |
091203 |
97.78 |
97.81 |
97.72 |
97.80 |
-0.01 |
46,330 |
258,700 |
+623 |
| Total Volume and Open Interest |
412,025 |
2,573,504 |
-799 |
| 3-Mth Euribor(LIFFE) |
| Dec09 |
091120 |
99.260 |
99.270 |
99.225 |
99.260 |
-0.005 |
41,467 |
595,369 |
-5,839 |
| Mar10 |
091203 |
99.130 |
99.195 |
99.085 |
99.165 |
+0.035 |
125,424 |
726,168 |
+17,031 |
| Jun10 |
091203 |
98.825 |
98.870 |
98.740 |
98.840 |
-0.010 |
160,703 |
739,871 |
+9,810 |
| Total Volume and Open Interest |
885,391 |
3,630,333 |
+45,380 |
| 3-Mth Aus T-Bills(SFE) |
| Dec09 |
091203 |
95.92 |
95.93 |
95.90 |
95.93 |
+0.01 |
18,740 |
304,075 |
-17,565 |
| Mar10 |
091203 |
95.60 |
95.61 |
95.53 |
95.56 |
-0.04 |
32,517 |
262,594 |
-8,461 |
| Jun10 |
091203 |
95.30 |
95.31 |
95.22 |
95.25 |
-0.05 |
23,506 |
151,704 |
-1,522 |
| Sep10 |
091203 |
95.06 |
95.06 |
94.98 |
95.00 |
-0.06 |
13,797 |
94,271 |
+1,336 |
| Dec10 |
091203 |
94.84 |
94.84 |
94.74 |
94.77 |
-0.07 |
12,026 |
72,458 |
+604 |
| Mar11 |
091203 |
94.58 |
94.58 |
94.50 |
94.53 |
-0.07 |
7,006 |
26,118 |
+897 |
| Jun11 |
091203 |
94.37 |
94.39 |
94.31 |
94.33 |
-0.06 |
4,591 |
23,079 |
+1,841 |
| Sep11 |
091203 |
94.22 |
94.23 |
94.14 |
94.16 |
-0.09 |
3,199 |
16,375 |
+1,476 |
| Dec11 |
091203 |
94.14 |
94.14 |
94.04 |
94.06 |
-0.11 |
1,330 |
6,810 |
+568 |
| Mar12 |
091203 |
93.97 |
93.99 |
93.97 |
93.99 |
-0.11 |
520 |
3,025 |
+220 |
| Total Volume and Open Interest |
117,232 |
962,278 |
-20,606 |
| 10-Year Aus T-Bonds(SFE) |
| Dec09 |
091203 |
94.66 |
94.68 |
94.60 |
94.64 |
-0.02 |
47,915 |
377,114 |
+2,476 |
| Mar10 |
091203 |
94.59 |
94.59 |
94.54 |
94.56 |
-0.03 |
1,204 |
1,186 |
+1,184 |
| Total Volume and Open Interest |
49,119 |
378,300 |
+3,660 |
| 3-Year Aus T-Bonds(SFE) |
| Dec09 |
091203 |
95.31 |
95.32 |
95.24 |
95.26 |
-0.05 |
156,605 |
914,715 |
-17,820 |
| Mar10 |
091203 |
95.05 |
95.07 |
95.03 |
95.03 |
-0.07 |
12,110 |
12,380 |
+11,947 |
| Total Volume and Open Interest |
168,715 |
927,095 |
-5,873 |
| Gold(CMX) |
| Dec09 |
091203 |
1218.0 |
1226.4 |
1204.6 |
1217.4 |
+5.4 |
3,787 |
10,265 |
-1,776 |
| Feb10 |
091203 |
1216.5 |
1227.5 |
1205.2 |
1218.3 |
+5.3 |
173,619 |
360,947 |
-3,351 |
| Apr10 |
091203 |
1218.7 |
1229.0 |
1206.6 |
1219.7 |
+5.3 |
2,673 |
46,609 |
+239 |
| Jun10 |
091203 |
1219.5 |
1230.0 |
1208.0 |
1220.9 |
+5.3 |
864 |
21,152 |
+232 |
| Aug10 |
091203 |
1225.3 |
1230.7 |
1210.9 |
1222.2 |
+5.3 |
1,645 |
11,640 |
+192 |
| Oct10 |
091203 |
1224.1 |
1232.2 |
1221.0 |
1223.7 |
+5.4 |
35 |
3,918 |
+10 |
| Dec10 |
091203 |
1229.0 |
1234.9 |
1214.7 |
1225.6 |
+5.5 |
2,443 |
21,565 |
-1,422 |
| Feb11 |
091203 |
1229.9 |
1234.1 |
1218.6 |
1228.0 |
+5.6 |
5 |
2,827 |
-1 |
| Apr11 |
091203 |
1232.0 |
1239.0 |
1221.5 |
1230.7 |
+5.7 |
0 |
1,058 |
+0 |
| Jun11 |
091203 |
568.8 |
586.3 |
568.6 |
578.5 |
+5.8 |
0 |
8,619 |
+0 |
| Aug11 |
091203 |
1227.0 |
1237.6 |
1227.0 |
1237.6 |
+5.9 |
0 |
265 |
+0 |
| Oct11 |
091203 |
1232.9 |
1241.8 |
1232.0 |
1241.8 |
+5.9 |
|
|
|
| Total Volume and Open Interest |
189,337 |
521,433 |
-4,902 |
| Silver(CMX) |
| Dec09 |
091203 |
1921.0 |
1941.5 |
1881.5 |
1910.2 |
-19.3 |
1,514 |
2,347 |
-468 |
| Mar10 |
091203 |
1923.5 |
1950.0 |
1883.5 |
1912.8 |
-19.7 |
35,649 |
90,852 |
+973 |
| May10 |
091203 |
1932.5 |
1949.5 |
1887.5 |
1915.0 |
-19.7 |
989 |
9,623 |
-174 |
| Jul10 |
091203 |
1905.0 |
1917.5 |
1887.5 |
1916.9 |
-19.7 |
144 |
7,273 |
+47 |
| Sep10 |
091203 |
1928.0 |
1928.0 |
1899.5 |
1918.6 |
-19.7 |
24 |
2,646 |
+11 |
| Dec10 |
091203 |
1949.0 |
1949.0 |
1892.5 |
1921.2 |
-19.9 |
202 |
9,287 |
+0 |
| Mar11 |
091203 |
1933.0 |
1938.0 |
1924.4 |
1924.4 |
-19.6 |
0 |
48 |
+0 |
| Total Volume and Open Interest |
39,358 |
131,899 |
+383 |
| Platinum(NYMEX) |
| Jan10 |
091203 |
1508.0 |
1513.0 |
1486.1 |
1493.7 |
-12.6 |
4,203 |
31,245 |
-845 |
| Apr10 |
091203 |
1515.0 |
1515.0 |
1495.1 |
1497.0 |
-12.4 |
1,361 |
4,363 |
+1,162 |
| Jul10 |
091203 |
1498.9 |
1499.0 |
1498.9 |
1499.0 |
-12.1 |
17 |
184 |
+13 |
| Oct10 |
091203 |
1502.1 |
1502.1 |
1502.1 |
1502.1 |
-12.1 |
0 |
13 |
+0 |
| Total Volume and Open Interest |
5,631 |
35,855 |
+380 |
| Palladium(NYMEX) |
| Dec09 |
091203 |
384.30 |
386.00 |
384.30 |
384.50 |
-3.20 |
70 |
1,219 |
-1,157 |
| Mar10 |
091203 |
391.30 |
393.30 |
383.00 |
386.80 |
-3.20 |
2,039 |
21,884 |
+626 |
| Jun10 |
091203 |
393.15 |
393.15 |
384.90 |
388.00 |
-3.15 |
25 |
165 |
-1 |
| Total Volume and Open Interest |
2,136 |
23,271 |
-530 |
| Copper(CMX) |
| Dec09 |
091203 |
323.35 |
324.75 |
321.35 |
321.95 |
-1.20 |
2,128 |
4,425 |
-1,160 |
| Mar10 |
091203 |
326.25 |
327.45 |
323.30 |
324.50 |
-1.35 |
21,079 |
118,941 |
+963 |
| May10 |
091203 |
327.00 |
327.00 |
324.65 |
325.70 |
-1.15 |
1,173 |
11,352 |
+94 |
| Jul10 |
091203 |
326.45 |
326.45 |
326.45 |
326.45 |
-1.05 |
900 |
4,412 |
+602 |
| Sep10 |
091203 |
327.05 |
327.10 |
326.90 |
326.90 |
-0.95 |
38 |
2,149 |
+14 |
| Total Volume and Open Interest |
27,185 |
148,809 |
+719 |
| DJIA Index(CBOT) |
| Dec09 |
091203 |
10454 |
10498 |
10337 |
10352 |
-87 |
547 |
14,569 |
+82 |
| Mar10 |
091203 |
10430 |
10430 |
10290 |
10290 |
-87 |
111 |
1,027 |
-5 |
| Jun10 |
091203 |
10231 |
10318 |
10231 |
10231 |
-87 |
0 |
1 |
+0 |
| Sep10 |
091203 |
10175 |
10262 |
10175 |
10175 |
-87 |
|
|
|
| Total Volume and Open Interest |
658 |
15,597 |
+77 |
| S & P 500(CME) |
| Dec09 |
091203 |
1107.80 |
1116.80 |
1097.50 |
1098.00 |
-9.90 |
20,949 |
396,420 |
-3,524 |
| Mar10 |
091203 |
1105.50 |
1112.00 |
1093.20 |
1093.20 |
-9.90 |
1,905 |
11,596 |
+858 |
| Jun10 |
091203 |
1100.80 |
1104.30 |
1088.30 |
1088.30 |
-10.00 |
116 |
1,545 |
-48 |
| Sep10 |
091203 |
1084.10 |
1100.10 |
1084.10 |
1084.10 |
-10.00 |
|
|
|
| Total Volume and Open Interest |
22,970 |
409,566 |
-2,714 |
| S & P 500 E-Mini(Globex) |
| Dec09 |
091203 |
1107.75 |
1117.00 |
1097.50 |
1098.00 |
-10.00 |
1,835,688 |
2,580,449 |
+2,665 |
| Mar10 |
091203 |
1103.00 |
1112.00 |
1092.75 |
1093.25 |
-9.75 |
10,611 |
76,860 |
+2,416 |
| Total Volume and Open Interest |
1,846,300 |
2,657,480 |
+5,081 |
| NASDAQ 100(CME) |
| Dec09 |
091203 |
1791.50 |
1807.00 |
1776.00 |
1780.30 |
-11.20 |
4,214 |
25,752 |
+2,456 |
| Mar10 |
091203 |
1778.00 |
1800.00 |
1776.30 |
1778.00 |
-11.30 |
7 |
143 |
+5 |
| Jun10 |
091203 |
1777.00 |
1777.00 |
1775.30 |
1777.00 |
-11.30 |
|
|
|
| Total Volume and Open Interest |
4,221 |
25,895 |
+2,461 |
| NASDAQ 100 E-Mini(Globex) |
| Dec09 |
091203 |
1791.50 |
1806.80 |
1777.80 |
1780.30 |
-11.20 |
268,854 |
356,855 |
+16,699 |
| Mar10 |
091203 |
1790.50 |
1804.30 |
1775.30 |
1778.00 |
-11.30 |
2,090 |
7,231 |
+1,527 |
| Total Volume and Open Interest |
270,945 |
364,089 |
+18,227 |
| S & P Midcap 400(CME) |
| Dec09 |
091203 |
699.00 |
705.00 |
690.50 |
690.50 |
-8.50 |
1,199 |
3,417 |
+1,194 |
| Mar10 |
091203 |
688.20 |
688.70 |
688.20 |
688.20 |
-8.50 |
1 |
1 |
+1 |
| Jun10 |
091203 |
686.20 |
686.70 |
686.20 |
686.20 |
-8.50 |
|
|
|
| Total Volume and Open Interest |
1,200 |
3,418 |
+1,195 |
| Russell 2000 E-Mini(Globex) |
| Nikkei 225(CME) |
| Dec09 |
091203 |
9680 |
10050 |
9670 |
9925 |
+220 |
10,926 |
34,950 |
+712 |
| Mar10 |
091203 |
10035 |
10090 |
9975 |
9985 |
+210 |
427 |
322 |
+256 |
| Total Volume and Open Interest |
11,353 |
35,272 |
+968 |
| Nikkei 225(SGX) |
| Dec09 |
091203 |
9620 |
9980 |
9610 |
9945 |
+315 |
211,083 |
202,613 |
-908 |
| Mar10 |
091203 |
9615 |
9960 |
9610 |
9935 |
+315 |
3,943 |
6,752 |
+1,181 |
| Jun10 |
091203 |
9975 |
9975 |
9975 |
9975 |
+315 |
190 |
490 |
+0 |
| Total Volume and Open Interest |
215,466 |
212,080 |
+1,277 |
| CAC 40(EURONEXT) |
| Dec09 |
091203 |
3814.0 |
3835.0 |
3782.0 |
3794.0 |
+3.0 |
100,658 |
381,114 |
-859 |
| Jan10 |
091203 |
3814.0 |
3830.5 |
3790.0 |
3795.5 |
+3.5 |
289 |
743 |
+267 |
| Feb10 |
091203 |
3798.0 |
3798.0 |
3798.0 |
3798.0 |
+7.0 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
100,972 |
384,254 |
-567 |
| Hang Seng Index(HKFE) |
| Dec09 |
091203 |
22420 |
22637 |
22356 |
22531 |
+111 |
75,848 |
86,236 |
+1,440 |
| Jan10 |
091203 |
22399 |
22620 |
22350 |
22527 |
+115 |
817 |
714 |
+296 |
| Total Volume and Open Interest |
76,961 |
88,016 |
+1,786 |
| DAX(EUREX) |
| Dec09 |
091203 |
5830.0 |
5856.5 |
5724.0 |
5772.0 |
-5.0 |
142,843 |
202,353 |
+1,730 |
| Mar10 |
091203 |
5832.5 |
5856.0 |
5735.0 |
5777.5 |
-5.0 |
543 |
20,803 |
-2 |
| Jun10 |
091203 |
5839.5 |
5863.0 |
5741.5 |
5784.5 |
-5.0 |
261 |
2,242 |
+11 |
| Total Volume and Open Interest |
143,647 |
225,398 |
+1,739 |
| FT-SE 100(EURONEXT) |
| Dec09 |
091203 |
5363.00 |
5373.00 |
5280.50 |
5317.50 |
-7.00 |
94,224 |
631,679 |
+5,383 |
| Mar10 |
091203 |
5320.00 |
5329.00 |
5241.50 |
5274.00 |
-6.00 |
1,151 |
28,790 |
+722 |
| Jun10 |
091203 |
5240.00 |
5252.00 |
5224.50 |
5224.50 |
-5.00 |
2 |
986 |
+2 |
| Total Volume and Open Interest |
95,402 |
661,769 |
+6,132 |
| SPI 200(SFE) |
| Dec09 |
091203 |
4769.0 |
4797.0 |
4756.0 |
4788.0 |
+23.0 |
31,207 |
242,228 |
+5,508 |
| Mar10 |
091203 |
4756.0 |
4785.0 |
4746.0 |
4778.0 |
+23.0 |
452 |
5,281 |
+36 |
| Jun10 |
091203 |
4802.0 |
4802.0 |
4802.0 |
4802.0 |
+23.0 |
0 |
1,427 |
-23 |
| Total Volume and Open Interest |
31,956 |
250,326 |
+5,818 |
| GSCI(CME) |
| Dec09 |
091203 |
511.75 |
513.00 |
507.00 |
509.50 |
-1.25 |
697 |
19,337 |
-315 |
| Jan10 |
091203 |
517.00 |
519.50 |
514.00 |
516.50 |
-0.75 |
75 |
76 |
+75 |
| Feb10 |
091203 |
523.00 |
525.50 |
520.00 |
522.50 |
+0.50 |
|
|
|
| Total Volume and Open Interest |
772 |
19,413 |
-240 |
| Reuters CCI(ICE) |
| Jan10 |
090519 |
430.00 |
430.00 |
430.00 |
430.00 |
unch |
0 |
11 |
|
| Total Volume and Open Interest |
|
|
|
|
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
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|