|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Fri December 04, 2009 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Jan10 |
091204 |
1044.25 |
1053.75 |
1031.00 |
1043.00 |
-4.00 |
97,073 |
221,053 |
-7,717 |
| Mar10 |
091204 |
1051.00 |
1061.00 |
1038.50 |
1050.50 |
-4.00 |
32,059 |
108,784 |
+3,161 |
| May10 |
091204 |
1056.75 |
1067.50 |
1045.50 |
1057.75 |
-3.25 |
10,198 |
40,536 |
+1,349 |
| Jul10 |
091204 |
1064.25 |
1074.25 |
1052.50 |
1064.75 |
-2.25 |
16,079 |
41,185 |
+92 |
| Aug10 |
091204 |
1063.75 |
1063.75 |
1053.00 |
1061.75 |
-2.00 |
271 |
1,710 |
+41 |
| Sep10 |
091204 |
1049.25 |
1054.50 |
1049.25 |
1049.25 |
-5.25 |
393 |
584 |
-210 |
| Nov10 |
091204 |
1042.50 |
1050.00 |
1029.75 |
1041.50 |
-5.50 |
6,940 |
58,877 |
+255 |
| Total Volume and Open Interest |
164,797 |
476,458 |
-2,528 |
| Soybean Meal(CBOT) |
| Dec09 |
091204 |
320.60 |
322.00 |
316.00 |
320.90 |
-0.60 |
4,655 |
7,452 |
-1,704 |
| Jan10 |
091204 |
311.10 |
312.50 |
305.80 |
310.70 |
-1.80 |
33,095 |
52,877 |
-2,883 |
| Mar10 |
091204 |
307.40 |
308.50 |
301.70 |
306.40 |
-2.60 |
10,908 |
43,281 |
+1,040 |
| May10 |
091204 |
305.00 |
306.80 |
300.80 |
305.30 |
-2.30 |
4,247 |
22,144 |
+1,284 |
| Jul10 |
091204 |
306.50 |
308.70 |
302.20 |
306.90 |
-2.30 |
3,888 |
17,921 |
+908 |
| Aug10 |
091204 |
306.60 |
307.50 |
303.50 |
306.90 |
-2.30 |
294 |
4,604 |
+51 |
| Sep10 |
091204 |
302.30 |
305.50 |
301.50 |
304.90 |
-2.60 |
230 |
4,118 |
+149 |
| Oct10 |
091204 |
297.10 |
300.50 |
296.50 |
300.50 |
-2.50 |
47 |
2,713 |
-13 |
| Total Volume and Open Interest |
57,857 |
165,602 |
-1,066 |
| Soybean Oil(CBOT) |
| Dec09 |
091204 |
39.64 |
40.34 |
39.55 |
39.76 |
+0.01 |
12,468 |
6,199 |
-2,493 |
| Jan10 |
091204 |
39.99 |
40.73 |
39.84 |
40.13 |
+0.01 |
46,205 |
122,580 |
-4,164 |
| Mar10 |
091204 |
40.39 |
41.12 |
40.25 |
40.52 |
unch |
17,311 |
72,313 |
+251 |
| May10 |
091204 |
40.72 |
41.47 |
40.63 |
40.86 |
unch |
5,129 |
20,048 |
+752 |
| Jul10 |
091204 |
41.08 |
41.59 |
40.92 |
41.19 |
-0.01 |
4,598 |
15,905 |
+358 |
| Aug10 |
091204 |
41.44 |
41.50 |
41.15 |
41.32 |
unch |
384 |
2,005 |
+16 |
| Sep10 |
091204 |
41.64 |
41.64 |
41.25 |
41.44 |
+0.01 |
110 |
1,344 |
+33 |
| Oct10 |
091204 |
41.40 |
41.53 |
41.40 |
41.53 |
+0.02 |
60 |
1,145 |
-20 |
| Total Volume and Open Interest |
88,329 |
253,834 |
-4,612 |
| Canola(WCE) |
| Jan10 |
091204 |
409.2 |
413.8 |
409.0 |
412.7 |
+0.3 |
12,541 |
54,986 |
-12,849 |
| Mar10 |
091204 |
415.8 |
420.6 |
415.5 |
419.4 |
+0.4 |
4,444 |
30,004 |
+2,621 |
| May10 |
091204 |
423.1 |
424.6 |
420.7 |
424.1 |
+0.9 |
343 |
2,469 |
-7 |
| Jul10 |
091204 |
422.0 |
429.5 |
422.0 |
427.9 |
-0.1 |
406 |
4,817 |
+280 |
| Nov10 |
091204 |
418.5 |
429.9 |
418.5 |
429.9 |
+2.9 |
103 |
2,355 |
+61 |
| Total Volume and Open Interest |
17,853 |
94,835 |
-9,878 |
| Corn(CBOT) |
| Dec09 |
091204 |
385.25 |
386.50 |
373.25 |
373.75 |
-11.50 |
37,070 |
33,158 |
-5,059 |
| Mar10 |
091204 |
400.50 |
403.00 |
388.00 |
388.50 |
-12.25 |
108,659 |
517,531 |
-2,284 |
| May10 |
091204 |
410.75 |
413.00 |
398.50 |
399.00 |
-12.25 |
11,163 |
97,365 |
+2,357 |
| Jul10 |
091204 |
420.00 |
422.00 |
408.50 |
408.75 |
-11.25 |
8,531 |
96,066 |
+1,251 |
| Sep10 |
091204 |
425.75 |
426.75 |
416.00 |
416.50 |
-10.25 |
1,112 |
24,688 |
+77 |
| Dec10 |
091204 |
433.25 |
435.75 |
423.75 |
424.50 |
-9.25 |
6,225 |
174,835 |
+798 |
| Total Volume and Open Interest |
173,345 |
973,333 |
-2,868 |
| Wheat(CBOT) |
| Dec09 |
091204 |
546.00 |
554.25 |
534.25 |
536.75 |
-13.00 |
7,994 |
5,844 |
+977 |
| Mar10 |
091204 |
570.00 |
576.00 |
555.50 |
558.00 |
-13.50 |
32,884 |
196,624 |
-1,218 |
| May10 |
091204 |
581.00 |
588.00 |
568.25 |
570.75 |
-13.50 |
2,570 |
27,212 |
+483 |
| Jul10 |
091204 |
592.00 |
598.00 |
578.50 |
581.00 |
-13.00 |
2,361 |
57,345 |
-30 |
| Sep10 |
091204 |
608.00 |
610.50 |
592.50 |
593.50 |
-14.00 |
500 |
16,386 |
+80 |
| Total Volume and Open Interest |
47,875 |
351,222 |
+247 |
| Wheat(KCBT) |
| Dec09 |
091204 |
545.75 |
545.75 |
535.50 |
536.00 |
-12.50 |
389 |
732 |
-235 |
| Mar10 |
091204 |
561.00 |
566.00 |
547.50 |
549.00 |
-13.00 |
5,455 |
59,923 |
-555 |
| May10 |
091204 |
571.00 |
571.00 |
559.75 |
560.25 |
-13.00 |
213 |
9,643 |
+52 |
| Jul10 |
091204 |
582.00 |
589.00 |
571.00 |
572.25 |
-13.25 |
848 |
27,449 |
-30 |
| Sep10 |
091204 |
584.25 |
584.50 |
584.00 |
584.50 |
-13.25 |
36 |
2,444 |
+3 |
| Total Volume and Open Interest |
7,347 |
133,539 |
-691 |
| Wheat(MGE) |
| Dec09 |
091204 |
558.00 |
558.00 |
545.00 |
548.00 |
-13.75 |
150 |
339 |
-411 |
| Mar10 |
091204 |
575.75 |
579.25 |
562.00 |
563.00 |
-14.25 |
2,058 |
21,825 |
+353 |
| May10 |
091204 |
586.25 |
587.50 |
574.25 |
575.25 |
-14.75 |
167 |
4,501 |
+59 |
| Jul10 |
091204 |
600.75 |
602.50 |
586.25 |
586.75 |
-14.00 |
115 |
8,464 |
-14 |
| Sep10 |
091204 |
611.50 |
611.50 |
598.00 |
598.75 |
-12.75 |
42 |
3,167 |
-31 |
| Total Volume and Open Interest |
2,588 |
45,750 |
-45 |
| Oats(CBOT) |
| Dec09 |
091204 |
250.00 |
250.00 |
243.50 |
243.50 |
-6.25 |
464 |
606 |
+100 |
| Mar10 |
091204 |
262.75 |
264.00 |
256.00 |
257.00 |
-6.00 |
973 |
9,954 |
-37 |
| May10 |
091204 |
271.25 |
271.50 |
264.50 |
265.50 |
-5.75 |
74 |
494 |
+36 |
| Jul10 |
091204 |
272.75 |
278.75 |
272.75 |
272.75 |
-6.00 |
0 |
514 |
+0 |
| Total Volume and Open Interest |
1,524 |
11,960 |
+111 |
| Rough Rice(CBOT) |
| Jan10 |
091204 |
15.70 |
15.77 |
15.61 |
15.72 |
+0.01 |
1,295 |
8,464 |
-449 |
| Mar10 |
091204 |
16.00 |
16.05 |
15.89 |
15.99 |
+0.01 |
1,137 |
6,691 |
+604 |
| May10 |
091204 |
16.23 |
16.25 |
16.22 |
16.24 |
+0.02 |
1 |
411 |
+1 |
| Jul10 |
091204 |
16.50 |
16.50 |
16.45 |
16.48 |
+0.02 |
6 |
573 |
+1 |
| Total Volume and Open Interest |
2,457 |
16,958 |
+172 |
| Live Cattle(CME) |
| Dec09 |
091204 |
80.800 |
81.300 |
80.800 |
81.000 |
+0.200 |
7,479 |
25,427 |
-2,440 |
| Feb10 |
091204 |
83.000 |
83.500 |
83.000 |
83.200 |
+0.300 |
15,282 |
132,991 |
+1,151 |
| Apr10 |
091204 |
86.000 |
86.430 |
85.900 |
86.080 |
+0.280 |
5,035 |
63,935 |
+295 |
| Jun10 |
091204 |
83.830 |
84.200 |
83.650 |
83.785 |
+0.205 |
4,824 |
29,464 |
+714 |
| Aug10 |
091204 |
84.350 |
84.750 |
84.230 |
84.350 |
+0.150 |
1,028 |
8,191 |
+335 |
| Oct10 |
091204 |
87.350 |
87.950 |
87.350 |
87.600 |
+0.200 |
877 |
4,924 |
+413 |
| Total Volume and Open Interest |
34,583 |
267,306 |
+518 |
| Feeder Cattle(CME) |
| Jan10 |
091204 |
93.300 |
93.830 |
93.180 |
93.350 |
+0.250 |
3,351 |
15,404 |
-826 |
| Mar10 |
091204 |
93.750 |
94.200 |
93.600 |
94.135 |
+0.635 |
2,122 |
7,725 |
+618 |
| Apr10 |
091204 |
95.500 |
95.900 |
95.180 |
95.580 |
+0.380 |
324 |
1,571 |
+129 |
| May10 |
091204 |
96.385 |
96.700 |
96.000 |
96.500 |
+0.600 |
231 |
2,458 |
+109 |
| Aug10 |
091204 |
98.800 |
98.950 |
98.500 |
98.700 |
+0.600 |
63 |
870 |
+35 |
| Sep10 |
091204 |
97.600 |
98.200 |
97.600 |
98.200 |
+0.050 |
0 |
9 |
+0 |
| Oct10 |
091204 |
98.135 |
98.135 |
98.135 |
98.135 |
+0.035 |
4 |
8 |
+4 |
| Total Volume and Open Interest |
6,095 |
28,045 |
+69 |
| Lean Hogs(CME) |
| Dec09 |
091204 |
59.430 |
61.250 |
59.430 |
61.150 |
+1.900 |
6,460 |
15,558 |
-1,097 |
| Feb10 |
091204 |
65.885 |
67.000 |
65.600 |
66.750 |
+1.450 |
10,553 |
78,610 |
+1,430 |
| Apr10 |
091204 |
70.225 |
71.225 |
69.930 |
70.850 |
+1.000 |
3,444 |
39,735 |
+589 |
| May10 |
091204 |
74.350 |
74.975 |
74.080 |
74.885 |
+0.285 |
53 |
2,833 |
+22 |
| Jun10 |
091204 |
77.000 |
77.900 |
77.000 |
77.750 |
+1.100 |
1,805 |
21,911 |
+512 |
| Jul10 |
091204 |
76.500 |
77.000 |
76.300 |
76.950 |
+0.800 |
722 |
7,819 |
+239 |
| Aug10 |
091204 |
75.680 |
76.285 |
75.400 |
76.285 |
+1.150 |
577 |
6,181 |
+204 |
| Oct10 |
091204 |
67.450 |
67.900 |
67.180 |
67.885 |
+0.435 |
52 |
3,165 |
+27 |
| Total Volume and Open Interest |
23,685 |
177,784 |
+1,932 |
| Pork Bellies(CME) |
| Feb10 |
091204 |
81.080 |
82.800 |
80.500 |
82.800 |
+1.720 |
99 |
403 |
+14 |
| Mar10 |
091204 |
81.000 |
81.000 |
80.150 |
80.150 |
+1.900 |
4 |
87 |
-1 |
| May10 |
091204 |
82.500 |
83.500 |
82.500 |
82.800 |
+1.800 |
2 |
78 |
+0 |
| Jul10 |
091204 |
83.700 |
83.700 |
83.700 |
83.700 |
unch |
0 |
20 |
+0 |
| Aug10 |
091204 |
85.000 |
85.000 |
84.980 |
85.000 |
unch |
0 |
15 |
+0 |
| Total Volume and Open Interest |
105 |
603 |
+13 |
| Class III Milk(CME) |
| Dec09 |
091204 |
14.78 |
14.81 |
14.72 |
14.73 |
-0.08 |
108 |
5,189 |
-13 |
| Jan10 |
091204 |
14.75 |
14.75 |
14.52 |
14.54 |
-0.18 |
335 |
3,522 |
+96 |
| Feb10 |
091204 |
14.79 |
14.79 |
14.60 |
14.62 |
-0.17 |
234 |
2,323 |
+26 |
| Mar10 |
091204 |
15.17 |
15.20 |
15.05 |
15.08 |
-0.09 |
136 |
1,933 |
+28 |
| Apr10 |
091204 |
15.36 |
15.37 |
15.29 |
15.30 |
-0.07 |
107 |
1,358 |
+41 |
| Total Volume and Open Interest |
1,283 |
25,481 |
+348 |
| Cocoa(ICE) |
| Dec09 |
091204 |
3370 |
3394 |
3361 |
3361 |
-17 |
98 |
100 |
-142 |
| Mar10 |
091204 |
3400 |
3424 |
3360 |
3376 |
-12 |
4,242 |
75,905 |
-1,047 |
| May10 |
091204 |
3419 |
3440 |
3383 |
3396 |
-12 |
1,255 |
18,928 |
+311 |
| Jul10 |
091204 |
3436 |
3441 |
3391 |
3396 |
-13 |
189 |
7,467 |
+77 |
| Sep10 |
091204 |
3412 |
3432 |
3388 |
3389 |
-12 |
70 |
5,089 |
+68 |
| Dec10 |
091204 |
3398 |
3420 |
3372 |
3375 |
-15 |
11 |
3,936 |
-5 |
| Mar11 |
091204 |
3408 |
3408 |
3365 |
3365 |
-18 |
35 |
7,634 |
+18 |
| Total Volume and Open Interest |
5,900 |
125,515 |
-720 |
| Coffee "C"(ICE) |
| Dec09 |
091204 |
144.50 |
144.50 |
140.00 |
141.10 |
-3.05 |
78 |
592 |
-88 |
| Mar10 |
091204 |
144.00 |
144.65 |
139.50 |
141.35 |
-3.30 |
6,781 |
76,104 |
+915 |
| May10 |
091204 |
146.00 |
146.00 |
141.85 |
143.05 |
-3.25 |
1,300 |
19,550 |
+323 |
| Jul10 |
091204 |
147.00 |
147.00 |
143.65 |
144.60 |
-3.20 |
610 |
5,659 |
+257 |
| Sep10 |
091204 |
148.25 |
148.55 |
144.90 |
146.00 |
-3.25 |
452 |
4,890 |
+110 |
| Dec10 |
091204 |
150.05 |
150.05 |
147.15 |
147.90 |
-3.15 |
335 |
5,295 |
+233 |
| Total Volume and Open Interest |
9,636 |
113,950 |
+1,761 |
| Orange Juice(ICE) |
| Jan10 |
091204 |
124.00 |
124.50 |
122.50 |
123.35 |
-0.15 |
1,897 |
15,042 |
-958 |
| Mar10 |
091204 |
126.95 |
128.00 |
126.00 |
126.95 |
unch |
1,394 |
11,699 |
+1,480 |
| May10 |
091204 |
130.35 |
131.20 |
129.70 |
130.20 |
-0.05 |
160 |
3,379 |
+88 |
| Jul10 |
091204 |
132.50 |
134.00 |
132.50 |
133.20 |
+0.10 |
51 |
1,044 |
+48 |
| Sep10 |
091204 |
136.00 |
136.00 |
135.60 |
135.60 |
-0.10 |
21 |
469 |
+21 |
| Nov10 |
091204 |
137.70 |
137.70 |
137.70 |
137.70 |
-0.40 |
10 |
57 |
+10 |
| Total Volume and Open Interest |
3,533 |
31,890 |
+689 |
| Sugar #11(ICE) |
| Mar10 |
091204 |
23.02 |
23.19 |
22.33 |
22.52 |
-0.59 |
44,967 |
351,013 |
+1,520 |
| May10 |
091204 |
22.39 |
22.55 |
21.68 |
21.93 |
-0.51 |
17,537 |
116,223 |
+3,650 |
| Jul10 |
091204 |
21.27 |
21.39 |
20.59 |
20.92 |
-0.37 |
9,574 |
118,761 |
+541 |
| Oct10 |
091204 |
20.47 |
20.62 |
19.90 |
20.27 |
-0.29 |
6,659 |
87,747 |
+313 |
| Mar11 |
091204 |
20.15 |
20.20 |
19.53 |
19.96 |
-0.19 |
4,464 |
47,846 |
+1,179 |
| Total Volume and Open Interest |
87,418 |
787,982 |
+7,694 |
| London Cocoa(LCE) |
| Dec09 |
091202 |
2165 |
2174 |
2142 |
2145 |
-22 |
7,572 |
29,282 |
-25,162 |
| Mar10 |
091204 |
2237 |
2248 |
2219 |
2227 |
-3 |
3,302 |
49,372 |
+171 |
| May10 |
091204 |
2259 |
2267 |
2241 |
2247 |
-5 |
1,087 |
50,584 |
+221 |
| Jul10 |
091204 |
2232 |
2239 |
2218 |
2226 |
+1 |
590 |
19,808 |
+129 |
| Sep10 |
091204 |
2190 |
2197 |
2183 |
2185 |
unch |
476 |
7,844 |
+280 |
| Dec10 |
091204 |
2158 |
2165 |
2143 |
2146 |
-2 |
45 |
8,718 |
+43 |
| Mar11 |
091204 |
2137 |
2137 |
2123 |
2126 |
-2 |
10 |
8,255 |
-2 |
| Total Volume and Open Interest |
6,556 |
172,070 |
+133 |
| London Sugar(LCE) |
| Mar10 |
091204 |
623.40 |
630.00 |
609.80 |
618.10 |
-5.10 |
8,969 |
34,464 |
+1,852 |
| May10 |
091204 |
617.50 |
620.80 |
601.20 |
607.20 |
-6.40 |
3,096 |
19,911 |
-170 |
| Aug10 |
091204 |
583.00 |
589.40 |
570.20 |
575.30 |
-6.50 |
1,614 |
10,929 |
+521 |
| Oct10 |
091204 |
556.00 |
557.10 |
541.60 |
545.30 |
-6.20 |
103 |
4,547 |
+23 |
| Dec10 |
091204 |
537.00 |
537.00 |
527.70 |
528.90 |
-5.20 |
22 |
830 |
+0 |
| Total Volume and Open Interest |
13,954 |
70,906 |
+2,376 |
| Cotton(ICE) |
| Dec09 |
091204 |
70.35 |
71.33 |
70.17 |
70.21 |
-0.34 |
21 |
90 |
-10 |
| Mar10 |
091204 |
74.40 |
75.03 |
73.65 |
73.82 |
-0.42 |
4,820 |
130,314 |
-239 |
| May10 |
091204 |
75.39 |
76.20 |
74.90 |
74.95 |
-0.51 |
365 |
13,910 |
+154 |
| Jul10 |
091204 |
76.25 |
77.00 |
75.61 |
75.77 |
-0.57 |
244 |
19,382 |
+127 |
| Oct10 |
091204 |
77.05 |
77.10 |
76.16 |
76.16 |
-0.62 |
0 |
128 |
+0 |
| Dec10 |
091204 |
77.25 |
77.80 |
76.34 |
76.64 |
-0.70 |
98 |
11,387 |
+63 |
| Total Volume and Open Interest |
5,548 |
176,059 |
+95 |
| Lumber(CME) |
| Jan10 |
091204 |
224.7 |
229.1 |
224.3 |
224.5 |
-4.0 |
1,578 |
5,871 |
-285 |
| Mar10 |
091204 |
244.3 |
248.5 |
244.3 |
244.5 |
-6.7 |
632 |
4,177 |
-63 |
| May10 |
091204 |
249.6 |
252.0 |
249.0 |
251.9 |
-2.9 |
17 |
730 |
+1 |
| Jul10 |
091204 |
255.0 |
255.0 |
255.0 |
255.0 |
-2.0 |
4 |
188 |
+0 |
| Total Volume and Open Interest |
2,232 |
11,087 |
-346 |
| Crude Oil(NYM) |
| Jan10 |
091204 |
75.83 |
77.90 |
74.85 |
75.47 |
-0.99 |
340,897 |
320,710 |
-15,588 |
| Feb10 |
091204 |
77.64 |
79.60 |
76.65 |
77.25 |
-0.96 |
108,613 |
116,605 |
+6,459 |
| Mar10 |
091204 |
79.12 |
81.02 |
78.08 |
78.72 |
-0.93 |
46,839 |
95,882 |
-1,191 |
| Apr10 |
091204 |
80.12 |
81.96 |
79.25 |
79.84 |
-0.92 |
18,449 |
30,102 |
+765 |
| May10 |
091204 |
81.05 |
82.72 |
80.18 |
80.69 |
-0.89 |
12,420 |
26,779 |
+1,545 |
| Jun10 |
091204 |
81.73 |
83.66 |
80.85 |
81.44 |
-0.85 |
22,752 |
107,464 |
-928 |
| Jul10 |
091204 |
82.47 |
84.05 |
81.60 |
82.03 |
-0.84 |
2,744 |
28,559 |
-35 |
| Aug10 |
091204 |
83.96 |
83.97 |
82.22 |
82.54 |
-0.84 |
2,505 |
13,599 |
-241 |
| Sep10 |
091204 |
84.79 |
84.79 |
82.99 |
83.05 |
-0.84 |
3,311 |
27,095 |
+580 |
| Oct10 |
091204 |
85.27 |
85.27 |
83.33 |
83.57 |
-0.84 |
2,019 |
14,830 |
-466 |
| Nov10 |
091204 |
85.81 |
85.83 |
84.00 |
84.13 |
-0.84 |
1,215 |
16,837 |
+193 |
| Dec10 |
091204 |
85.21 |
86.87 |
84.13 |
84.72 |
-0.84 |
17,280 |
128,342 |
+1,442 |
| Jan11 |
091204 |
85.11 |
86.57 |
84.99 |
85.11 |
-0.83 |
1,613 |
18,721 |
+212 |
| Feb11 |
091204 |
85.44 |
86.89 |
85.32 |
85.44 |
-0.83 |
1,131 |
7,739 |
-66 |
| Mar11 |
091204 |
85.79 |
87.23 |
85.56 |
85.79 |
-0.83 |
308 |
6,313 |
+83 |
| Apr11 |
091204 |
86.14 |
87.56 |
85.93 |
86.14 |
-0.82 |
435 |
8,709 |
+253 |
| Total Volume and Open Interest |
593,896 |
1,203,036 |
-6,760 |
| e-miNY Crude Oil(NYM) |
| Dec09 |
091119 |
79.700 |
79.925 |
77.050 |
77.450 |
-2.125 |
9,328 |
3,959 |
+159 |
| Jan10 |
091204 |
75.850 |
77.900 |
74.850 |
75.475 |
-0.975 |
12,468 |
4,341 |
-508 |
| Feb10 |
091204 |
77.675 |
79.525 |
76.675 |
77.250 |
-0.950 |
728 |
679 |
+49 |
| Mar10 |
091204 |
79.000 |
80.850 |
78.300 |
78.725 |
-0.925 |
53 |
237 |
+23 |
| Apr10 |
091204 |
80.400 |
80.400 |
79.850 |
79.850 |
-0.900 |
1 |
79 |
+0 |
| May10 |
091204 |
80.700 |
80.700 |
80.700 |
80.700 |
-0.875 |
0 |
2 |
+0 |
| Jun10 |
091204 |
82.600 |
83.300 |
81.450 |
81.450 |
-0.850 |
0 |
14 |
+0 |
| Jul10 |
091204 |
82.025 |
82.025 |
82.025 |
82.025 |
-0.850 |
0 |
6 |
+0 |
| Aug10 |
091204 |
82.550 |
82.550 |
82.550 |
82.550 |
-0.825 |
0 |
1 |
+0 |
| Sep10 |
091204 |
83.050 |
83.050 |
83.050 |
83.050 |
-0.850 |
|
|
|
| Total Volume and Open Interest |
13,257 |
5,457 |
-430 |
| Heating Oil(NYM) |
| Jan10 |
091204 |
204.00 |
208.78 |
201.49 |
202.68 |
-2.27 |
43,390 |
90,344 |
-3,478 |
| Feb10 |
091204 |
206.50 |
211.97 |
204.77 |
205.93 |
-2.22 |
15,290 |
42,403 |
-21 |
| Mar10 |
091204 |
208.75 |
214.00 |
207.05 |
208.22 |
-2.13 |
10,541 |
38,045 |
-1,069 |
| Apr10 |
091204 |
212.13 |
214.98 |
208.35 |
209.43 |
-2.22 |
2,877 |
19,587 |
+199 |
| May10 |
091204 |
215.95 |
215.95 |
209.81 |
210.62 |
-2.28 |
2,855 |
13,200 |
-351 |
| Jun10 |
091204 |
212.80 |
217.75 |
210.70 |
211.84 |
-2.34 |
6,833 |
31,863 |
+451 |
| Jul10 |
091204 |
214.81 |
214.81 |
213.04 |
213.67 |
-2.35 |
954 |
9,069 |
+46 |
| Aug10 |
091204 |
218.50 |
218.50 |
215.92 |
215.92 |
-2.18 |
392 |
4,162 |
-13 |
| Sep10 |
091204 |
220.30 |
220.30 |
218.55 |
218.55 |
-2.08 |
1,502 |
7,865 |
+65 |
| Oct10 |
091204 |
221.15 |
221.15 |
221.15 |
221.15 |
-1.99 |
428 |
4,334 |
+201 |
| Nov10 |
091204 |
223.73 |
223.73 |
223.73 |
223.73 |
-1.92 |
442 |
6,119 |
+32 |
| Dec10 |
091204 |
228.70 |
230.02 |
225.17 |
226.34 |
-1.86 |
2,199 |
20,793 |
+515 |
| Total Volume and Open Interest |
89,406 |
312,167 |
-3,229 |
| Gasoline(NYMEX) |
| Jan10 |
091204 |
198.50 |
203.77 |
195.50 |
197.50 |
-1.80 |
57,176 |
104,241 |
-3,586 |
| Feb10 |
091204 |
201.17 |
206.49 |
198.43 |
200.37 |
-1.74 |
20,675 |
36,728 |
+2,418 |
| Mar10 |
091204 |
204.50 |
208.95 |
201.41 |
203.12 |
-1.74 |
11,949 |
32,528 |
-865 |
| Apr10 |
091204 |
216.50 |
220.60 |
213.50 |
215.27 |
-1.77 |
4,554 |
21,583 |
+746 |
| May10 |
091204 |
218.94 |
222.33 |
215.29 |
216.76 |
-1.81 |
2,287 |
9,621 |
-7 |
| Jun10 |
091204 |
219.76 |
222.71 |
216.92 |
218.05 |
-1.87 |
2,705 |
11,662 |
+311 |
| Jul10 |
091204 |
219.84 |
222.98 |
218.20 |
218.55 |
-1.95 |
822 |
5,431 |
-82 |
| Aug10 |
091204 |
223.52 |
223.52 |
218.65 |
218.65 |
-2.01 |
374 |
5,173 |
-2 |
| Sep10 |
091204 |
222.66 |
222.66 |
217.95 |
217.95 |
-2.04 |
342 |
4,899 |
+68 |
| Oct10 |
091204 |
208.50 |
208.50 |
208.50 |
208.50 |
-1.97 |
137 |
2,153 |
-46 |
| Total Volume and Open Interest |
102,002 |
253,639 |
-875 |
| e-miNY RBOB Gasoline(NYM) |
| Jan10 |
091204 |
1.99 |
1.99 |
1.99 |
1.98 |
-0.01 |
0 |
4 |
+0 |
| Feb10 |
091204 |
200.40 |
200.40 |
200.37 |
200.40 |
-1.70 |
|
|
|
| Mar10 |
091204 |
203.10 |
203.12 |
203.10 |
203.10 |
-1.80 |
|
|
|
| Apr10 |
091204 |
215.30 |
215.30 |
215.27 |
215.30 |
-1.70 |
|
|
|
| Total Volume and Open Interest |
0 |
4 |
+0 |
| Natural Gas(NYM) |
| Jan10 |
091204 |
4.459 |
4.676 |
4.445 |
4.586 |
+0.127 |
116,028 |
214,028 |
+8,236 |
| Feb10 |
091204 |
4.536 |
4.750 |
4.533 |
4.672 |
+0.124 |
31,129 |
73,934 |
+2,291 |
| Mar10 |
091204 |
4.588 |
4.784 |
4.580 |
4.707 |
+0.121 |
21,141 |
85,178 |
-1,485 |
| Apr10 |
091204 |
4.671 |
4.816 |
4.671 |
4.757 |
+0.125 |
17,202 |
53,555 |
+1,332 |
| May10 |
091204 |
4.682 |
4.872 |
4.682 |
4.817 |
+0.124 |
6,152 |
32,770 |
+879 |
| Jun10 |
091204 |
4.779 |
4.950 |
4.779 |
4.898 |
+0.114 |
3,151 |
22,170 |
+377 |
| Jul10 |
091204 |
4.965 |
5.035 |
4.928 |
4.991 |
+0.109 |
1,928 |
17,016 |
-60 |
| Aug10 |
091204 |
5.000 |
5.112 |
5.000 |
5.073 |
+0.112 |
2,029 |
16,247 |
+18 |
| Sep10 |
091204 |
5.120 |
5.158 |
5.062 |
5.128 |
+0.112 |
5,143 |
17,637 |
+963 |
| Oct10 |
091204 |
5.162 |
5.313 |
5.162 |
5.275 |
+0.117 |
8,152 |
31,558 |
-732 |
| Nov10 |
091204 |
5.713 |
5.768 |
5.700 |
5.735 |
+0.102 |
764 |
7,849 |
+44 |
| Dec10 |
091204 |
6.071 |
6.225 |
6.060 |
6.185 |
+0.102 |
1,751 |
17,402 |
+238 |
| Jan11 |
091204 |
6.331 |
6.455 |
6.331 |
6.430 |
+0.107 |
2,861 |
14,896 |
+317 |
| Feb11 |
091204 |
6.389 |
6.432 |
6.389 |
6.430 |
+0.104 |
132 |
6,359 |
+28 |
| Mar11 |
091204 |
6.246 |
6.310 |
6.246 |
6.290 |
+0.099 |
841 |
15,935 |
+148 |
| Apr11 |
091204 |
5.900 |
5.955 |
5.900 |
5.935 |
+0.089 |
735 |
10,783 |
+285 |
| Total Volume and Open Interest |
219,734 |
737,138 |
+13,177 |
| Brent Crude Oil(ICE) |
| Jan10 |
091204 |
77.59 |
79.80 |
76.94 |
77.52 |
-0.84 |
141,157 |
151,805 |
-12,247 |
| Feb10 |
091204 |
78.50 |
80.64 |
77.81 |
78.40 |
-0.81 |
64,501 |
144,255 |
+4,188 |
| Mar10 |
091204 |
79.29 |
81.55 |
78.70 |
79.29 |
-0.79 |
40,940 |
66,419 |
+2,195 |
| Apr10 |
091204 |
80.12 |
82.35 |
79.98 |
80.13 |
-0.78 |
14,322 |
35,970 |
+2,184 |
| May10 |
091204 |
80.88 |
83.09 |
80.75 |
80.91 |
-0.75 |
5,169 |
21,403 |
+473 |
| Jun10 |
091204 |
81.56 |
83.83 |
81.08 |
81.62 |
-0.72 |
9,023 |
54,795 |
+687 |
| Jul10 |
091204 |
82.56 |
84.30 |
81.71 |
82.27 |
-0.70 |
2,984 |
14,192 |
+247 |
| Aug10 |
091204 |
83.16 |
84.88 |
82.74 |
82.88 |
-0.67 |
2,412 |
9,877 |
+60 |
| Sep10 |
091204 |
83.75 |
85.45 |
82.98 |
83.47 |
-0.67 |
2,573 |
6,653 |
-88 |
| Oct10 |
091204 |
84.06 |
84.06 |
84.06 |
84.06 |
-0.64 |
2,419 |
13,487 |
-462 |
| Nov10 |
091204 |
84.25 |
84.64 |
84.25 |
84.64 |
-0.63 |
2,549 |
10,446 |
+151 |
| Dec10 |
091204 |
85.06 |
87.30 |
84.62 |
85.22 |
-0.62 |
9,080 |
71,019 |
+193 |
| Jan11 |
091204 |
85.73 |
85.73 |
85.73 |
85.73 |
-0.63 |
517 |
7,441 |
+174 |
| Feb11 |
091204 |
86.19 |
86.19 |
86.19 |
86.19 |
-0.64 |
112 |
3,950 |
+32 |
| Total Volume and Open Interest |
302,749 |
707,422 |
-1,481 |
| Gas Oil(ICE) |
| Dec09 |
091204 |
616.25 |
631.50 |
610.75 |
621.75 |
+1.50 |
29,262 |
72,212 |
-2,856 |
| Jan10 |
091204 |
629.50 |
645.25 |
624.00 |
635.50 |
+2.00 |
55,137 |
126,040 |
+4,743 |
| Feb10 |
091204 |
640.50 |
654.75 |
634.00 |
645.25 |
+2.00 |
17,253 |
60,232 |
+1,559 |
| Mar10 |
091204 |
648.75 |
662.75 |
641.75 |
653.25 |
+2.25 |
9,683 |
37,495 |
+2,802 |
| Apr10 |
091204 |
656.50 |
668.00 |
652.00 |
660.50 |
+2.25 |
5,455 |
24,481 |
+708 |
| May10 |
091204 |
661.00 |
672.50 |
659.00 |
667.75 |
+2.50 |
2,417 |
20,005 |
+1,022 |
| Jun10 |
091204 |
671.50 |
682.75 |
666.00 |
674.50 |
+2.50 |
5,873 |
44,289 |
+834 |
| Jul10 |
091204 |
673.75 |
687.00 |
673.75 |
682.25 |
+2.50 |
907 |
15,879 |
+87 |
| Aug10 |
091204 |
681.00 |
694.25 |
681.00 |
689.50 |
+2.75 |
377 |
17,482 |
+40 |
| Sep10 |
091204 |
690.75 |
702.25 |
689.50 |
696.25 |
+2.50 |
248 |
15,095 |
+275 |
| Total Volume and Open Interest |
131,628 |
556,930 |
+9,683 |
| Ethanol(CBOT) |
| Dec09 |
091203 |
2.135 |
2.135 |
2.130 |
2.130 |
unch |
46 |
267 |
-17 |
| Jan10 |
091204 |
2.000 |
2.000 |
1.980 |
1.983 |
-0.027 |
36 |
689 |
-5 |
| Feb10 |
091204 |
1.920 |
1.920 |
1.891 |
1.896 |
-0.028 |
44 |
603 |
+33 |
| Mar10 |
091204 |
1.901 |
1.901 |
1.880 |
1.886 |
-0.024 |
92 |
898 |
+28 |
| Apr10 |
091204 |
1.870 |
1.877 |
1.870 |
1.877 |
-0.021 |
36 |
545 |
+27 |
| May10 |
091204 |
1.855 |
1.859 |
1.840 |
1.847 |
-0.028 |
9 |
422 |
+7 |
| Jun10 |
091204 |
1.853 |
1.853 |
1.830 |
1.844 |
-0.023 |
4 |
317 |
+0 |
| Jul10 |
091204 |
1.830 |
1.849 |
1.820 |
1.833 |
-0.022 |
3 |
344 |
+3 |
| Total Volume and Open Interest |
253 |
6,031 |
+103 |
| US Dollar Index(ICE) |
| Dec09 |
091204 |
74.835 |
76.000 |
74.645 |
75.970 |
+1.300 |
12,525 |
36,242 |
-449 |
| Mar10 |
091204 |
75.130 |
76.330 |
74.930 |
76.290 |
+1.295 |
353 |
3,029 |
+48 |
| Jun10 |
091204 |
76.605 |
76.605 |
76.605 |
76.605 |
+1.285 |
0 |
7 |
+0 |
| Total Volume and Open Interest |
12,878 |
39,279 |
-401 |
| Australian Dollar(CME) |
| Dec09 |
091204 |
92.30 |
92.89 |
91.00 |
91.03 |
-1.66 |
86,708 |
107,864 |
-360 |
| Mar10 |
091204 |
91.37 |
92.02 |
90.17 |
90.18 |
-1.64 |
2,393 |
10,607 |
+816 |
| Jun10 |
091204 |
91.25 |
91.25 |
89.24 |
89.24 |
-1.62 |
0 |
10 |
+0 |
| Total Volume and Open Interest |
89,101 |
118,503 |
+456 |
| British Pound(CME) |
| Dec09 |
091204 |
165.38 |
166.80 |
164.20 |
164.27 |
-1.37 |
98,572 |
84,292 |
+1,359 |
| Mar10 |
091204 |
165.26 |
166.66 |
164.10 |
164.18 |
-1.36 |
5,971 |
8,183 |
+1,693 |
| Jun10 |
091204 |
164.08 |
166.14 |
164.08 |
164.08 |
-1.37 |
1 |
121 |
+0 |
| Total Volume and Open Interest |
104,544 |
92,667 |
+3,052 |
| Canadian Dollar(CME) |
| Dec09 |
091204 |
94.59 |
95.84 |
94.36 |
94.41 |
-0.50 |
80,497 |
87,393 |
+224 |
| Mar10 |
091204 |
94.67 |
95.83 |
94.36 |
94.40 |
-0.51 |
2,848 |
9,668 |
+827 |
| Jun10 |
091204 |
95.26 |
95.67 |
94.37 |
94.39 |
-0.50 |
3 |
628 |
+1 |
| Sep10 |
091204 |
94.50 |
95.71 |
94.38 |
94.38 |
-0.48 |
24 |
449 |
-15 |
| Total Volume and Open Interest |
83,377 |
98,468 |
+1,037 |
| Japanese Yen(CME) |
| Dec09 |
091204 |
113.17 |
113.64 |
110.16 |
110.23 |
-3.14 |
99,463 |
139,273 |
+360 |
| Mar10 |
091204 |
113.26 |
113.70 |
110.22 |
110.30 |
-3.14 |
2,385 |
6,252 |
+1,098 |
| Jun10 |
091204 |
110.20 |
113.73 |
110.20 |
110.40 |
-3.14 |
1 |
24 |
+1 |
| Total Volume and Open Interest |
101,849 |
145,582 |
+1,459 |
| Swiss Franc(CME) |
| Dec09 |
091204 |
99.91 |
100.25 |
98.11 |
98.16 |
-1.97 |
42,113 |
54,390 |
-1,073 |
| Mar10 |
091204 |
100.00 |
100.26 |
98.19 |
98.23 |
-1.97 |
1,561 |
2,470 |
+1,285 |
| Jun10 |
091204 |
98.31 |
100.27 |
98.31 |
98.31 |
-1.96 |
2 |
12 |
+2 |
| Total Volume and Open Interest |
43,676 |
56,873 |
+214 |
| EuroFX(CME) |
| Dec09 |
091204 |
150.52 |
150.92 |
148.21 |
148.27 |
-2.63 |
226,483 |
164,147 |
-3,516 |
| Mar10 |
091204 |
150.47 |
150.85 |
148.16 |
148.22 |
-2.62 |
5,369 |
8,779 |
+1,778 |
| Jun10 |
091204 |
150.56 |
150.56 |
148.14 |
148.14 |
-2.61 |
0 |
192 |
+0 |
| Total Volume and Open Interest |
231,858 |
173,417 |
-1,738 |
| Mexican Peso(CME) |
| Dec09 |
091204 |
791.2 |
800.5 |
786.8 |
788.0 |
-6.2 |
29,213 |
121,037 |
-2,184 |
| Jan10 |
091204 |
790.2 |
790.5 |
784.5 |
784.5 |
-6.0 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
37,957 |
130,732 |
+4,647 |
| 30-Year T-Bonds(CBOT) |
| Dec09 |
091204 |
120~290 |
121~040 |
119~110 |
119~220 |
-1~090 |
30,142 |
80,080 |
-9,874 |
| Mar10 |
091204 |
120~050 |
120~120 |
118~150 |
118~260 |
-1~120 |
265,654 |
715,180 |
-6,740 |
| Jun10 |
091204 |
118~180 |
118~270 |
117~100 |
117~100 |
-1~120 |
25 |
76 |
+0 |
| Total Volume and Open Interest |
295,821 |
795,337 |
-16,614 |
| 10-Year T-Notes(CBOT) |
| Dec09 |
091204 |
120~020 |
120~070 |
118~300 |
119~065 |
-0~275 |
59,921 |
87,739 |
-32,484 |
| Mar10 |
091204 |
118~235 |
118~295 |
117~180 |
117~270 |
-0~285 |
788,070 |
1,257,403 |
+19,075 |
| Jun10 |
091204 |
116~235 |
117~180 |
116~215 |
116~215 |
-0~285 |
1 |
1 |
+1 |
| Total Volume and Open Interest |
847,992 |
1,345,143 |
-13,408 |
| 5-Year T-Notes(CBOT) |
| Dec09 |
091204 |
117~114 |
118~008 |
117~011 |
117~036 |
-0~084 |
3,951 |
102,313 |
-23,024 |
| Mar10 |
091204 |
116~096 |
116~111 |
115~109 |
116~012 |
-0~083 |
425,036 |
817,658 |
+37,811 |
| Jun10 |
091204 |
115~024 |
115~107 |
115~024 |
115~024 |
-0~083 |
1 |
1 |
+1 |
| Total Volume and Open Interest |
476,709 |
919,972 |
+14,788 |
| 2 Year T-Notes(CBOT) |
| Dec09 |
091204 |
109~043 |
109~050 |
109~012 |
109~015 |
-0~028 |
1,023 |
45,034 |
-14,228 |
| Mar10 |
091204 |
108~107 |
108~112 |
108~068 |
108~072 |
-0~034 |
197,601 |
922,163 |
+1,250 |
| Jun10 |
091204 |
108~004 |
108~038 |
108~004 |
108~004 |
-0~034 |
2 |
7,538 |
+1 |
| Total Volume and Open Interest |
232,745 |
976,098 |
-12,977 |
| Eurodollars(CME) |
| Dec09 |
091204 |
99.738 |
99.740 |
99.730 |
99.738 |
unch |
121,617 |
1,008,628 |
+2,041 |
| Mar10 |
091204 |
99.610 |
99.615 |
99.500 |
99.560 |
-0.045 |
247,014 |
1,108,593 |
-10,612 |
| Jun10 |
091204 |
99.420 |
99.425 |
99.295 |
99.310 |
-0.110 |
315,553 |
1,000,903 |
-34,790 |
| Sep10 |
091204 |
99.140 |
99.150 |
98.975 |
98.985 |
-0.155 |
295,041 |
764,560 |
+157 |
| Dec10 |
091204 |
98.800 |
98.820 |
98.610 |
98.625 |
-0.180 |
286,253 |
870,703 |
+1,026 |
| Mar11 |
091204 |
98.465 |
98.495 |
98.250 |
98.275 |
-0.195 |
220,258 |
536,998 |
-4,764 |
| Jun11 |
091204 |
98.120 |
98.160 |
97.885 |
97.930 |
-0.200 |
232,817 |
528,013 |
+2,470 |
| Sep11 |
091204 |
97.810 |
97.850 |
97.565 |
97.620 |
-0.195 |
158,341 |
495,486 |
+329 |
| Dec11 |
091204 |
97.515 |
97.545 |
97.265 |
97.330 |
-0.185 |
74,651 |
270,680 |
+1,795 |
| Mar12 |
091204 |
97.265 |
97.300 |
97.025 |
97.090 |
-0.175 |
53,341 |
193,675 |
-402 |
| Jun12 |
091204 |
97.015 |
97.050 |
96.785 |
96.850 |
-0.165 |
49,770 |
173,738 |
-1,885 |
| Sep12 |
091204 |
96.795 |
96.830 |
96.565 |
96.640 |
-0.155 |
43,564 |
112,185 |
-410 |
| Dec12 |
091204 |
96.585 |
96.615 |
96.360 |
96.430 |
-0.150 |
12,658 |
63,965 |
+655 |
| Mar13 |
091204 |
96.415 |
96.455 |
96.205 |
96.275 |
-0.145 |
8,857 |
57,507 |
-204 |
| Jun13 |
091204 |
96.250 |
96.285 |
96.045 |
96.115 |
-0.140 |
8,325 |
53,646 |
+851 |
| Sep13 |
091204 |
96.090 |
96.125 |
95.900 |
95.960 |
-0.135 |
6,793 |
54,729 |
+687 |
| Dec13 |
091204 |
95.935 |
95.955 |
95.750 |
95.805 |
-0.125 |
5,754 |
29,061 |
-1 |
| Mar14 |
091204 |
95.805 |
95.845 |
95.630 |
95.690 |
-0.115 |
5,563 |
28,824 |
+521 |
| Total Volume and Open Interest |
2,163,174 |
7,496,951 |
-43,180 |
| 30 Day Federal Funds(CBOT) |
| Dec09 |
091204 |
99.870 |
99.870 |
99.865 |
99.870 |
unch |
5,284 |
74,224 |
-1,520 |
| Jan10 |
091204 |
99.860 |
99.865 |
99.855 |
99.860 |
unch |
4,494 |
65,239 |
+1,166 |
| Feb10 |
091204 |
99.835 |
99.840 |
99.815 |
99.825 |
-0.010 |
6,757 |
70,797 |
-770 |
| Mar10 |
091204 |
99.815 |
99.820 |
99.785 |
99.800 |
-0.015 |
11,143 |
46,593 |
-612 |
| Apr10 |
091204 |
99.800 |
99.800 |
99.755 |
99.770 |
-0.025 |
10,174 |
63,901 |
-988 |
| May10 |
091204 |
99.755 |
99.755 |
99.695 |
99.715 |
-0.030 |
8,288 |
57,249 |
-1,223 |
| Total Volume and Open Interest |
59,426 |
490,427 |
-1,933 |
| 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 |
091204 |
99.540 |
99.540 |
99.540 |
99.540 |
-0.005 |
0 |
4,582 |
-250 |
| Mar10 |
091204 |
99.630 |
99.630 |
99.620 |
99.630 |
-0.005 |
0 |
423 |
+0 |
| Jun10 |
091204 |
99.620 |
99.620 |
99.620 |
99.620 |
-0.005 |
0 |
80 |
+0 |
| Sep10 |
091204 |
99.650 |
99.650 |
99.650 |
99.650 |
unch |
0 |
230 |
+0 |
| Dec10 |
091204 |
99.650 |
99.665 |
99.650 |
99.665 |
unch |
0 |
90 |
+0 |
| Mar11 |
091204 |
99.580 |
99.580 |
99.580 |
99.580 |
unch |
|
|
|
| Jun11 |
091204 |
99.520 |
99.520 |
99.520 |
99.520 |
unch |
|
|
|
| Sep11 |
091204 |
99.520 |
99.520 |
99.520 |
99.520 |
unch |
|
|
|
| Dec11 |
091204 |
99.340 |
99.340 |
99.340 |
99.340 |
+0.015 |
|
|
|
| Mar12 |
091204 |
99.305 |
99.305 |
99.305 |
99.305 |
+0.015 |
|
|
|
| Total Volume and Open Interest |
0 |
5,405 |
-250 |
| 3-Mth Euro-Yen(SGX) |
| Dec09 |
091204 |
99.54 |
99.56 |
99.54 |
99.56 |
+0.01 |
794 |
4,550 |
+358 |
| Mar10 |
091204 |
99.61 |
99.64 |
99.61 |
99.64 |
+0.01 |
241 |
3,831 |
-100 |
| Jun10 |
091204 |
99.67 |
99.67 |
99.64 |
99.64 |
+0.01 |
50 |
2,123 |
+0 |
| Sep10 |
091204 |
99.65 |
99.67 |
99.65 |
99.67 |
+0.01 |
100 |
1,959 |
+0 |
| Dec10 |
091204 |
99.64 |
99.68 |
99.64 |
99.68 |
+0.01 |
1 |
957 |
+0 |
| Mar11 |
091204 |
99.62 |
99.62 |
99.60 |
99.60 |
+0.01 |
0 |
562 |
+0 |
| Jun11 |
091204 |
99.54 |
99.54 |
99.54 |
99.54 |
+0.02 |
0 |
52 |
+0 |
| Sep11 |
091204 |
99.54 |
99.54 |
99.54 |
99.54 |
+0.02 |
0 |
51 |
+0 |
| Total Volume and Open Interest |
1,186 |
15,557 |
+258 |
| Japanese Gov't Bonds(SGX) |
| Dec09 |
091204 |
139.81 |
140.06 |
139.71 |
139.97 |
+0.05 |
3,962 |
15,939 |
-588 |
| Mar10 |
091204 |
139.28 |
139.56 |
139.22 |
139.47 |
+0.07 |
2,479 |
2,481 |
+116 |
| Jun10 |
091204 |
139.47 |
139.47 |
139.47 |
139.47 |
+0.07 |
|
|
|
| Total Volume and Open Interest |
6,441 |
18,420 |
-472 |
| Euro-Bund(EUREX) |
| Dec09 |
091204 |
123.37 |
123.47 |
122.58 |
122.74 |
-0.62 |
1,044,118 |
676,929 |
-112,470 |
| Mar10 |
091204 |
123.10 |
123.20 |
122.34 |
122.53 |
-0.55 |
385,265 |
310,456 |
+139,519 |
| Jun10 |
091204 |
121.70 |
121.70 |
121.39 |
121.39 |
-0.32 |
1 |
2 |
+0 |
| Total Volume and Open Interest |
1,429,384 |
987,387 |
+27,049 |
| Euro-Bobl(EUREX) |
| Dec09 |
091204 |
116.62 |
116.75 |
116.11 |
116.19 |
-0.45 |
631,632 |
554,771 |
-76,168 |
| Mar10 |
091204 |
116.51 |
116.63 |
115.96 |
116.04 |
-0.46 |
210,286 |
216,095 |
+101,111 |
| Jun10 |
091204 |
115.49 |
115.49 |
115.49 |
115.49 |
-0.45 |
|
|
|
| Total Volume and Open Interest |
841,918 |
770,866 |
+24,943 |
| 3-Mth Euribor(EUREX) |
| Dec09 |
091204 |
99.270 |
99.275 |
99.265 |
99.270 |
unch |
1 |
9,281 |
+0 |
| Mar10 |
091204 |
99.160 |
99.180 |
99.155 |
99.155 |
-0.010 |
372 |
4,829 |
+203 |
| Jun10 |
091204 |
98.840 |
98.870 |
98.810 |
98.810 |
-0.030 |
11 |
4,819 |
-100 |
| Total Volume and Open Interest |
389 |
23,502 |
+102 |
| Long Gilt(LIFFE) |
| Dec09 |
091204 |
119~05 |
119~06 |
118~06 |
118~13 |
-0~23 |
9,043 |
50,694 |
+35 |
| Mar10 |
091204 |
117~18 |
117~21 |
116~19 |
116~27 |
-0~23 |
100,417 |
244,057 |
+6,590 |
| Total Volume and Open Interest |
109,460 |
294,751 |
+6,625 |
| 3-Mth Short Sterling(LIFFE) |
| Dec09 |
091204 |
99.39 |
99.40 |
99.38 |
99.39 |
unch |
31,409 |
354,342 |
-4,023 |
| Mar10 |
091204 |
99.27 |
99.27 |
99.20 |
99.22 |
-0.05 |
34,973 |
347,868 |
-1,890 |
| Jun10 |
091204 |
99.07 |
99.07 |
98.93 |
98.95 |
-0.11 |
40,685 |
418,158 |
-3,391 |
| Sep10 |
091204 |
98.68 |
98.71 |
98.52 |
98.54 |
-0.14 |
45,142 |
308,221 |
-1,262 |
| Dec10 |
091204 |
98.20 |
98.26 |
98.05 |
98.07 |
-0.14 |
44,114 |
350,299 |
-3,473 |
| Mar11 |
091204 |
97.82 |
97.86 |
97.64 |
97.67 |
-0.13 |
45,834 |
261,738 |
+3,038 |
| Total Volume and Open Interest |
322,318 |
2,573,267 |
-237 |
| 3-Mth Euribor(LIFFE) |
| Dec09 |
091120 |
99.260 |
99.270 |
99.225 |
99.260 |
-0.005 |
41,467 |
595,369 |
-5,839 |
| Mar10 |
091204 |
99.155 |
99.185 |
99.150 |
99.155 |
-0.010 |
113,876 |
727,844 |
+1,676 |
| Jun10 |
091204 |
98.830 |
98.880 |
98.790 |
98.810 |
-0.030 |
160,064 |
750,395 |
+10,524 |
| Total Volume and Open Interest |
799,543 |
3,649,166 |
+18,833 |
| 3-Mth Aus T-Bills(SFE) |
| Dec09 |
091204 |
95.92 |
95.94 |
95.90 |
95.93 |
unch |
24,086 |
311,743 |
+7,668 |
| Mar10 |
091204 |
95.56 |
95.58 |
95.52 |
95.57 |
+0.01 |
32,941 |
272,457 |
+9,863 |
| Jun10 |
091204 |
95.25 |
95.28 |
95.19 |
95.25 |
unch |
11,757 |
153,892 |
+2,188 |
| Sep10 |
091204 |
95.00 |
95.02 |
94.94 |
94.99 |
-0.01 |
6,819 |
95,048 |
+777 |
| Dec10 |
091204 |
94.76 |
94.77 |
94.69 |
94.75 |
-0.02 |
5,147 |
73,092 |
+634 |
| Mar11 |
091204 |
94.50 |
94.52 |
94.45 |
94.49 |
-0.04 |
1,275 |
25,248 |
-870 |
| Jun11 |
091204 |
94.29 |
94.31 |
94.25 |
94.27 |
-0.06 |
438 |
22,823 |
-256 |
| Sep11 |
091204 |
94.11 |
94.15 |
94.10 |
94.12 |
-0.04 |
665 |
16,468 |
+93 |
| Dec11 |
091204 |
93.97 |
93.99 |
93.97 |
93.99 |
-0.07 |
273 |
6,827 |
+17 |
| Mar12 |
091204 |
93.89 |
93.89 |
93.89 |
93.89 |
-0.10 |
134 |
3,045 |
+20 |
| Total Volume and Open Interest |
83,569 |
982,432 |
+20,154 |
| 10-Year Aus T-Bonds(SFE) |
| Dec09 |
091204 |
94.64 |
94.64 |
94.57 |
94.61 |
-0.03 |
32,943 |
366,250 |
-10,864 |
| Mar10 |
091204 |
94.54 |
94.54 |
94.54 |
94.54 |
-0.02 |
605 |
1,787 |
+601 |
| Total Volume and Open Interest |
33,548 |
368,037 |
-10,263 |
| 3-Year Aus T-Bonds(SFE) |
| Dec09 |
091204 |
95.25 |
95.27 |
95.20 |
95.24 |
-0.02 |
95,814 |
915,445 |
+730 |
| Mar10 |
091204 |
95.02 |
95.02 |
94.98 |
95.00 |
-0.03 |
4,037 |
16,385 |
+4,005 |
| Total Volume and Open Interest |
99,851 |
931,830 |
+4,735 |
| Gold(CMX) |
| Dec09 |
091204 |
1207.8 |
1211.2 |
1147.0 |
1168.8 |
-48.6 |
2,145 |
9,363 |
-902 |
| Feb10 |
091204 |
1208.7 |
1213.9 |
1147.4 |
1169.5 |
-48.8 |
191,901 |
358,524 |
-2,423 |
| Apr10 |
091204 |
1209.3 |
1213.1 |
1150.0 |
1170.8 |
-48.9 |
6,124 |
46,486 |
-123 |
| Jun10 |
091204 |
1211.0 |
1214.3 |
1152.0 |
1171.9 |
-49.0 |
2,460 |
21,422 |
+270 |
| Aug10 |
091204 |
1210.3 |
1211.3 |
1152.3 |
1173.2 |
-49.0 |
530 |
11,843 |
+203 |
| Oct10 |
091204 |
1217.0 |
1217.0 |
1167.5 |
1174.8 |
-48.9 |
708 |
4,254 |
+336 |
| Dec10 |
091204 |
1215.0 |
1220.0 |
1155.0 |
1176.8 |
-48.8 |
3,740 |
22,127 |
+562 |
| Feb11 |
091204 |
1186.0 |
1186.0 |
1179.4 |
1179.4 |
-48.6 |
52 |
2,836 |
+9 |
| Apr11 |
091204 |
1188.3 |
1188.3 |
1182.3 |
1182.3 |
-48.4 |
40 |
1,078 |
+20 |
| Jun11 |
091204 |
564.5 |
564.5 |
517.3 |
530.3 |
-48.2 |
45 |
8,656 |
+37 |
| Aug11 |
091204 |
1197.0 |
1197.0 |
1188.4 |
1189.6 |
-48.0 |
35 |
299 |
+34 |
| Oct11 |
091204 |
1201.0 |
1201.0 |
1189.0 |
1194.1 |
-47.7 |
34 |
33 |
+33 |
| Total Volume and Open Interest |
209,873 |
519,703 |
-1,730 |
| Silver(CMX) |
| Dec09 |
091204 |
1875.0 |
1884.0 |
1830.0 |
1849.6 |
-60.6 |
1,118 |
2,116 |
-231 |
| Mar10 |
091204 |
1891.0 |
1899.0 |
1830.0 |
1852.0 |
-60.8 |
38,968 |
91,236 |
+384 |
| May10 |
091204 |
1883.5 |
1894.5 |
1838.5 |
1854.2 |
-60.8 |
927 |
9,456 |
-167 |
| Jul10 |
091204 |
1888.5 |
1889.0 |
1850.0 |
1856.1 |
-60.8 |
271 |
7,201 |
-72 |
| Sep10 |
091204 |
1893.0 |
1893.0 |
1853.0 |
1858.1 |
-60.5 |
128 |
2,680 |
+34 |
| Dec10 |
091204 |
1900.0 |
1900.0 |
1840.0 |
1861.0 |
-60.2 |
250 |
9,318 |
+31 |
| Mar11 |
091204 |
1861.5 |
1864.9 |
1861.0 |
1864.9 |
-59.5 |
4 |
50 |
+2 |
| Total Volume and Open Interest |
42,547 |
131,884 |
-15 |
| Platinum(NYMEX) |
| Jan10 |
091204 |
1486.1 |
1497.4 |
1433.0 |
1449.7 |
-44.0 |
4,802 |
30,640 |
-605 |
| Apr10 |
091204 |
1493.1 |
1500.7 |
1440.0 |
1453.3 |
-43.7 |
951 |
4,998 |
+635 |
| Jul10 |
091204 |
1457.0 |
1457.7 |
1455.7 |
1455.7 |
-43.3 |
6 |
188 |
+4 |
| Oct10 |
091204 |
1458.8 |
1458.8 |
1458.8 |
1458.8 |
-43.3 |
0 |
13 |
+0 |
| Total Volume and Open Interest |
5,759 |
35,889 |
+34 |
| Palladium(NYMEX) |
| Dec09 |
091204 |
380.50 |
380.50 |
370.40 |
376.85 |
-7.65 |
2 |
1,200 |
-19 |
| Mar10 |
091204 |
383.50 |
386.50 |
370.10 |
379.30 |
-7.50 |
2,244 |
21,409 |
-475 |
| Jun10 |
091204 |
384.05 |
386.15 |
371.10 |
380.35 |
-7.65 |
30 |
174 |
+9 |
| Total Volume and Open Interest |
2,276 |
22,786 |
-485 |
| Copper(CMX) |
| Dec09 |
091204 |
321.00 |
323.90 |
316.80 |
321.35 |
-0.60 |
1,681 |
4,387 |
-38 |
| Mar10 |
091204 |
323.45 |
327.50 |
319.10 |
323.75 |
-0.75 |
19,840 |
119,468 |
+527 |
| May10 |
091204 |
324.30 |
328.20 |
320.50 |
325.00 |
-0.70 |
1,201 |
11,402 |
+50 |
| Jul10 |
091204 |
325.30 |
325.80 |
322.20 |
325.75 |
-0.70 |
363 |
4,621 |
+209 |
| Sep10 |
091204 |
329.40 |
329.40 |
322.50 |
326.25 |
-0.65 |
41 |
2,176 |
+27 |
| Total Volume and Open Interest |
24,246 |
148,447 |
-362 |
| DJIA Index(CBOT) |
| Dec09 |
091204 |
10350 |
10510 |
10310 |
10400 |
+48 |
230 |
14,575 |
+6 |
| Mar10 |
091204 |
10307 |
10420 |
10250 |
10338 |
+48 |
30 |
1,036 |
+9 |
| Jun10 |
091204 |
10280 |
10280 |
10231 |
10280 |
+49 |
0 |
1 |
+0 |
| Sep10 |
091204 |
10223 |
10223 |
10175 |
10223 |
+48 |
|
|
|
| Total Volume and Open Interest |
260 |
15,612 |
+15 |
| S & P 500(CME) |
| Dec09 |
091204 |
1098.00 |
1119.00 |
1095.50 |
1108.10 |
+10.10 |
16,159 |
394,664 |
-1,756 |
| Mar10 |
091204 |
1109.50 |
1114.00 |
1091.00 |
1103.30 |
+10.10 |
1,918 |
13,093 |
+1,497 |
| Jun10 |
091204 |
1107.50 |
1108.30 |
1087.30 |
1098.70 |
+10.40 |
57 |
1,460 |
-85 |
| Sep10 |
091204 |
1094.50 |
1104.10 |
1083.10 |
1094.50 |
+10.40 |
|
|
|
| Total Volume and Open Interest |
18,134 |
409,222 |
-344 |
| S & P 500 E-Mini(Globex) |
| Dec09 |
091204 |
1097.75 |
1119.00 |
1095.25 |
1108.00 |
+10.00 |
1,669,060 |
2,589,015 |
+8,566 |
| Mar10 |
091204 |
1091.25 |
1114.25 |
1091.00 |
1103.25 |
+10.00 |
16,299 |
87,109 |
+10,249 |
| Total Volume and Open Interest |
1,685,360 |
2,676,299 |
+18,819 |
| NASDAQ 100(CME) |
| Dec09 |
091204 |
1777.00 |
1816.00 |
1774.00 |
1795.00 |
+14.70 |
1,742 |
25,197 |
-555 |
| Mar10 |
091204 |
1794.00 |
1803.00 |
1779.00 |
1792.80 |
+14.80 |
8 |
148 |
+5 |
| Jun10 |
091204 |
1791.80 |
1792.00 |
1791.80 |
1791.80 |
+14.80 |
|
|
|
| Total Volume and Open Interest |
1,750 |
25,345 |
-550 |
| NASDAQ 100 E-Mini(Globex) |
| Dec09 |
091204 |
1779.50 |
1816.30 |
1772.80 |
1795.00 |
+14.70 |
246,295 |
354,847 |
-2,008 |
| Mar10 |
091204 |
1775.50 |
1813.80 |
1770.80 |
1792.80 |
+14.80 |
1,527 |
8,203 |
+972 |
| Total Volume and Open Interest |
247,824 |
363,053 |
-1,036 |
| S & P Midcap 400(CME) |
| Dec09 |
091204 |
702.00 |
707.00 |
690.40 |
702.00 |
+11.50 |
478 |
3,452 |
+35 |
| Mar10 |
091204 |
699.50 |
699.70 |
699.50 |
699.50 |
+11.30 |
0 |
1 |
+0 |
| Jun10 |
091204 |
697.50 |
697.70 |
697.50 |
697.50 |
+11.30 |
|
|
|
| Total Volume and Open Interest |
478 |
3,453 |
+35 |
| Russell 2000 E-Mini(Globex) |
| Nikkei 225(CME) |
| Dec09 |
091204 |
9875 |
10255 |
9875 |
10225 |
+300 |
12,244 |
36,929 |
+1,979 |
| Mar10 |
091204 |
10010 |
10310 |
10010 |
10285 |
+300 |
436 |
578 |
+256 |
| Total Volume and Open Interest |
12,680 |
37,507 |
+2,235 |
| Nikkei 225(SGX) |
| Dec09 |
091204 |
9980 |
10040 |
9900 |
9995 |
+50 |
141,868 |
204,766 |
+2,153 |
| Mar10 |
091204 |
9970 |
10025 |
9900 |
9995 |
+60 |
2,631 |
12,565 |
+5,813 |
| Jun10 |
091204 |
10025 |
10025 |
10025 |
10025 |
+50 |
0 |
540 |
+50 |
| Total Volume and Open Interest |
145,550 |
220,394 |
+8,314 |
| CAC 40(EURONEXT) |
| Dec09 |
091204 |
3780.0 |
3871.0 |
3766.5 |
3838.0 |
+44.0 |
91,186 |
392,499 |
+11,385 |
| Jan10 |
091204 |
3781.5 |
3870.5 |
3768.0 |
3839.0 |
+43.5 |
64 |
810 |
+67 |
| Feb10 |
091204 |
3835.0 |
3835.0 |
3835.0 |
3835.0 |
+37.0 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
91,251 |
395,699 |
+11,445 |
| Hang Seng Index(HKFE) |
| Dec09 |
091204 |
22390 |
22574 |
22238 |
22427 |
-104 |
69,115 |
86,838 |
+602 |
| Jan10 |
091204 |
22374 |
22560 |
22230 |
22410 |
-117 |
981 |
780 |
+66 |
| Total Volume and Open Interest |
70,353 |
88,703 |
+687 |
| DAX(EUREX) |
| Dec09 |
091204 |
5744.0 |
5862.0 |
5724.5 |
5817.5 |
+45.5 |
120,741 |
201,516 |
-837 |
| Mar10 |
091204 |
5747.0 |
5865.0 |
5735.0 |
5823.0 |
+45.5 |
192 |
20,800 |
-3 |
| Jun10 |
091204 |
5759.0 |
5868.5 |
5752.0 |
5829.5 |
+45.0 |
159 |
2,265 |
+23 |
| Total Volume and Open Interest |
121,092 |
224,581 |
-817 |
| FT-SE 100(EURONEXT) |
| Dec09 |
091204 |
5299.00 |
5376.00 |
5273.00 |
5320.50 |
+3.00 |
86,873 |
631,017 |
-662 |
| Mar10 |
091204 |
5254.50 |
5330.00 |
5232.00 |
5278.00 |
+4.00 |
1,113 |
28,952 |
+162 |
| Jun10 |
091204 |
5204.50 |
5269.50 |
5187.50 |
5229.00 |
+4.50 |
0 |
986 |
+0 |
| Total Volume and Open Interest |
87,986 |
661,269 |
-500 |
| SPI 200(SFE) |
| Dec09 |
091204 |
4788.0 |
4805.0 |
4691.0 |
4706.0 |
-82.0 |
21,934 |
223,537 |
-18,691 |
| Mar10 |
091204 |
4779.0 |
4788.0 |
4684.0 |
4694.0 |
-84.0 |
138 |
5,282 |
+1 |
| Jun10 |
091204 |
4718.0 |
4718.0 |
4718.0 |
4718.0 |
-84.0 |
0 |
1,427 |
+0 |
| Total Volume and Open Interest |
22,072 |
231,636 |
-18,690 |
| GSCI(CME) |
| Dec09 |
091204 |
507.75 |
515.00 |
499.25 |
502.50 |
-7.00 |
383 |
19,477 |
+140 |
| Jan10 |
091204 |
507.00 |
521.00 |
507.00 |
509.50 |
-7.00 |
76 |
152 |
+76 |
| Feb10 |
091204 |
517.00 |
527.00 |
514.50 |
517.00 |
-5.50 |
|
|
|
| Total Volume and Open Interest |
459 |
19,629 |
+216 |
| 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. |
|
|