|
MRCI's End of Day Prices |
Daily Futures Price Listing Mon December 07, 2009 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jan10 |
091207 |
1045.50 |
1061.50 |
1038.50 |
1053.00 |
+10.00 |
83,955 |
216,024 |
-5,029 |
Mar10 |
091207 |
1053.00 |
1069.25 |
1046.25 |
1061.00 |
+10.50 |
30,956 |
111,430 |
+2,646 |
May10 |
091207 |
1059.75 |
1076.75 |
1053.75 |
1069.00 |
+11.25 |
12,502 |
44,524 |
+3,988 |
Jul10 |
091207 |
1065.25 |
1083.00 |
1061.25 |
1075.75 |
+11.00 |
11,249 |
42,715 |
+1,530 |
Aug10 |
091207 |
1071.00 |
1075.00 |
1071.00 |
1072.25 |
+10.50 |
110 |
1,740 |
+30 |
Sep10 |
091207 |
1065.00 |
1065.00 |
1049.25 |
1056.00 |
+6.75 |
101 |
566 |
-18 |
Nov10 |
091207 |
1042.00 |
1058.00 |
1038.00 |
1046.50 |
+5.00 |
6,269 |
59,757 |
+880 |
Total Volume and Open Interest |
146,906 |
481,098 |
+4,640 |
Soybean Meal(CBOT) |
Dec09 |
091207 |
320.50 |
324.20 |
320.10 |
321.40 |
+0.50 |
3,168 |
6,022 |
-1,430 |
Jan10 |
091207 |
310.70 |
314.90 |
308.60 |
312.40 |
+1.70 |
28,770 |
53,604 |
+727 |
Mar10 |
091207 |
307.90 |
310.70 |
304.00 |
308.20 |
+1.80 |
11,353 |
44,103 |
+822 |
May10 |
091207 |
304.40 |
309.10 |
303.50 |
307.20 |
+1.90 |
3,896 |
21,973 |
-171 |
Jul10 |
091207 |
305.90 |
310.40 |
305.00 |
308.80 |
+1.90 |
3,687 |
18,363 |
+442 |
Aug10 |
091207 |
309.00 |
310.10 |
306.50 |
308.40 |
+1.50 |
170 |
4,639 |
+35 |
Sep10 |
091207 |
307.00 |
308.00 |
305.00 |
305.40 |
+0.50 |
90 |
4,133 |
+15 |
Oct10 |
091207 |
300.60 |
301.80 |
298.80 |
298.80 |
-1.70 |
48 |
2,713 |
+0 |
Total Volume and Open Interest |
51,726 |
166,239 |
+637 |
Soybean Oil(CBOT) |
Dec09 |
091207 |
40.24 |
40.36 |
39.99 |
40.31 |
+0.55 |
8,492 |
4,709 |
-1,490 |
Jan10 |
091207 |
40.18 |
41.05 |
40.02 |
40.67 |
+0.54 |
38,554 |
120,195 |
-2,385 |
Mar10 |
091207 |
40.48 |
41.44 |
40.41 |
41.07 |
+0.55 |
16,965 |
72,720 |
+407 |
May10 |
091207 |
40.95 |
41.76 |
40.82 |
41.41 |
+0.55 |
4,546 |
21,108 |
+1,060 |
Jul10 |
091207 |
41.30 |
42.05 |
41.20 |
41.78 |
+0.59 |
4,130 |
16,575 |
+670 |
Aug10 |
091207 |
41.79 |
41.91 |
41.60 |
41.91 |
+0.59 |
340 |
2,009 |
+4 |
Sep10 |
091207 |
41.91 |
42.03 |
41.70 |
42.03 |
+0.59 |
169 |
1,424 |
+80 |
Oct10 |
091207 |
42.08 |
42.11 |
41.80 |
42.11 |
+0.58 |
251 |
1,263 |
+118 |
Total Volume and Open Interest |
74,794 |
252,073 |
-1,761 |
Canola(WCE) |
Jan10 |
091207 |
413.7 |
415.6 |
411.2 |
412.6 |
-0.1 |
10,743 |
52,250 |
-2,736 |
Mar10 |
091207 |
418.7 |
422.0 |
417.3 |
419.5 |
+0.1 |
6,531 |
32,613 |
+2,609 |
May10 |
091207 |
422.9 |
426.5 |
422.9 |
424.5 |
+0.4 |
626 |
2,840 |
+371 |
Jul10 |
091207 |
427.8 |
429.9 |
426.7 |
428.0 |
+0.1 |
480 |
5,048 |
+231 |
Nov10 |
091207 |
428.9 |
430.2 |
427.7 |
430.0 |
+0.1 |
279 |
2,365 |
+10 |
Total Volume and Open Interest |
18,659 |
95,320 |
+485 |
Corn(CBOT) |
Dec09 |
091207 |
373.50 |
378.00 |
367.50 |
368.75 |
-5.00 |
41,326 |
25,411 |
-7,747 |
Mar10 |
091207 |
388.75 |
393.25 |
382.50 |
383.75 |
-4.75 |
124,777 |
514,911 |
-2,620 |
May10 |
091207 |
399.25 |
403.75 |
393.50 |
394.75 |
-4.25 |
15,193 |
98,199 |
+834 |
Jul10 |
091207 |
409.50 |
413.75 |
403.25 |
404.25 |
-4.50 |
12,193 |
98,525 |
+2,459 |
Sep10 |
091207 |
417.25 |
419.75 |
411.00 |
411.50 |
-5.00 |
1,325 |
24,462 |
-226 |
Dec10 |
091207 |
425.00 |
428.75 |
418.00 |
419.75 |
-4.75 |
10,136 |
175,422 |
+587 |
Total Volume and Open Interest |
205,686 |
966,797 |
-6,536 |
Wheat(CBOT) |
Dec09 |
091207 |
537.25 |
538.75 |
525.75 |
526.50 |
-10.25 |
4,445 |
3,716 |
-2,128 |
Mar10 |
091207 |
557.00 |
562.50 |
547.50 |
548.00 |
-10.00 |
28,232 |
195,495 |
-1,129 |
May10 |
091207 |
570.75 |
574.75 |
560.50 |
561.00 |
-9.75 |
1,989 |
27,521 |
+309 |
Jul10 |
091207 |
579.50 |
585.00 |
570.25 |
571.50 |
-9.50 |
1,845 |
57,612 |
+267 |
Sep10 |
091207 |
593.25 |
595.00 |
583.25 |
584.25 |
-9.25 |
621 |
16,465 |
+79 |
Total Volume and Open Interest |
38,471 |
348,884 |
-2,338 |
Wheat(KCBT) |
Dec09 |
091207 |
537.75 |
538.00 |
524.25 |
524.50 |
-11.50 |
171 |
542 |
-190 |
Mar10 |
091207 |
549.00 |
552.00 |
536.75 |
537.00 |
-12.00 |
6,457 |
59,560 |
-363 |
May10 |
091207 |
556.50 |
563.00 |
548.50 |
548.50 |
-11.75 |
474 |
9,777 |
+134 |
Jul10 |
091207 |
572.25 |
575.00 |
560.50 |
560.50 |
-11.75 |
758 |
27,483 |
+34 |
Sep10 |
091207 |
584.00 |
584.00 |
572.75 |
572.75 |
-11.75 |
99 |
2,466 |
+22 |
Total Volume and Open Interest |
8,859 |
133,025 |
-514 |
Wheat(MGE) |
Dec09 |
091207 |
547.25 |
547.25 |
539.25 |
539.25 |
-8.75 |
171 |
192 |
-147 |
Mar10 |
091207 |
563.50 |
567.25 |
553.00 |
554.25 |
-8.75 |
1,601 |
21,788 |
-37 |
May10 |
091207 |
573.25 |
575.00 |
565.25 |
566.25 |
-9.00 |
145 |
4,461 |
-40 |
Jul10 |
091207 |
583.50 |
587.50 |
576.75 |
578.00 |
-8.75 |
113 |
8,450 |
-14 |
Sep10 |
091207 |
595.25 |
599.50 |
589.00 |
589.75 |
-9.00 |
63 |
3,158 |
-9 |
Total Volume and Open Interest |
2,232 |
45,506 |
-244 |
Oats(CBOT) |
Dec09 |
091207 |
242.50 |
243.50 |
242.50 |
242.50 |
-1.00 |
203 |
229 |
-377 |
Mar10 |
091207 |
257.00 |
260.50 |
254.00 |
255.50 |
-1.50 |
1,001 |
9,875 |
-79 |
May10 |
091207 |
267.00 |
267.00 |
262.25 |
263.75 |
-1.75 |
45 |
505 |
+11 |
Jul10 |
091207 |
276.00 |
276.00 |
272.50 |
272.50 |
-0.25 |
2 |
514 |
+0 |
Total Volume and Open Interest |
1,252 |
11,515 |
-445 |
Rough Rice(CBOT) |
Jan10 |
091207 |
15.70 |
15.75 |
15.33 |
15.60 |
-0.11 |
1,535 |
8,204 |
-260 |
Mar10 |
091207 |
15.98 |
16.01 |
15.64 |
15.88 |
-0.11 |
1,395 |
7,146 |
+455 |
May10 |
091207 |
15.85 |
16.24 |
15.85 |
16.11 |
-0.12 |
13 |
402 |
-9 |
Jul10 |
091207 |
16.20 |
16.48 |
16.20 |
16.34 |
-0.13 |
15 |
572 |
-1 |
Total Volume and Open Interest |
3,032 |
17,203 |
+245 |
Live Cattle(CME) |
Dec09 |
091207 |
81.580 |
81.650 |
80.950 |
81.135 |
+0.135 |
10,947 |
22,438 |
-2,989 |
Feb10 |
091207 |
83.500 |
83.850 |
83.250 |
83.300 |
+0.100 |
19,266 |
136,050 |
+3,059 |
Apr10 |
091207 |
86.385 |
86.580 |
86.150 |
86.330 |
+0.250 |
7,253 |
64,216 |
+281 |
Jun10 |
091207 |
84.000 |
84.250 |
83.700 |
83.900 |
+0.115 |
3,704 |
29,910 |
+446 |
Aug10 |
091207 |
84.500 |
84.650 |
84.285 |
84.480 |
+0.130 |
1,688 |
8,953 |
+762 |
Oct10 |
091207 |
87.850 |
87.900 |
87.400 |
87.400 |
-0.200 |
438 |
5,180 |
+256 |
Total Volume and Open Interest |
43,373 |
269,163 |
+1,857 |
Feeder Cattle(CME) |
Jan10 |
091207 |
93.600 |
93.750 |
92.830 |
92.850 |
-0.500 |
2,152 |
15,170 |
-234 |
Mar10 |
091207 |
94.150 |
94.400 |
93.730 |
93.950 |
-0.185 |
1,414 |
8,110 |
+385 |
Apr10 |
091207 |
95.650 |
95.850 |
95.250 |
95.500 |
-0.080 |
694 |
1,888 |
+317 |
May10 |
091207 |
96.450 |
96.550 |
95.950 |
96.400 |
-0.100 |
406 |
2,664 |
+206 |
Aug10 |
091207 |
98.700 |
98.850 |
98.100 |
98.400 |
-0.300 |
269 |
1,064 |
+194 |
Sep10 |
091207 |
98.200 |
98.200 |
98.200 |
98.200 |
unch |
0 |
9 |
+0 |
Oct10 |
091207 |
98.135 |
98.135 |
98.135 |
98.135 |
unch |
0 |
8 |
+0 |
Total Volume and Open Interest |
4,935 |
28,913 |
+868 |
Lean Hogs(CME) |
Dec09 |
091207 |
61.650 |
62.350 |
61.600 |
62.200 |
+1.050 |
7,732 |
13,438 |
-2,120 |
Feb10 |
091207 |
66.885 |
67.700 |
66.100 |
66.550 |
-0.200 |
19,549 |
78,236 |
-374 |
Apr10 |
091207 |
71.000 |
71.535 |
70.600 |
70.975 |
+0.125 |
5,157 |
41,344 |
+1,609 |
May10 |
091207 |
74.635 |
74.950 |
74.475 |
74.830 |
-0.055 |
112 |
2,757 |
-76 |
Jun10 |
091207 |
77.900 |
78.450 |
77.750 |
78.430 |
+0.680 |
2,608 |
22,186 |
+275 |
Jul10 |
091207 |
77.135 |
77.450 |
76.950 |
77.430 |
+0.480 |
552 |
8,010 |
+191 |
Aug10 |
091207 |
76.300 |
76.500 |
75.885 |
76.475 |
+0.190 |
123 |
6,201 |
+20 |
Oct10 |
091207 |
67.650 |
68.000 |
67.650 |
67.900 |
+0.015 |
41 |
3,173 |
+8 |
Total Volume and Open Interest |
35,888 |
177,325 |
-459 |
Pork Bellies(CME) |
Feb10 |
091207 |
83.600 |
85.700 |
83.100 |
84.535 |
+1.735 |
59 |
399 |
-4 |
Mar10 |
091207 |
81.900 |
83.000 |
81.500 |
81.550 |
+1.400 |
3 |
90 |
+3 |
May10 |
091207 |
84.000 |
84.000 |
83.000 |
84.000 |
+1.200 |
1 |
78 |
+0 |
Jul10 |
091207 |
86.000 |
86.000 |
83.700 |
83.700 |
unch |
0 |
20 |
+0 |
Aug10 |
091207 |
84.980 |
85.000 |
84.980 |
85.000 |
unch |
0 |
15 |
+0 |
Total Volume and Open Interest |
63 |
602 |
-1 |
Class III Milk(CME) |
Dec09 |
091207 |
14.73 |
14.75 |
14.69 |
14.72 |
-0.01 |
177 |
5,083 |
-106 |
Jan10 |
091207 |
14.50 |
14.54 |
14.35 |
14.44 |
-0.10 |
438 |
3,597 |
+75 |
Feb10 |
091207 |
14.58 |
14.62 |
14.50 |
14.56 |
-0.06 |
270 |
2,412 |
+89 |
Mar10 |
091207 |
15.05 |
15.08 |
14.97 |
15.01 |
-0.07 |
162 |
1,932 |
-1 |
Apr10 |
091207 |
15.29 |
15.30 |
15.21 |
15.27 |
-0.03 |
56 |
1,377 |
+19 |
Total Volume and Open Interest |
1,362 |
21,774 |
-3,707 |
Cocoa(ICE) |
Dec09 |
091207 |
3351 |
3383 |
3351 |
3379 |
+18 |
27 |
95 |
-5 |
Mar10 |
091207 |
3371 |
3385 |
3327 |
3378 |
+2 |
5,549 |
76,415 |
+510 |
May10 |
091207 |
3400 |
3402 |
3355 |
3397 |
+1 |
1,034 |
19,057 |
+129 |
Jul10 |
091207 |
3350 |
3405 |
3350 |
3396 |
unch |
435 |
7,671 |
+204 |
Sep10 |
091207 |
3376 |
3390 |
3376 |
3390 |
+1 |
37 |
5,109 |
+20 |
Dec10 |
091207 |
3363 |
3385 |
3363 |
3377 |
+2 |
44 |
3,932 |
-4 |
Mar11 |
091207 |
3349 |
3367 |
3349 |
3367 |
+2 |
80 |
7,678 |
+44 |
Total Volume and Open Interest |
7,213 |
126,413 |
+898 |
Coffee "C"(ICE) |
Dec09 |
091207 |
141.85 |
147.05 |
141.00 |
146.25 |
+5.15 |
20 |
524 |
-68 |
Mar10 |
091207 |
142.00 |
147.90 |
140.55 |
146.60 |
+5.25 |
7,986 |
77,598 |
+1,494 |
May10 |
091207 |
143.30 |
149.40 |
142.35 |
148.25 |
+5.20 |
1,151 |
19,833 |
+283 |
Jul10 |
091207 |
145.40 |
150.80 |
145.15 |
149.70 |
+5.10 |
1,009 |
5,175 |
-484 |
Sep10 |
091207 |
146.55 |
152.00 |
146.55 |
151.05 |
+5.05 |
756 |
5,024 |
+134 |
Dec10 |
091207 |
148.30 |
154.00 |
147.65 |
152.85 |
+4.95 |
686 |
5,458 |
+163 |
Total Volume and Open Interest |
11,900 |
115,493 |
+1,543 |
Orange Juice(ICE) |
Jan10 |
091207 |
122.50 |
127.75 |
121.35 |
126.50 |
+3.15 |
1,300 |
14,676 |
-366 |
Mar10 |
091207 |
126.60 |
131.05 |
124.85 |
130.10 |
+3.15 |
834 |
12,120 |
+421 |
May10 |
091207 |
130.00 |
133.85 |
128.90 |
133.35 |
+3.15 |
286 |
3,596 |
+217 |
Jul10 |
091207 |
132.50 |
136.25 |
132.50 |
136.00 |
+2.80 |
48 |
1,088 |
+44 |
Sep10 |
091207 |
135.50 |
138.45 |
135.50 |
138.45 |
+2.85 |
13 |
480 |
+11 |
Nov10 |
091207 |
139.00 |
140.55 |
139.00 |
140.55 |
+2.85 |
0 |
57 |
+0 |
Total Volume and Open Interest |
2,481 |
32,217 |
+327 |
Sugar #11(ICE) |
Mar10 |
091207 |
22.68 |
22.72 |
22.35 |
22.45 |
-0.07 |
60,995 |
351,737 |
+724 |
May10 |
091207 |
22.13 |
22.13 |
21.73 |
21.92 |
-0.01 |
23,106 |
118,295 |
+2,072 |
Jul10 |
091207 |
20.94 |
20.98 |
20.78 |
20.93 |
+0.01 |
12,197 |
119,567 |
+806 |
Oct10 |
091207 |
20.27 |
20.37 |
20.16 |
20.29 |
+0.02 |
4,680 |
88,130 |
+383 |
Mar11 |
091207 |
19.96 |
20.00 |
19.85 |
19.93 |
-0.03 |
1,980 |
48,268 |
+422 |
Total Volume and Open Interest |
105,190 |
792,695 |
+4,713 |
London Cocoa(LCE) |
Dec09 |
091202 |
2165 |
2174 |
2142 |
2145 |
-22 |
7,572 |
29,282 |
-25,162 |
Mar10 |
091207 |
2228 |
2249 |
2216 |
2243 |
+16 |
7,678 |
49,587 |
+215 |
May10 |
091207 |
2246 |
2268 |
2237 |
2263 |
+16 |
1,085 |
50,586 |
+2 |
Jul10 |
091207 |
2223 |
2238 |
2218 |
2231 |
+5 |
650 |
20,046 |
+238 |
Sep10 |
091207 |
2189 |
2214 |
2189 |
2199 |
+14 |
992 |
8,581 |
+737 |
Dec10 |
091207 |
2143 |
2167 |
2143 |
2160 |
+14 |
54 |
8,743 |
+25 |
Mar11 |
091207 |
2124 |
2148 |
2124 |
2140 |
+14 |
62 |
8,260 |
+5 |
Total Volume and Open Interest |
12,685 |
172,417 |
+347 |
London Sugar(LCE) |
Mar10 |
091207 |
617.10 |
620.20 |
615.50 |
616.90 |
-1.20 |
6,602 |
34,681 |
+217 |
May10 |
091207 |
607.00 |
610.00 |
605.40 |
606.50 |
-0.70 |
3,062 |
20,126 |
+215 |
Aug10 |
091207 |
575.20 |
577.70 |
574.20 |
575.50 |
+0.20 |
1,798 |
11,360 |
+431 |
Oct10 |
091207 |
545.90 |
546.00 |
545.20 |
546.00 |
+0.70 |
336 |
4,602 |
+55 |
Dec10 |
091207 |
530.00 |
530.50 |
529.30 |
530.50 |
+1.60 |
3 |
830 |
+0 |
Total Volume and Open Interest |
11,801 |
71,824 |
+918 |
Cotton(ICE) |
Dec09 |
091207 |
70.53 |
70.83 |
70.00 |
70.83 |
+0.62 |
15 |
82 |
-8 |
Mar10 |
091207 |
74.28 |
74.90 |
73.80 |
74.69 |
+0.87 |
4,735 |
131,085 |
+771 |
May10 |
091207 |
75.10 |
75.88 |
74.98 |
75.79 |
+0.84 |
471 |
13,859 |
-51 |
Jul10 |
091207 |
76.20 |
76.74 |
75.72 |
76.32 |
+0.55 |
180 |
19,407 |
+25 |
Oct10 |
091207 |
76.60 |
76.72 |
76.60 |
76.72 |
+0.56 |
4 |
128 |
+0 |
Dec10 |
091207 |
77.00 |
77.49 |
76.50 |
77.19 |
+0.55 |
336 |
11,786 |
+399 |
Total Volume and Open Interest |
5,812 |
177,238 |
+1,179 |
Lumber(CME) |
Jan10 |
091207 |
225.9 |
229.1 |
216.1 |
219.0 |
-5.5 |
1,521 |
4,936 |
-935 |
Mar10 |
091207 |
245.6 |
247.1 |
236.5 |
236.5 |
-8.0 |
893 |
4,905 |
+728 |
May10 |
091207 |
251.9 |
251.9 |
244.6 |
247.5 |
-4.4 |
78 |
769 |
+39 |
Jul10 |
091207 |
250.0 |
255.0 |
247.5 |
255.0 |
unch |
6 |
191 |
+3 |
Total Volume and Open Interest |
2,498 |
10,922 |
-165 |
Crude Oil(NYM) |
Jan10 |
091207 |
75.80 |
76.10 |
73.70 |
73.93 |
-1.54 |
351,788 |
318,192 |
-2,518 |
Feb10 |
091207 |
77.46 |
77.84 |
75.70 |
75.91 |
-1.34 |
116,865 |
118,374 |
+1,769 |
Mar10 |
091207 |
78.76 |
79.36 |
77.35 |
77.55 |
-1.17 |
54,235 |
102,064 |
+6,182 |
Apr10 |
091207 |
80.14 |
80.40 |
78.64 |
78.75 |
-1.09 |
20,574 |
34,098 |
+3,996 |
May10 |
091207 |
81.21 |
81.21 |
79.51 |
79.63 |
-1.06 |
13,928 |
27,800 |
+1,021 |
Jun10 |
091207 |
81.83 |
81.98 |
80.19 |
80.40 |
-1.04 |
24,921 |
109,828 |
+2,364 |
Jul10 |
091207 |
81.96 |
81.96 |
80.89 |
81.02 |
-1.01 |
5,018 |
29,480 |
+921 |
Aug10 |
091207 |
82.22 |
82.22 |
81.47 |
81.56 |
-0.98 |
4,151 |
14,433 |
+834 |
Sep10 |
091207 |
82.25 |
82.47 |
81.96 |
82.09 |
-0.96 |
3,280 |
27,476 |
+381 |
Oct10 |
091207 |
82.62 |
82.79 |
82.54 |
82.63 |
-0.94 |
1,625 |
14,841 |
+11 |
Nov10 |
091207 |
83.25 |
83.37 |
83.10 |
83.21 |
-0.92 |
1,525 |
16,876 |
+39 |
Dec10 |
091207 |
85.02 |
85.12 |
83.60 |
83.82 |
-0.90 |
19,109 |
129,672 |
+1,330 |
Jan11 |
091207 |
84.16 |
84.49 |
84.16 |
84.23 |
-0.88 |
1,384 |
18,590 |
-131 |
Feb11 |
091207 |
84.59 |
84.59 |
84.59 |
84.59 |
-0.85 |
841 |
7,809 |
+70 |
Mar11 |
091207 |
84.96 |
84.96 |
84.96 |
84.96 |
-0.83 |
845 |
6,273 |
-40 |
Apr11 |
091207 |
85.35 |
85.35 |
85.35 |
85.35 |
-0.79 |
649 |
8,867 |
+158 |
Total Volume and Open Interest |
650,285 |
1,216,682 |
+13,646 |
e-miNY Crude Oil(NYM) |
Dec09 |
091119 |
79.700 |
79.925 |
77.050 |
77.450 |
-2.125 |
9,328 |
3,959 |
+159 |
Jan10 |
091207 |
75.925 |
76.075 |
73.650 |
73.925 |
-1.550 |
12,748 |
4,730 |
+389 |
Feb10 |
091207 |
77.475 |
77.825 |
75.675 |
75.900 |
-1.350 |
729 |
870 |
+191 |
Mar10 |
091207 |
79.150 |
79.225 |
77.500 |
77.550 |
-1.175 |
61 |
227 |
-10 |
Apr10 |
091207 |
79.000 |
79.000 |
78.750 |
78.750 |
-1.100 |
3 |
79 |
+0 |
May10 |
091207 |
80.000 |
80.000 |
79.550 |
79.625 |
-1.075 |
3 |
2 |
+0 |
Jun10 |
091207 |
81.025 |
81.025 |
80.375 |
80.400 |
-1.050 |
10 |
10 |
-4 |
Jul10 |
091207 |
81.025 |
81.025 |
81.025 |
81.025 |
-1.000 |
0 |
6 |
+0 |
Aug10 |
091207 |
81.550 |
81.550 |
81.550 |
81.550 |
-1.000 |
0 |
1 |
+0 |
Sep10 |
091207 |
82.325 |
82.325 |
82.100 |
82.100 |
-0.950 |
|
|
|
Total Volume and Open Interest |
13,554 |
6,023 |
+566 |
Heating Oil(NYM) |
Jan10 |
091207 |
203.66 |
204.76 |
199.76 |
200.97 |
-1.71 |
47,641 |
88,824 |
-1,520 |
Feb10 |
091207 |
207.06 |
207.80 |
202.98 |
204.08 |
-1.85 |
14,018 |
44,133 |
+1,730 |
Mar10 |
091207 |
209.90 |
209.90 |
205.51 |
206.20 |
-2.02 |
6,588 |
38,475 |
+430 |
Apr10 |
091207 |
207.84 |
209.55 |
207.20 |
207.26 |
-2.17 |
3,549 |
20,542 |
+955 |
May10 |
091207 |
209.95 |
211.38 |
208.17 |
208.29 |
-2.33 |
2,405 |
13,648 |
+448 |
Jun10 |
091207 |
212.90 |
212.90 |
209.00 |
209.34 |
-2.50 |
5,105 |
31,816 |
-47 |
Jul10 |
091207 |
211.45 |
213.88 |
210.91 |
211.13 |
-2.54 |
1,514 |
9,235 |
+166 |
Aug10 |
091207 |
214.00 |
215.93 |
213.41 |
213.41 |
-2.51 |
531 |
4,249 |
+87 |
Sep10 |
091207 |
216.50 |
218.60 |
216.06 |
216.06 |
-2.49 |
555 |
7,842 |
-23 |
Oct10 |
091207 |
219.21 |
221.32 |
218.71 |
218.71 |
-2.44 |
175 |
4,353 |
+19 |
Nov10 |
091207 |
222.10 |
223.59 |
221.33 |
221.33 |
-2.40 |
105 |
6,120 |
+1 |
Dec10 |
091207 |
226.42 |
227.09 |
223.81 |
223.95 |
-2.39 |
1,360 |
20,909 |
+116 |
Total Volume and Open Interest |
84,526 |
314,712 |
+2,545 |
Gasoline(NYMEX) |
Jan10 |
091207 |
198.50 |
198.64 |
193.60 |
194.06 |
-3.44 |
40,315 |
97,122 |
-7,119 |
Feb10 |
091207 |
201.13 |
201.20 |
196.57 |
196.93 |
-3.44 |
13,234 |
38,183 |
+1,455 |
Mar10 |
091207 |
202.27 |
203.60 |
199.37 |
199.74 |
-3.38 |
6,062 |
32,985 |
+457 |
Apr10 |
091207 |
214.32 |
214.75 |
211.80 |
211.96 |
-3.31 |
5,255 |
21,943 |
+360 |
May10 |
091207 |
215.30 |
217.00 |
213.48 |
213.48 |
-3.28 |
2,538 |
9,892 |
+271 |
Jun10 |
091207 |
217.64 |
218.25 |
214.57 |
214.85 |
-3.20 |
2,926 |
11,786 |
+124 |
Jul10 |
091207 |
215.90 |
217.80 |
215.37 |
215.37 |
-3.18 |
691 |
5,425 |
-6 |
Aug10 |
091207 |
215.55 |
215.55 |
215.55 |
215.55 |
-3.10 |
443 |
5,187 |
+14 |
Sep10 |
091207 |
214.94 |
214.94 |
214.94 |
214.94 |
-3.01 |
584 |
5,035 |
+136 |
Oct10 |
091207 |
205.55 |
205.55 |
205.55 |
205.55 |
-2.95 |
505 |
2,136 |
-17 |
Total Volume and Open Interest |
75,129 |
249,795 |
-3,844 |
e-miNY RBOB Gasoline(NYM) |
Jan10 |
091207 |
1.98 |
1.98 |
1.98 |
1.94 |
-0.04 |
0 |
4 |
+0 |
Feb10 |
091207 |
196.90 |
196.93 |
196.90 |
196.90 |
-3.50 |
|
|
|
Mar10 |
091207 |
199.70 |
199.74 |
199.70 |
199.70 |
-3.40 |
|
|
|
Apr10 |
091207 |
212.00 |
212.00 |
211.96 |
212.00 |
-3.30 |
|
|
|
Total Volume and Open Interest |
0 |
4 |
+0 |
Natural Gas(NYM) |
Jan10 |
091207 |
4.651 |
5.009 |
4.644 |
4.971 |
+0.385 |
93,796 |
209,006 |
-5,022 |
Feb10 |
091207 |
4.733 |
5.090 |
4.733 |
5.057 |
+0.385 |
23,283 |
75,959 |
+2,025 |
Mar10 |
091207 |
4.805 |
5.118 |
4.765 |
5.097 |
+0.390 |
21,252 |
84,697 |
-481 |
Apr10 |
091207 |
4.830 |
5.143 |
4.820 |
5.134 |
+0.377 |
21,597 |
56,676 |
+3,121 |
May10 |
091207 |
4.880 |
5.192 |
4.853 |
5.182 |
+0.365 |
5,509 |
34,140 |
+1,370 |
Jun10 |
091207 |
4.959 |
5.259 |
4.959 |
5.255 |
+0.357 |
2,881 |
22,334 |
+164 |
Jul10 |
091207 |
5.042 |
5.344 |
5.021 |
5.342 |
+0.351 |
3,470 |
17,356 |
+340 |
Aug10 |
091207 |
5.103 |
5.420 |
5.103 |
5.420 |
+0.347 |
3,242 |
16,595 |
+348 |
Sep10 |
091207 |
5.303 |
5.472 |
5.302 |
5.472 |
+0.344 |
6,947 |
18,745 |
+1,108 |
Oct10 |
091207 |
5.443 |
5.625 |
5.408 |
5.619 |
+0.344 |
13,881 |
30,732 |
-826 |
Nov10 |
091207 |
5.902 |
6.060 |
5.901 |
6.059 |
+0.324 |
1,126 |
7,954 |
+105 |
Dec10 |
091207 |
6.260 |
6.510 |
6.260 |
6.499 |
+0.314 |
1,136 |
17,578 |
+176 |
Jan11 |
091207 |
6.569 |
6.747 |
6.550 |
6.744 |
+0.314 |
2,892 |
15,343 |
+447 |
Feb11 |
091207 |
6.590 |
6.741 |
6.590 |
6.739 |
+0.309 |
341 |
6,587 |
+228 |
Mar11 |
091207 |
6.450 |
6.599 |
6.450 |
6.599 |
+0.309 |
695 |
16,115 |
+180 |
Apr11 |
091207 |
6.120 |
6.222 |
6.120 |
6.219 |
+0.284 |
279 |
10,918 |
+135 |
Total Volume and Open Interest |
203,218 |
740,601 |
+3,463 |
Brent Crude Oil(ICE) |
Jan10 |
091207 |
77.83 |
78.25 |
76.28 |
76.43 |
-1.09 |
147,308 |
149,833 |
-1,972 |
Feb10 |
091207 |
78.76 |
78.95 |
77.17 |
77.30 |
-1.10 |
68,478 |
146,039 |
+1,784 |
Mar10 |
091207 |
79.61 |
79.80 |
78.08 |
78.21 |
-1.08 |
43,347 |
66,447 |
+28 |
Apr10 |
091207 |
80.30 |
80.45 |
78.95 |
79.08 |
-1.05 |
14,916 |
37,526 |
+1,556 |
May10 |
091207 |
81.20 |
81.20 |
79.75 |
79.88 |
-1.03 |
10,342 |
22,348 |
+945 |
Jun10 |
091207 |
81.90 |
81.90 |
80.49 |
80.62 |
-1.00 |
16,041 |
55,781 |
+986 |
Jul10 |
091207 |
82.32 |
82.32 |
81.28 |
81.28 |
-0.99 |
2,782 |
13,951 |
-241 |
Aug10 |
091207 |
83.09 |
83.09 |
81.89 |
81.89 |
-0.99 |
1,568 |
10,356 |
+479 |
Sep10 |
091207 |
83.68 |
83.68 |
82.48 |
82.48 |
-0.99 |
1,682 |
6,796 |
+143 |
Oct10 |
091207 |
83.07 |
83.07 |
83.07 |
83.07 |
-0.99 |
1,337 |
13,301 |
-186 |
Nov10 |
091207 |
83.66 |
83.66 |
83.66 |
83.66 |
-0.98 |
1,165 |
10,491 |
+45 |
Dec10 |
091207 |
85.46 |
85.46 |
84.12 |
84.27 |
-0.95 |
11,110 |
72,186 |
+1,167 |
Jan11 |
091207 |
84.81 |
84.81 |
84.81 |
84.81 |
-0.92 |
419 |
7,578 |
+137 |
Feb11 |
091207 |
85.29 |
85.29 |
85.29 |
85.29 |
-0.90 |
52 |
3,974 |
+24 |
Total Volume and Open Interest |
324,815 |
712,720 |
+5,298 |
Gas Oil(ICE) |
Dec09 |
091207 |
617.25 |
618.50 |
604.75 |
609.25 |
-12.50 |
34,238 |
64,512 |
-7,700 |
Jan10 |
091207 |
631.75 |
632.25 |
618.00 |
622.00 |
-13.50 |
61,385 |
128,049 |
+2,009 |
Feb10 |
091207 |
638.50 |
641.75 |
627.75 |
631.50 |
-13.75 |
27,170 |
65,523 |
+5,291 |
Mar10 |
091207 |
648.50 |
648.50 |
635.75 |
639.00 |
-14.25 |
12,607 |
40,705 |
+3,210 |
Apr10 |
091207 |
652.25 |
652.25 |
644.75 |
646.50 |
-14.00 |
6,249 |
24,405 |
-76 |
May10 |
091207 |
656.25 |
658.50 |
650.00 |
653.75 |
-14.00 |
4,656 |
19,351 |
-654 |
Jun10 |
091207 |
670.00 |
670.50 |
657.00 |
660.75 |
-13.75 |
5,416 |
45,171 |
+882 |
Jul10 |
091207 |
675.50 |
675.50 |
664.75 |
668.50 |
-13.75 |
846 |
16,038 |
+159 |
Aug10 |
091207 |
677.25 |
677.25 |
675.75 |
675.75 |
-13.75 |
1,286 |
17,602 |
+120 |
Sep10 |
091207 |
685.00 |
685.50 |
679.25 |
683.00 |
-13.25 |
1,062 |
15,729 |
+634 |
Total Volume and Open Interest |
161,415 |
561,313 |
+4,383 |
Ethanol(CBOT) |
Dec09 |
091203 |
2.135 |
2.135 |
2.130 |
2.130 |
unch |
46 |
267 |
-17 |
Jan10 |
091207 |
1.980 |
1.985 |
1.980 |
1.982 |
-0.001 |
76 |
713 |
+24 |
Feb10 |
091207 |
1.896 |
1.904 |
1.885 |
1.895 |
-0.001 |
80 |
621 |
+18 |
Mar10 |
091207 |
1.879 |
1.889 |
1.875 |
1.880 |
-0.006 |
74 |
913 |
+15 |
Apr10 |
091207 |
1.860 |
1.870 |
1.860 |
1.870 |
-0.007 |
32 |
562 |
+17 |
May10 |
091207 |
1.865 |
1.865 |
1.845 |
1.858 |
+0.011 |
11 |
427 |
+5 |
Jun10 |
091207 |
1.850 |
1.850 |
1.830 |
1.843 |
-0.001 |
14 |
316 |
-1 |
Jul10 |
091207 |
1.826 |
1.850 |
1.816 |
1.830 |
-0.003 |
9 |
348 |
+4 |
Total Volume and Open Interest |
325 |
5,876 |
-155 |
US Dollar Index(ICE) |
Dec09 |
091207 |
75.750 |
76.255 |
75.480 |
75.810 |
-0.160 |
14,420 |
36,797 |
+555 |
Mar10 |
091207 |
76.000 |
76.575 |
75.800 |
76.115 |
-0.175 |
737 |
3,266 |
+237 |
Jun10 |
091207 |
76.470 |
76.470 |
76.470 |
76.470 |
-0.135 |
0 |
7 |
+0 |
Total Volume and Open Interest |
15,157 |
40,071 |
+792 |
Australian Dollar(CME) |
Dec09 |
091207 |
91.49 |
91.82 |
90.30 |
91.15 |
+0.12 |
94,195 |
109,001 |
+1,137 |
Mar10 |
091207 |
90.67 |
90.97 |
89.45 |
90.30 |
+0.12 |
2,159 |
10,808 |
+201 |
Jun10 |
091207 |
89.26 |
89.36 |
88.51 |
89.36 |
+0.12 |
0 |
10 |
+0 |
Total Volume and Open Interest |
96,354 |
119,841 |
+1,338 |
British Pound(CME) |
Dec09 |
091207 |
164.62 |
165.14 |
163.13 |
164.39 |
+0.12 |
92,306 |
81,685 |
-2,607 |
Mar10 |
091207 |
164.47 |
165.03 |
163.05 |
164.29 |
+0.11 |
2,942 |
9,377 |
+1,194 |
Jun10 |
091207 |
164.19 |
164.55 |
163.14 |
164.19 |
+0.11 |
1 |
121 |
+0 |
Total Volume and Open Interest |
95,249 |
91,254 |
-1,413 |
Canadian Dollar(CME) |
Dec09 |
091207 |
94.65 |
95.40 |
93.89 |
94.96 |
+0.55 |
91,746 |
87,104 |
-289 |
Mar10 |
091207 |
94.65 |
95.40 |
93.89 |
94.96 |
+0.56 |
1,776 |
9,753 |
+85 |
Jun10 |
091207 |
94.33 |
95.37 |
93.91 |
94.95 |
+0.56 |
9 |
637 |
+9 |
Sep10 |
091207 |
94.33 |
95.37 |
94.09 |
94.94 |
+0.56 |
33 |
456 |
+7 |
Total Volume and Open Interest |
93,572 |
98,280 |
-188 |
Japanese Yen(CME) |
Dec09 |
091207 |
110.79 |
112.31 |
110.65 |
111.78 |
+1.55 |
115,016 |
135,611 |
-3,662 |
Mar10 |
091207 |
110.86 |
112.37 |
110.30 |
111.85 |
+1.55 |
2,197 |
6,410 |
+158 |
Jun10 |
091207 |
111.97 |
112.18 |
110.40 |
111.97 |
+1.57 |
0 |
24 |
+0 |
Total Volume and Open Interest |
117,213 |
142,078 |
-3,504 |
Swiss Franc(CME) |
Dec09 |
091207 |
98.50 |
98.65 |
97.60 |
98.10 |
-0.06 |
62,999 |
56,006 |
+1,616 |
Mar10 |
091207 |
98.57 |
98.70 |
97.65 |
98.16 |
-0.07 |
588 |
2,771 |
+301 |
Jun10 |
091207 |
98.24 |
98.63 |
98.05 |
98.24 |
-0.07 |
1 |
12 |
+0 |
Total Volume and Open Interest |
63,588 |
58,790 |
+1,917 |
EuroFX(CME) |
Dec09 |
091207 |
148.71 |
149.05 |
147.55 |
148.20 |
-0.07 |
309,711 |
167,291 |
+3,144 |
Mar10 |
091207 |
148.70 |
148.97 |
147.50 |
148.15 |
-0.07 |
18,423 |
15,148 |
+6,369 |
Jun10 |
091207 |
148.60 |
148.60 |
147.67 |
148.10 |
-0.04 |
5 |
193 |
+1 |
Total Volume and Open Interest |
328,140 |
182,812 |
+9,395 |
Mexican Peso(CME) |
Dec09 |
091207 |
789.2 |
793.0 |
784.2 |
789.5 |
+1.5 |
34,313 |
116,774 |
-4,263 |
Jan10 |
091207 |
786.0 |
786.0 |
784.5 |
786.0 |
+1.5 |
0 |
2 |
+0 |
Total Volume and Open Interest |
49,171 |
137,170 |
+6,438 |
30-Year T-Bonds(CBOT) |
Dec09 |
091207 |
119~220 |
120~130 |
119~150 |
119~310 |
+0~090 |
29,598 |
68,262 |
-11,818 |
Mar10 |
091207 |
118~260 |
119~190 |
118~180 |
119~040 |
+0~100 |
291,908 |
692,453 |
-22,727 |
Jun10 |
091207 |
117~200 |
117~250 |
117~100 |
117~200 |
+0~100 |
19 |
78 |
+2 |
Total Volume and Open Interest |
321,525 |
760,794 |
-34,543 |
10-Year T-Notes(CBOT) |
Dec09 |
091207 |
119~010 |
119~235 |
119~010 |
119~185 |
+0~120 |
56,889 |
64,643 |
-23,096 |
Mar10 |
091207 |
117~260 |
118~120 |
117~205 |
118~065 |
+0~115 |
947,876 |
1,222,963 |
-34,440 |
Jun10 |
091207 |
116~160 |
117~040 |
116~160 |
117~010 |
+0~115 |
3 |
4 |
+3 |
Total Volume and Open Interest |
1,004,768 |
1,287,610 |
-57,533 |
5-Year T-Notes(CBOT) |
Dec09 |
091207 |
117~084 |
117~090 |
117~019 |
117~084 |
+0~048 |
8,602 |
88,892 |
-13,421 |
Mar10 |
091207 |
116~009 |
116~066 |
115~117 |
116~057 |
+0~045 |
508,248 |
823,784 |
+6,126 |
Jun10 |
091207 |
115~069 |
115~069 |
115~024 |
115~069 |
+0~045 |
1 |
1 |
+0 |
Total Volume and Open Interest |
536,923 |
912,677 |
-7,295 |
2 Year T-Notes(CBOT) |
Dec09 |
091207 |
109~030 |
109~030 |
109~030 |
109~036 |
+0~021 |
0 |
39,919 |
-5,115 |
Mar10 |
091207 |
108~071 |
108~099 |
108~066 |
108~096 |
+0~024 |
279,110 |
916,082 |
-6,081 |
Jun10 |
091207 |
108~016 |
108~027 |
108~004 |
108~027 |
+0~023 |
7 |
7,541 |
+3 |
Total Volume and Open Interest |
292,125 |
963,543 |
-12,555 |
Eurodollars(CME) |
Dec09 |
091207 |
99.738 |
99.740 |
99.735 |
99.738 |
unch |
110,957 |
1,000,275 |
-8,353 |
Mar10 |
091207 |
99.565 |
99.610 |
99.550 |
99.600 |
+0.040 |
231,092 |
1,107,882 |
-711 |
Jun10 |
091207 |
99.310 |
99.405 |
99.300 |
99.390 |
+0.080 |
357,206 |
986,007 |
-14,896 |
Sep10 |
091207 |
98.985 |
99.095 |
98.960 |
99.080 |
+0.095 |
347,545 |
772,332 |
+7,772 |
Dec10 |
091207 |
98.620 |
98.740 |
98.595 |
98.725 |
+0.100 |
353,913 |
874,390 |
+3,687 |
Mar11 |
091207 |
98.275 |
98.390 |
98.240 |
98.375 |
+0.100 |
311,823 |
540,865 |
+3,867 |
Jun11 |
091207 |
97.925 |
98.050 |
97.895 |
98.025 |
+0.095 |
298,797 |
531,860 |
+3,847 |
Sep11 |
091207 |
97.615 |
97.735 |
97.580 |
97.710 |
+0.090 |
194,666 |
490,523 |
-4,963 |
Dec11 |
091207 |
97.315 |
97.440 |
97.290 |
97.410 |
+0.080 |
111,658 |
271,247 |
+567 |
Mar12 |
091207 |
97.080 |
97.190 |
97.050 |
97.165 |
+0.075 |
86,607 |
198,656 |
+4,981 |
Jun12 |
091207 |
96.840 |
96.945 |
96.815 |
96.915 |
+0.065 |
69,644 |
176,300 |
+2,562 |
Sep12 |
091207 |
96.625 |
96.720 |
96.605 |
96.695 |
+0.055 |
54,800 |
114,275 |
+2,090 |
Dec12 |
091207 |
96.405 |
96.505 |
96.395 |
96.475 |
+0.045 |
17,816 |
63,317 |
-648 |
Mar13 |
091207 |
96.275 |
96.345 |
96.245 |
96.310 |
+0.035 |
12,183 |
57,676 |
+169 |
Jun13 |
091207 |
96.130 |
96.180 |
96.090 |
96.145 |
+0.030 |
8,776 |
53,787 |
+141 |
Sep13 |
091207 |
95.970 |
96.035 |
95.940 |
95.985 |
+0.025 |
9,049 |
54,780 |
+51 |
Dec13 |
091207 |
95.865 |
95.880 |
95.795 |
95.825 |
+0.020 |
5,559 |
28,757 |
-304 |
Mar14 |
091207 |
95.755 |
95.770 |
95.690 |
95.705 |
+0.015 |
4,692 |
28,936 |
+112 |
Total Volume and Open Interest |
2,603,758 |
7,499,839 |
+2,888 |
30 Day Federal Funds(CBOT) |
Dec09 |
091207 |
99.870 |
99.872 |
99.870 |
99.870 |
unch |
2,648 |
76,667 |
+2,443 |
Jan10 |
091207 |
99.860 |
99.865 |
99.860 |
99.860 |
unch |
2,832 |
63,302 |
-1,937 |
Feb10 |
091207 |
99.825 |
99.835 |
99.825 |
99.830 |
+0.005 |
4,433 |
70,421 |
-376 |
Mar10 |
091207 |
99.800 |
99.810 |
99.800 |
99.805 |
+0.005 |
4,878 |
46,283 |
-310 |
Apr10 |
091207 |
99.780 |
99.790 |
99.770 |
99.785 |
+0.015 |
4,761 |
63,577 |
-324 |
May10 |
091207 |
99.715 |
99.745 |
99.715 |
99.735 |
+0.020 |
7,500 |
56,299 |
-950 |
Total Volume and Open Interest |
43,096 |
494,121 |
+3,694 |
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 |
091207 |
99.540 |
99.540 |
99.540 |
99.540 |
unch |
0 |
4,582 |
+0 |
Mar10 |
091207 |
99.630 |
99.630 |
99.630 |
99.630 |
unch |
0 |
423 |
+0 |
Jun10 |
091207 |
99.620 |
99.620 |
99.620 |
99.620 |
unch |
0 |
80 |
+0 |
Sep10 |
091207 |
99.650 |
99.650 |
99.650 |
99.650 |
unch |
0 |
230 |
+0 |
Dec10 |
091207 |
99.665 |
99.665 |
99.665 |
99.665 |
unch |
0 |
90 |
+0 |
Mar11 |
091207 |
99.580 |
99.580 |
99.580 |
99.580 |
unch |
|
|
|
Jun11 |
091207 |
99.520 |
99.520 |
99.520 |
99.520 |
unch |
|
|
|
Sep11 |
091207 |
99.520 |
99.520 |
99.520 |
99.520 |
unch |
|
|
|
Dec11 |
091207 |
99.360 |
99.360 |
99.360 |
99.360 |
+0.020 |
|
|
|
Mar12 |
091207 |
99.325 |
99.325 |
99.325 |
99.325 |
+0.020 |
|
|
|
Total Volume and Open Interest |
0 |
5,405 |
+0 |
3-Mth Euro-Yen(SGX) |
Dec09 |
091207 |
99.56 |
99.56 |
99.56 |
99.56 |
unch |
628 |
4,974 |
+424 |
Mar10 |
091207 |
99.61 |
99.64 |
99.61 |
99.64 |
unch |
258 |
4,020 |
+189 |
Jun10 |
091207 |
99.66 |
99.66 |
99.66 |
99.66 |
+0.03 |
0 |
2,142 |
+19 |
Sep10 |
091207 |
99.69 |
99.69 |
99.69 |
99.69 |
+0.03 |
0 |
1,958 |
-1 |
Dec10 |
091207 |
99.70 |
99.70 |
99.70 |
99.70 |
+0.02 |
0 |
1,011 |
+54 |
Mar11 |
091207 |
99.61 |
99.61 |
99.61 |
99.61 |
+0.02 |
0 |
662 |
+100 |
Jun11 |
091207 |
12.51 |
12.51 |
12.51 |
12.51 |
-87.03 |
0 |
52 |
+0 |
Sep11 |
091207 |
12.51 |
12.51 |
12.51 |
12.51 |
-87.03 |
0 |
51 |
+0 |
Total Volume and Open Interest |
886 |
16,342 |
+785 |
Japanese Gov't Bonds(SGX) |
Dec09 |
091207 |
139.91 |
139.96 |
139.43 |
139.86 |
-0.11 |
1,127 |
14,940 |
-999 |
Mar10 |
091207 |
139.53 |
139.53 |
138.55 |
139.37 |
-0.10 |
159 |
7,322 |
+4,841 |
Jun10 |
091207 |
139.37 |
139.37 |
139.37 |
139.37 |
-0.10 |
|
|
|
Total Volume and Open Interest |
1,286 |
22,262 |
+3,842 |
Euro-Bund(EUREX) |
Dec09 |
091207 |
122.84 |
123.24 |
122.81 |
123.15 |
+0.41 |
1,205,305 |
504,943 |
-171,986 |
Mar10 |
091207 |
122.67 |
123.06 |
122.61 |
122.96 |
+0.43 |
491,833 |
483,143 |
+172,687 |
Jun10 |
091207 |
121.52 |
121.64 |
121.52 |
121.64 |
+0.25 |
101 |
3 |
+1 |
Total Volume and Open Interest |
1,697,239 |
988,089 |
+702 |
Euro-Bobl(EUREX) |
Dec09 |
091207 |
116.24 |
116.52 |
116.14 |
116.47 |
+0.28 |
1,032,873 |
364,678 |
-190,093 |
Mar10 |
091207 |
115.99 |
116.37 |
115.99 |
116.31 |
+0.27 |
551,090 |
393,481 |
+177,386 |
Jun10 |
091207 |
115.77 |
115.77 |
115.77 |
115.77 |
+0.28 |
|
|
|
Total Volume and Open Interest |
1,583,963 |
758,159 |
-12,707 |
3-Mth Euribor(EUREX) |
Dec09 |
091207 |
99.270 |
99.280 |
99.270 |
99.280 |
+0.010 |
492 |
9,442 |
+161 |
Mar10 |
091207 |
99.150 |
99.175 |
99.145 |
99.170 |
+0.015 |
493 |
4,690 |
-139 |
Jun10 |
091207 |
98.810 |
98.840 |
98.805 |
98.840 |
+0.030 |
320 |
4,919 |
+100 |
Total Volume and Open Interest |
1,473 |
23,644 |
+142 |
Long Gilt(LIFFE) |
Dec09 |
091207 |
118~10 |
118~22 |
118~08 |
118~17 |
+0~04 |
8,372 |
47,543 |
-3,151 |
Mar10 |
091207 |
116~24 |
117~04 |
116~22 |
116~30 |
+0~04 |
89,421 |
239,787 |
-4,270 |
Total Volume and Open Interest |
97,793 |
287,330 |
-7,421 |
3-Mth Short Sterling(LIFFE) |
Dec09 |
091207 |
99.38 |
99.39 |
99.38 |
99.38 |
-0.01 |
35,193 |
356,405 |
+2,063 |
Mar10 |
091207 |
99.20 |
99.24 |
99.17 |
99.23 |
+0.01 |
73,984 |
353,964 |
+6,096 |
Jun10 |
091207 |
98.93 |
98.99 |
98.89 |
98.98 |
+0.03 |
66,601 |
417,313 |
-845 |
Sep10 |
091207 |
98.54 |
98.60 |
98.48 |
98.59 |
+0.05 |
71,243 |
318,705 |
+10,484 |
Dec10 |
091207 |
98.06 |
98.14 |
98.02 |
98.13 |
+0.06 |
80,037 |
344,021 |
-6,278 |
Mar11 |
091207 |
97.63 |
97.74 |
97.62 |
97.73 |
+0.06 |
64,653 |
262,520 |
+782 |
Total Volume and Open Interest |
490,220 |
2,586,904 |
+13,637 |
3-Mth Euribor(LIFFE) |
Dec09 |
091207 |
99.270 |
99.280 |
99.260 |
99.280 |
+0.020 |
76,377 |
590,613 |
-4,756 |
Mar10 |
091207 |
99.160 |
99.180 |
99.130 |
99.170 |
+0.015 |
372,323 |
722,754 |
-5,090 |
Jun10 |
091207 |
98.810 |
98.850 |
98.780 |
98.840 |
+0.030 |
559,155 |
723,798 |
-26,597 |
Total Volume and Open Interest |
2,378,262 |
3,655,972 |
+6,806 |
3-Mth Aus T-Bills(SFE) |
Dec09 |
091207 |
95.92 |
95.93 |
95.89 |
95.92 |
-0.01 |
16,319 |
301,717 |
-10,026 |
Mar10 |
091207 |
95.57 |
95.58 |
95.51 |
95.56 |
-0.01 |
19,021 |
269,423 |
-3,034 |
Jun10 |
091207 |
95.25 |
95.28 |
95.14 |
95.22 |
-0.03 |
7,649 |
152,169 |
-1,723 |
Sep10 |
091207 |
94.99 |
95.01 |
94.84 |
94.94 |
-0.05 |
5,927 |
96,160 |
+1,112 |
Dec10 |
091207 |
94.75 |
94.76 |
94.57 |
94.68 |
-0.07 |
2,895 |
73,674 |
+582 |
Mar11 |
091207 |
94.45 |
94.45 |
94.31 |
94.41 |
-0.08 |
1,918 |
25,837 |
+589 |
Jun11 |
091207 |
94.28 |
94.28 |
94.08 |
94.18 |
-0.09 |
788 |
23,225 |
+402 |
Sep11 |
091207 |
94.07 |
94.07 |
93.90 |
93.98 |
-0.14 |
973 |
16,665 |
+197 |
Dec11 |
091207 |
93.78 |
93.83 |
93.78 |
93.83 |
-0.16 |
10 |
6,827 |
+0 |
Mar12 |
091207 |
93.69 |
93.74 |
93.69 |
93.74 |
-0.15 |
0 |
3,045 |
+0 |
Total Volume and Open Interest |
55,500 |
970,531 |
-11,901 |
10-Year Aus T-Bonds(SFE) |
Dec09 |
091207 |
94.59 |
94.62 |
94.44 |
94.53 |
-0.08 |
27,686 |
373,794 |
+7,544 |
Mar10 |
091207 |
94.54 |
94.54 |
94.38 |
94.45 |
-0.09 |
2,922 |
4,686 |
+2,899 |
Total Volume and Open Interest |
30,608 |
378,480 |
+10,443 |
3-Year Aus T-Bonds(SFE) |
Dec09 |
091207 |
95.24 |
95.25 |
95.05 |
95.13 |
-0.11 |
73,001 |
917,886 |
+2,441 |
Mar10 |
091207 |
94.88 |
94.88 |
94.82 |
94.87 |
-0.13 |
94 |
16,419 |
+34 |
Total Volume and Open Interest |
73,095 |
934,305 |
+2,475 |
Gold(CMX) |
Dec09 |
091207 |
1157.6 |
1165.5 |
1136.3 |
1163.4 |
-5.4 |
1,530 |
8,983 |
-380 |
Feb10 |
091207 |
1160.3 |
1166.2 |
1136.1 |
1164.0 |
-5.5 |
222,895 |
365,116 |
+6,592 |
Apr10 |
091207 |
1161.8 |
1166.9 |
1137.4 |
1165.2 |
-5.6 |
5,034 |
48,222 |
+1,736 |
Jun10 |
091207 |
1162.7 |
1168.0 |
1139.0 |
1166.3 |
-5.6 |
2,567 |
21,748 |
+326 |
Aug10 |
091207 |
1162.3 |
1167.5 |
1147.3 |
1167.5 |
-5.7 |
375 |
11,650 |
-193 |
Oct10 |
091207 |
1164.3 |
1170.0 |
1148.5 |
1169.0 |
-5.8 |
1,569 |
5,108 |
+854 |
Dec10 |
091207 |
1168.0 |
1172.0 |
1146.0 |
1170.8 |
-6.0 |
2,498 |
22,708 |
+581 |
Feb11 |
091207 |
1152.0 |
1173.2 |
1152.0 |
1173.2 |
-6.2 |
74 |
2,842 |
+6 |
Apr11 |
091207 |
1182.3 |
1182.3 |
1154.2 |
1175.9 |
-6.4 |
44 |
1,091 |
+13 |
Jun11 |
091207 |
501.9 |
524.5 |
500.6 |
523.7 |
-6.6 |
453 |
9,089 |
+433 |
Aug11 |
091207 |
1161.3 |
1182.8 |
1159.0 |
1182.8 |
-6.8 |
34 |
333 |
+34 |
Oct11 |
091207 |
1187.0 |
1187.0 |
1187.0 |
1187.0 |
-7.1 |
33 |
66 |
+33 |
Total Volume and Open Interest |
240,174 |
530,367 |
+10,664 |
Silver(CMX) |
Dec09 |
091207 |
1836.0 |
1854.0 |
1790.5 |
1833.6 |
-16.0 |
1,720 |
1,559 |
-557 |
Mar10 |
091207 |
1848.0 |
1858.5 |
1789.5 |
1836.0 |
-16.0 |
41,226 |
91,414 |
+178 |
May10 |
091207 |
1836.5 |
1838.5 |
1798.5 |
1838.0 |
-16.2 |
812 |
9,035 |
-421 |
Jul10 |
091207 |
1839.0 |
1840.5 |
1804.5 |
1839.9 |
-16.2 |
93 |
7,196 |
-5 |
Sep10 |
091207 |
1833.0 |
1841.6 |
1812.0 |
1841.6 |
-16.5 |
138 |
2,723 |
+43 |
Dec10 |
091207 |
1830.0 |
1845.0 |
1800.0 |
1844.1 |
-16.9 |
1,168 |
9,143 |
-175 |
Mar11 |
091207 |
1806.5 |
1847.2 |
1806.0 |
1847.2 |
-17.7 |
22 |
50 |
+0 |
Total Volume and Open Interest |
46,194 |
130,848 |
-1,036 |
Platinum(NYMEX) |
Jan10 |
091207 |
1458.9 |
1458.9 |
1424.6 |
1444.6 |
-5.1 |
4,474 |
29,639 |
-1,001 |
Apr10 |
091207 |
1448.6 |
1454.0 |
1428.1 |
1448.2 |
-5.1 |
1,332 |
5,957 |
+959 |
Jul10 |
091207 |
1450.5 |
1450.6 |
1450.5 |
1450.6 |
-5.1 |
17 |
203 |
+15 |
Oct10 |
091207 |
1453.7 |
1453.7 |
1453.7 |
1453.7 |
-5.1 |
0 |
13 |
+0 |
Total Volume and Open Interest |
5,823 |
35,812 |
-77 |
Palladium(NYMEX) |
Dec09 |
091207 |
372.05 |
372.80 |
372.05 |
372.80 |
-4.05 |
4 |
1,181 |
-19 |
Mar10 |
091207 |
379.00 |
379.15 |
366.05 |
375.25 |
-4.05 |
932 |
21,662 |
+253 |
Jun10 |
091207 |
372.50 |
377.00 |
368.00 |
376.30 |
-4.05 |
4 |
172 |
-2 |
Total Volume and Open Interest |
940 |
23,018 |
+232 |
Copper(CMX) |
Dec09 |
091207 |
319.45 |
319.80 |
314.00 |
318.50 |
-2.85 |
644 |
3,808 |
-579 |
Mar10 |
091207 |
320.45 |
322.50 |
315.60 |
320.90 |
-2.85 |
21,943 |
122,456 |
+2,988 |
May10 |
091207 |
321.90 |
322.50 |
318.05 |
322.30 |
-2.70 |
1,136 |
11,700 |
+298 |
Jul10 |
091207 |
322.95 |
323.05 |
322.95 |
323.05 |
-2.70 |
149 |
4,679 |
+58 |
Sep10 |
091207 |
323.55 |
323.55 |
323.55 |
323.55 |
-2.70 |
267 |
2,427 |
+251 |
Total Volume and Open Interest |
24,534 |
151,501 |
+3,054 |
DJIA Index(CBOT) |
Dec09 |
091207 |
10400 |
10430 |
10339 |
10391 |
-9 |
347 |
14,527 |
-48 |
Mar10 |
091207 |
10342 |
10388 |
10288 |
10329 |
-9 |
14 |
1,045 |
+9 |
Jun10 |
091207 |
10272 |
10280 |
10272 |
10272 |
-8 |
0 |
1 |
+0 |
Sep10 |
091207 |
10214 |
10223 |
10214 |
10214 |
-9 |
|
|
|
Total Volume and Open Interest |
361 |
15,573 |
-39 |
S & P 500(CME) |
Dec09 |
091207 |
1107.70 |
1110.50 |
1098.80 |
1103.70 |
-4.40 |
26,973 |
389,373 |
-5,291 |
Mar10 |
091207 |
1099.30 |
1105.00 |
1096.00 |
1098.90 |
-4.40 |
12,190 |
21,192 |
+8,099 |
Jun10 |
091207 |
1094.20 |
1101.70 |
1090.20 |
1094.20 |
-4.50 |
1 |
1,461 |
+1 |
Sep10 |
091207 |
1090.00 |
1097.50 |
1086.00 |
1090.00 |
-4.50 |
|
|
|
Total Volume and Open Interest |
39,164 |
412,032 |
+2,810 |
S & P 500 E-Mini(Globex) |
Dec09 |
091207 |
1108.00 |
1110.75 |
1098.75 |
1103.75 |
-4.25 |
2,054,949 |
2,572,315 |
-16,700 |
Mar10 |
091207 |
1102.75 |
1106.00 |
1094.00 |
1099.00 |
-4.25 |
33,271 |
109,407 |
+22,298 |
Total Volume and Open Interest |
2,088,226 |
2,681,900 |
+5,601 |
NASDAQ 100(CME) |
Dec09 |
091207 |
1795.50 |
1798.00 |
1778.00 |
1784.00 |
-11.00 |
1,769 |
24,844 |
-353 |
Mar10 |
091207 |
1775.00 |
1793.00 |
1775.00 |
1781.80 |
-11.00 |
0 |
157 |
+9 |
Jun10 |
091207 |
1780.80 |
1780.80 |
1780.30 |
1780.80 |
-11.00 |
|
|
|
Total Volume and Open Interest |
1,769 |
25,001 |
-344 |
NASDAQ 100 E-Mini(Globex) |
Dec09 |
091207 |
1795.00 |
1799.00 |
1779.00 |
1784.00 |
-11.00 |
282,247 |
340,374 |
-14,473 |
Mar10 |
091207 |
1783.30 |
1796.50 |
1763.00 |
1781.80 |
-11.00 |
3,154 |
10,395 |
+2,192 |
Total Volume and Open Interest |
285,404 |
350,772 |
-12,281 |
S & P Midcap 400(CME) |
Dec09 |
091207 |
700.00 |
705.10 |
698.00 |
700.30 |
-1.70 |
66 |
3,417 |
-35 |
Mar10 |
091207 |
701.00 |
702.00 |
697.50 |
697.90 |
-1.60 |
0 |
1 |
+0 |
Jun10 |
091207 |
695.90 |
695.90 |
695.50 |
695.90 |
-1.60 |
|
|
|
Total Volume and Open Interest |
66 |
3,418 |
-35 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Dec09 |
091207 |
10145 |
10160 |
10065 |
10115 |
-110 |
14,273 |
36,332 |
-597 |
Mar10 |
091207 |
10205 |
10250 |
10140 |
10190 |
-95 |
1,033 |
1,547 |
+969 |
Total Volume and Open Interest |
15,306 |
37,879 |
+372 |
Nikkei 225(SGX) |
Dec09 |
091207 |
10000 |
10250 |
9970 |
10160 |
+165 |
179,959 |
197,638 |
-7,128 |
Mar10 |
091207 |
10000 |
10240 |
9965 |
10165 |
+170 |
6,409 |
15,312 |
+2,747 |
Jun10 |
091207 |
26460 |
26460 |
26460 |
26460 |
+16435 |
50 |
540 |
+0 |
Total Volume and Open Interest |
186,909 |
216,204 |
-4,190 |
CAC 40(EURONEXT) |
Dec09 |
091207 |
3820.5 |
3848.5 |
3796.5 |
3836.0 |
-2.0 |
97,175 |
384,502 |
-7,997 |
Jan10 |
091207 |
3825.0 |
3845.0 |
3804.0 |
3837.0 |
-2.0 |
108 |
708 |
-102 |
Feb10 |
091207 |
3836.0 |
3836.0 |
3836.0 |
3836.0 |
+1.0 |
0 |
1 |
+0 |
Total Volume and Open Interest |
97,292 |
387,609 |
-8,090 |
Hang Seng Index(HKFE) |
Dec09 |
091207 |
22427 |
22502 |
22242 |
22341 |
-86 |
59,451 |
88,289 |
+1,451 |
Jan10 |
091207 |
22443 |
22489 |
22238 |
22320 |
-90 |
560 |
811 |
+31 |
Total Volume and Open Interest |
60,242 |
90,221 |
+1,518 |
DAX(EUREX) |
Dec09 |
091207 |
5796.0 |
5814.5 |
5744.0 |
5784.0 |
-33.5 |
147,015 |
205,282 |
+3,766 |
Mar10 |
091207 |
5803.0 |
5818.5 |
5751.0 |
5790.0 |
-33.0 |
1,682 |
20,698 |
-102 |
Jun10 |
091207 |
5805.5 |
5825.0 |
5757.5 |
5796.0 |
-33.5 |
643 |
2,305 |
+40 |
Total Volume and Open Interest |
149,340 |
228,285 |
+3,704 |
FT-SE 100(EURONEXT) |
Dec09 |
091207 |
5305.50 |
5331.00 |
5250.00 |
5308.00 |
-12.50 |
98,093 |
636,076 |
+5,059 |
Mar10 |
091207 |
5260.00 |
5288.00 |
5223.00 |
5266.00 |
-12.00 |
2,721 |
29,685 |
+733 |
Jun10 |
091207 |
5232.00 |
5234.00 |
5217.00 |
5217.00 |
-12.00 |
17 |
996 |
+10 |
Total Volume and Open Interest |
100,831 |
667,071 |
+5,802 |
SPI 200(SFE) |
Dec09 |
091207 |
4701.0 |
4786.0 |
4654.0 |
4673.0 |
-33.0 |
28,815 |
228,416 |
+4,879 |
Mar10 |
091207 |
4693.0 |
4772.0 |
4644.0 |
4661.0 |
-33.0 |
130 |
5,388 |
+106 |
Jun10 |
091207 |
4685.0 |
4685.0 |
4685.0 |
4685.0 |
-33.0 |
0 |
1,427 |
+0 |
Total Volume and Open Interest |
28,945 |
236,621 |
+4,985 |
GSCI(CME) |
Dec09 |
091207 |
501.25 |
503.00 |
497.50 |
497.50 |
-5.00 |
240 |
19,317 |
-160 |
Jan10 |
091207 |
505.25 |
510.00 |
505.00 |
505.25 |
-4.25 |
77 |
227 |
+75 |
Feb10 |
091207 |
513.00 |
517.05 |
512.00 |
513.00 |
-4.00 |
2 |
0 |
+0 |
Total Volume and Open Interest |
319 |
19,544 |
-85 |
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. |
|
|