|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Thu December 10, 2009 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Jan10 |
091210 |
1028.50 |
1033.50 |
1019.00 |
1027.00 |
-1.50 |
95,941 |
188,546 |
-13,106 |
| Mar10 |
091210 |
1038.00 |
1042.00 |
1028.25 |
1035.75 |
-2.00 |
52,973 |
130,011 |
+6,904 |
| May10 |
091210 |
1045.50 |
1054.50 |
1035.50 |
1042.50 |
-3.25 |
18,706 |
47,119 |
+1,377 |
| Jul10 |
091210 |
1049.00 |
1055.50 |
1040.75 |
1047.75 |
-4.25 |
11,015 |
43,785 |
+259 |
| Aug10 |
091210 |
1049.75 |
1050.00 |
1038.00 |
1043.50 |
-4.50 |
158 |
1,791 |
+24 |
| Sep10 |
091210 |
1030.00 |
1032.00 |
1022.00 |
1029.00 |
-1.00 |
127 |
477 |
+7 |
| Nov10 |
091210 |
1020.00 |
1023.25 |
1011.00 |
1019.50 |
-0.50 |
6,668 |
63,817 |
+1,091 |
| Total Volume and Open Interest |
187,042 |
482,172 |
-2,810 |
| Soybean Meal(CBOT) |
| Dec09 |
091210 |
314.20 |
315.90 |
310.50 |
313.10 |
-1.10 |
1,948 |
3,160 |
-1,197 |
| Jan10 |
091210 |
306.10 |
307.50 |
302.50 |
305.60 |
unch |
23,242 |
53,111 |
-526 |
| Mar10 |
091210 |
303.10 |
304.50 |
300.00 |
303.10 |
+0.50 |
7,183 |
43,832 |
+311 |
| May10 |
091210 |
302.30 |
303.50 |
298.80 |
302.00 |
+0.40 |
2,807 |
21,523 |
-114 |
| Jul10 |
091210 |
302.30 |
304.60 |
300.00 |
303.40 |
+0.30 |
2,195 |
18,146 |
-31 |
| Aug10 |
091210 |
301.00 |
303.00 |
300.00 |
302.80 |
+0.50 |
85 |
4,656 |
-12 |
| Sep10 |
091210 |
298.40 |
299.80 |
297.00 |
299.80 |
+1.30 |
240 |
4,218 |
+7 |
| Oct10 |
091210 |
293.40 |
293.40 |
292.10 |
293.40 |
+1.30 |
25 |
2,723 |
+1 |
| Total Volume and Open Interest |
39,311 |
162,553 |
-1,246 |
| Soybean Oil(CBOT) |
| Dec09 |
091210 |
39.10 |
39.13 |
38.90 |
39.09 |
+0.19 |
3,930 |
2,901 |
-18 |
| Jan10 |
091210 |
39.42 |
39.79 |
39.19 |
39.45 |
+0.18 |
51,000 |
96,151 |
-13,610 |
| Mar10 |
091210 |
39.83 |
40.21 |
39.61 |
39.87 |
+0.18 |
29,776 |
78,869 |
+1,423 |
| May10 |
091210 |
40.13 |
40.53 |
39.98 |
40.24 |
+0.20 |
6,891 |
22,650 |
+1,504 |
| Jul10 |
091210 |
40.49 |
40.82 |
40.34 |
40.61 |
+0.20 |
3,430 |
17,286 |
+627 |
| Aug10 |
091210 |
40.61 |
40.89 |
40.55 |
40.76 |
+0.21 |
88 |
1,973 |
+11 |
| Sep10 |
091210 |
40.81 |
40.90 |
40.70 |
40.90 |
+0.22 |
101 |
1,462 |
+30 |
| Oct10 |
091210 |
40.98 |
40.98 |
40.76 |
40.98 |
+0.22 |
28 |
1,257 |
+0 |
| Total Volume and Open Interest |
97,378 |
235,580 |
-9,690 |
| Canola(WCE) |
| Jan10 |
091210 |
410.6 |
413.9 |
408.0 |
410.1 |
-0.5 |
9,177 |
39,263 |
-3,828 |
| Mar10 |
091210 |
419.0 |
421.0 |
415.5 |
417.3 |
-1.0 |
7,279 |
44,681 |
+4,421 |
| May10 |
091210 |
425.6 |
425.6 |
420.8 |
423.0 |
-0.6 |
805 |
2,772 |
-112 |
| Jul10 |
091210 |
428.8 |
428.8 |
424.2 |
427.6 |
+0.2 |
177 |
5,490 |
+160 |
| Nov10 |
091210 |
427.4 |
428.0 |
424.3 |
427.0 |
-1.4 |
317 |
2,966 |
+227 |
| Total Volume and Open Interest |
17,755 |
95,429 |
+868 |
| Corn(CBOT) |
| Dec09 |
091210 |
368.00 |
380.75 |
365.50 |
377.25 |
+9.25 |
20,497 |
13,474 |
-3,507 |
| Mar10 |
091210 |
383.50 |
396.00 |
380.50 |
393.00 |
+9.50 |
98,675 |
509,456 |
-2,086 |
| May10 |
091210 |
394.50 |
406.75 |
391.75 |
404.00 |
+9.50 |
14,761 |
108,802 |
+5,076 |
| Jul10 |
091210 |
404.50 |
416.25 |
401.25 |
413.75 |
+9.50 |
12,351 |
99,334 |
-459 |
| Sep10 |
091210 |
411.75 |
422.00 |
409.50 |
420.50 |
+8.75 |
4,609 |
28,041 |
+2,277 |
| Dec10 |
091210 |
419.50 |
431.00 |
417.25 |
428.75 |
+8.75 |
10,232 |
179,457 |
+798 |
| Total Volume and Open Interest |
161,728 |
969,018 |
+2,255 |
| Wheat(CBOT) |
| Dec09 |
091210 |
518.50 |
524.50 |
511.00 |
517.75 |
+2.75 |
2,263 |
1,694 |
-830 |
| Mar10 |
091210 |
535.25 |
544.00 |
530.00 |
537.00 |
+1.75 |
33,306 |
187,381 |
-2,186 |
| May10 |
091210 |
548.50 |
557.00 |
543.50 |
550.25 |
+1.75 |
4,058 |
32,209 |
+2,354 |
| Jul10 |
091210 |
559.00 |
566.50 |
553.00 |
560.25 |
+1.75 |
2,913 |
59,132 |
+376 |
| Sep10 |
091210 |
574.25 |
580.00 |
567.75 |
574.25 |
+1.25 |
427 |
16,478 |
+8 |
| Total Volume and Open Interest |
44,770 |
345,217 |
-182 |
| Wheat(KCBT) |
| Dec09 |
091210 |
515.00 |
523.00 |
515.00 |
515.00 |
-0.50 |
45 |
259 |
-25 |
| Mar10 |
091210 |
527.25 |
536.00 |
523.00 |
527.00 |
-1.00 |
7,382 |
60,058 |
-83 |
| May10 |
091210 |
539.50 |
546.75 |
535.00 |
538.50 |
-1.00 |
767 |
10,524 |
+376 |
| Jul10 |
091210 |
552.50 |
558.50 |
546.75 |
550.50 |
-1.00 |
996 |
28,245 |
+457 |
| Sep10 |
091210 |
563.50 |
569.75 |
559.25 |
562.75 |
-1.00 |
30 |
2,569 |
+68 |
| Total Volume and Open Interest |
10,060 |
135,613 |
+1,171 |
| Wheat(MGE) |
| Dec09 |
091210 |
530.00 |
530.00 |
530.00 |
530.00 |
-1.25 |
8 |
89 |
-8 |
| Mar10 |
091210 |
547.75 |
552.50 |
539.50 |
543.25 |
-3.25 |
1,527 |
20,994 |
+65 |
| May10 |
091210 |
558.75 |
563.25 |
552.50 |
555.75 |
-3.00 |
126 |
4,561 |
+41 |
| Jul10 |
091210 |
567.75 |
575.75 |
564.25 |
568.00 |
-2.25 |
245 |
8,468 |
-12 |
| Sep10 |
091210 |
579.25 |
587.25 |
576.00 |
579.25 |
-2.75 |
65 |
3,186 |
+2 |
| Total Volume and Open Interest |
2,325 |
44,801 |
+84 |
| Oats(CBOT) |
| Dec09 |
091210 |
246.00 |
246.00 |
244.50 |
246.00 |
+1.50 |
3 |
7 |
-4 |
| Mar10 |
091210 |
255.00 |
258.50 |
253.75 |
256.00 |
+1.50 |
771 |
10,074 |
+162 |
| May10 |
091210 |
263.00 |
266.50 |
263.00 |
264.50 |
+1.50 |
277 |
919 |
-23 |
| Jul10 |
091210 |
271.25 |
273.50 |
271.25 |
273.50 |
+1.50 |
227 |
692 |
+177 |
| Total Volume and Open Interest |
1,283 |
12,093 |
+315 |
| Rough Rice(CBOT) |
| Jan10 |
091210 |
15.55 |
15.69 |
15.48 |
15.61 |
+0.08 |
1,996 |
6,514 |
-1,229 |
| Mar10 |
091210 |
15.89 |
15.98 |
15.76 |
15.89 |
+0.08 |
1,912 |
8,348 |
+1,005 |
| May10 |
091210 |
16.12 |
16.21 |
16.03 |
16.14 |
+0.07 |
5 |
394 |
+3 |
| Jul10 |
091210 |
16.41 |
16.41 |
16.27 |
16.36 |
+0.06 |
5 |
582 |
-4 |
| Total Volume and Open Interest |
3,934 |
16,749 |
-214 |
| Live Cattle(CME) |
| Dec09 |
091210 |
79.300 |
79.500 |
78.700 |
79.100 |
-0.100 |
3,009 |
12,843 |
-660 |
| Feb10 |
091210 |
82.135 |
82.385 |
81.950 |
82.180 |
+0.250 |
10,411 |
138,136 |
+324 |
| Apr10 |
091210 |
85.300 |
85.500 |
85.150 |
85.385 |
+0.185 |
5,692 |
64,263 |
+107 |
| Jun10 |
091210 |
83.400 |
83.550 |
83.230 |
83.500 |
+0.270 |
2,913 |
31,403 |
+889 |
| Aug10 |
091210 |
83.635 |
83.950 |
83.500 |
83.850 |
+0.120 |
646 |
9,056 |
+20 |
| Oct10 |
091210 |
86.900 |
87.000 |
86.750 |
87.000 |
-0.050 |
358 |
5,496 |
+171 |
| Total Volume and Open Interest |
23,059 |
263,650 |
+870 |
| Feeder Cattle(CME) |
| Jan10 |
091210 |
90.750 |
91.135 |
90.180 |
90.730 |
-0.320 |
2,882 |
12,962 |
-638 |
| Mar10 |
091210 |
91.800 |
91.930 |
90.980 |
91.650 |
-0.280 |
2,298 |
9,095 |
+142 |
| Apr10 |
091210 |
93.700 |
93.885 |
92.930 |
93.650 |
-0.350 |
1,136 |
3,225 |
+473 |
| May10 |
091210 |
94.930 |
95.000 |
94.230 |
94.700 |
-0.700 |
284 |
2,953 |
+185 |
| Aug10 |
091210 |
97.535 |
97.730 |
97.135 |
97.700 |
-0.100 |
90 |
1,182 |
+35 |
| Sep10 |
091210 |
97.500 |
97.535 |
97.500 |
97.535 |
-0.265 |
1 |
12 |
+2 |
| Oct10 |
091210 |
97.200 |
97.300 |
97.200 |
97.200 |
-0.300 |
0 |
8 |
+0 |
| Total Volume and Open Interest |
6,691 |
29,437 |
+199 |
| Lean Hogs(CME) |
| Dec09 |
091210 |
63.500 |
63.830 |
62.900 |
63.630 |
+0.230 |
5,233 |
12,070 |
-479 |
| Feb10 |
091210 |
65.350 |
65.750 |
63.850 |
65.430 |
+0.350 |
13,604 |
77,386 |
-967 |
| Apr10 |
091210 |
69.650 |
70.035 |
68.500 |
69.850 |
+0.300 |
5,221 |
43,107 |
+767 |
| May10 |
091210 |
73.200 |
74.900 |
73.200 |
74.850 |
+0.450 |
193 |
2,959 |
+118 |
| Jun10 |
091210 |
77.550 |
78.100 |
76.400 |
78.035 |
+0.385 |
2,996 |
23,755 |
+503 |
| Jul10 |
091210 |
76.400 |
77.300 |
75.850 |
77.250 |
+0.650 |
745 |
8,448 |
+163 |
| Aug10 |
091210 |
74.885 |
76.200 |
74.885 |
76.100 |
+0.300 |
135 |
6,301 |
-16 |
| Oct10 |
091210 |
66.350 |
68.000 |
66.350 |
67.785 |
+0.400 |
175 |
3,287 |
+68 |
| Total Volume and Open Interest |
28,383 |
179,364 |
+216 |
| Pork Bellies(CME) |
| Feb10 |
091210 |
83.285 |
85.200 |
82.800 |
85.050 |
+1.800 |
67 |
407 |
+6 |
| Mar10 |
091210 |
82.500 |
83.000 |
81.000 |
82.500 |
+1.750 |
0 |
87 |
+0 |
| May10 |
091210 |
84.500 |
84.500 |
83.500 |
84.500 |
+1.700 |
0 |
78 |
+0 |
| Jul10 |
091210 |
85.000 |
85.000 |
85.000 |
85.000 |
+0.500 |
0 |
20 |
+0 |
| Aug10 |
091210 |
85.000 |
85.000 |
85.000 |
85.000 |
unch |
0 |
15 |
+0 |
| Total Volume and Open Interest |
67 |
607 |
+6 |
| Class III Milk(CME) |
| Dec09 |
091210 |
14.79 |
14.83 |
14.76 |
14.79 |
+0.03 |
40 |
5,006 |
-7 |
| Jan10 |
091210 |
14.66 |
14.85 |
14.65 |
14.80 |
+0.14 |
156 |
3,864 |
+21 |
| Feb10 |
091210 |
14.70 |
14.85 |
14.70 |
14.81 |
+0.11 |
267 |
2,770 |
+115 |
| Mar10 |
091210 |
15.20 |
15.32 |
15.17 |
15.28 |
+0.11 |
179 |
2,202 |
+62 |
| Apr10 |
091210 |
15.34 |
15.44 |
15.28 |
15.38 |
+0.04 |
140 |
1,524 |
+54 |
| Total Volume and Open Interest |
1,094 |
23,332 |
+307 |
| Cocoa(ICE) |
| Dec09 |
091210 |
3417 |
3423 |
3412 |
3423 |
+6 |
19 |
29 |
-20 |
| Mar10 |
091210 |
3400 |
3423 |
3384 |
3417 |
+6 |
4,342 |
77,157 |
-342 |
| May10 |
091210 |
3434 |
3444 |
3410 |
3439 |
+6 |
790 |
19,485 |
+191 |
| Jul10 |
091210 |
3436 |
3445 |
3416 |
3441 |
+9 |
662 |
7,720 |
-139 |
| Sep10 |
091210 |
3449 |
3453 |
3431 |
3453 |
+5 |
514 |
5,407 |
+302 |
| Dec10 |
091210 |
3417 |
3420 |
3395 |
3415 |
+2 |
61 |
3,915 |
+32 |
| Mar11 |
091210 |
3398 |
3402 |
3388 |
3399 |
+1 |
34 |
7,692 |
+17 |
| Total Volume and Open Interest |
6,422 |
127,861 |
+41 |
| Coffee "C"(ICE) |
| Dec09 |
091210 |
142.55 |
142.90 |
142.50 |
142.65 |
+1.10 |
28 |
355 |
-27 |
| Mar10 |
091210 |
141.70 |
144.20 |
141.70 |
142.70 |
+1.05 |
9,155 |
79,144 |
-170 |
| May10 |
091210 |
144.00 |
145.50 |
143.50 |
144.40 |
+1.05 |
1,871 |
22,392 |
+804 |
| Jul10 |
091210 |
146.20 |
147.00 |
145.35 |
145.85 |
+1.05 |
1,039 |
4,964 |
+98 |
| Sep10 |
091210 |
147.05 |
148.45 |
146.70 |
147.20 |
+1.10 |
715 |
5,671 |
+366 |
| Dec10 |
091210 |
148.85 |
150.10 |
148.65 |
149.00 |
+1.15 |
253 |
5,590 |
+33 |
| Total Volume and Open Interest |
13,233 |
120,127 |
+1,099 |
| Orange Juice(ICE) |
| Jan10 |
091210 |
126.00 |
127.00 |
124.25 |
126.35 |
-0.15 |
2,509 |
13,619 |
-608 |
| Mar10 |
091210 |
129.50 |
130.80 |
128.00 |
130.05 |
-0.15 |
1,950 |
13,880 |
+1,216 |
| May10 |
091210 |
134.00 |
134.25 |
131.65 |
133.55 |
unch |
226 |
3,749 |
-18 |
| Jul10 |
091210 |
135.70 |
136.75 |
135.00 |
136.75 |
+0.15 |
8 |
1,218 |
+8 |
| Sep10 |
091210 |
137.50 |
138.30 |
137.00 |
138.30 |
+0.20 |
3 |
525 |
+1 |
| Nov10 |
091210 |
139.40 |
139.40 |
139.40 |
139.40 |
+0.20 |
8 |
61 |
-7 |
| Total Volume and Open Interest |
4,704 |
33,252 |
+592 |
| Sugar #11(ICE) |
| Mar10 |
091210 |
22.24 |
23.38 |
22.13 |
23.26 |
+1.11 |
31,254 |
341,440 |
-2,947 |
| May10 |
091210 |
21.57 |
22.58 |
21.57 |
22.44 |
+0.87 |
16,272 |
121,796 |
+402 |
| Jul10 |
091210 |
20.65 |
21.50 |
20.65 |
21.41 |
+0.74 |
8,587 |
119,836 |
+501 |
| Oct10 |
091210 |
20.06 |
20.80 |
20.06 |
20.73 |
+0.66 |
5,791 |
87,588 |
-94 |
| Mar11 |
091210 |
19.76 |
20.30 |
19.74 |
20.28 |
+0.55 |
998 |
48,286 |
-21 |
| Total Volume and Open Interest |
63,615 |
785,811 |
-2,211 |
| London Cocoa(LCE) |
| Dec09 |
091210 |
2200 |
2217 |
2196 |
2214 |
+10 |
3,101 |
22,832 |
-962 |
| Mar10 |
091210 |
2258 |
2277 |
2252 |
2276 |
+10 |
5,325 |
51,549 |
+1,354 |
| May10 |
091210 |
2277 |
2297 |
2274 |
2295 |
+8 |
763 |
51,351 |
-23 |
| Jul10 |
091210 |
2262 |
2272 |
2259 |
2270 |
+7 |
264 |
20,739 |
+74 |
| Sep10 |
091210 |
2236 |
2243 |
2232 |
2241 |
+11 |
74 |
8,886 |
+43 |
| Dec10 |
091210 |
2186 |
2199 |
2186 |
2197 |
+6 |
24 |
8,732 |
+9 |
| Mar11 |
091210 |
2185 |
2185 |
2181 |
2181 |
+8 |
17 |
8,293 |
+8 |
| Total Volume and Open Interest |
9,568 |
173,552 |
+503 |
| London Sugar(LCE) |
| Mar10 |
091210 |
601.20 |
625.60 |
600.60 |
621.00 |
+21.20 |
5,909 |
34,451 |
+161 |
| May10 |
091210 |
593.60 |
616.10 |
593.60 |
611.10 |
+18.20 |
5,051 |
19,594 |
-425 |
| Aug10 |
091210 |
566.20 |
589.10 |
566.20 |
584.00 |
+18.60 |
1,051 |
11,279 |
-143 |
| Oct10 |
091210 |
541.20 |
558.00 |
541.10 |
554.00 |
+16.50 |
96 |
4,606 |
+10 |
| Dec10 |
091210 |
530.30 |
542.90 |
525.90 |
539.60 |
+16.40 |
2 |
830 |
+0 |
| Total Volume and Open Interest |
12,109 |
70,985 |
-397 |
| Cotton(ICE) |
| Mar10 |
091210 |
74.38 |
74.90 |
73.61 |
73.72 |
-0.70 |
6,753 |
130,438 |
-408 |
| May10 |
091210 |
75.51 |
76.11 |
74.82 |
74.86 |
-0.88 |
2,035 |
14,996 |
+500 |
| Jul10 |
091210 |
76.06 |
76.70 |
75.33 |
75.36 |
-1.09 |
1,431 |
19,821 |
+354 |
| Oct10 |
091210 |
76.00 |
76.00 |
75.84 |
75.84 |
-1.19 |
9 |
144 |
-1 |
| Dec10 |
091210 |
77.01 |
77.50 |
76.20 |
76.22 |
-1.27 |
245 |
12,041 |
+18 |
| Mar11 |
091210 |
77.34 |
77.34 |
77.34 |
77.34 |
-1.26 |
0 |
213 |
+0 |
| Total Volume and Open Interest |
10,479 |
178,381 |
+433 |
| Lumber(CME) |
| Jan10 |
091210 |
216.4 |
218.0 |
214.3 |
214.8 |
+1.6 |
805 |
4,068 |
-408 |
| Mar10 |
091210 |
238.7 |
240.0 |
236.0 |
236.0 |
-2.3 |
488 |
4,836 |
-35 |
| May10 |
091210 |
247.5 |
254.0 |
247.5 |
253.5 |
+5.0 |
217 |
834 |
+52 |
| Jul10 |
091210 |
254.9 |
255.9 |
253.0 |
253.3 |
+1.3 |
1 |
191 |
-1 |
| Total Volume and Open Interest |
1,511 |
10,050 |
-392 |
| Crude Oil(NYM) |
| Jan10 |
091210 |
70.80 |
71.39 |
69.81 |
70.54 |
-0.13 |
424,771 |
264,311 |
-43,641 |
| Feb10 |
091210 |
72.69 |
73.18 |
71.60 |
72.32 |
-0.23 |
233,038 |
152,496 |
+10,554 |
| Mar10 |
091210 |
74.00 |
74.55 |
72.90 |
73.68 |
-0.24 |
104,223 |
122,071 |
-566 |
| Apr10 |
091210 |
75.30 |
75.40 |
73.93 |
74.64 |
-0.26 |
26,810 |
37,709 |
-1,296 |
| May10 |
091210 |
75.85 |
76.16 |
74.78 |
75.40 |
-0.28 |
15,655 |
28,666 |
-1,166 |
| Jun10 |
091210 |
76.61 |
76.90 |
75.26 |
76.05 |
-0.29 |
34,425 |
106,333 |
-3,335 |
| Jul10 |
091210 |
77.10 |
77.12 |
75.92 |
76.60 |
-0.29 |
5,199 |
28,230 |
-2,156 |
| Aug10 |
091210 |
77.20 |
77.20 |
76.92 |
77.09 |
-0.32 |
5,121 |
14,813 |
-471 |
| Sep10 |
091210 |
77.90 |
78.05 |
77.20 |
77.58 |
-0.37 |
7,334 |
27,163 |
-824 |
| Oct10 |
091210 |
78.47 |
78.61 |
77.74 |
78.10 |
-0.40 |
1,930 |
14,663 |
-1,340 |
| Nov10 |
091210 |
79.25 |
79.25 |
78.30 |
78.66 |
-0.44 |
2,361 |
16,407 |
-433 |
| Dec10 |
091210 |
80.00 |
80.10 |
78.50 |
79.25 |
-0.47 |
17,096 |
130,452 |
-548 |
| Jan11 |
091210 |
79.65 |
79.65 |
79.31 |
79.65 |
-0.50 |
1,146 |
18,994 |
-391 |
| Feb11 |
091210 |
80.00 |
80.00 |
79.72 |
80.00 |
-0.53 |
1,161 |
8,019 |
-70 |
| Mar11 |
091210 |
80.40 |
80.40 |
80.18 |
80.40 |
-0.54 |
700 |
6,567 |
+155 |
| Apr11 |
091210 |
80.82 |
80.82 |
80.60 |
80.82 |
-0.54 |
590 |
9,059 |
-60 |
| Total Volume and Open Interest |
891,018 |
1,217,908 |
-45,922 |
| e-miNY Crude Oil(NYM) |
| Dec09 |
091119 |
79.700 |
79.925 |
77.050 |
77.450 |
-2.125 |
9,328 |
3,959 |
+159 |
| Jan10 |
091210 |
70.800 |
71.400 |
69.800 |
70.550 |
-0.125 |
10,839 |
4,691 |
-1,104 |
| Feb10 |
091210 |
72.625 |
73.150 |
71.625 |
72.325 |
-0.225 |
712 |
1,334 |
+185 |
| Mar10 |
091210 |
74.325 |
74.475 |
73.125 |
73.675 |
-0.250 |
154 |
296 |
+81 |
| Apr10 |
091210 |
75.200 |
75.200 |
74.400 |
74.650 |
-0.250 |
7 |
83 |
+1 |
| May10 |
091210 |
75.900 |
75.900 |
75.025 |
75.400 |
-0.275 |
1 |
3 |
+1 |
| Jun10 |
091210 |
75.775 |
76.050 |
75.775 |
76.050 |
-0.300 |
4 |
11 |
+2 |
| Jul10 |
091210 |
76.225 |
76.600 |
76.225 |
76.600 |
-0.300 |
0 |
6 |
+0 |
| Aug10 |
091210 |
76.750 |
77.100 |
76.750 |
77.100 |
-0.300 |
1 |
2 |
+1 |
| Sep10 |
091210 |
77.600 |
77.600 |
77.575 |
77.575 |
-0.375 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
11,721 |
6,526 |
-833 |
| Heating Oil(NYM) |
| Jan10 |
091210 |
191.50 |
192.81 |
188.71 |
190.29 |
-0.64 |
56,184 |
74,207 |
-5,786 |
| Feb10 |
091210 |
193.98 |
195.12 |
191.35 |
192.92 |
-0.73 |
28,607 |
49,811 |
-533 |
| Mar10 |
091210 |
196.07 |
197.09 |
193.18 |
194.84 |
-0.84 |
17,314 |
39,765 |
+1,280 |
| Apr10 |
091210 |
197.34 |
197.81 |
194.21 |
195.81 |
-0.89 |
7,272 |
22,768 |
+872 |
| May10 |
091210 |
197.67 |
198.38 |
195.75 |
196.97 |
-0.81 |
4,345 |
14,442 |
+19 |
| Jun10 |
091210 |
199.85 |
199.87 |
196.31 |
198.04 |
-0.77 |
7,441 |
32,648 |
-571 |
| Jul10 |
091210 |
201.72 |
201.72 |
198.00 |
199.85 |
-0.79 |
1,760 |
9,056 |
+262 |
| Aug10 |
091210 |
202.45 |
202.45 |
200.50 |
202.22 |
-0.77 |
662 |
4,314 |
-57 |
| Sep10 |
091210 |
204.95 |
204.95 |
203.00 |
204.84 |
-0.75 |
1,508 |
7,939 |
+501 |
| Oct10 |
091210 |
208.85 |
208.88 |
206.48 |
207.53 |
-0.76 |
413 |
4,466 |
+84 |
| Nov10 |
091210 |
210.31 |
210.31 |
209.65 |
210.16 |
-0.78 |
417 |
6,137 |
-22 |
| Dec10 |
091210 |
213.92 |
213.92 |
211.45 |
212.79 |
-0.80 |
2,084 |
20,688 |
+344 |
| Total Volume and Open Interest |
128,747 |
311,649 |
-3,478 |
| Gasoline(NYMEX) |
| Jan10 |
091210 |
186.45 |
187.69 |
182.40 |
183.51 |
-2.22 |
57,347 |
78,342 |
-7,244 |
| Feb10 |
091210 |
188.75 |
190.17 |
185.02 |
186.18 |
-2.09 |
28,654 |
39,457 |
+287 |
| Mar10 |
091210 |
191.09 |
192.26 |
187.65 |
188.85 |
-1.86 |
17,138 |
36,842 |
+1,486 |
| Apr10 |
091210 |
202.96 |
203.18 |
200.33 |
201.06 |
-1.70 |
6,905 |
24,033 |
+443 |
| May10 |
091210 |
204.19 |
204.76 |
201.50 |
202.46 |
-1.73 |
3,479 |
10,783 |
+310 |
| Jun10 |
091210 |
205.38 |
205.92 |
202.76 |
203.73 |
-1.65 |
3,260 |
12,880 |
+542 |
| Jul10 |
091210 |
207.49 |
207.50 |
203.00 |
204.12 |
-1.59 |
1,556 |
6,104 |
+122 |
| Aug10 |
091210 |
204.34 |
204.34 |
204.29 |
204.29 |
-1.53 |
1,169 |
5,022 |
-425 |
| Sep10 |
091210 |
203.83 |
203.83 |
203.83 |
203.83 |
-1.39 |
1,003 |
5,231 |
-85 |
| Oct10 |
091210 |
194.45 |
194.45 |
194.45 |
194.45 |
-1.32 |
331 |
2,181 |
+35 |
| Total Volume and Open Interest |
121,660 |
241,434 |
-4,266 |
| e-miNY RBOB Gasoline(NYM) |
| Jan10 |
091210 |
1.86 |
1.86 |
1.86 |
1.84 |
-0.02 |
0 |
4 |
+0 |
| Feb10 |
091210 |
186.20 |
186.20 |
186.18 |
186.20 |
-2.10 |
|
|
|
| Mar10 |
091210 |
188.90 |
188.90 |
188.85 |
188.90 |
-1.80 |
|
|
|
| Apr10 |
091210 |
201.10 |
201.10 |
201.06 |
201.10 |
-1.70 |
|
|
|
| Total Volume and Open Interest |
0 |
4 |
+0 |
| Natural Gas(NYM) |
| Jan10 |
091210 |
4.900 |
5.347 |
4.837 |
5.298 |
+0.400 |
179,037 |
163,228 |
-22,646 |
| Feb10 |
091210 |
4.982 |
5.383 |
4.897 |
5.346 |
+0.381 |
73,209 |
74,065 |
-1,272 |
| Mar10 |
091210 |
4.975 |
5.409 |
4.937 |
5.383 |
+0.378 |
61,759 |
91,983 |
+3,919 |
| Apr10 |
091210 |
5.078 |
5.421 |
4.971 |
5.402 |
+0.362 |
30,324 |
60,375 |
-484 |
| May10 |
091210 |
5.067 |
5.457 |
5.067 |
5.444 |
+0.351 |
7,598 |
34,738 |
+203 |
| Jun10 |
091210 |
5.200 |
5.523 |
5.153 |
5.506 |
+0.342 |
2,412 |
23,064 |
+41 |
| Jul10 |
091210 |
5.246 |
5.595 |
5.241 |
5.584 |
+0.338 |
2,216 |
17,197 |
-236 |
| Aug10 |
091210 |
5.356 |
5.675 |
5.320 |
5.659 |
+0.336 |
2,151 |
18,756 |
+635 |
| Sep10 |
091210 |
5.402 |
5.725 |
5.368 |
5.711 |
+0.331 |
3,213 |
19,321 |
+422 |
| Oct10 |
091210 |
5.490 |
5.860 |
5.490 |
5.847 |
+0.324 |
7,246 |
30,970 |
-600 |
| Nov10 |
091210 |
5.968 |
6.237 |
5.964 |
6.237 |
+0.284 |
1,141 |
7,991 |
+92 |
| Dec10 |
091210 |
6.392 |
6.660 |
6.375 |
6.617 |
+0.239 |
1,629 |
18,122 |
+140 |
| Jan11 |
091210 |
6.669 |
6.882 |
6.609 |
6.857 |
+0.239 |
2,852 |
16,452 |
+256 |
| Feb11 |
091210 |
6.819 |
6.847 |
6.599 |
6.847 |
+0.234 |
158 |
6,701 |
+110 |
| Mar11 |
091210 |
6.474 |
6.770 |
6.474 |
6.702 |
+0.229 |
1,122 |
15,759 |
+38 |
| Apr11 |
091210 |
6.255 |
6.262 |
6.174 |
6.262 |
+0.179 |
604 |
11,666 |
+351 |
| Total Volume and Open Interest |
378,594 |
710,148 |
-19,061 |
| Brent Crude Oil(ICE) |
| Jan10 |
091210 |
72.75 |
73.26 |
71.15 |
71.86 |
-0.53 |
138,009 |
123,189 |
-6,981 |
| Feb10 |
091210 |
73.65 |
74.10 |
72.01 |
72.73 |
-0.53 |
75,760 |
137,980 |
-9,736 |
| Mar10 |
091210 |
74.46 |
74.94 |
72.91 |
73.61 |
-0.52 |
42,665 |
85,284 |
+5,356 |
| Apr10 |
091210 |
75.40 |
75.72 |
74.00 |
74.46 |
-0.52 |
16,102 |
41,106 |
+1,803 |
| May10 |
091210 |
75.83 |
76.47 |
74.82 |
75.25 |
-0.51 |
9,521 |
22,647 |
+379 |
| Jun10 |
091210 |
76.51 |
77.15 |
75.50 |
75.96 |
-0.51 |
14,191 |
56,206 |
-628 |
| Jul10 |
091210 |
77.55 |
77.69 |
76.58 |
76.58 |
-0.51 |
3,008 |
14,130 |
+471 |
| Aug10 |
091210 |
78.12 |
78.26 |
77.12 |
77.18 |
-0.52 |
2,028 |
10,486 |
+346 |
| Sep10 |
091210 |
78.70 |
78.80 |
77.33 |
77.76 |
-0.54 |
1,833 |
6,904 |
+137 |
| Oct10 |
091210 |
78.35 |
78.35 |
78.35 |
78.35 |
-0.54 |
1,580 |
13,936 |
+117 |
| Nov10 |
091210 |
78.93 |
78.93 |
78.93 |
78.93 |
-0.55 |
2,202 |
10,970 |
+444 |
| Dec10 |
091210 |
80.07 |
80.55 |
79.00 |
79.53 |
-0.54 |
11,581 |
74,258 |
-128 |
| Jan11 |
091210 |
80.08 |
80.08 |
80.08 |
80.08 |
-0.55 |
1,015 |
8,618 |
+512 |
| Feb11 |
091210 |
80.59 |
80.59 |
80.59 |
80.59 |
-0.54 |
373 |
4,267 |
+67 |
| Total Volume and Open Interest |
325,207 |
707,215 |
-7,706 |
| Gas Oil(ICE) |
| Dec09 |
091210 |
580.50 |
595.50 |
576.00 |
595.50 |
unch |
29,244 |
34,792 |
-7,868 |
| Jan10 |
091210 |
592.75 |
596.00 |
581.25 |
587.00 |
-20.50 |
86,825 |
130,562 |
+854 |
| Feb10 |
091210 |
602.50 |
604.50 |
590.25 |
596.00 |
-19.75 |
31,399 |
66,139 |
+1,878 |
| Mar10 |
091210 |
609.75 |
612.00 |
598.25 |
603.50 |
-19.50 |
8,414 |
45,245 |
+611 |
| Apr10 |
091210 |
617.75 |
617.75 |
605.75 |
611.00 |
-19.25 |
3,620 |
26,117 |
+65 |
| May10 |
091210 |
625.50 |
625.50 |
613.00 |
618.25 |
-19.25 |
1,319 |
20,321 |
-130 |
| Jun10 |
091210 |
633.50 |
633.75 |
621.25 |
625.50 |
-18.75 |
5,645 |
45,970 |
+754 |
| Jul10 |
091210 |
639.50 |
639.75 |
631.00 |
633.25 |
-18.50 |
555 |
15,781 |
-83 |
| Aug10 |
091210 |
647.25 |
647.25 |
639.50 |
641.00 |
-18.25 |
472 |
17,849 |
-42 |
| Sep10 |
091210 |
649.50 |
654.25 |
644.00 |
648.50 |
-18.00 |
1,953 |
15,791 |
+104 |
| Total Volume and Open Interest |
178,399 |
547,271 |
-1,985 |
| Ethanol(CBOT) |
| Dec09 |
091203 |
2.135 |
2.135 |
2.130 |
2.130 |
unch |
46 |
267 |
-17 |
| Jan10 |
091210 |
1.929 |
1.945 |
1.923 |
1.927 |
-0.018 |
19 |
710 |
-14 |
| Feb10 |
091210 |
1.850 |
1.862 |
1.835 |
1.847 |
-0.012 |
373 |
665 |
-16 |
| Mar10 |
091210 |
1.831 |
1.860 |
1.830 |
1.832 |
-0.016 |
215 |
1,134 |
-8 |
| Apr10 |
091210 |
1.853 |
1.853 |
1.825 |
1.832 |
-0.017 |
370 |
838 |
+260 |
| May10 |
091210 |
1.849 |
1.849 |
1.811 |
1.816 |
-0.027 |
34 |
426 |
-7 |
| Jun10 |
091210 |
1.810 |
1.810 |
1.801 |
1.807 |
-0.025 |
13 |
319 |
+0 |
| Jul10 |
091210 |
1.818 |
1.818 |
1.795 |
1.799 |
-0.021 |
10 |
378 |
+5 |
| Total Volume and Open Interest |
1,073 |
6,548 |
+247 |
| US Dollar Index(ICE) |
| Dec09 |
091210 |
76.000 |
76.240 |
75.865 |
76.070 |
+0.015 |
22,850 |
29,004 |
-2,525 |
| Mar10 |
091210 |
76.355 |
76.590 |
76.235 |
76.410 |
-0.020 |
6,217 |
14,784 |
+2,576 |
| Jun10 |
091210 |
76.625 |
76.700 |
76.625 |
76.700 |
-0.020 |
0 |
4,805 |
+0 |
| Total Volume and Open Interest |
29,067 |
48,594 |
+51 |
| Australian Dollar(CME) |
| Dec09 |
091210 |
90.96 |
91.89 |
90.88 |
91.67 |
+1.07 |
131,692 |
79,090 |
-12,956 |
| Mar10 |
091210 |
90.10 |
91.04 |
89.77 |
90.82 |
+1.05 |
34,082 |
46,135 |
+19,896 |
| Jun10 |
091210 |
89.86 |
89.86 |
88.84 |
89.86 |
+1.02 |
0 |
15 |
+0 |
| Total Volume and Open Interest |
165,774 |
125,262 |
+6,940 |
| British Pound(CME) |
| Dec09 |
091210 |
162.83 |
163.46 |
162.15 |
162.64 |
+0.20 |
147,945 |
76,044 |
-38 |
| Mar10 |
091210 |
162.73 |
163.37 |
162.06 |
162.54 |
+0.19 |
27,076 |
27,257 |
+12,321 |
| Jun10 |
091210 |
162.44 |
162.92 |
162.23 |
162.44 |
+0.19 |
0 |
121 |
+0 |
| Total Volume and Open Interest |
175,021 |
103,496 |
+12,283 |
| Canadian Dollar(CME) |
| Dec09 |
091210 |
94.81 |
95.43 |
94.48 |
95.22 |
+0.33 |
106,790 |
73,587 |
-5,855 |
| Mar10 |
091210 |
94.77 |
95.45 |
94.49 |
95.22 |
+0.33 |
21,410 |
27,972 |
+7,330 |
| Jun10 |
091210 |
95.10 |
95.40 |
94.50 |
95.22 |
+0.33 |
107 |
758 |
+65 |
| Sep10 |
091210 |
95.24 |
95.37 |
94.71 |
95.20 |
+0.33 |
78 |
547 |
+22 |
| Total Volume and Open Interest |
128,399 |
103,218 |
+1,568 |
| Japanese Yen(CME) |
| Dec09 |
091210 |
113.61 |
113.99 |
113.06 |
113.32 |
-0.67 |
126,118 |
97,169 |
-11,681 |
| Mar10 |
091210 |
113.74 |
114.05 |
113.12 |
113.39 |
-0.67 |
24,718 |
26,266 |
+13,635 |
| Jun10 |
091210 |
113.95 |
114.18 |
113.48 |
113.49 |
-0.69 |
0 |
24 |
+0 |
| Total Volume and Open Interest |
150,845 |
123,501 |
+1,962 |
| Swiss Franc(CME) |
| Dec09 |
091210 |
97.48 |
97.68 |
97.06 |
97.39 |
+0.03 |
68,027 |
37,121 |
-5,612 |
| Mar10 |
091210 |
97.53 |
97.74 |
97.12 |
97.45 |
+0.02 |
9,487 |
12,460 |
+5,135 |
| Jun10 |
091210 |
97.78 |
97.78 |
97.50 |
97.52 |
+0.02 |
0 |
12 |
+0 |
| Total Volume and Open Interest |
77,514 |
49,595 |
-477 |
| EuroFX(CME) |
| Dec09 |
091210 |
147.37 |
147.60 |
146.84 |
147.19 |
+0.04 |
330,763 |
137,786 |
-11,848 |
| Mar10 |
091210 |
147.31 |
147.55 |
146.80 |
147.14 |
+0.03 |
54,429 |
40,142 |
+14,582 |
| Jun10 |
091210 |
147.00 |
147.20 |
146.90 |
147.06 |
+0.03 |
33 |
705 |
+32 |
| Total Volume and Open Interest |
385,225 |
179,294 |
+2,766 |
| Mexican Peso(CME) |
| Dec09 |
091210 |
776.0 |
777.2 |
768.5 |
772.2 |
-2.2 |
67,087 |
80,934 |
-10,487 |
| Jan10 |
091210 |
769.5 |
771.8 |
769.5 |
769.5 |
-2.2 |
|
|
|
| Total Volume and Open Interest |
115,797 |
172,511 |
+19,535 |
| 30-Year T-Bonds(CBOT) |
| Dec09 |
091210 |
120~030 |
120~100 |
118~270 |
119~130 |
-0~260 |
14,441 |
43,920 |
-8,761 |
| Mar10 |
091210 |
119~020 |
119~120 |
117~280 |
118~130 |
-0~280 |
212,310 |
684,570 |
+2,450 |
| Jun10 |
091210 |
116~300 |
117~250 |
116~300 |
116~300 |
-0~270 |
6 |
82 |
+2 |
| Total Volume and Open Interest |
226,757 |
728,573 |
-6,309 |
| 10-Year T-Notes(CBOT) |
| Dec09 |
091210 |
119~275 |
120~010 |
119~050 |
119~165 |
-0~165 |
21,503 |
35,744 |
-6,986 |
| Mar10 |
091210 |
118~165 |
118~215 |
117~245 |
118~055 |
-0~150 |
834,707 |
1,194,231 |
+24,749 |
| Jun10 |
091210 |
116~315 |
117~090 |
116~160 |
116~260 |
-0~150 |
3 |
7 |
+0 |
| Total Volume and Open Interest |
856,213 |
1,229,982 |
+17,763 |
| 5-Year T-Notes(CBOT) |
| Dec09 |
091210 |
117~086 |
117~091 |
117~086 |
117~091 |
-0~025 |
5,048 |
59,337 |
-12,085 |
| Mar10 |
091210 |
116~083 |
116~091 |
116~023 |
116~063 |
-0~027 |
448,276 |
796,907 |
-14,669 |
| Jun10 |
091210 |
115~073 |
115~102 |
115~073 |
115~073 |
-0~029 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
470,767 |
856,245 |
-26,754 |
| 2 Year T-Notes(CBOT) |
| Dec09 |
091210 |
109~043 |
109~040 |
109~024 |
109~036 |
-0~007 |
10,144 |
22,307 |
-2,656 |
| Mar10 |
091210 |
108~103 |
108~105 |
108~084 |
108~099 |
-0~007 |
249,724 |
909,969 |
-21,619 |
| Jun10 |
091210 |
108~031 |
108~038 |
108~031 |
108~031 |
-0~007 |
1 |
7,676 |
+0 |
| Total Volume and Open Interest |
255,491 |
939,953 |
-24,275 |
| Eurodollars(CME) |
| Dec09 |
091210 |
99.738 |
99.745 |
99.738 |
99.740 |
+0.002 |
139,804 |
978,364 |
-11,886 |
| Mar10 |
091210 |
99.615 |
99.620 |
99.585 |
99.600 |
-0.015 |
205,909 |
1,176,427 |
+32,168 |
| Jun10 |
091210 |
99.430 |
99.435 |
99.390 |
99.415 |
-0.020 |
250,612 |
911,613 |
-2,596 |
| Sep10 |
091210 |
99.155 |
99.155 |
99.105 |
99.140 |
-0.020 |
325,962 |
731,768 |
-4,503 |
| Dec10 |
091210 |
98.820 |
98.825 |
98.760 |
98.805 |
-0.025 |
342,630 |
855,948 |
-4,309 |
| Mar11 |
091210 |
98.480 |
98.485 |
98.410 |
98.465 |
-0.025 |
260,216 |
517,669 |
+5,316 |
| Jun11 |
091210 |
98.130 |
98.140 |
98.060 |
98.120 |
-0.025 |
187,691 |
535,036 |
-2,923 |
| Sep11 |
091210 |
97.820 |
97.825 |
97.745 |
97.805 |
-0.025 |
197,109 |
477,276 |
-1,025 |
| Dec11 |
091210 |
97.525 |
97.530 |
97.445 |
97.510 |
-0.020 |
148,155 |
267,426 |
-5,910 |
| Mar12 |
091210 |
97.255 |
97.265 |
97.180 |
97.250 |
-0.020 |
86,823 |
203,664 |
+2,437 |
| Jun12 |
091210 |
97.010 |
97.015 |
96.920 |
96.985 |
-0.025 |
56,130 |
180,654 |
+731 |
| Sep12 |
091210 |
96.785 |
96.785 |
96.685 |
96.750 |
-0.030 |
55,426 |
112,404 |
-2,135 |
| Dec12 |
091210 |
96.540 |
96.560 |
96.455 |
96.525 |
-0.030 |
17,859 |
66,030 |
+1,062 |
| Mar13 |
091210 |
96.385 |
96.390 |
96.280 |
96.350 |
-0.035 |
16,009 |
57,427 |
-411 |
| Jun13 |
091210 |
96.210 |
96.220 |
96.105 |
96.180 |
-0.035 |
9,534 |
56,256 |
+417 |
| Sep13 |
091210 |
96.045 |
96.065 |
95.945 |
96.015 |
-0.040 |
6,014 |
54,394 |
-265 |
| Dec13 |
091210 |
95.890 |
95.910 |
95.780 |
95.850 |
-0.040 |
3,897 |
30,730 |
+17 |
| Mar14 |
091210 |
95.770 |
95.785 |
95.660 |
95.730 |
-0.040 |
3,810 |
29,548 |
-6 |
| Total Volume and Open Interest |
2,329,485 |
7,395,806 |
+7,888 |
| 30 Day Federal Funds(CBOT) |
| Dec09 |
091210 |
99.875 |
99.878 |
99.870 |
99.872 |
unch |
3,749 |
76,238 |
-388 |
| Jan10 |
091210 |
99.860 |
99.860 |
99.855 |
99.860 |
unch |
3,586 |
64,068 |
+459 |
| Feb10 |
091210 |
99.835 |
99.840 |
99.825 |
99.835 |
unch |
6,915 |
73,016 |
+980 |
| Mar10 |
091210 |
99.815 |
99.820 |
99.805 |
99.810 |
-0.005 |
6,387 |
46,106 |
-20 |
| Apr10 |
091210 |
99.800 |
99.800 |
99.785 |
99.790 |
-0.005 |
8,393 |
64,706 |
+1,708 |
| May10 |
091210 |
99.755 |
99.755 |
99.735 |
99.745 |
-0.010 |
7,848 |
52,750 |
-3,342 |
| Total Volume and Open Interest |
52,054 |
497,967 |
+2,057 |
| 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 |
091210 |
99.530 |
99.530 |
99.530 |
99.530 |
unch |
0 |
4,474 |
+0 |
| Mar10 |
091210 |
99.610 |
99.610 |
99.610 |
99.610 |
unch |
0 |
433 |
+0 |
| Jun10 |
091210 |
99.625 |
99.625 |
99.625 |
99.625 |
unch |
0 |
80 |
+0 |
| Sep10 |
091210 |
99.655 |
99.655 |
99.655 |
99.655 |
unch |
0 |
230 |
+0 |
| Dec10 |
091210 |
99.665 |
99.665 |
99.665 |
99.665 |
unch |
0 |
242 |
+0 |
| Mar11 |
091210 |
99.580 |
99.580 |
99.580 |
99.580 |
unch |
|
|
|
| Jun11 |
091210 |
99.520 |
99.520 |
99.520 |
99.520 |
unch |
|
|
|
| Sep11 |
091210 |
99.520 |
99.520 |
99.520 |
99.520 |
unch |
|
|
|
| Dec11 |
091210 |
99.330 |
99.330 |
99.330 |
99.330 |
unch |
|
|
|
| Mar12 |
091210 |
99.295 |
99.295 |
99.295 |
99.295 |
unch |
|
|
|
| Total Volume and Open Interest |
0 |
5,459 |
+0 |
| 3-Mth Euro-Yen(SGX) |
| Mar10 |
091210 |
99.63 |
99.63 |
99.61 |
99.61 |
unch |
626 |
4,399 |
+0 |
| Jun10 |
091210 |
99.63 |
99.63 |
99.63 |
99.63 |
unch |
674 |
2,032 |
+0 |
| Sep10 |
091210 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
115 |
1,962 |
+0 |
| Dec10 |
091210 |
99.64 |
99.67 |
99.64 |
99.67 |
unch |
65 |
1,228 |
+0 |
| Mar11 |
091210 |
99.58 |
99.58 |
99.58 |
99.58 |
unch |
0 |
662 |
+0 |
| Jun11 |
091210 |
99.53 |
99.53 |
99.53 |
99.53 |
unch |
0 |
52 |
+0 |
| Sep11 |
091210 |
99.53 |
99.53 |
99.53 |
99.53 |
unch |
0 |
51 |
+0 |
| Dec11 |
091210 |
99.33 |
99.33 |
99.33 |
99.33 |
unch |
0 |
101 |
+0 |
| Total Volume and Open Interest |
1,694 |
15,942 |
-1,036 |
| Japanese Gov't Bonds(SGX) |
| Mar10 |
091209 |
139.72 |
139.90 |
139.66 |
139.83 |
+0.24 |
10,453 |
16,242 |
+3,890 |
| Jun10 |
091210 |
139.61 |
139.61 |
139.61 |
139.61 |
-0.22 |
|
|
|
| Sep10 |
091210 |
139.61 |
139.61 |
139.61 |
139.61 |
-0.22 |
|
|
|
| Total Volume and Open Interest |
19,356 |
17,292 |
-5,449 |
| Euro-Bund(EUREX) |
| Dec09 |
091208 |
123.22 |
123.64 |
123.10 |
123.57 |
+0.42 |
1,441,733 |
245,366 |
-259,577 |
| Mar10 |
091210 |
123.41 |
123.45 |
122.93 |
123.11 |
-0.40 |
685,948 |
925,765 |
+46,706 |
| Jun10 |
091210 |
121.87 |
121.92 |
121.60 |
121.71 |
-0.39 |
16 |
11 |
+8 |
| Total Volume and Open Interest |
722,256 |
925,776 |
-3,607 |
| Euro-Bobl(EUREX) |
| Dec09 |
091207 |
116.24 |
116.52 |
116.14 |
116.47 |
+0.28 |
1,032,873 |
364,678 |
-190,093 |
| Mar10 |
091210 |
116.88 |
116.93 |
116.56 |
116.62 |
-0.13 |
609,199 |
663,263 |
+124,740 |
| Jun10 |
091210 |
115.22 |
115.22 |
115.22 |
115.22 |
-0.27 |
|
|
|
| Total Volume and Open Interest |
498,908 |
692,374 |
+5,750 |
| 3-Mth Euribor(EUREX) |
| Dec09 |
091210 |
99.280 |
99.285 |
99.280 |
99.285 |
+0.005 |
359 |
9,161 |
-80 |
| Mar10 |
091210 |
99.195 |
99.195 |
99.175 |
99.175 |
-0.020 |
2,483 |
8,013 |
+1,595 |
| Jun10 |
091210 |
98.890 |
98.900 |
98.855 |
98.855 |
-0.050 |
301 |
5,273 |
+1 |
| Total Volume and Open Interest |
3,244 |
26,848 |
+1,391 |
| Long Gilt(LIFFE) |
| Dec09 |
091210 |
118~03 |
118~03 |
117~11 |
117~18 |
-1~07 |
2,100 |
42,397 |
-1,089 |
| Mar10 |
091210 |
117~01 |
117~01 |
115~21 |
115~31 |
-1~07 |
117,199 |
241,479 |
-2,073 |
| Total Volume and Open Interest |
119,299 |
283,876 |
-3,162 |
| 3-Mth Short Sterling(LIFFE) |
| Dec09 |
091210 |
99.39 |
99.41 |
99.39 |
99.39 |
-0.01 |
11,620 |
348,785 |
-705 |
| Mar10 |
091210 |
99.24 |
99.29 |
99.23 |
99.25 |
+0.01 |
75,141 |
359,471 |
-4,109 |
| Jun10 |
091210 |
99.01 |
99.06 |
99.01 |
99.03 |
unch |
61,228 |
382,464 |
-6,524 |
| Sep10 |
091210 |
98.67 |
98.70 |
98.65 |
98.68 |
unch |
62,449 |
318,031 |
+1,406 |
| Dec10 |
091210 |
98.22 |
98.27 |
98.20 |
98.25 |
unch |
81,971 |
332,084 |
+7,012 |
| Mar11 |
091210 |
97.85 |
97.89 |
97.81 |
97.86 |
unch |
63,251 |
268,557 |
+7,922 |
| Total Volume and Open Interest |
492,127 |
2,544,120 |
+12,487 |
| 3-Mth Euribor(LIFFE) |
| Dec09 |
091210 |
99.275 |
99.285 |
99.260 |
99.285 |
+0.005 |
68,385 |
488,810 |
+3,775 |
| Mar10 |
091210 |
99.185 |
99.195 |
99.145 |
99.175 |
-0.020 |
170,121 |
722,791 |
-9,384 |
| Jun10 |
091210 |
98.900 |
98.915 |
98.845 |
98.855 |
-0.050 |
293,230 |
724,625 |
-17,881 |
| Total Volume and Open Interest |
1,264,355 |
3,738,581 |
+10,563 |
| 3-Mth Aus T-Bills(SFE) |
| Dec09 |
091210 |
95.87 |
95.87 |
95.80 |
95.84 |
-0.03 |
25,046 |
58,292 |
-23,189 |
| Mar10 |
091210 |
95.62 |
95.64 |
95.52 |
95.54 |
-0.09 |
34,008 |
277,988 |
+14,347 |
| Jun10 |
091210 |
95.32 |
95.32 |
95.17 |
95.19 |
-0.13 |
13,398 |
157,500 |
+4,562 |
| Sep10 |
091210 |
95.05 |
95.06 |
94.89 |
94.89 |
-0.16 |
4,575 |
88,772 |
-226 |
| Dec10 |
091210 |
94.79 |
94.80 |
94.61 |
94.66 |
-0.14 |
6,192 |
75,152 |
+936 |
| Mar11 |
091210 |
94.52 |
94.52 |
94.35 |
94.39 |
-0.15 |
1,944 |
26,390 |
+819 |
| Jun11 |
091210 |
94.32 |
94.32 |
94.12 |
94.17 |
-0.14 |
427 |
23,129 |
-356 |
| Sep11 |
091210 |
94.01 |
94.05 |
93.94 |
93.99 |
-0.13 |
596 |
16,499 |
+210 |
| Dec11 |
091210 |
93.86 |
93.88 |
93.78 |
93.86 |
-0.13 |
280 |
7,012 |
+175 |
| Mar12 |
091210 |
93.77 |
93.77 |
93.68 |
93.77 |
-0.11 |
2 |
3,045 |
+0 |
| Total Volume and Open Interest |
86,468 |
735,568 |
-2,722 |
| 10-Year Aus T-Bonds(SFE) |
| Dec09 |
091210 |
94.54 |
94.58 |
94.46 |
94.54 |
unch |
69,220 |
292,978 |
+12,519 |
| Mar10 |
091210 |
94.50 |
94.50 |
94.39 |
94.46 |
-0.01 |
22,496 |
45,731 |
+21,865 |
| Total Volume and Open Interest |
91,716 |
338,709 |
+34,384 |
| 3-Year Aus T-Bonds(SFE) |
| Dec09 |
091210 |
95.22 |
95.25 |
95.08 |
95.14 |
-0.08 |
125,444 |
492,366 |
+27,722 |
| Mar10 |
091210 |
94.99 |
95.01 |
94.83 |
94.89 |
-0.10 |
25,961 |
50,357 |
+22,192 |
| Total Volume and Open Interest |
151,405 |
542,723 |
+49,914 |
| Gold(CMX) |
| Dec09 |
091210 |
1131.5 |
1134.8 |
1122.2 |
1125.7 |
+5.3 |
784 |
4,225 |
-608 |
| Feb10 |
091210 |
1130.1 |
1137.7 |
1121.8 |
1126.2 |
+5.3 |
239,293 |
344,371 |
-3,259 |
| Apr10 |
091210 |
1134.1 |
1138.5 |
1123.4 |
1127.4 |
+5.3 |
4,197 |
50,664 |
-257 |
| Jun10 |
091210 |
1135.5 |
1139.9 |
1124.7 |
1128.5 |
+5.4 |
3,824 |
22,558 |
+943 |
| Aug10 |
091210 |
1132.9 |
1134.1 |
1127.1 |
1129.7 |
+5.4 |
1,088 |
11,646 |
+49 |
| Oct10 |
091210 |
1135.0 |
1135.7 |
1131.0 |
1131.0 |
+5.4 |
586 |
4,108 |
-270 |
| Dec10 |
091210 |
1137.2 |
1143.7 |
1130.0 |
1132.7 |
+5.5 |
1,522 |
21,044 |
-638 |
| Feb11 |
091210 |
1140.0 |
1140.0 |
1134.9 |
1134.9 |
+5.5 |
50 |
2,972 |
+11 |
| Apr11 |
091210 |
1137.4 |
1137.4 |
1137.4 |
1137.4 |
+5.6 |
153 |
1,118 |
-80 |
| Jun11 |
091210 |
485.0 |
485.0 |
485.0 |
485.0 |
+5.7 |
403 |
8,390 |
+15 |
| Aug11 |
091210 |
1143.8 |
1143.8 |
1143.8 |
1143.8 |
+5.7 |
82 |
620 |
+61 |
| Oct11 |
091210 |
1147.7 |
1147.7 |
1147.7 |
1147.7 |
+5.8 |
187 |
307 |
+182 |
| Total Volume and Open Interest |
256,272 |
505,652 |
-3,078 |
| Silver(CMX) |
| Dec09 |
091210 |
1735.0 |
1748.0 |
1717.3 |
1717.3 |
+1.5 |
232 |
661 |
-148 |
| Mar10 |
091210 |
1744.0 |
1757.5 |
1715.5 |
1718.8 |
+0.8 |
34,820 |
85,779 |
-2,807 |
| May10 |
091210 |
1750.0 |
1750.0 |
1720.5 |
1720.8 |
+0.8 |
726 |
10,065 |
+146 |
| Jul10 |
091210 |
1747.0 |
1752.0 |
1722.5 |
1722.5 |
+0.8 |
86 |
7,311 |
-24 |
| Sep10 |
091210 |
1724.2 |
1743.0 |
1724.2 |
1724.2 |
+0.9 |
47 |
2,670 |
-34 |
| Dec10 |
091210 |
1756.5 |
1756.5 |
1726.7 |
1726.7 |
+1.2 |
466 |
9,298 |
+53 |
| Mar11 |
091210 |
1729.6 |
1729.6 |
1729.6 |
1729.6 |
+1.4 |
2 |
89 |
+0 |
| Total Volume and Open Interest |
37,092 |
125,999 |
-2,736 |
| Platinum(NYMEX) |
| Jan10 |
091210 |
1424.0 |
1432.6 |
1414.0 |
1424.5 |
+15.3 |
4,431 |
26,182 |
-1,156 |
| Apr10 |
091210 |
1428.0 |
1435.6 |
1418.9 |
1428.9 |
+15.5 |
1,116 |
7,719 |
+753 |
| Jul10 |
091210 |
1436.5 |
1436.5 |
1431.9 |
1431.9 |
+16.0 |
0 |
206 |
+0 |
| Oct10 |
091210 |
1435.0 |
1435.0 |
1435.0 |
1435.0 |
+16.0 |
0 |
13 |
+0 |
| Total Volume and Open Interest |
5,547 |
34,120 |
-403 |
| Palladium(NYMEX) |
| Dec09 |
091210 |
361.15 |
364.30 |
361.15 |
362.95 |
-0.80 |
2 |
1,168 |
-2 |
| Mar10 |
091210 |
365.55 |
369.05 |
362.25 |
365.10 |
-0.45 |
1,494 |
21,557 |
-316 |
| Jun10 |
091210 |
366.10 |
366.70 |
364.50 |
366.25 |
-0.45 |
8 |
175 |
+7 |
| Total Volume and Open Interest |
1,505 |
22,904 |
-310 |
| Copper(CMX) |
| Dec09 |
091210 |
309.10 |
311.85 |
306.00 |
307.95 |
-1.85 |
619 |
3,132 |
-71 |
| Mar10 |
091210 |
313.60 |
314.35 |
308.15 |
310.30 |
-2.05 |
25,247 |
116,105 |
-3,675 |
| May10 |
091210 |
312.15 |
313.90 |
309.95 |
311.90 |
-1.95 |
3,081 |
14,423 |
+1,422 |
| Jul10 |
091210 |
314.60 |
314.60 |
311.55 |
312.90 |
-1.80 |
1,091 |
5,116 |
+95 |
| Sep10 |
091210 |
313.45 |
313.45 |
313.45 |
313.45 |
-1.75 |
516 |
2,920 |
+457 |
| Total Volume and Open Interest |
31,021 |
147,950 |
-1,795 |
| DJIA Index(CBOT) |
| Dec09 |
091210 |
10342 |
10445 |
10309 |
10402 |
+72 |
533 |
14,494 |
-83 |
| Mar10 |
091210 |
10294 |
10385 |
10240 |
10342 |
+73 |
54 |
1,165 |
-15 |
| Jun10 |
091210 |
10277 |
10277 |
10205 |
10277 |
+72 |
0 |
1 |
+0 |
| Sep10 |
091210 |
10225 |
10225 |
10153 |
10225 |
+72 |
|
|
|
| Total Volume and Open Interest |
587 |
15,660 |
-98 |
| S & P 500(CME) |
| Dec09 |
091210 |
1095.30 |
1106.30 |
1092.40 |
1102.00 |
+6.40 |
50,098 |
362,266 |
-20,959 |
| Mar10 |
091210 |
1097.50 |
1101.50 |
1095.00 |
1097.20 |
+6.30 |
31,521 |
57,719 |
+26,482 |
| Jun10 |
091210 |
1092.50 |
1096.30 |
1090.30 |
1092.50 |
+6.20 |
58 |
1,518 |
-82 |
| Sep10 |
091210 |
1088.30 |
1092.10 |
1086.10 |
1088.30 |
+6.20 |
|
|
|
| Total Volume and Open Interest |
81,677 |
421,508 |
+5,441 |
| S & P 500 E-Mini(Globex) |
| Dec09 |
091210 |
1095.00 |
1106.25 |
1092.50 |
1102.00 |
+6.50 |
2,251,962 |
2,494,080 |
-74,179 |
| Mar10 |
091210 |
1090.25 |
1101.50 |
1087.75 |
1097.25 |
+6.25 |
169,424 |
276,177 |
+120,773 |
| Total Volume and Open Interest |
2,421,405 |
2,770,435 |
+46,594 |
| NASDAQ 100(CME) |
| Dec09 |
091210 |
1793.50 |
1809.00 |
1786.50 |
1800.00 |
+7.50 |
3,779 |
23,882 |
-559 |
| Mar10 |
091210 |
1795.00 |
1807.00 |
1794.00 |
1798.00 |
+7.50 |
201 |
343 |
+148 |
| Jun10 |
091210 |
1797.00 |
1797.00 |
1796.50 |
1797.00 |
+7.50 |
|
|
|
| Total Volume and Open Interest |
3,980 |
24,225 |
-411 |
| NASDAQ 100 E-Mini(Globex) |
| Dec09 |
091210 |
1791.50 |
1808.50 |
1786.30 |
1800.00 |
+7.50 |
350,189 |
334,816 |
-44 |
| Mar10 |
091210 |
1789.80 |
1806.80 |
1784.50 |
1798.00 |
+7.50 |
6,729 |
14,815 |
+2,289 |
| Total Volume and Open Interest |
356,922 |
349,639 |
+2,249 |
| S & P Midcap 400(CME) |
| Dec09 |
091210 |
701.00 |
703.50 |
698.50 |
701.20 |
+5.40 |
280 |
3,581 |
+282 |
| Mar10 |
091210 |
699.60 |
701.50 |
698.00 |
699.00 |
+5.40 |
260 |
502 |
+499 |
| Jun10 |
091210 |
697.00 |
697.00 |
696.60 |
697.00 |
+5.40 |
|
|
|
| Total Volume and Open Interest |
540 |
4,083 |
+781 |
| Russell 2000 E-Mini(Globex) |
| Nikkei 225(CME) |
| Dec09 |
091210 |
9980 |
9990 |
9825 |
9930 |
-50 |
17,788 |
33,883 |
-6,036 |
| Mar10 |
091210 |
10110 |
10115 |
9890 |
9990 |
-25 |
14,883 |
19,429 |
+10,468 |
| Total Volume and Open Interest |
38,740 |
54,995 |
+12,151 |
| Nikkei 225(SGX) |
| Mar10 |
091210 |
9955 |
10035 |
9820 |
9840 |
-135 |
49,702 |
48,735 |
+0 |
| Jun10 |
091210 |
9790 |
9790 |
9790 |
9790 |
-220 |
230 |
940 |
+0 |
| Sep10 |
091210 |
9790 |
9790 |
9790 |
9790 |
-235 |
0 |
55 |
+0 |
| Total Volume and Open Interest |
192,064 |
312,991 |
+57,976 |
| CAC 40(EURONEXT) |
| Dec09 |
091210 |
3746.0 |
3800.0 |
3744.5 |
3791.0 |
+40.5 |
126,087 |
415,004 |
+15,349 |
| Jan10 |
091210 |
3753.5 |
3795.0 |
3748.5 |
3792.0 |
+40.5 |
644 |
1,764 |
+617 |
| Feb10 |
091210 |
3795.0 |
3795.0 |
3795.0 |
3795.0 |
+41.5 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
126,895 |
419,470 |
+16,022 |
| Hang Seng Index(HKFE) |
| Dec09 |
091210 |
21999 |
22016 |
21535 |
21688 |
-208 |
70,303 |
85,972 |
+1,151 |
| Jan10 |
091210 |
21992 |
21992 |
21537 |
21682 |
-208 |
1,499 |
2,047 |
+559 |
| Total Volume and Open Interest |
71,912 |
89,176 |
+1,719 |
| DAX(EUREX) |
| Dec09 |
091210 |
5648.0 |
5743.5 |
5637.0 |
5705.5 |
+48.0 |
189,277 |
200,855 |
+1,093 |
| Mar10 |
091210 |
5657.0 |
5745.0 |
5644.0 |
5711.0 |
+48.0 |
4,282 |
23,934 |
+2,593 |
| Jun10 |
091210 |
5664.5 |
5751.5 |
5656.5 |
5717.0 |
+48.0 |
1,077 |
2,471 |
+199 |
| Total Volume and Open Interest |
194,636 |
227,260 |
+3,885 |
| FT-SE 100(EURONEXT) |
| Dec09 |
091210 |
5198.00 |
5256.00 |
5193.00 |
5238.00 |
+29.50 |
120,072 |
641,306 |
-2,298 |
| Mar10 |
091210 |
5158.00 |
5210.50 |
5154.00 |
5196.00 |
+29.50 |
3,947 |
33,849 |
+3,490 |
| Jun10 |
091210 |
5109.00 |
5147.00 |
5109.00 |
5147.00 |
+29.50 |
196 |
1,455 |
+190 |
| Total Volume and Open Interest |
124,220 |
676,929 |
+1,387 |
| SPI 200(SFE) |
| Dec09 |
091210 |
4632.0 |
4656.0 |
4593.0 |
4614.0 |
-16.0 |
27,668 |
202,886 |
+4,534 |
| Mar10 |
091210 |
4617.0 |
4642.0 |
4583.0 |
4601.0 |
-16.0 |
1,201 |
7,312 |
+976 |
| Jun10 |
091210 |
4628.0 |
4628.0 |
4623.0 |
4623.0 |
-16.0 |
1 |
1,428 |
+1 |
| Total Volume and Open Interest |
28,870 |
213,016 |
+5,511 |
| GSCI(CME) |
| Dec09 |
091210 |
481.80 |
483.00 |
478.50 |
481.65 |
+2.15 |
3,408 |
13,421 |
-3,155 |
| Jan10 |
091210 |
489.00 |
490.00 |
484.50 |
488.50 |
+1.70 |
3,056 |
6,273 |
+2,917 |
| Feb10 |
091210 |
495.00 |
495.00 |
492.50 |
495.00 |
+2.00 |
|
|
|
| Total Volume and Open Interest |
6,464 |
19,694 |
-238 |
| 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. |
|
|