|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Tue December 15, 2009 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Jan10 |
091215 |
1054.75 |
1068.50 |
1049.50 |
1055.00 |
unch |
102,437 |
139,275 |
-4,412 |
| Mar10 |
091215 |
1061.00 |
1074.75 |
1056.00 |
1062.00 |
+0.25 |
51,468 |
171,060 |
+7,228 |
| May10 |
091215 |
1066.00 |
1077.75 |
1060.00 |
1066.75 |
+0.50 |
16,711 |
51,231 |
-60 |
| Jul10 |
091215 |
1069.25 |
1081.25 |
1063.50 |
1071.25 |
+1.75 |
13,238 |
44,894 |
-722 |
| Aug10 |
091215 |
1065.00 |
1074.50 |
1060.00 |
1065.50 |
+1.50 |
169 |
1,773 |
-60 |
| Sep10 |
091215 |
1041.50 |
1050.00 |
1036.75 |
1042.00 |
-2.00 |
118 |
610 |
+28 |
| Nov10 |
091215 |
1029.00 |
1032.00 |
1017.50 |
1022.00 |
-6.25 |
6,800 |
66,873 |
-528 |
| Total Volume and Open Interest |
191,312 |
483,017 |
+1,549 |
| Soybean Meal(CBOT) |
| Jan10 |
091215 |
316.00 |
320.90 |
314.30 |
316.80 |
+0.60 |
29,821 |
50,323 |
+855 |
| Mar10 |
091215 |
312.20 |
316.60 |
310.10 |
312.40 |
-0.20 |
13,851 |
50,079 |
+2,406 |
| May10 |
091215 |
308.60 |
313.10 |
307.70 |
309.30 |
-1.20 |
6,023 |
25,788 |
+870 |
| Jul10 |
091215 |
309.00 |
313.20 |
308.00 |
309.80 |
-1.20 |
4,130 |
19,013 |
-105 |
| Aug10 |
091215 |
307.40 |
311.40 |
307.40 |
308.20 |
-1.30 |
187 |
4,614 |
-10 |
| Sep10 |
091215 |
302.40 |
306.20 |
301.70 |
303.20 |
-1.30 |
429 |
5,255 |
+176 |
| Oct10 |
091215 |
295.40 |
297.20 |
293.40 |
294.80 |
-2.40 |
256 |
2,796 |
+38 |
| Dec10 |
091215 |
294.60 |
296.50 |
290.30 |
293.00 |
-2.70 |
1,123 |
11,172 |
+73 |
| Total Volume and Open Interest |
55,823 |
169,932 |
+3,735 |
| Soybean Oil(CBOT) |
| Jan10 |
091215 |
39.64 |
39.99 |
39.40 |
39.64 |
+0.01 |
32,622 |
77,327 |
-3,503 |
| Mar10 |
091215 |
40.04 |
40.40 |
39.81 |
40.05 |
+0.01 |
17,113 |
95,908 |
+1,900 |
| May10 |
091215 |
40.40 |
40.77 |
40.18 |
40.42 |
unch |
4,201 |
24,659 |
+471 |
| Jul10 |
091215 |
40.81 |
41.12 |
40.55 |
40.78 |
unch |
4,024 |
17,107 |
+333 |
| Aug10 |
091215 |
41.22 |
41.25 |
40.90 |
40.93 |
unch |
63 |
2,002 |
-12 |
| Sep10 |
091215 |
41.14 |
41.28 |
41.02 |
41.07 |
unch |
140 |
1,490 |
-40 |
| Oct10 |
091215 |
41.35 |
41.46 |
41.15 |
41.15 |
-0.02 |
37 |
1,238 |
-9 |
| Dec10 |
091215 |
41.25 |
41.76 |
41.22 |
41.44 |
+0.02 |
1,501 |
14,013 |
+265 |
| Total Volume and Open Interest |
59,701 |
233,841 |
-1,272 |
| Canola(WCE) |
| Jan10 |
091215 |
410.2 |
413.1 |
409.5 |
411.5 |
unch |
7,056 |
22,965 |
-2,834 |
| Mar10 |
091215 |
417.2 |
420.2 |
416.1 |
418.8 |
+0.1 |
8,343 |
65,570 |
+3,934 |
| May10 |
091215 |
422.5 |
426.4 |
422.5 |
426.0 |
+0.6 |
1,928 |
4,526 |
+1,522 |
| Jul10 |
091215 |
428.3 |
431.5 |
427.2 |
431.5 |
+1.6 |
225 |
5,650 |
+83 |
| Nov10 |
091215 |
428.8 |
430.5 |
428.7 |
430.5 |
unch |
185 |
4,559 |
+184 |
| Total Volume and Open Interest |
17,739 |
103,589 |
+2,891 |
| Corn(CBOT) |
| Mar10 |
091215 |
407.50 |
410.00 |
400.75 |
407.50 |
-1.00 |
94,622 |
489,437 |
-8,422 |
| May10 |
091215 |
418.25 |
420.25 |
415.75 |
418.25 |
-1.00 |
11,875 |
117,668 |
+699 |
| Jul10 |
091215 |
427.50 |
429.50 |
425.00 |
427.25 |
-1.25 |
10,192 |
102,260 |
+1,005 |
| Sep10 |
091215 |
432.75 |
435.00 |
431.00 |
432.25 |
-1.75 |
1,458 |
30,413 |
+267 |
| Dec10 |
091215 |
439.00 |
441.00 |
436.75 |
438.00 |
-2.50 |
10,265 |
183,266 |
-321 |
| Mar11 |
091215 |
448.50 |
450.25 |
446.00 |
447.75 |
-2.50 |
430 |
12,530 |
+178 |
| Total Volume and Open Interest |
129,710 |
955,114 |
-9,963 |
| Wheat(CBOT) |
| Mar10 |
091215 |
542.75 |
547.00 |
535.50 |
536.75 |
-6.75 |
30,960 |
187,475 |
+2,392 |
| May10 |
091215 |
557.25 |
559.75 |
549.75 |
550.00 |
-6.75 |
3,578 |
37,026 |
+605 |
| Jul10 |
091215 |
567.50 |
570.00 |
559.25 |
560.25 |
-6.50 |
4,433 |
60,662 |
+49 |
| Sep10 |
091215 |
577.25 |
581.25 |
573.75 |
573.75 |
-7.50 |
208 |
16,639 |
+28 |
| Dec10 |
091215 |
605.25 |
606.25 |
596.25 |
596.50 |
-8.25 |
1,070 |
44,018 |
+317 |
| Total Volume and Open Interest |
40,345 |
350,041 |
+2,803 |
| Wheat(KCBT) |
| Mar10 |
091215 |
533.25 |
536.75 |
525.00 |
526.50 |
-7.50 |
5,525 |
60,270 |
+572 |
| May10 |
091215 |
545.00 |
546.75 |
538.00 |
538.25 |
-7.25 |
115 |
10,979 |
+2 |
| Jul10 |
091215 |
560.00 |
560.00 |
549.00 |
550.75 |
-7.00 |
803 |
28,573 |
+284 |
| Sep10 |
091215 |
566.25 |
566.75 |
560.25 |
562.75 |
-7.00 |
41 |
2,757 |
-3 |
| Dec10 |
091215 |
589.75 |
589.75 |
580.25 |
581.50 |
-6.50 |
634 |
34,026 |
+125 |
| Total Volume and Open Interest |
7,123 |
137,388 |
+976 |
| Wheat(MGE) |
| Dec09 |
091214 |
533.00 |
533.00 |
533.00 |
533.00 |
+5.50 |
23 |
12 |
-207 |
| Mar10 |
091215 |
547.00 |
550.25 |
536.00 |
537.25 |
-10.50 |
1,734 |
21,778 |
+35 |
| May10 |
091215 |
555.25 |
555.25 |
549.00 |
549.75 |
-9.25 |
57 |
4,732 |
+22 |
| Jul10 |
091215 |
567.25 |
567.75 |
561.00 |
561.75 |
-9.50 |
66 |
8,544 |
-28 |
| Sep10 |
091215 |
583.00 |
583.00 |
573.25 |
573.75 |
-9.25 |
37 |
3,187 |
+5 |
| Total Volume and Open Interest |
2,082 |
45,881 |
+158 |
| Oats(CBOT) |
| Mar10 |
091215 |
258.50 |
260.50 |
256.50 |
260.00 |
+1.25 |
339 |
9,478 |
+72 |
| May10 |
091215 |
266.00 |
268.50 |
265.25 |
268.50 |
+1.25 |
17 |
915 |
+4 |
| Jul10 |
091215 |
273.25 |
277.25 |
273.25 |
277.25 |
+1.25 |
6 |
813 |
-5 |
| Sep10 |
091215 |
281.00 |
285.75 |
280.25 |
285.75 |
+1.25 |
2 |
355 |
-2 |
| Total Volume and Open Interest |
367 |
12,036 |
+65 |
| Rough Rice(CBOT) |
| Jan10 |
091215 |
15.89 |
15.95 |
15.72 |
15.86 |
-0.12 |
1,139 |
5,879 |
-135 |
| Mar10 |
091215 |
16.19 |
16.26 |
16.00 |
16.15 |
-0.12 |
1,029 |
9,781 |
+486 |
| May10 |
091215 |
16.34 |
16.35 |
16.30 |
16.35 |
-0.10 |
41 |
379 |
+11 |
| Jul10 |
091215 |
16.45 |
16.52 |
16.45 |
16.51 |
-0.14 |
29 |
607 |
+20 |
| Total Volume and Open Interest |
2,376 |
17,715 |
+508 |
| Live Cattle(CME) |
| Dec09 |
091215 |
81.100 |
82.250 |
81.050 |
82.100 |
+1.050 |
2,045 |
8,063 |
-760 |
| Feb10 |
091215 |
83.980 |
85.300 |
83.930 |
84.930 |
+0.980 |
10,157 |
140,352 |
+1,026 |
| Apr10 |
091215 |
87.350 |
88.385 |
87.300 |
88.150 |
+0.820 |
5,488 |
64,404 |
+1,282 |
| Jun10 |
091215 |
84.800 |
85.500 |
84.700 |
85.330 |
+0.630 |
2,648 |
32,964 |
+659 |
| Aug10 |
091215 |
84.700 |
85.600 |
84.700 |
85.550 |
+0.665 |
1,608 |
9,277 |
+233 |
| Oct10 |
091215 |
88.000 |
88.550 |
87.950 |
88.535 |
+0.285 |
189 |
5,841 |
+10 |
| Total Volume and Open Interest |
22,214 |
263,456 |
+2,488 |
| Feeder Cattle(CME) |
| Jan10 |
091215 |
91.900 |
93.150 |
91.900 |
93.035 |
+1.135 |
1,334 |
11,638 |
-609 |
| Mar10 |
091215 |
92.450 |
93.500 |
92.450 |
93.385 |
+1.000 |
1,411 |
11,376 |
+422 |
| Apr10 |
091215 |
94.200 |
95.200 |
94.200 |
94.885 |
+0.805 |
188 |
3,481 |
+68 |
| May10 |
091215 |
95.100 |
96.080 |
95.100 |
95.930 |
+0.730 |
89 |
3,390 |
+18 |
| Aug10 |
091215 |
97.885 |
98.650 |
97.885 |
98.200 |
+0.565 |
6 |
1,356 |
+0 |
| Sep10 |
091215 |
98.200 |
98.200 |
98.000 |
98.200 |
+0.500 |
0 |
13 |
+0 |
| Oct10 |
091215 |
98.500 |
98.500 |
97.500 |
97.900 |
+0.300 |
0 |
17 |
+0 |
| Total Volume and Open Interest |
3,028 |
31,272 |
-101 |
| Lean Hogs(CME) |
| Feb10 |
091215 |
66.050 |
67.700 |
65.680 |
67.430 |
+1.545 |
11,401 |
75,875 |
-595 |
| Apr10 |
091215 |
70.385 |
71.400 |
69.725 |
71.250 |
+0.920 |
4,275 |
44,225 |
+682 |
| May10 |
091215 |
74.500 |
75.250 |
74.300 |
75.225 |
+0.075 |
52 |
3,087 |
+28 |
| Jun10 |
091215 |
78.035 |
78.300 |
77.635 |
78.080 |
-0.145 |
1,551 |
24,860 |
+400 |
| Jul10 |
091215 |
77.150 |
77.400 |
76.850 |
77.350 |
-0.080 |
355 |
8,788 |
+91 |
| Aug10 |
091215 |
76.100 |
76.300 |
75.535 |
75.700 |
-0.480 |
51 |
6,384 |
+29 |
| Oct10 |
091215 |
67.900 |
67.900 |
67.285 |
67.580 |
-0.270 |
29 |
3,329 |
+8 |
| Dec10 |
091215 |
66.250 |
66.800 |
66.000 |
66.800 |
+0.600 |
33 |
1,912 |
+9 |
| Total Volume and Open Interest |
17,757 |
168,635 |
-9,747 |
| Pork Bellies(CME) |
| Feb10 |
091215 |
90.500 |
92.000 |
90.500 |
91.600 |
+2.500 |
40 |
355 |
-12 |
| Mar10 |
091215 |
89.980 |
90.000 |
89.350 |
89.350 |
+2.350 |
0 |
87 |
+0 |
| May10 |
091215 |
91.900 |
92.500 |
90.000 |
91.900 |
+2.400 |
0 |
78 |
+0 |
| Jul10 |
091215 |
89.500 |
89.500 |
89.500 |
89.500 |
+1.500 |
0 |
20 |
+0 |
| Aug10 |
091215 |
85.000 |
85.000 |
85.000 |
85.000 |
unch |
0 |
15 |
+0 |
| Total Volume and Open Interest |
40 |
555 |
-12 |
| Class III Milk(CME) |
| Dec09 |
091215 |
14.85 |
14.87 |
14.83 |
14.86 |
unch |
184 |
4,978 |
+6 |
| Jan10 |
091215 |
15.05 |
15.09 |
14.88 |
14.89 |
-0.16 |
358 |
4,029 |
+6 |
| Feb10 |
091215 |
15.08 |
15.13 |
14.82 |
14.84 |
-0.24 |
283 |
3,255 |
+96 |
| Mar10 |
091215 |
15.47 |
15.65 |
15.25 |
15.27 |
-0.17 |
136 |
2,448 |
+59 |
| Apr10 |
091215 |
15.60 |
15.60 |
15.33 |
15.36 |
-0.16 |
30 |
1,634 |
+13 |
| Total Volume and Open Interest |
1,125 |
24,692 |
+229 |
| Cocoa(ICE) |
| Dec09 |
091215 |
3410 |
3410 |
3355 |
3355 |
-46 |
7 |
8 |
-14 |
| Mar10 |
091215 |
3396 |
3408 |
3354 |
3365 |
-46 |
3,847 |
78,241 |
+436 |
| May10 |
091215 |
3406 |
3412 |
3374 |
3382 |
-48 |
726 |
19,322 |
+305 |
| Jul10 |
091215 |
3400 |
3400 |
3383 |
3386 |
-47 |
52 |
7,891 |
+11 |
| Sep10 |
091215 |
3410 |
3410 |
3396 |
3396 |
-48 |
49 |
5,755 |
+2 |
| Dec10 |
091215 |
3372 |
3378 |
3366 |
3366 |
-42 |
317 |
4,512 |
+206 |
| Mar11 |
091215 |
3363 |
3378 |
3356 |
3356 |
-39 |
28 |
7,616 |
+15 |
| Total Volume and Open Interest |
5,026 |
129,801 |
+961 |
| Coffee "C"(ICE) |
| Dec09 |
091215 |
145.00 |
149.20 |
145.00 |
147.20 |
+1.35 |
7 |
109 |
-47 |
| Mar10 |
091215 |
145.90 |
149.40 |
144.70 |
147.25 |
+1.35 |
10,889 |
79,797 |
+1,940 |
| May10 |
091215 |
147.60 |
150.95 |
146.50 |
148.90 |
+1.30 |
3,188 |
23,720 |
+526 |
| Jul10 |
091215 |
148.75 |
152.15 |
148.00 |
150.15 |
+1.25 |
1,047 |
4,992 |
-280 |
| Sep10 |
091215 |
149.90 |
153.40 |
149.25 |
151.35 |
+1.15 |
855 |
5,963 |
+138 |
| Dec10 |
091215 |
151.60 |
155.10 |
151.05 |
153.15 |
+1.15 |
524 |
6,069 |
+264 |
| Total Volume and Open Interest |
16,645 |
122,766 |
+2,659 |
| Orange Juice(ICE) |
| Jan10 |
091215 |
132.90 |
133.25 |
130.10 |
130.75 |
-2.15 |
2,186 |
12,012 |
-774 |
| Mar10 |
091215 |
136.90 |
137.10 |
134.05 |
134.70 |
-2.10 |
1,632 |
15,575 |
+712 |
| May10 |
091215 |
139.05 |
140.40 |
137.65 |
138.35 |
-1.85 |
288 |
4,886 |
+104 |
| Jul10 |
091215 |
143.00 |
143.75 |
141.30 |
141.75 |
-1.85 |
209 |
1,624 |
+50 |
| Sep10 |
091215 |
143.25 |
144.50 |
142.55 |
142.75 |
-1.75 |
141 |
579 |
+21 |
| Nov10 |
091215 |
143.45 |
143.75 |
143.10 |
143.10 |
-1.90 |
5 |
57 |
-4 |
| Total Volume and Open Interest |
4,471 |
34,943 |
+117 |
| Sugar #11(ICE) |
| Mar10 |
091215 |
25.25 |
25.72 |
24.57 |
24.82 |
-0.46 |
94,968 |
337,940 |
-2,506 |
| May10 |
091215 |
24.00 |
24.25 |
23.23 |
23.43 |
-0.69 |
41,628 |
134,778 |
+3,235 |
| Jul10 |
091215 |
22.53 |
22.65 |
21.70 |
21.96 |
-0.69 |
23,545 |
125,946 |
+1,377 |
| Oct10 |
091215 |
21.48 |
21.60 |
20.60 |
20.90 |
-0.73 |
9,445 |
91,796 |
+1,506 |
| Mar11 |
091215 |
20.83 |
20.90 |
19.98 |
20.33 |
-0.64 |
6,276 |
49,759 |
+358 |
| Total Volume and Open Interest |
180,425 |
809,141 |
+4,713 |
| London Cocoa(LCE) |
| Dec09 |
091214 |
2214 |
2215 |
2185 |
2207 |
-4 |
4,738 |
5,862 |
-3,711 |
| Mar10 |
091215 |
2266 |
2273 |
2246 |
2257 |
-11 |
5,695 |
60,018 |
+766 |
| May10 |
091215 |
2282 |
2290 |
2264 |
2274 |
-13 |
2,063 |
50,744 |
+18 |
| Jul10 |
091215 |
2260 |
2263 |
2243 |
2247 |
-15 |
727 |
21,168 |
-144 |
| Sep10 |
091215 |
2235 |
2240 |
2217 |
2219 |
-15 |
205 |
10,986 |
+158 |
| Dec10 |
091215 |
2185 |
2190 |
2167 |
2170 |
-15 |
309 |
8,840 |
+5 |
| Mar11 |
091215 |
2155 |
2163 |
2154 |
2154 |
-15 |
43 |
8,394 |
+17 |
| Total Volume and Open Interest |
9,042 |
161,336 |
-5,042 |
| London Sugar(LCE) |
| Mar10 |
091215 |
650.00 |
666.30 |
644.70 |
656.20 |
+5.50 |
9,674 |
35,864 |
+3,591 |
| May10 |
091215 |
636.80 |
651.00 |
632.50 |
642.00 |
+4.00 |
3,363 |
20,505 |
+400 |
| Aug10 |
091215 |
605.10 |
614.50 |
601.50 |
603.40 |
-3.20 |
1,228 |
11,652 |
+473 |
| Oct10 |
091215 |
565.10 |
571.90 |
560.10 |
560.40 |
-7.00 |
466 |
4,722 |
+199 |
| Dec10 |
091215 |
539.70 |
541.20 |
539.70 |
541.20 |
-7.70 |
25 |
781 |
+20 |
| Total Volume and Open Interest |
14,756 |
73,752 |
+4,683 |
| Cotton(ICE) |
| Mar10 |
091215 |
75.27 |
76.17 |
74.77 |
74.88 |
-0.89 |
14,440 |
131,909 |
+3,319 |
| May10 |
091215 |
76.77 |
76.95 |
75.71 |
75.85 |
-0.88 |
1,778 |
17,071 |
+748 |
| Jul10 |
091215 |
77.00 |
77.40 |
76.09 |
76.19 |
-0.81 |
1,640 |
20,227 |
+412 |
| Oct10 |
091215 |
76.50 |
76.50 |
76.17 |
76.17 |
-0.83 |
117 |
139 |
-5 |
| Dec10 |
091215 |
76.95 |
77.39 |
76.11 |
76.19 |
-1.10 |
894 |
13,276 |
+786 |
| Mar11 |
091215 |
77.37 |
77.37 |
77.37 |
77.37 |
-1.04 |
0 |
213 |
+0 |
| Total Volume and Open Interest |
18,881 |
183,597 |
+5,272 |
| Lumber(CME) |
| Jan10 |
091215 |
214.6 |
214.8 |
211.3 |
212.8 |
-1.2 |
1,109 |
3,325 |
-107 |
| Mar10 |
091215 |
239.4 |
239.4 |
237.0 |
237.8 |
-1.3 |
477 |
5,029 |
-92 |
| May10 |
091215 |
252.6 |
253.9 |
251.4 |
251.5 |
-1.4 |
747 |
988 |
+14 |
| Jul10 |
091215 |
258.0 |
258.0 |
258.0 |
258.0 |
+1.2 |
5 |
198 |
+3 |
| Total Volume and Open Interest |
2,338 |
9,661 |
-182 |
| Crude Oil(NYM) |
| Jan10 |
091215 |
69.57 |
71.15 |
69.31 |
70.69 |
+1.18 |
268,931 |
147,635 |
-24,621 |
| Feb10 |
091215 |
71.89 |
73.21 |
71.69 |
72.69 |
+0.83 |
166,311 |
235,796 |
+4,252 |
| Mar10 |
091215 |
73.64 |
74.56 |
73.26 |
73.93 |
+0.47 |
69,677 |
152,900 |
+3,391 |
| Apr10 |
091215 |
74.89 |
75.50 |
74.34 |
74.84 |
+0.28 |
19,389 |
38,254 |
-3,254 |
| May10 |
091215 |
75.66 |
76.26 |
75.19 |
75.54 |
+0.20 |
8,203 |
28,527 |
-1,560 |
| Jun10 |
091215 |
76.17 |
76.85 |
75.73 |
76.13 |
+0.16 |
13,863 |
105,237 |
-669 |
| Jul10 |
091215 |
76.30 |
77.31 |
76.30 |
76.64 |
+0.13 |
1,855 |
26,763 |
-553 |
| Aug10 |
091215 |
77.29 |
77.35 |
77.11 |
77.11 |
+0.09 |
1,487 |
14,878 |
-527 |
| Sep10 |
091215 |
77.91 |
78.37 |
77.55 |
77.59 |
+0.05 |
1,776 |
27,265 |
+101 |
| Oct10 |
091215 |
78.15 |
78.38 |
78.09 |
78.09 |
+0.03 |
1,033 |
14,656 |
-257 |
| Nov10 |
091215 |
79.00 |
79.00 |
78.62 |
78.62 |
unch |
1,038 |
16,496 |
-78 |
| Dec10 |
091215 |
79.50 |
80.05 |
79.04 |
79.19 |
-0.03 |
9,714 |
131,765 |
+150 |
| Jan11 |
091215 |
79.65 |
79.66 |
79.59 |
79.59 |
-0.05 |
916 |
19,337 |
-425 |
| Feb11 |
091215 |
79.94 |
80.03 |
79.94 |
79.94 |
-0.07 |
1,115 |
8,106 |
-371 |
| Mar11 |
091215 |
80.34 |
80.42 |
80.34 |
80.34 |
-0.07 |
1,275 |
6,772 |
-522 |
| Apr11 |
091215 |
80.75 |
80.84 |
80.75 |
80.75 |
-0.07 |
879 |
9,332 |
+9 |
| Total Volume and Open Interest |
574,703 |
1,218,121 |
-24,093 |
| e-miNY Crude Oil(NYM) |
| Dec09 |
091119 |
79.700 |
79.925 |
77.050 |
77.450 |
-2.125 |
8,718 |
3,560 |
-399 |
| Jan10 |
091215 |
69.700 |
71.150 |
69.300 |
70.700 |
+1.200 |
10,503 |
4,280 |
-828 |
| Feb10 |
091215 |
72.050 |
73.200 |
71.675 |
72.700 |
+0.850 |
1,974 |
2,143 |
+100 |
| Mar10 |
091215 |
73.750 |
74.550 |
73.300 |
73.925 |
+0.475 |
63 |
364 |
+9 |
| Apr10 |
091215 |
74.725 |
75.025 |
74.525 |
74.850 |
+0.300 |
2 |
86 |
-2 |
| May10 |
091215 |
75.550 |
75.550 |
75.550 |
75.550 |
+0.200 |
0 |
4 |
+0 |
| Jun10 |
091215 |
75.925 |
76.200 |
75.925 |
76.125 |
+0.150 |
0 |
11 |
+0 |
| Jul10 |
091215 |
76.650 |
76.650 |
76.650 |
76.650 |
+0.150 |
0 |
8 |
+0 |
| Aug10 |
091215 |
77.100 |
77.100 |
77.100 |
77.100 |
+0.075 |
0 |
3 |
+0 |
| Sep10 |
091215 |
77.600 |
77.600 |
77.600 |
77.600 |
+0.050 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
12,544 |
7,001 |
-720 |
| Heating Oil(NYM) |
| Jan10 |
091215 |
190.48 |
193.12 |
190.09 |
190.33 |
-0.49 |
37,751 |
55,314 |
-2,859 |
| Feb10 |
091215 |
193.02 |
195.50 |
192.43 |
192.68 |
-0.39 |
15,038 |
56,965 |
+1,260 |
| Mar10 |
091215 |
195.06 |
197.17 |
194.25 |
194.37 |
-0.35 |
6,588 |
43,605 |
+57 |
| Apr10 |
091215 |
195.46 |
197.90 |
195.08 |
195.08 |
-0.37 |
2,726 |
23,323 |
+158 |
| May10 |
091215 |
196.98 |
198.84 |
196.13 |
196.13 |
-0.35 |
1,896 |
15,758 |
+107 |
| Jun10 |
091215 |
198.05 |
200.03 |
197.18 |
197.23 |
-0.35 |
3,447 |
33,315 |
+151 |
| Jul10 |
091215 |
201.39 |
201.87 |
198.92 |
199.03 |
-0.35 |
401 |
9,413 |
-89 |
| Aug10 |
091215 |
203.44 |
203.74 |
201.33 |
201.33 |
-0.35 |
344 |
4,174 |
-31 |
| Sep10 |
091215 |
206.17 |
206.17 |
203.91 |
203.91 |
-0.35 |
844 |
8,045 |
+319 |
| Oct10 |
091215 |
208.81 |
208.81 |
206.64 |
206.64 |
-0.34 |
847 |
4,801 |
+162 |
| Nov10 |
091215 |
211.68 |
211.75 |
209.29 |
209.29 |
-0.34 |
728 |
6,013 |
-67 |
| Dec10 |
091215 |
212.33 |
214.40 |
211.96 |
211.96 |
-0.33 |
1,923 |
20,338 |
-76 |
| Total Volume and Open Interest |
73,390 |
307,057 |
-721 |
| Gasoline(NYMEX) |
| Jan10 |
091215 |
183.15 |
186.18 |
182.57 |
184.51 |
+1.84 |
36,581 |
52,349 |
-1,935 |
| Feb10 |
091215 |
185.93 |
188.82 |
185.39 |
187.03 |
+1.53 |
19,683 |
50,367 |
+1,402 |
| Mar10 |
091215 |
188.20 |
191.36 |
188.11 |
189.57 |
+1.33 |
8,068 |
40,796 |
-23 |
| Apr10 |
091215 |
201.29 |
203.36 |
200.63 |
201.72 |
+1.13 |
4,935 |
25,408 |
+36 |
| May10 |
091215 |
202.30 |
204.69 |
202.02 |
203.17 |
+1.06 |
2,392 |
11,122 |
+180 |
| Jun10 |
091215 |
204.02 |
205.93 |
203.05 |
204.41 |
+1.01 |
2,993 |
13,845 |
+946 |
| Jul10 |
091215 |
204.28 |
206.22 |
204.28 |
204.76 |
+0.98 |
547 |
6,207 |
+71 |
| Aug10 |
091215 |
206.24 |
206.24 |
204.84 |
204.84 |
+0.91 |
338 |
5,311 |
+67 |
| Sep10 |
091215 |
205.80 |
205.80 |
204.39 |
204.39 |
+0.89 |
272 |
5,536 |
+0 |
| Oct10 |
091215 |
194.91 |
194.91 |
194.91 |
194.91 |
+0.75 |
200 |
2,751 |
+44 |
| Total Volume and Open Interest |
76,840 |
235,046 |
+748 |
| e-miNY RBOB Gasoline(NYM) |
| Jan10 |
091215 |
184.50 |
184.51 |
184.50 |
184.50 |
+1.80 |
0 |
3 |
+0 |
| Feb10 |
091215 |
187.00 |
187.03 |
187.00 |
187.00 |
+1.50 |
|
|
|
| Mar10 |
091215 |
189.60 |
189.60 |
189.57 |
189.60 |
+1.40 |
|
|
|
| Apr10 |
091215 |
201.70 |
201.72 |
201.70 |
201.70 |
+1.10 |
|
|
|
| Total Volume and Open Interest |
0 |
3 |
+0 |
| Natural Gas(NYM) |
| Jan10 |
091215 |
5.360 |
5.536 |
5.314 |
5.523 |
+0.191 |
110,235 |
114,178 |
-4,114 |
| Feb10 |
091215 |
5.429 |
5.583 |
5.381 |
5.578 |
+0.176 |
42,926 |
78,604 |
-19,504 |
| Mar10 |
091215 |
5.441 |
5.584 |
5.421 |
5.577 |
+0.140 |
25,389 |
121,227 |
+657 |
| Apr10 |
091215 |
5.488 |
5.584 |
5.465 |
5.579 |
+0.127 |
16,146 |
66,459 |
-1,791 |
| May10 |
091215 |
5.562 |
5.625 |
5.516 |
5.618 |
+0.124 |
4,770 |
36,407 |
-379 |
| Jun10 |
091215 |
5.590 |
5.685 |
5.540 |
5.678 |
+0.123 |
2,550 |
23,013 |
-376 |
| Jul10 |
091215 |
5.696 |
5.758 |
5.658 |
5.758 |
+0.123 |
3,408 |
18,266 |
+413 |
| Aug10 |
091215 |
5.746 |
5.833 |
5.746 |
5.831 |
+0.119 |
3,261 |
22,588 |
+31 |
| Sep10 |
091215 |
5.811 |
5.879 |
5.790 |
5.873 |
+0.116 |
1,364 |
18,767 |
+17 |
| Oct10 |
091215 |
5.938 |
6.003 |
5.916 |
5.998 |
+0.106 |
8,201 |
33,722 |
+297 |
| Nov10 |
091215 |
6.335 |
6.374 |
6.300 |
6.368 |
+0.086 |
1,065 |
8,425 |
+65 |
| Dec10 |
091215 |
6.660 |
6.738 |
6.660 |
6.738 |
+0.076 |
1,581 |
18,821 |
+87 |
| Jan11 |
091215 |
6.924 |
6.973 |
6.916 |
6.973 |
+0.071 |
3,674 |
18,849 |
+249 |
| Feb11 |
091215 |
6.945 |
6.953 |
6.916 |
6.953 |
+0.061 |
118 |
7,212 |
+5 |
| Mar11 |
091215 |
6.770 |
6.803 |
6.768 |
6.803 |
+0.061 |
860 |
16,311 |
-24 |
| Apr11 |
091215 |
6.304 |
6.333 |
6.290 |
6.333 |
+0.046 |
952 |
12,431 |
+110 |
| Total Volume and Open Interest |
226,815 |
715,525 |
-24,237 |
| Brent Crude Oil(ICE) |
| Jan10 |
091215 |
72.04 |
72.81 |
71.57 |
72.05 |
+0.16 |
83,686 |
62,278 |
-10,669 |
| Feb10 |
091215 |
72.91 |
73.62 |
72.38 |
72.87 |
+0.16 |
81,448 |
181,582 |
+16,865 |
| Mar10 |
091215 |
73.71 |
74.46 |
73.26 |
73.73 |
+0.15 |
29,266 |
111,796 |
+1,130 |
| Apr10 |
091215 |
74.53 |
75.24 |
74.16 |
74.52 |
+0.12 |
9,307 |
42,110 |
-331 |
| May10 |
091215 |
75.14 |
75.81 |
75.00 |
75.24 |
+0.07 |
5,832 |
23,002 |
+240 |
| Jun10 |
091215 |
75.97 |
76.69 |
75.67 |
75.91 |
+0.04 |
5,968 |
56,981 |
-346 |
| Jul10 |
091215 |
76.38 |
77.07 |
76.37 |
76.50 |
+0.01 |
975 |
15,427 |
-90 |
| Aug10 |
091215 |
77.21 |
77.51 |
76.98 |
77.07 |
-0.02 |
994 |
10,465 |
-181 |
| Sep10 |
091215 |
77.85 |
78.25 |
77.63 |
77.64 |
-0.04 |
1,413 |
7,128 |
+45 |
| Oct10 |
091215 |
78.20 |
78.20 |
78.20 |
78.20 |
-0.06 |
1,154 |
12,673 |
-126 |
| Nov10 |
091215 |
78.78 |
78.78 |
78.78 |
78.78 |
-0.07 |
836 |
10,240 |
+32 |
| Dec10 |
091215 |
79.58 |
80.18 |
79.23 |
79.37 |
-0.09 |
5,579 |
75,452 |
+640 |
| Jan11 |
091215 |
79.90 |
79.90 |
79.90 |
79.90 |
-0.12 |
438 |
8,812 |
-84 |
| Feb11 |
091215 |
80.40 |
80.40 |
80.40 |
80.40 |
-0.14 |
130 |
4,608 |
-8 |
| Total Volume and Open Interest |
229,075 |
720,753 |
+7,237 |
| Gas Oil(ICE) |
| Jan10 |
091215 |
584.00 |
594.00 |
583.75 |
590.25 |
+2.00 |
51,302 |
124,361 |
-893 |
| Feb10 |
091215 |
594.25 |
601.50 |
592.00 |
597.75 |
+1.50 |
30,446 |
82,431 |
+3,005 |
| Mar10 |
091215 |
601.75 |
608.25 |
598.50 |
604.50 |
+1.50 |
9,924 |
46,917 |
+1,877 |
| Apr10 |
091215 |
608.75 |
615.25 |
607.50 |
611.50 |
+1.50 |
4,201 |
27,191 |
+499 |
| May10 |
091215 |
613.25 |
622.25 |
613.25 |
618.75 |
+1.50 |
1,307 |
22,818 |
+46 |
| Jun10 |
091215 |
623.75 |
629.75 |
620.00 |
626.00 |
+1.75 |
5,102 |
45,128 |
+778 |
| Jul10 |
091215 |
630.75 |
633.50 |
629.25 |
633.50 |
+1.75 |
2,106 |
16,635 |
+647 |
| Aug10 |
091215 |
635.50 |
640.75 |
635.50 |
640.75 |
+1.50 |
1,302 |
18,104 |
+250 |
| Sep10 |
091215 |
643.00 |
648.00 |
642.00 |
648.00 |
+1.50 |
2,163 |
17,408 |
+1,439 |
| Oct10 |
091215 |
650.50 |
657.50 |
649.25 |
654.50 |
+1.25 |
646 |
10,559 |
+179 |
| Total Volume and Open Interest |
114,088 |
534,180 |
+9,120 |
| Ethanol(CBOT) |
| Dec09 |
091203 |
2.135 |
2.135 |
2.130 |
2.130 |
unch |
8 |
263 |
-4 |
| Jan10 |
091215 |
1.880 |
1.880 |
1.850 |
1.865 |
-0.016 |
51 |
700 |
-29 |
| Feb10 |
091215 |
1.820 |
1.835 |
1.812 |
1.833 |
+0.014 |
59 |
792 |
+14 |
| Mar10 |
091215 |
1.827 |
1.827 |
1.815 |
1.822 |
+0.013 |
26 |
1,188 |
+20 |
| Apr10 |
091215 |
1.790 |
1.814 |
1.790 |
1.812 |
+0.010 |
74 |
917 |
+54 |
| May10 |
091215 |
1.792 |
1.804 |
1.791 |
1.798 |
+0.009 |
41 |
448 |
+11 |
| Jun10 |
091215 |
1.792 |
1.802 |
1.790 |
1.797 |
+0.014 |
38 |
355 |
+34 |
| Jul10 |
091215 |
1.780 |
1.790 |
1.780 |
1.790 |
+0.020 |
40 |
390 |
+16 |
| Total Volume and Open Interest |
352 |
6,992 |
+140 |
| US Dollar Index(ICE) |
| Mar10 |
091215 |
76.755 |
77.575 |
76.725 |
77.300 |
+0.565 |
13,553 |
43,447 |
+2,368 |
| Jun10 |
091215 |
77.770 |
77.775 |
77.640 |
77.690 |
+0.595 |
1 |
4,863 |
+1 |
| Sep10 |
091215 |
77.690 |
77.690 |
77.690 |
77.690 |
+0.595 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
13,554 |
48,311 |
-3,674 |
| Australian Dollar(CME) |
| Dec09 |
091214 |
91.07 |
91.26 |
89.51 |
91.21 |
+0.13 |
23,670 |
51,404 |
-3,596 |
| Mar10 |
091215 |
90.73 |
90.80 |
89.49 |
89.80 |
-1.00 |
64,798 |
103,618 |
+5,105 |
| Jun10 |
091215 |
89.60 |
89.84 |
88.59 |
88.85 |
-0.99 |
93 |
118 |
+92 |
| Total Volume and Open Interest |
64,891 |
103,758 |
-46,207 |
| British Pound(CME) |
| Dec09 |
091214 |
162.22 |
163.24 |
161.90 |
162.42 |
+0.02 |
26,298 |
31,720 |
-6,498 |
| Mar10 |
091215 |
162.97 |
163.11 |
161.96 |
162.47 |
-0.47 |
71,182 |
71,943 |
-258 |
| Jun10 |
091215 |
162.38 |
162.93 |
161.88 |
162.38 |
-0.46 |
0 |
126 |
+0 |
| Total Volume and Open Interest |
71,182 |
72,143 |
-31,978 |
| Canadian Dollar(CME) |
| Dec09 |
091215 |
94.39 |
94.76 |
93.88 |
94.25 |
-0.12 |
3,425 |
32,588 |
-1,574 |
| Mar10 |
091215 |
94.40 |
94.76 |
93.86 |
94.21 |
-0.16 |
68,429 |
77,021 |
+873 |
| Jun10 |
091215 |
94.35 |
94.71 |
93.90 |
94.20 |
-0.16 |
192 |
1,122 |
+51 |
| Sep10 |
091215 |
94.17 |
94.69 |
93.91 |
94.17 |
-0.16 |
7 |
574 |
+0 |
| Total Volume and Open Interest |
72,074 |
111,735 |
-648 |
| Japanese Yen(CME) |
| Dec09 |
091214 |
111.96 |
113.22 |
111.95 |
113.04 |
+0.92 |
37,150 |
51,224 |
-9,636 |
| Mar10 |
091215 |
112.77 |
112.92 |
111.23 |
111.49 |
-1.39 |
71,251 |
89,993 |
+272 |
| Jun10 |
091215 |
112.04 |
112.98 |
111.36 |
111.60 |
-1.38 |
16 |
144 |
+14 |
| Total Volume and Open Interest |
71,270 |
90,182 |
-50,935 |
| Swiss Franc(CME) |
| Dec09 |
091214 |
96.60 |
97.12 |
96.58 |
96.87 |
+0.19 |
10,959 |
18,007 |
-4,725 |
| Mar10 |
091215 |
96.99 |
97.03 |
95.93 |
96.12 |
-0.84 |
39,096 |
33,845 |
+451 |
| Jun10 |
091215 |
96.35 |
97.04 |
96.06 |
96.21 |
-0.83 |
5 |
18 |
+5 |
| Total Volume and Open Interest |
39,101 |
33,865 |
-17,551 |
| EuroFX(CME) |
| Dec09 |
091214 |
146.17 |
146.86 |
146.06 |
146.41 |
+0.22 |
93,413 |
76,982 |
-20,859 |
| Mar10 |
091215 |
146.48 |
146.55 |
144.97 |
145.23 |
-1.20 |
194,822 |
130,217 |
+3,349 |
| Jun10 |
091215 |
146.15 |
146.42 |
144.91 |
145.16 |
-1.19 |
6 |
728 |
+2 |
| Total Volume and Open Interest |
194,832 |
131,610 |
-73,631 |
| Mexican Peso(CME) |
| Dec09 |
091214 |
775.8 |
780.8 |
773.8 |
779.2 |
+3.2 |
7,810 |
60,956 |
-3,614 |
| Jan10 |
091215 |
785.5 |
785.5 |
778.0 |
785.5 |
+7.5 |
|
|
|
| Total Volume and Open Interest |
22,745 |
116,553 |
-60,780 |
| 30-Year T-Bonds(CBOT) |
| Dec09 |
091215 |
119~060 |
119~060 |
118~140 |
118~220 |
-0~130 |
5,788 |
21,771 |
-1,936 |
| Mar10 |
091215 |
117~290 |
118~040 |
117~060 |
117~180 |
-0~150 |
148,633 |
674,719 |
-3,101 |
| Jun10 |
091215 |
116~100 |
116~100 |
115~310 |
116~030 |
-0~150 |
1 |
83 |
+0 |
| Total Volume and Open Interest |
154,422 |
696,574 |
-5,037 |
| 10-Year T-Notes(CBOT) |
| Dec09 |
091215 |
119~000 |
119~000 |
118~150 |
118~195 |
-0~100 |
3,752 |
20,006 |
-2,443 |
| Mar10 |
091215 |
117~165 |
117~215 |
117~000 |
117~045 |
-0~135 |
502,059 |
1,160,037 |
+164 |
| Jun10 |
091215 |
116~000 |
116~060 |
115~235 |
115~235 |
-0~145 |
3 |
24 |
+0 |
| Total Volume and Open Interest |
505,814 |
1,180,067 |
-2,279 |
| 5-Year T-Notes(CBOT) |
| Dec09 |
091215 |
117~005 |
117~005 |
116~115 |
116~115 |
-0~071 |
|
|
|
| Mar10 |
091215 |
115~118 |
116~005 |
115~073 |
115~080 |
-0~040 |
369,604 |
791,385 |
+16,334 |
| Jun10 |
091215 |
114~084 |
115~000 |
114~084 |
114~084 |
-0~044 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
377,192 |
830,438 |
+13,031 |
| 2 Year T-Notes(CBOT) |
| Dec09 |
091215 |
109~016 |
109~016 |
109~002 |
109~010 |
-0~006 |
1,326 |
12,878 |
-332 |
| Mar10 |
091215 |
108~077 |
108~080 |
108~063 |
108~071 |
-0~006 |
138,255 |
896,772 |
-2,978 |
| Jun10 |
091215 |
107~125 |
108~009 |
107~125 |
108~002 |
-0~007 |
223 |
7,938 |
+212 |
| Total Volume and Open Interest |
139,804 |
917,588 |
-3,098 |
| Eurodollars(CME) |
| Mar10 |
091215 |
99.600 |
99.605 |
99.570 |
99.585 |
-0.015 |
191,556 |
1,141,636 |
+17,155 |
| Jun10 |
091215 |
99.360 |
99.370 |
99.310 |
99.330 |
-0.035 |
184,148 |
873,863 |
-8,260 |
| Sep10 |
091215 |
99.045 |
99.060 |
98.980 |
99.005 |
-0.045 |
184,378 |
735,089 |
-1,957 |
| Dec10 |
091215 |
98.705 |
98.720 |
98.630 |
98.655 |
-0.050 |
227,472 |
805,851 |
+18,367 |
| Mar11 |
091215 |
98.355 |
98.375 |
98.275 |
98.305 |
-0.050 |
187,504 |
545,845 |
-3,298 |
| Jun11 |
091215 |
98.005 |
98.015 |
97.920 |
97.950 |
-0.050 |
146,467 |
550,433 |
+2,071 |
| Sep11 |
091215 |
97.665 |
97.695 |
97.590 |
97.620 |
-0.055 |
105,339 |
498,142 |
+410 |
| Dec11 |
091215 |
97.370 |
97.400 |
97.285 |
97.315 |
-0.060 |
88,827 |
306,763 |
+4,084 |
| Mar12 |
091215 |
97.115 |
97.130 |
97.010 |
97.040 |
-0.070 |
48,645 |
219,807 |
+3,373 |
| Jun12 |
091215 |
96.845 |
96.865 |
96.735 |
96.765 |
-0.080 |
40,717 |
189,660 |
-568 |
| Sep12 |
091215 |
96.605 |
96.625 |
96.485 |
96.520 |
-0.080 |
41,231 |
114,022 |
-3,273 |
| Dec12 |
091215 |
96.375 |
96.390 |
96.245 |
96.280 |
-0.085 |
37,251 |
73,305 |
+4,741 |
| Mar13 |
091215 |
96.195 |
96.210 |
96.075 |
96.105 |
-0.090 |
12,393 |
57,376 |
+192 |
| Jun13 |
091215 |
96.010 |
96.040 |
95.910 |
95.935 |
-0.090 |
8,014 |
58,464 |
-15 |
| Sep13 |
091215 |
95.810 |
95.875 |
95.745 |
95.775 |
-0.090 |
4,947 |
55,757 |
-159 |
| Dec13 |
091215 |
95.725 |
95.725 |
95.590 |
95.615 |
-0.090 |
4,723 |
33,725 |
+388 |
| Mar14 |
091215 |
95.600 |
95.610 |
95.470 |
95.495 |
-0.095 |
2,594 |
30,880 |
-321 |
| Jun14 |
091215 |
95.415 |
95.475 |
95.350 |
95.375 |
-0.095 |
3,252 |
26,833 |
-481 |
| Total Volume and Open Interest |
1,564,741 |
6,482,067 |
-925,305 |
| 30 Day Federal Funds(CBOT) |
| Dec09 |
091215 |
99.870 |
99.870 |
99.860 |
99.865 |
-0.005 |
2,918 |
79,496 |
+1,438 |
| Jan10 |
091215 |
99.845 |
99.845 |
99.825 |
99.840 |
-0.005 |
7,090 |
63,956 |
-514 |
| Feb10 |
091215 |
99.820 |
99.820 |
99.800 |
99.810 |
-0.010 |
13,035 |
83,610 |
+2,884 |
| Mar10 |
091215 |
99.795 |
99.795 |
99.770 |
99.785 |
-0.010 |
9,930 |
56,040 |
+5,386 |
| Apr10 |
091215 |
99.775 |
99.775 |
99.755 |
99.765 |
-0.010 |
8,836 |
67,103 |
+1,926 |
| May10 |
091215 |
99.720 |
99.725 |
99.695 |
99.705 |
-0.020 |
6,940 |
51,722 |
+58 |
| Total Volume and Open Interest |
61,660 |
527,759 |
+11,512 |
| 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) |
| Mar10 |
091215 |
99.630 |
99.630 |
99.625 |
99.630 |
+0.015 |
0 |
433 |
+0 |
| Jun10 |
091215 |
99.670 |
99.670 |
99.645 |
99.645 |
+0.015 |
0 |
80 |
+0 |
| Sep10 |
091215 |
99.675 |
99.675 |
99.675 |
99.675 |
+0.015 |
0 |
230 |
+0 |
| Dec10 |
091215 |
99.665 |
99.665 |
99.665 |
99.665 |
+0.020 |
0 |
242 |
+0 |
| Mar11 |
091215 |
99.580 |
99.580 |
99.580 |
99.580 |
+0.005 |
|
|
|
| Jun11 |
091215 |
99.520 |
99.520 |
99.520 |
99.520 |
+0.005 |
|
|
|
| Sep11 |
091215 |
99.520 |
99.520 |
99.520 |
99.520 |
+0.005 |
|
|
|
| Dec11 |
091215 |
99.325 |
99.325 |
99.325 |
99.325 |
+0.005 |
|
|
|
| Mar12 |
091215 |
99.285 |
99.285 |
99.285 |
99.285 |
unch |
|
|
|
| Jun12 |
091215 |
99.335 |
99.335 |
99.335 |
99.335 |
unch |
|
|
|
| Total Volume and Open Interest |
0 |
985 |
-4,714 |
| 3-Mth Euro-Yen(SGX) |
| Mar10 |
091215 |
99.62 |
99.63 |
99.62 |
99.62 |
unch |
880 |
3,898 |
+32 |
| Jun10 |
091215 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
45 |
1,765 |
+0 |
| Sep10 |
091215 |
99.65 |
99.67 |
99.65 |
99.67 |
unch |
20 |
1,814 |
+23 |
| Dec10 |
091215 |
99.64 |
99.66 |
99.64 |
99.66 |
unch |
50 |
1,377 |
+164 |
| Mar11 |
091215 |
99.58 |
99.58 |
99.57 |
99.57 |
unch |
0 |
572 |
+10 |
| Jun11 |
091215 |
99.51 |
99.51 |
99.51 |
99.51 |
unch |
0 |
52 |
+0 |
| Sep11 |
091215 |
99.51 |
99.51 |
99.51 |
99.51 |
unch |
0 |
51 |
+0 |
| Dec11 |
091215 |
99.32 |
99.32 |
99.32 |
99.32 |
unch |
0 |
101 |
+0 |
| Total Volume and Open Interest |
995 |
11,001 |
+229 |
| Japanese Gov't Bonds(SGX) |
| Mar10 |
091215 |
139.42 |
139.64 |
139.33 |
139.63 |
+0.21 |
1,872 |
18,115 |
+12 |
| Jun10 |
091215 |
139.63 |
139.63 |
139.63 |
139.63 |
+0.21 |
|
|
|
| Sep10 |
091215 |
139.63 |
139.63 |
139.63 |
139.63 |
+0.21 |
|
|
|
| Total Volume and Open Interest |
1,872 |
18,115 |
+12 |
| Euro-Bund(EUREX) |
| Mar10 |
091215 |
122.94 |
123.09 |
122.37 |
122.48 |
-0.49 |
465,806 |
922,226 |
+37,202 |
| Jun10 |
091215 |
121.30 |
121.65 |
121.06 |
121.06 |
-0.52 |
6 |
50 |
-3 |
| Sep10 |
091215 |
120.68 |
120.68 |
120.68 |
120.68 |
-0.49 |
|
|
|
| Total Volume and Open Interest |
465,812 |
922,276 |
+37,199 |
| Euro-Bobl(EUREX) |
| Mar10 |
091215 |
116.57 |
116.74 |
116.31 |
116.37 |
-0.26 |
270,902 |
709,082 |
+17,479 |
| Jun10 |
091215 |
114.97 |
114.97 |
114.97 |
114.97 |
-0.26 |
|
|
|
| Sep10 |
091215 |
114.67 |
114.67 |
114.67 |
114.67 |
-0.26 |
|
|
|
| Total Volume and Open Interest |
270,902 |
709,082 |
+17,479 |
| 3-Mth Euribor(EUREX) |
| Dec09 |
091214 |
99.285 |
99.290 |
99.285 |
99.285 |
unch |
135 |
8,689 |
-127 |
| Mar10 |
091215 |
99.165 |
99.170 |
99.145 |
99.150 |
-0.025 |
1,450 |
10,414 |
+1,032 |
| Jun10 |
091215 |
98.860 |
98.860 |
98.830 |
98.830 |
-0.025 |
16 |
5,237 |
+3 |
| Total Volume and Open Interest |
1,541 |
21,150 |
-7,638 |
| Long Gilt(LIFFE) |
| Dec09 |
091215 |
117~03 |
117~03 |
116~25 |
116~26 |
-0~16 |
5,985 |
34,965 |
-4,790 |
| Mar10 |
091215 |
115~18 |
115~23 |
115~05 |
115~09 |
-0~15 |
55,571 |
238,609 |
-2,341 |
| Total Volume and Open Interest |
61,556 |
273,574 |
-7,131 |
| 3-Mth Short Sterling(LIFFE) |
| Dec09 |
091215 |
99.39 |
99.42 |
99.37 |
99.40 |
+0.01 |
11,731 |
355,527 |
-2,744 |
| Mar10 |
091215 |
99.22 |
99.23 |
99.19 |
99.22 |
unch |
33,566 |
354,353 |
-7 |
| Jun10 |
091215 |
98.96 |
98.96 |
98.90 |
98.93 |
-0.04 |
47,166 |
370,657 |
-2,264 |
| Sep10 |
091215 |
98.61 |
98.62 |
98.52 |
98.56 |
-0.06 |
31,478 |
316,589 |
+18 |
| Dec10 |
091215 |
98.18 |
98.20 |
98.09 |
98.13 |
-0.08 |
32,093 |
335,781 |
-895 |
| Mar11 |
091215 |
97.81 |
97.83 |
97.71 |
97.75 |
-0.08 |
29,692 |
286,688 |
+3,269 |
| Total Volume and Open Interest |
233,463 |
2,562,220 |
-4,770 |
| 3-Mth Euribor(LIFFE) |
| Mar10 |
091215 |
99.175 |
99.180 |
99.135 |
99.150 |
-0.025 |
141,909 |
718,823 |
+4,400 |
| Jun10 |
091215 |
98.855 |
98.870 |
98.820 |
98.830 |
-0.025 |
82,197 |
733,643 |
+6,177 |
| Sep10 |
091215 |
98.530 |
98.560 |
98.505 |
98.510 |
-0.030 |
86,869 |
563,924 |
-174 |
| Total Volume and Open Interest |
608,572 |
3,377,166 |
-443,134 |
| 3-Mth Aus T-Bills(SFE) |
| Dec09 |
091210 |
95.87 |
95.87 |
95.80 |
95.84 |
-0.03 |
10,871 |
220 |
-58,072 |
| Mar10 |
091215 |
95.46 |
95.54 |
95.43 |
95.51 |
+0.05 |
22,368 |
288,245 |
+3,562 |
| Jun10 |
091215 |
95.11 |
95.23 |
95.09 |
95.16 |
+0.04 |
14,635 |
163,394 |
+2,804 |
| Sep10 |
091215 |
94.82 |
94.94 |
94.80 |
94.89 |
+0.06 |
7,957 |
89,646 |
-339 |
| Dec10 |
091215 |
94.58 |
94.70 |
94.56 |
94.65 |
+0.06 |
5,234 |
76,631 |
+250 |
| Mar11 |
091215 |
94.31 |
94.45 |
94.31 |
94.40 |
+0.06 |
2,023 |
27,262 |
+968 |
| Jun11 |
091215 |
94.10 |
94.23 |
94.10 |
94.20 |
+0.07 |
1,531 |
23,154 |
+936 |
| Sep11 |
091215 |
93.95 |
94.10 |
93.95 |
94.04 |
+0.08 |
818 |
16,944 |
+48 |
| Dec11 |
091215 |
93.83 |
93.95 |
93.83 |
93.91 |
+0.08 |
387 |
7,846 |
+220 |
| Mar12 |
091215 |
93.74 |
93.85 |
93.74 |
93.85 |
+0.11 |
105 |
3,055 |
+35 |
| Total Volume and Open Interest |
55,189 |
698,052 |
+8,579 |
| 10-Year Aus T-Bonds(SFE) |
| Dec09 |
091215 |
94.45 |
94.48 |
94.42 |
94.46 |
unch |
27,186 |
27,722 |
-106,039 |
| Mar10 |
091215 |
94.37 |
94.44 |
94.35 |
94.37 |
-0.02 |
42,201 |
274,279 |
+10,028 |
| Total Volume and Open Interest |
69,387 |
302,001 |
-96,011 |
| 3-Year Aus T-Bonds(SFE) |
| Dec09 |
091215 |
95.10 |
95.16 |
95.07 |
95.15 |
+0.04 |
55,107 |
61,925 |
-224,553 |
| Mar10 |
091215 |
94.86 |
94.97 |
94.82 |
94.90 |
+0.05 |
131,095 |
335,687 |
+49,411 |
| Total Volume and Open Interest |
186,202 |
397,612 |
-175,142 |
| Gold(CMX) |
| Dec09 |
091215 |
1127.9 |
1128.6 |
1111.9 |
1122.4 |
-0.9 |
230 |
1,380 |
-226 |
| Feb10 |
091215 |
1128.2 |
1130.0 |
1112.0 |
1123.0 |
-0.8 |
133,515 |
337,133 |
-849 |
| Apr10 |
091215 |
1129.7 |
1131.4 |
1113.7 |
1124.3 |
-0.8 |
3,577 |
51,741 |
+774 |
| Jun10 |
091215 |
1130.0 |
1132.2 |
1115.0 |
1125.5 |
-0.8 |
1,434 |
23,321 |
-131 |
| Aug10 |
091215 |
1132.6 |
1133.0 |
1121.0 |
1126.9 |
-0.7 |
193 |
11,845 |
+125 |
| Oct10 |
091215 |
1119.5 |
1128.4 |
1118.8 |
1128.4 |
-0.7 |
10 |
4,101 |
+9 |
| Dec10 |
091215 |
1134.5 |
1136.8 |
1119.5 |
1130.3 |
-0.6 |
2,084 |
22,083 |
+1,223 |
| Feb11 |
091215 |
1137.3 |
1137.3 |
1132.8 |
1132.8 |
-0.5 |
25 |
3,041 |
+23 |
| Apr11 |
091215 |
1140.1 |
1140.1 |
1135.6 |
1135.6 |
-0.4 |
18 |
1,145 |
+18 |
| Jun11 |
091215 |
487.8 |
487.8 |
483.4 |
483.4 |
-0.3 |
63 |
8,254 |
-14 |
| Aug11 |
091215 |
1144.8 |
1145.4 |
1142.5 |
1142.5 |
-0.2 |
16 |
691 |
+16 |
| Oct11 |
091215 |
1149.9 |
1149.9 |
1146.7 |
1146.7 |
-0.1 |
27 |
374 |
+17 |
| Total Volume and Open Interest |
142,029 |
499,898 |
+999 |
| Silver(CMX) |
| Dec09 |
091215 |
1743.5 |
1744.1 |
1713.0 |
1744.1 |
+11.5 |
53 |
501 |
+31 |
| Mar10 |
091215 |
1742.5 |
1751.5 |
1713.5 |
1745.5 |
+11.5 |
21,857 |
80,224 |
-108 |
| May10 |
091215 |
1747.0 |
1752.5 |
1719.5 |
1747.7 |
+11.6 |
220 |
10,553 |
+173 |
| Jul10 |
091215 |
1738.0 |
1750.0 |
1725.0 |
1749.7 |
+11.8 |
85 |
7,978 |
-3 |
| Sep10 |
091215 |
1735.0 |
1751.9 |
1735.0 |
1751.9 |
+12.0 |
6 |
2,676 |
+0 |
| Dec10 |
091215 |
1747.0 |
1757.5 |
1724.5 |
1755.1 |
+12.2 |
321 |
9,082 |
-96 |
| Mar11 |
091215 |
1758.5 |
1758.5 |
1734.0 |
1758.5 |
+12.3 |
297 |
454 |
+294 |
| Total Volume and Open Interest |
23,271 |
122,356 |
+496 |
| Platinum(NYMEX) |
| Jan10 |
091215 |
1452.5 |
1456.4 |
1431.8 |
1452.5 |
+5.5 |
5,849 |
21,282 |
-1,193 |
| Apr10 |
091215 |
1454.8 |
1459.9 |
1440.0 |
1457.6 |
+5.6 |
3,504 |
12,482 |
+1,759 |
| Jul10 |
091215 |
1460.0 |
1460.0 |
1459.6 |
1459.6 |
+4.6 |
1 |
208 |
+0 |
| Oct10 |
091215 |
1462.7 |
1462.7 |
1462.7 |
1462.7 |
+4.6 |
0 |
13 |
+0 |
| Total Volume and Open Interest |
9,355 |
33,986 |
+567 |
| Palladium(NYMEX) |
| Dec09 |
091215 |
363.90 |
363.90 |
363.90 |
363.90 |
-2.25 |
15 |
134 |
+14 |
| Mar10 |
091215 |
369.90 |
369.90 |
354.00 |
366.05 |
-2.25 |
734 |
21,871 |
+48 |
| Jun10 |
091215 |
371.05 |
371.05 |
358.00 |
367.05 |
-2.40 |
11 |
202 |
+8 |
| Total Volume and Open Interest |
760 |
22,211 |
+70 |
| Copper(CMX) |
| Dec09 |
091215 |
312.00 |
313.00 |
309.20 |
312.10 |
-0.90 |
347 |
2,085 |
-351 |
| Mar10 |
091215 |
314.85 |
316.80 |
311.20 |
314.15 |
-1.05 |
11,791 |
110,061 |
-354 |
| May10 |
091215 |
317.20 |
317.25 |
313.45 |
315.75 |
-1.10 |
1,115 |
17,995 |
+107 |
| Jul10 |
091215 |
314.05 |
316.85 |
314.05 |
316.70 |
-1.20 |
283 |
6,410 |
+230 |
| Sep10 |
091215 |
317.50 |
317.50 |
317.25 |
317.25 |
-1.20 |
12 |
3,186 |
+21 |
| Total Volume and Open Interest |
13,932 |
146,247 |
-440 |
| DJIA Index(CBOT) |
| Dec09 |
091215 |
10506 |
10506 |
10445 |
10459 |
-39 |
2,876 |
13,449 |
-412 |
| Mar10 |
091215 |
10417 |
10443 |
10365 |
10398 |
-39 |
3,002 |
4,701 |
+2,691 |
| Jun10 |
091215 |
10370 |
10370 |
10340 |
10340 |
-39 |
0 |
1 |
+0 |
| Sep10 |
091215 |
10282 |
10321 |
10282 |
10282 |
-39 |
|
|
|
| Total Volume and Open Interest |
5,878 |
18,151 |
+2,279 |
| S & P 500(CME) |
| Dec09 |
091215 |
1110.00 |
1114.10 |
1105.50 |
1108.70 |
-4.70 |
79,925 |
201,361 |
-40,408 |
| Mar10 |
091215 |
1108.30 |
1110.90 |
1100.50 |
1103.90 |
-4.70 |
83,961 |
247,693 |
+60,946 |
| Jun10 |
091215 |
1103.00 |
1104.90 |
1095.90 |
1099.30 |
-4.60 |
432 |
1,460 |
+62 |
| Sep10 |
091215 |
1094.90 |
1100.50 |
1091.50 |
1094.90 |
-4.60 |
35 |
35 |
+35 |
| Total Volume and Open Interest |
164,353 |
450,557 |
+20,635 |
| S & P 500 E-Mini(Globex) |
| Dec09 |
091215 |
1112.75 |
1115.75 |
1105.25 |
1108.75 |
-4.75 |
757,740 |
1,524,535 |
-258,566 |
| Mar10 |
091215 |
1108.25 |
1111.00 |
1100.25 |
1104.00 |
-4.50 |
1,720,435 |
1,779,529 |
+463,765 |
| Total Volume and Open Interest |
2,478,223 |
3,304,527 |
+205,208 |
| NASDAQ 100(CME) |
| Dec09 |
091215 |
1803.00 |
1814.00 |
1794.00 |
1796.80 |
-13.00 |
2,411 |
21,431 |
-688 |
| Mar10 |
091215 |
1804.50 |
1813.00 |
1791.00 |
1795.00 |
-12.80 |
2,670 |
4,191 |
+1,531 |
| Jun10 |
091215 |
1794.00 |
1794.00 |
1794.00 |
1794.00 |
-12.80 |
|
|
|
| Total Volume and Open Interest |
5,081 |
25,622 |
+843 |
| NASDAQ 100 E-Mini(Globex) |
| Dec09 |
091215 |
1809.80 |
1813.80 |
1793.30 |
1796.80 |
-13.00 |
72,978 |
246,427 |
-18,823 |
| Mar10 |
091215 |
1807.50 |
1812.00 |
1791.50 |
1795.00 |
-12.80 |
224,192 |
179,424 |
+49,972 |
| Total Volume and Open Interest |
297,174 |
425,868 |
+31,153 |
| S & P Midcap 400(CME) |
| Dec09 |
091215 |
715.00 |
716.00 |
715.00 |
715.00 |
+1.50 |
308 |
1,843 |
-244 |
| Mar10 |
091215 |
711.00 |
715.50 |
709.00 |
712.70 |
+1.50 |
326 |
781 |
+72 |
| Jun10 |
091215 |
710.70 |
711.70 |
710.70 |
710.70 |
+1.50 |
|
|
|
| Total Volume and Open Interest |
634 |
2,624 |
-174 |
| Russell 2000 E-Mini(Globex) |
| Nikkei 225(CME) |
| Mar10 |
091215 |
10155 |
10185 |
10095 |
10175 |
+50 |
3,929 |
25,855 |
-803 |
| Jun10 |
091215 |
10175 |
10175 |
10170 |
10175 |
+50 |
|
|
|
| Total Volume and Open Interest |
3,929 |
25,855 |
-803 |
| Nikkei 225(SGX) |
| Mar10 |
091215 |
10100 |
10110 |
10025 |
10075 |
-30 |
99,003 |
169,211 |
+4,478 |
| Jun10 |
091215 |
10020 |
10020 |
10020 |
10020 |
-25 |
0 |
1,252 |
+41 |
| Sep10 |
091215 |
10020 |
10020 |
10020 |
10020 |
-30 |
0 |
55 |
+0 |
| Total Volume and Open Interest |
99,384 |
175,470 |
+4,519 |
| CAC 40(EURONEXT) |
| Dec09 |
091215 |
3836.0 |
3845.0 |
3793.0 |
3835.5 |
+9.5 |
114,815 |
435,417 |
-13,537 |
| Jan10 |
091215 |
3841.0 |
3845.5 |
3795.0 |
3836.5 |
+9.5 |
34,310 |
62,207 |
+18,615 |
| Feb10 |
091215 |
3828.5 |
3837.0 |
3823.5 |
3837.0 |
+7.0 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
163,664 |
514,639 |
+18,740 |
| Hang Seng Index(HKFE) |
| Dec09 |
091215 |
21960 |
21997 |
21748 |
21754 |
-163 |
82,164 |
85,275 |
-4,321 |
| Jan10 |
091215 |
21945 |
21980 |
21740 |
21745 |
-165 |
1,635 |
3,184 |
+732 |
| Total Volume and Open Interest |
84,009 |
89,724 |
-3,538 |
| DAX(EUREX) |
| Dec09 |
091215 |
5828.0 |
5830.5 |
5751.5 |
5806.0 |
+8.5 |
115,900 |
184,447 |
-10,731 |
| Mar10 |
091215 |
5831.5 |
5836.0 |
5759.5 |
5812.0 |
+8.5 |
22,460 |
40,272 |
+9,810 |
| Jun10 |
091215 |
5839.5 |
5844.0 |
5787.0 |
5822.0 |
+10.5 |
5,620 |
5,358 |
+1,898 |
| Total Volume and Open Interest |
143,980 |
230,077 |
+977 |
| FT-SE 100(EURONEXT) |
| Dec09 |
091215 |
5322.00 |
5330.00 |
5250.00 |
5280.00 |
-30.00 |
297,141 |
438,074 |
-123,315 |
| Mar10 |
091215 |
5288.50 |
5288.50 |
5209.00 |
5238.50 |
-30.50 |
221,412 |
298,501 |
+174,128 |
| Jun10 |
091215 |
5235.00 |
5235.00 |
5181.50 |
5189.50 |
-30.50 |
161 |
2,084 |
+43 |
| Total Volume and Open Interest |
518,714 |
739,088 |
+50,856 |
| SPI 200(SFE) |
| Dec09 |
091215 |
4677.0 |
4695.0 |
4645.0 |
4664.0 |
-10.0 |
104,075 |
192,789 |
-16,904 |
| Mar10 |
091215 |
4670.0 |
4687.0 |
4638.0 |
4655.0 |
-10.0 |
87,963 |
147,366 |
+72,406 |
| Jun10 |
091215 |
4677.0 |
4677.0 |
4677.0 |
4677.0 |
-10.0 |
0 |
1,429 |
+0 |
| Total Volume and Open Interest |
192,038 |
343,109 |
+55,475 |
| GSCI(CME) |
| Jan10 |
091215 |
491.50 |
495.50 |
491.50 |
494.50 |
+4.25 |
3,005 |
17,447 |
+1,801 |
| Feb10 |
091215 |
500.00 |
502.00 |
497.95 |
500.00 |
+2.00 |
2 |
0 |
+0 |
| Mar10 |
091215 |
506.00 |
506.00 |
506.00 |
506.00 |
|
|
|
|
| Reuters CCI(ICE) |
| Jan10 |
090519 |
430.00 |
430.00 |
430.00 |
430.00 |
unch |
0 |
11 |
|
| Total Volume and Open Interest |
|
|
|
|
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
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|