|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Wed December 16, 2009 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Jan10 |
091216 |
1054.50 |
1070.50 |
1051.50 |
1059.50 |
+4.50 |
89,296 |
134,200 |
-5,075 |
| Mar10 |
091216 |
1061.00 |
1077.25 |
1058.75 |
1067.00 |
+5.00 |
52,012 |
174,629 |
+3,569 |
| May10 |
091216 |
1066.00 |
1082.00 |
1064.00 |
1073.00 |
+6.25 |
14,590 |
52,142 |
+911 |
| Jul10 |
091216 |
1070.00 |
1087.00 |
1068.50 |
1077.00 |
+5.75 |
16,735 |
45,610 |
+716 |
| Aug10 |
091216 |
1064.50 |
1071.50 |
1063.25 |
1071.50 |
+6.00 |
665 |
1,742 |
-31 |
| Sep10 |
091216 |
1052.50 |
1055.00 |
1042.00 |
1049.50 |
+7.50 |
446 |
727 |
+117 |
| Nov10 |
091216 |
1020.25 |
1033.50 |
1020.00 |
1029.50 |
+7.50 |
14,551 |
70,848 |
+3,975 |
| Total Volume and Open Interest |
188,683 |
487,238 |
+4,221 |
| Soybean Meal(CBOT) |
| Jan10 |
091216 |
316.40 |
320.20 |
312.70 |
316.90 |
+0.10 |
25,432 |
51,229 |
+906 |
| Mar10 |
091216 |
312.00 |
316.00 |
308.80 |
313.10 |
+0.70 |
13,411 |
51,750 |
+1,671 |
| May10 |
091216 |
309.00 |
312.60 |
305.90 |
310.30 |
+1.00 |
4,753 |
25,998 |
+210 |
| Jul10 |
091216 |
309.00 |
313.00 |
306.10 |
310.60 |
+0.80 |
4,988 |
19,662 |
+649 |
| Aug10 |
091216 |
308.30 |
309.10 |
304.90 |
309.10 |
+0.90 |
679 |
4,657 |
+43 |
| Sep10 |
091216 |
303.90 |
306.10 |
300.40 |
304.30 |
+1.10 |
750 |
5,394 |
+139 |
| Oct10 |
091216 |
292.20 |
295.70 |
290.90 |
295.20 |
+0.40 |
689 |
2,831 |
+35 |
| Dec10 |
091216 |
291.80 |
294.00 |
289.00 |
293.70 |
+0.70 |
2,570 |
11,662 |
+490 |
| Total Volume and Open Interest |
53,434 |
174,150 |
+4,218 |
| Soybean Oil(CBOT) |
| Jan10 |
091216 |
39.62 |
40.44 |
39.52 |
40.33 |
+0.69 |
35,992 |
71,114 |
-6,213 |
| Mar10 |
091216 |
40.01 |
40.85 |
39.95 |
40.75 |
+0.70 |
21,075 |
96,085 |
+177 |
| May10 |
091216 |
40.44 |
41.21 |
40.33 |
41.10 |
+0.68 |
3,193 |
24,878 |
+219 |
| Jul10 |
091216 |
40.80 |
41.59 |
40.79 |
41.45 |
+0.67 |
4,409 |
17,868 |
+761 |
| Aug10 |
091216 |
41.57 |
41.59 |
41.40 |
41.55 |
+0.62 |
86 |
2,022 |
+20 |
| Sep10 |
091216 |
41.73 |
41.87 |
41.62 |
41.72 |
+0.65 |
212 |
1,503 |
+13 |
| Oct10 |
091216 |
41.78 |
41.95 |
41.15 |
41.81 |
+0.66 |
437 |
1,311 |
+73 |
| Dec10 |
091216 |
41.51 |
42.23 |
41.40 |
42.11 |
+0.67 |
2,124 |
14,739 |
+726 |
| Total Volume and Open Interest |
67,534 |
229,617 |
-4,224 |
| Canola(WCE) |
| Jan10 |
091216 |
411.6 |
416.4 |
410.1 |
412.5 |
+1.0 |
6,419 |
20,639 |
-2,326 |
| Mar10 |
091216 |
418.0 |
423.8 |
417.5 |
420.0 |
+1.2 |
10,184 |
68,463 |
+2,893 |
| May10 |
091216 |
423.3 |
430.2 |
423.3 |
427.2 |
+1.2 |
1,138 |
5,409 |
+883 |
| Jul10 |
091216 |
429.7 |
435.2 |
429.7 |
432.5 |
+1.0 |
406 |
5,709 |
+59 |
| Nov10 |
091216 |
427.9 |
432.8 |
427.9 |
430.5 |
unch |
348 |
4,801 |
+242 |
| Total Volume and Open Interest |
18,495 |
105,340 |
+1,751 |
| Corn(CBOT) |
| Mar10 |
091216 |
406.50 |
413.75 |
403.25 |
410.25 |
+2.75 |
87,687 |
484,411 |
-5,026 |
| May10 |
091216 |
417.00 |
424.25 |
414.00 |
421.00 |
+2.75 |
16,935 |
116,366 |
-1,302 |
| Jul10 |
091216 |
425.75 |
433.00 |
422.75 |
429.50 |
+2.25 |
10,715 |
102,146 |
-114 |
| Sep10 |
091216 |
431.00 |
438.00 |
428.75 |
435.50 |
+3.25 |
1,484 |
30,793 |
+380 |
| Dec10 |
091216 |
436.25 |
443.75 |
434.50 |
442.25 |
+4.25 |
13,178 |
187,674 |
+4,408 |
| Mar11 |
091216 |
446.00 |
453.00 |
445.50 |
452.25 |
+4.50 |
363 |
12,699 |
+169 |
| Total Volume and Open Interest |
130,678 |
953,803 |
-1,311 |
| Wheat(CBOT) |
| Mar10 |
091216 |
536.00 |
544.00 |
527.75 |
537.25 |
+0.50 |
33,861 |
187,642 |
+167 |
| May10 |
091216 |
549.75 |
556.75 |
541.00 |
550.75 |
+0.75 |
5,962 |
38,887 |
+1,861 |
| Jul10 |
091216 |
559.75 |
567.00 |
551.75 |
561.50 |
+1.25 |
4,230 |
61,730 |
+1,068 |
| Sep10 |
091216 |
571.25 |
578.25 |
568.00 |
576.00 |
+2.25 |
221 |
16,709 |
+70 |
| Dec10 |
091216 |
595.50 |
602.75 |
588.25 |
599.50 |
+3.00 |
4,263 |
46,479 |
+2,461 |
| Total Volume and Open Interest |
48,586 |
355,684 |
+5,643 |
| Wheat(KCBT) |
| Mar10 |
091216 |
525.75 |
534.50 |
519.50 |
530.50 |
+4.00 |
8,985 |
60,489 |
+219 |
| May10 |
091216 |
536.00 |
543.75 |
532.00 |
542.25 |
+4.00 |
2,110 |
11,457 |
+478 |
| Jul10 |
091216 |
550.75 |
556.75 |
544.00 |
554.75 |
+4.00 |
1,817 |
29,147 |
+574 |
| Sep10 |
091216 |
563.25 |
566.75 |
556.00 |
566.75 |
+4.00 |
542 |
3,127 |
+370 |
| Dec10 |
091216 |
580.50 |
586.50 |
575.25 |
585.50 |
+4.00 |
1,596 |
34,886 |
+860 |
| Total Volume and Open Interest |
15,057 |
139,893 |
+2,505 |
| Wheat(MGE) |
| Dec09 |
091214 |
533.00 |
533.00 |
533.00 |
533.00 |
+5.50 |
23 |
12 |
-207 |
| Mar10 |
091216 |
537.00 |
546.50 |
534.75 |
544.25 |
+7.00 |
2,630 |
21,636 |
-142 |
| May10 |
091216 |
549.00 |
556.25 |
547.50 |
554.50 |
+4.75 |
406 |
4,897 |
+165 |
| Jul10 |
091216 |
561.75 |
568.50 |
559.00 |
564.00 |
+2.25 |
251 |
8,667 |
+123 |
| Sep10 |
091216 |
576.75 |
580.50 |
572.00 |
578.00 |
+4.25 |
148 |
3,253 |
+66 |
| Total Volume and Open Interest |
3,689 |
46,269 |
+388 |
| Oats(CBOT) |
| Mar10 |
091216 |
259.75 |
262.25 |
258.00 |
262.25 |
+2.25 |
435 |
9,528 |
+50 |
| May10 |
091216 |
267.00 |
270.50 |
267.00 |
270.50 |
+2.00 |
41 |
917 |
+2 |
| Jul10 |
091216 |
275.00 |
279.25 |
275.00 |
279.25 |
+2.00 |
12 |
811 |
-2 |
| Sep10 |
091216 |
287.75 |
287.75 |
285.75 |
287.75 |
+2.00 |
10 |
355 |
+0 |
| Total Volume and Open Interest |
498 |
12,086 |
+50 |
| Rough Rice(CBOT) |
| Jan10 |
091216 |
15.81 |
15.88 |
15.36 |
15.36 |
-0.50 |
650 |
5,495 |
-384 |
| Mar10 |
091216 |
16.09 |
16.16 |
15.65 |
15.65 |
-0.50 |
671 |
10,139 |
+358 |
| May10 |
091216 |
15.87 |
16.10 |
15.85 |
15.85 |
-0.50 |
4 |
375 |
-4 |
| Jul10 |
091216 |
16.42 |
16.42 |
16.01 |
16.01 |
-0.50 |
5 |
610 |
+3 |
| Total Volume and Open Interest |
1,343 |
17,691 |
-24 |
| Live Cattle(CME) |
| Dec09 |
091216 |
81.900 |
82.285 |
81.400 |
82.135 |
+0.035 |
2,821 |
6,560 |
-1,503 |
| Feb10 |
091216 |
84.750 |
85.200 |
84.330 |
84.900 |
-0.030 |
20,228 |
137,586 |
-2,766 |
| Apr10 |
091216 |
87.930 |
88.180 |
87.535 |
88.035 |
-0.115 |
8,578 |
64,553 |
+149 |
| Jun10 |
091216 |
85.150 |
85.535 |
85.050 |
85.480 |
+0.150 |
5,551 |
33,955 |
+991 |
| Aug10 |
091216 |
85.230 |
85.550 |
85.100 |
85.550 |
unch |
2,961 |
9,488 |
+211 |
| Oct10 |
091216 |
88.150 |
88.500 |
88.050 |
88.450 |
-0.085 |
436 |
5,811 |
-30 |
| Total Volume and Open Interest |
40,799 |
260,608 |
-2,848 |
| Feeder Cattle(CME) |
| Jan10 |
091216 |
92.900 |
93.135 |
92.330 |
92.850 |
-0.185 |
2,278 |
10,836 |
-802 |
| Mar10 |
091216 |
93.385 |
93.450 |
92.650 |
93.330 |
-0.055 |
1,299 |
11,398 |
+22 |
| Apr10 |
091216 |
95.000 |
95.135 |
94.450 |
95.100 |
+0.215 |
359 |
3,537 |
+56 |
| May10 |
091216 |
96.000 |
96.000 |
95.250 |
96.000 |
+0.070 |
319 |
3,458 |
+68 |
| Aug10 |
091216 |
98.500 |
98.500 |
97.980 |
98.500 |
+0.300 |
52 |
1,375 |
+19 |
| Sep10 |
091216 |
98.050 |
98.180 |
98.050 |
98.050 |
-0.150 |
0 |
13 |
+0 |
| Oct10 |
091216 |
97.900 |
97.900 |
97.500 |
97.900 |
unch |
7 |
21 |
+4 |
| Total Volume and Open Interest |
4,314 |
30,639 |
-633 |
| Lean Hogs(CME) |
| Feb10 |
091216 |
67.450 |
67.785 |
66.300 |
66.830 |
-0.600 |
15,837 |
76,858 |
+983 |
| Apr10 |
091216 |
71.050 |
71.350 |
70.300 |
71.035 |
-0.215 |
6,971 |
45,151 |
+926 |
| May10 |
091216 |
74.500 |
75.150 |
73.785 |
74.975 |
-0.250 |
152 |
3,141 |
+54 |
| Jun10 |
091216 |
78.050 |
78.150 |
77.100 |
77.750 |
-0.330 |
3,066 |
24,985 |
+125 |
| Jul10 |
091216 |
77.200 |
77.200 |
76.000 |
76.700 |
-0.650 |
748 |
9,035 |
+247 |
| Aug10 |
091216 |
75.680 |
75.680 |
74.400 |
75.550 |
-0.150 |
320 |
6,564 |
+180 |
| Oct10 |
091216 |
67.450 |
67.450 |
66.750 |
67.450 |
-0.130 |
26 |
3,323 |
-6 |
| Dec10 |
091216 |
66.300 |
66.600 |
65.500 |
66.600 |
-0.200 |
12 |
1,916 |
+4 |
| Total Volume and Open Interest |
27,146 |
171,155 |
+2,520 |
| Pork Bellies(CME) |
| Feb10 |
091216 |
91.800 |
92.000 |
88.600 |
90.550 |
-1.050 |
158 |
343 |
-12 |
| Mar10 |
091216 |
90.000 |
91.000 |
88.000 |
88.000 |
-1.350 |
1 |
88 |
+1 |
| May10 |
091216 |
92.000 |
92.200 |
90.600 |
90.600 |
-1.300 |
0 |
78 |
+0 |
| Jul10 |
091216 |
89.500 |
89.500 |
89.500 |
89.500 |
unch |
0 |
20 |
+0 |
| Aug10 |
091216 |
85.000 |
85.000 |
85.000 |
85.000 |
unch |
0 |
15 |
+0 |
| Total Volume and Open Interest |
159 |
544 |
-11 |
| Class III Milk(CME) |
| Dec09 |
091216 |
14.86 |
14.86 |
14.85 |
14.85 |
-0.01 |
99 |
4,873 |
-105 |
| Jan10 |
091216 |
14.88 |
14.93 |
14.75 |
14.78 |
-0.11 |
225 |
4,023 |
-6 |
| Feb10 |
091216 |
14.84 |
14.90 |
14.60 |
14.69 |
-0.15 |
366 |
3,362 |
+107 |
| Mar10 |
091216 |
15.25 |
15.32 |
15.05 |
15.09 |
-0.18 |
98 |
2,475 |
+27 |
| Apr10 |
091216 |
15.38 |
15.50 |
15.25 |
15.31 |
-0.05 |
68 |
1,653 |
+19 |
| Total Volume and Open Interest |
1,029 |
24,808 |
+116 |
| Cocoa(ICE) |
| Dec09 |
091215 |
3410 |
3410 |
3355 |
3355 |
-46 |
7 |
8 |
-14 |
| Mar10 |
091216 |
3385 |
3510 |
3377 |
3498 |
+133 |
7,189 |
76,964 |
-1,277 |
| May10 |
091216 |
3390 |
3514 |
3390 |
3510 |
+128 |
1,703 |
20,201 |
+879 |
| Jul10 |
091216 |
3401 |
3512 |
3401 |
3507 |
+121 |
324 |
8,099 |
+208 |
| Sep10 |
091216 |
3430 |
3522 |
3430 |
3515 |
+119 |
31 |
5,745 |
-10 |
| Dec10 |
091216 |
3399 |
3497 |
3399 |
3492 |
+126 |
18 |
4,512 |
+0 |
| Mar11 |
091216 |
3471 |
3486 |
3471 |
3486 |
+130 |
71 |
7,661 |
+45 |
| Total Volume and Open Interest |
9,336 |
129,638 |
-163 |
| Coffee "C"(ICE) |
| Dec09 |
091216 |
147.75 |
148.55 |
147.75 |
148.20 |
+1.00 |
28 |
84 |
-25 |
| Mar10 |
091216 |
147.60 |
149.50 |
147.60 |
148.30 |
+1.05 |
14,397 |
83,271 |
+3,474 |
| May10 |
091216 |
149.25 |
151.00 |
149.25 |
149.90 |
+1.00 |
3,924 |
24,551 |
+831 |
| Jul10 |
091216 |
150.85 |
152.10 |
150.60 |
151.10 |
+0.95 |
1,514 |
5,059 |
+67 |
| Sep10 |
091216 |
152.10 |
153.30 |
151.75 |
152.30 |
+0.95 |
1,248 |
6,264 |
+301 |
| Dec10 |
091216 |
154.00 |
155.00 |
153.80 |
154.10 |
+0.95 |
520 |
6,319 |
+250 |
| Total Volume and Open Interest |
21,744 |
127,695 |
+4,929 |
| Orange Juice(ICE) |
| Jan10 |
091216 |
130.30 |
130.75 |
126.70 |
128.85 |
-1.90 |
1,595 |
11,354 |
-658 |
| Mar10 |
091216 |
135.50 |
135.50 |
130.85 |
132.85 |
-1.85 |
1,092 |
16,407 |
+832 |
| May10 |
091216 |
137.05 |
137.05 |
135.55 |
136.45 |
-1.90 |
100 |
4,905 |
+19 |
| Jul10 |
091216 |
141.00 |
141.00 |
139.50 |
139.95 |
-1.80 |
65 |
1,668 |
+44 |
| Sep10 |
091216 |
140.50 |
141.05 |
140.50 |
141.05 |
-1.70 |
32 |
598 |
+19 |
| Nov10 |
091216 |
141.05 |
141.05 |
141.05 |
141.05 |
-2.05 |
28 |
78 |
+21 |
| Total Volume and Open Interest |
2,937 |
35,243 |
+300 |
| Sugar #11(ICE) |
| Mar10 |
091216 |
24.96 |
26.15 |
24.88 |
25.94 |
+1.12 |
80,018 |
341,613 |
+3,673 |
| May10 |
091216 |
23.53 |
24.48 |
23.52 |
24.33 |
+0.90 |
40,486 |
137,912 |
+3,134 |
| Jul10 |
091216 |
22.08 |
22.77 |
22.08 |
22.59 |
+0.63 |
21,304 |
127,586 |
+1,640 |
| Oct10 |
091216 |
20.90 |
21.60 |
20.90 |
21.47 |
+0.57 |
9,004 |
92,996 |
+1,200 |
| Mar11 |
091216 |
20.40 |
20.89 |
20.40 |
20.89 |
+0.56 |
3,929 |
50,016 |
+257 |
| Total Volume and Open Interest |
156,400 |
819,140 |
+9,999 |
| London Cocoa(LCE) |
| Dec09 |
091214 |
2214 |
2215 |
2185 |
2207 |
-4 |
4,738 |
5,862 |
-3,711 |
| Mar10 |
091216 |
2271 |
2314 |
2257 |
2309 |
+52 |
7,848 |
59,780 |
-238 |
| May10 |
091216 |
2289 |
2329 |
2276 |
2326 |
+52 |
1,445 |
50,225 |
-519 |
| Jul10 |
091216 |
2259 |
2301 |
2250 |
2297 |
+50 |
135 |
21,209 |
+41 |
| Sep10 |
091216 |
2231 |
2273 |
2225 |
2272 |
+53 |
366 |
11,220 |
+234 |
| Dec10 |
091216 |
2181 |
2220 |
2176 |
2220 |
+50 |
358 |
8,998 |
+158 |
| Mar11 |
091216 |
2213 |
2213 |
2204 |
2204 |
+50 |
57 |
8,394 |
+0 |
| Total Volume and Open Interest |
10,209 |
161,012 |
-324 |
| London Sugar(LCE) |
| Mar10 |
091216 |
655.40 |
670.00 |
650.80 |
666.20 |
+10.00 |
6,816 |
35,171 |
-693 |
| May10 |
091216 |
642.00 |
654.00 |
638.80 |
652.80 |
+10.80 |
3,545 |
19,895 |
-610 |
| Aug10 |
091216 |
603.30 |
614.60 |
602.70 |
612.80 |
+9.40 |
940 |
11,737 |
+85 |
| Oct10 |
091216 |
566.10 |
569.20 |
559.80 |
565.40 |
+5.00 |
164 |
4,760 |
+38 |
| Dec10 |
091216 |
546.00 |
547.00 |
545.40 |
547.00 |
+5.80 |
2 |
782 |
+1 |
| Total Volume and Open Interest |
11,477 |
72,583 |
-1,169 |
| Cotton(ICE) |
| Mar10 |
091216 |
74.89 |
76.58 |
74.89 |
76.25 |
+1.37 |
8,802 |
131,108 |
-801 |
| May10 |
091216 |
76.03 |
77.27 |
76.03 |
77.04 |
+1.19 |
2,178 |
17,974 |
+903 |
| Jul10 |
091216 |
76.19 |
77.58 |
76.19 |
77.34 |
+1.15 |
1,616 |
20,956 |
+729 |
| Oct10 |
091216 |
76.75 |
77.01 |
76.75 |
77.01 |
+0.84 |
9 |
138 |
-1 |
| Dec10 |
091216 |
76.00 |
77.19 |
75.99 |
76.88 |
+0.69 |
510 |
13,481 |
+205 |
| Mar11 |
091216 |
77.91 |
77.91 |
77.74 |
77.83 |
+0.46 |
0 |
213 |
+0 |
| Total Volume and Open Interest |
13,115 |
184,632 |
+1,035 |
| Lumber(CME) |
| Jan10 |
091216 |
213.4 |
214.2 |
208.3 |
212.0 |
-0.8 |
969 |
2,855 |
-470 |
| Mar10 |
091216 |
237.8 |
239.4 |
235.0 |
239.0 |
+1.2 |
636 |
5,074 |
+45 |
| May10 |
091216 |
252.8 |
255.2 |
252.0 |
253.8 |
+2.3 |
524 |
1,166 |
+178 |
| Jul10 |
091216 |
258.9 |
261.3 |
258.8 |
260.8 |
+2.8 |
2 |
199 |
+1 |
| Total Volume and Open Interest |
2,131 |
9,415 |
-246 |
| Crude Oil(NYM) |
| Jan10 |
091216 |
70.78 |
73.55 |
70.59 |
72.66 |
+1.97 |
262,945 |
110,864 |
-36,771 |
| Feb10 |
091216 |
72.84 |
75.00 |
72.62 |
74.38 |
+1.69 |
169,614 |
248,509 |
+12,713 |
| Mar10 |
091216 |
74.25 |
75.88 |
73.91 |
75.32 |
+1.39 |
75,950 |
159,891 |
+6,991 |
| Apr10 |
091216 |
75.17 |
76.60 |
74.86 |
76.09 |
+1.25 |
21,879 |
39,288 |
+1,034 |
| May10 |
091216 |
75.85 |
77.20 |
75.79 |
76.74 |
+1.20 |
13,300 |
29,202 |
+675 |
| Jun10 |
091216 |
76.31 |
77.83 |
76.31 |
77.32 |
+1.19 |
26,844 |
108,302 |
+3,065 |
| Jul10 |
091216 |
76.90 |
78.29 |
76.90 |
77.85 |
+1.21 |
5,071 |
27,571 |
+808 |
| Aug10 |
091216 |
77.57 |
78.64 |
77.57 |
78.31 |
+1.20 |
2,170 |
14,967 |
+89 |
| Sep10 |
091216 |
78.48 |
79.12 |
78.48 |
78.77 |
+1.18 |
3,048 |
27,526 |
+261 |
| Oct10 |
091216 |
78.93 |
79.53 |
78.93 |
79.22 |
+1.13 |
3,896 |
14,934 |
+278 |
| Nov10 |
091216 |
79.16 |
79.99 |
79.16 |
79.72 |
+1.10 |
5,433 |
18,087 |
+1,591 |
| Dec10 |
091216 |
79.65 |
80.75 |
79.40 |
80.26 |
+1.07 |
32,547 |
137,403 |
+5,638 |
| Jan11 |
091216 |
81.00 |
81.25 |
80.63 |
80.63 |
+1.04 |
1,039 |
19,024 |
-313 |
| Feb11 |
091216 |
80.96 |
80.96 |
80.96 |
80.96 |
+1.02 |
418 |
7,838 |
-268 |
| Mar11 |
091216 |
81.34 |
81.36 |
81.34 |
81.34 |
+1.00 |
368 |
6,485 |
-287 |
| Apr11 |
091216 |
81.74 |
81.76 |
81.74 |
81.74 |
+0.99 |
352 |
8,829 |
-503 |
| Total Volume and Open Interest |
651,282 |
1,217,100 |
-1,021 |
| e-miNY Crude Oil(NYM) |
| Dec09 |
091119 |
79.700 |
79.925 |
77.050 |
77.450 |
-2.125 |
8,718 |
3,560 |
-399 |
| Jan10 |
091216 |
70.650 |
73.550 |
70.550 |
72.650 |
+1.950 |
8,646 |
4,265 |
-15 |
| Feb10 |
091216 |
72.925 |
75.000 |
72.600 |
74.375 |
+1.675 |
1,554 |
2,503 |
+360 |
| Mar10 |
091216 |
74.000 |
75.800 |
73.925 |
75.325 |
+1.400 |
164 |
364 |
+0 |
| Apr10 |
091216 |
74.875 |
76.100 |
74.875 |
76.100 |
+1.250 |
23 |
103 |
+17 |
| May10 |
091216 |
76.750 |
76.750 |
76.750 |
76.750 |
+1.200 |
0 |
4 |
+0 |
| Jun10 |
091216 |
77.325 |
77.325 |
77.325 |
77.325 |
+1.200 |
2 |
13 |
+2 |
| Jul10 |
091216 |
77.850 |
77.850 |
77.850 |
77.850 |
+1.200 |
0 |
8 |
+0 |
| Aug10 |
091216 |
78.300 |
78.300 |
78.300 |
78.300 |
+1.200 |
0 |
3 |
+0 |
| Sep10 |
091216 |
78.775 |
78.775 |
78.775 |
78.775 |
+1.175 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
10,389 |
7,363 |
+362 |
| Heating Oil(NYM) |
| Jan10 |
091216 |
191.45 |
197.41 |
191.14 |
196.58 |
+6.25 |
43,568 |
50,309 |
-5,005 |
| Feb10 |
091216 |
193.96 |
199.46 |
193.60 |
198.73 |
+6.05 |
19,873 |
58,161 |
+1,196 |
| Mar10 |
091216 |
196.70 |
201.01 |
196.10 |
200.15 |
+5.78 |
8,006 |
41,746 |
-1,859 |
| Apr10 |
091216 |
197.07 |
201.36 |
196.86 |
200.65 |
+5.57 |
4,032 |
23,503 |
+180 |
| May10 |
091216 |
198.13 |
202.25 |
198.12 |
201.49 |
+5.36 |
2,673 |
16,197 |
+439 |
| Jun10 |
091216 |
198.50 |
203.00 |
198.50 |
202.43 |
+5.20 |
5,645 |
33,673 |
+358 |
| Jul10 |
091216 |
204.38 |
204.62 |
203.76 |
204.08 |
+5.05 |
1,259 |
9,826 |
+413 |
| Aug10 |
091216 |
204.78 |
206.28 |
204.78 |
206.27 |
+4.94 |
549 |
4,126 |
-48 |
| Sep10 |
091216 |
205.01 |
208.85 |
205.01 |
208.82 |
+4.91 |
985 |
7,731 |
-314 |
| Oct10 |
091216 |
211.52 |
211.75 |
211.40 |
211.51 |
+4.87 |
395 |
4,970 |
+169 |
| Nov10 |
091216 |
214.28 |
214.31 |
213.98 |
214.07 |
+4.78 |
955 |
6,009 |
-4 |
| Dec10 |
091216 |
213.10 |
217.35 |
213.05 |
216.65 |
+4.69 |
1,783 |
20,039 |
-299 |
| Total Volume and Open Interest |
90,333 |
302,303 |
-4,754 |
| Gasoline(NYMEX) |
| Jan10 |
091216 |
185.25 |
189.77 |
184.97 |
187.39 |
+2.88 |
32,035 |
45,624 |
-6,725 |
| Feb10 |
091216 |
187.94 |
192.29 |
187.55 |
190.03 |
+3.00 |
18,672 |
56,104 |
+5,737 |
| Mar10 |
091216 |
190.30 |
194.67 |
190.23 |
192.63 |
+3.06 |
8,792 |
40,192 |
-604 |
| Apr10 |
091216 |
201.75 |
206.48 |
201.75 |
204.63 |
+2.91 |
4,298 |
25,939 |
+531 |
| May10 |
091216 |
207.50 |
207.50 |
205.87 |
205.87 |
+2.70 |
1,687 |
11,507 |
+385 |
| Jun10 |
091216 |
205.02 |
208.95 |
205.02 |
206.97 |
+2.56 |
3,376 |
14,243 |
+398 |
| Jul10 |
091216 |
208.74 |
208.74 |
207.24 |
207.24 |
+2.48 |
563 |
5,965 |
-242 |
| Aug10 |
091216 |
208.35 |
208.39 |
207.27 |
207.27 |
+2.43 |
385 |
5,421 |
+110 |
| Sep10 |
091216 |
207.15 |
207.15 |
206.82 |
206.82 |
+2.43 |
756 |
5,435 |
-101 |
| Oct10 |
091216 |
197.36 |
197.36 |
197.36 |
197.36 |
+2.45 |
162 |
2,733 |
-18 |
| Total Volume and Open Interest |
71,165 |
234,450 |
-596 |
| e-miNY RBOB Gasoline(NYM) |
| Jan10 |
091216 |
187.40 |
187.40 |
187.39 |
187.40 |
+2.90 |
0 |
3 |
+0 |
| Feb10 |
091216 |
190.00 |
190.03 |
190.00 |
190.00 |
+3.00 |
|
|
|
| Mar10 |
091216 |
192.60 |
192.63 |
192.60 |
192.60 |
+3.00 |
|
|
|
| Apr10 |
091216 |
204.60 |
204.63 |
204.60 |
204.60 |
+2.90 |
|
|
|
| Total Volume and Open Interest |
0 |
3 |
+0 |
| Natural Gas(NYM) |
| Jan10 |
091216 |
5.535 |
5.569 |
5.420 |
5.462 |
-0.061 |
153,088 |
102,721 |
-11,457 |
| Feb10 |
091216 |
5.580 |
5.605 |
5.463 |
5.513 |
-0.065 |
84,782 |
100,706 |
+22,102 |
| Mar10 |
091216 |
5.565 |
5.599 |
5.454 |
5.502 |
-0.075 |
35,959 |
126,536 |
+5,309 |
| Apr10 |
091216 |
5.570 |
5.592 |
5.459 |
5.500 |
-0.079 |
18,022 |
69,631 |
+3,172 |
| May10 |
091216 |
5.618 |
5.630 |
5.499 |
5.541 |
-0.077 |
5,119 |
36,241 |
-166 |
| Jun10 |
091216 |
5.678 |
5.703 |
5.565 |
5.604 |
-0.074 |
2,990 |
23,357 |
+344 |
| Jul10 |
091216 |
5.705 |
5.762 |
5.637 |
5.684 |
-0.074 |
2,662 |
17,413 |
-853 |
| Aug10 |
091216 |
5.807 |
5.842 |
5.721 |
5.757 |
-0.074 |
3,590 |
24,553 |
+1,965 |
| Sep10 |
091216 |
5.897 |
5.911 |
5.768 |
5.800 |
-0.073 |
1,854 |
19,013 |
+246 |
| Oct10 |
091216 |
5.998 |
6.005 |
5.894 |
5.925 |
-0.073 |
7,743 |
34,810 |
+1,088 |
| Nov10 |
091216 |
6.339 |
6.339 |
6.278 |
6.290 |
-0.078 |
1,432 |
9,182 |
+757 |
| Dec10 |
091216 |
6.728 |
6.801 |
6.640 |
6.665 |
-0.073 |
3,716 |
20,132 |
+1,311 |
| Jan11 |
091216 |
6.950 |
6.968 |
6.865 |
6.900 |
-0.073 |
3,694 |
19,135 |
+286 |
| Feb11 |
091216 |
6.900 |
6.900 |
6.849 |
6.878 |
-0.075 |
105 |
7,268 |
+56 |
| Mar11 |
091216 |
6.749 |
6.795 |
6.710 |
6.728 |
-0.075 |
1,434 |
16,857 |
+546 |
| Apr11 |
091216 |
6.235 |
6.260 |
6.235 |
6.248 |
-0.085 |
967 |
13,254 |
+823 |
| Total Volume and Open Interest |
327,409 |
741,168 |
+25,643 |
| Brent Crude Oil(ICE) |
| Jan10 |
091216 |
72.29 |
73.86 |
72.03 |
73.55 |
+1.50 |
77,365 |
45,735 |
-16,543 |
| Feb10 |
091216 |
73.12 |
74.97 |
72.84 |
74.29 |
+1.42 |
137,965 |
192,849 |
+11,267 |
| Mar10 |
091216 |
73.91 |
75.75 |
73.70 |
75.08 |
+1.35 |
46,424 |
115,347 |
+3,551 |
| Apr10 |
091216 |
74.67 |
76.44 |
74.48 |
75.83 |
+1.31 |
14,766 |
43,109 |
+999 |
| May10 |
091216 |
75.32 |
77.14 |
75.24 |
76.54 |
+1.30 |
6,579 |
23,284 |
+282 |
| Jun10 |
091216 |
76.00 |
77.79 |
75.92 |
77.21 |
+1.30 |
6,916 |
56,694 |
-287 |
| Jul10 |
091216 |
77.02 |
78.27 |
76.87 |
77.81 |
+1.31 |
1,777 |
15,375 |
-52 |
| Aug10 |
091216 |
77.54 |
78.77 |
77.45 |
78.37 |
+1.30 |
1,311 |
10,397 |
-68 |
| Sep10 |
091216 |
78.16 |
79.32 |
78.02 |
78.92 |
+1.28 |
1,542 |
7,325 |
+197 |
| Oct10 |
091216 |
79.48 |
79.48 |
79.48 |
79.48 |
+1.28 |
1,497 |
12,579 |
-94 |
| Nov10 |
091216 |
80.03 |
80.03 |
80.03 |
80.03 |
+1.25 |
1,632 |
10,252 |
+12 |
| Dec10 |
091216 |
79.46 |
81.08 |
79.46 |
80.58 |
+1.21 |
7,851 |
76,246 |
+794 |
| Jan11 |
091216 |
81.07 |
81.07 |
81.07 |
81.07 |
+1.17 |
1,040 |
8,746 |
-66 |
| Feb11 |
091216 |
81.55 |
81.55 |
81.55 |
81.55 |
+1.15 |
555 |
4,582 |
-26 |
| Total Volume and Open Interest |
311,188 |
720,651 |
-102 |
| Gas Oil(ICE) |
| Jan10 |
091216 |
588.00 |
605.75 |
587.50 |
603.25 |
+13.00 |
51,492 |
120,823 |
-3,538 |
| Feb10 |
091216 |
596.00 |
612.75 |
595.25 |
610.50 |
+12.75 |
34,944 |
79,961 |
-2,470 |
| Mar10 |
091216 |
604.75 |
619.75 |
604.75 |
617.50 |
+13.00 |
16,000 |
49,901 |
+2,984 |
| Apr10 |
091216 |
614.50 |
625.25 |
614.50 |
624.50 |
+13.00 |
5,258 |
28,255 |
+1,064 |
| May10 |
091216 |
620.75 |
632.00 |
620.75 |
631.75 |
+13.00 |
3,755 |
24,220 |
+1,402 |
| Jun10 |
091216 |
625.00 |
640.50 |
625.00 |
638.75 |
+12.75 |
5,607 |
45,999 |
+871 |
| Jul10 |
091216 |
637.00 |
646.50 |
636.75 |
646.25 |
+12.75 |
1,539 |
16,662 |
+27 |
| Aug10 |
091216 |
639.00 |
653.50 |
639.00 |
653.50 |
+12.75 |
1,676 |
18,755 |
+651 |
| Sep10 |
091216 |
652.00 |
660.50 |
651.00 |
660.50 |
+12.50 |
2,324 |
18,568 |
+1,160 |
| Oct10 |
091216 |
652.75 |
666.75 |
652.75 |
666.75 |
+12.25 |
965 |
10,861 |
+302 |
| Total Volume and Open Interest |
128,406 |
538,068 |
+3,888 |
| Ethanol(CBOT) |
| Dec09 |
091203 |
2.135 |
2.135 |
2.130 |
2.130 |
unch |
8 |
263 |
-4 |
| Jan10 |
091216 |
1.860 |
1.865 |
1.845 |
1.854 |
-0.011 |
118 |
660 |
-40 |
| Feb10 |
091216 |
1.831 |
1.835 |
1.820 |
1.833 |
unch |
91 |
792 |
+0 |
| Mar10 |
091216 |
1.811 |
1.834 |
1.810 |
1.826 |
+0.004 |
23 |
1,199 |
+11 |
| Apr10 |
091216 |
1.811 |
1.818 |
1.800 |
1.807 |
-0.005 |
84 |
909 |
-8 |
| May10 |
091216 |
1.790 |
1.810 |
1.784 |
1.792 |
-0.006 |
34 |
456 |
+8 |
| Jun10 |
091216 |
1.790 |
1.804 |
1.780 |
1.786 |
-0.011 |
20 |
359 |
+4 |
| Jul10 |
091216 |
1.780 |
1.799 |
1.780 |
1.783 |
-0.007 |
7 |
392 |
+2 |
| Total Volume and Open Interest |
422 |
7,014 |
+22 |
| US Dollar Index(ICE) |
| Mar10 |
091216 |
77.310 |
77.385 |
76.945 |
77.335 |
+0.035 |
17,246 |
46,406 |
+2,959 |
| Jun10 |
091216 |
77.380 |
77.770 |
77.380 |
77.705 |
+0.015 |
21 |
4,864 |
+1 |
| Sep10 |
091216 |
77.705 |
77.705 |
77.705 |
77.705 |
+0.015 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
17,267 |
51,271 |
+2,960 |
| Australian Dollar(CME) |
| Mar10 |
091216 |
89.82 |
89.86 |
88.74 |
89.14 |
-0.66 |
65,459 |
101,764 |
-1,854 |
| Jun10 |
091216 |
88.30 |
88.85 |
87.84 |
88.21 |
-0.64 |
8 |
120 |
+2 |
| Sep10 |
091216 |
87.28 |
87.90 |
87.28 |
87.28 |
-0.62 |
0 |
17 |
+0 |
| Total Volume and Open Interest |
65,467 |
101,906 |
-1,852 |
| British Pound(CME) |
| Mar10 |
091216 |
162.62 |
164.04 |
162.23 |
163.01 |
+0.54 |
88,457 |
71,963 |
+20 |
| Jun10 |
091216 |
162.30 |
163.92 |
162.15 |
162.92 |
+0.54 |
165 |
140 |
+14 |
| Sep10 |
091216 |
162.83 |
163.58 |
162.23 |
162.83 |
+0.54 |
0 |
71 |
+0 |
| Total Volume and Open Interest |
88,622 |
72,177 |
+34 |
| Canadian Dollar(CME) |
| Mar10 |
091216 |
94.23 |
94.62 |
93.93 |
94.07 |
-0.14 |
64,208 |
75,630 |
-1,391 |
| Jun10 |
091216 |
94.34 |
94.58 |
93.93 |
94.05 |
-0.15 |
14 |
1,040 |
-82 |
| Sep10 |
091216 |
94.02 |
94.49 |
93.96 |
94.02 |
-0.15 |
0 |
564 |
-10 |
| Dec10 |
091216 |
94.40 |
94.46 |
93.96 |
93.98 |
-0.15 |
1 |
415 |
+1 |
| Total Volume and Open Interest |
64,223 |
77,665 |
-34,070 |
| Japanese Yen(CME) |
| Mar10 |
091216 |
111.58 |
111.95 |
111.17 |
111.24 |
-0.25 |
90,447 |
88,215 |
-1,778 |
| Jun10 |
091216 |
111.93 |
112.04 |
111.32 |
111.35 |
-0.25 |
159 |
178 |
+34 |
| Sep10 |
091216 |
111.53 |
112.18 |
111.53 |
111.53 |
-0.22 |
0 |
23 |
+0 |
| Total Volume and Open Interest |
90,606 |
88,438 |
-1,744 |
| Swiss Franc(CME) |
| Mar10 |
091216 |
96.19 |
96.72 |
95.98 |
96.25 |
+0.13 |
45,741 |
33,569 |
-276 |
| Jun10 |
091216 |
96.33 |
96.75 |
96.09 |
96.33 |
+0.12 |
2 |
20 |
+2 |
| Sep10 |
091216 |
96.44 |
96.79 |
96.33 |
96.44 |
+0.11 |
|
|
|
| Total Volume and Open Interest |
45,743 |
33,591 |
-274 |
| EuroFX(CME) |
| Mar10 |
091216 |
145.36 |
145.88 |
145.01 |
145.12 |
-0.11 |
241,078 |
130,530 |
+313 |
| Jun10 |
091216 |
145.22 |
145.80 |
144.98 |
145.06 |
-0.10 |
352 |
822 |
+94 |
| Sep10 |
091216 |
145.48 |
145.48 |
145.00 |
145.00 |
-0.08 |
0 |
654 |
+0 |
| Total Volume and Open Interest |
241,452 |
132,017 |
+407 |
| Mexican Peso(CME) |
| Jan10 |
091216 |
785.5 |
785.5 |
785.5 |
785.5 |
unch |
|
|
|
| Feb10 |
091216 |
784.0 |
784.0 |
784.0 |
784.0 |
unch |
0 |
3 |
+0 |
| Total Volume and Open Interest |
18,213 |
114,996 |
-1,557 |
| 30-Year T-Bonds(CBOT) |
| Dec09 |
091216 |
118~260 |
119~090 |
118~170 |
118~210 |
-0~010 |
9,892 |
19,321 |
-2,450 |
| Mar10 |
091216 |
117~240 |
118~060 |
117~110 |
117~160 |
-0~020 |
204,367 |
677,792 |
+3,073 |
| Jun10 |
091216 |
116~080 |
116~160 |
115~310 |
115~310 |
-0~040 |
25 |
95 |
+12 |
| Total Volume and Open Interest |
214,284 |
697,209 |
+635 |
| 10-Year T-Notes(CBOT) |
| Dec09 |
091216 |
118~245 |
118~315 |
118~205 |
118~230 |
+0~035 |
11,290 |
14,461 |
-5,545 |
| Mar10 |
091216 |
117~095 |
117~200 |
117~025 |
117~080 |
+0~035 |
747,542 |
1,163,933 |
+3,896 |
| Jun10 |
091216 |
115~270 |
115~270 |
115~235 |
115~270 |
+0~035 |
9 |
30 |
+6 |
| Total Volume and Open Interest |
758,841 |
1,178,424 |
-1,643 |
| 5-Year T-Notes(CBOT) |
| Dec09 |
091216 |
117~001 |
117~001 |
117~001 |
117~001 |
+0~014 |
|
|
|
| Mar10 |
091216 |
115~093 |
115~124 |
115~075 |
115~091 |
+0~011 |
434,373 |
797,532 |
+6,147 |
| Jun10 |
091216 |
114~095 |
114~095 |
114~084 |
114~095 |
+0~011 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
447,810 |
829,315 |
-1,123 |
| 2 Year T-Notes(CBOT) |
| Dec09 |
091216 |
109~017 |
109~028 |
109~010 |
109~019 |
+0~009 |
3,799 |
11,511 |
-1,367 |
| Mar10 |
091216 |
108~077 |
108~091 |
108~071 |
108~080 |
+0~009 |
220,455 |
889,065 |
-7,707 |
| Jun10 |
091216 |
107~126 |
108~014 |
107~126 |
108~011 |
+0~009 |
11 |
7,938 |
+0 |
| Total Volume and Open Interest |
224,265 |
908,514 |
-9,074 |
| Eurodollars(CME) |
| Mar10 |
091216 |
99.595 |
99.620 |
99.590 |
99.605 |
+0.020 |
231,324 |
1,162,477 |
+20,841 |
| Jun10 |
091216 |
99.345 |
99.395 |
99.340 |
99.365 |
+0.035 |
298,046 |
845,807 |
-28,056 |
| Sep10 |
091216 |
99.030 |
99.090 |
99.015 |
99.050 |
+0.045 |
254,864 |
727,024 |
-8,065 |
| Dec10 |
091216 |
98.680 |
98.755 |
98.660 |
98.705 |
+0.050 |
278,035 |
804,488 |
-1,363 |
| Mar11 |
091216 |
98.320 |
98.410 |
98.300 |
98.350 |
+0.045 |
288,130 |
531,578 |
-14,267 |
| Jun11 |
091216 |
97.970 |
98.055 |
97.935 |
97.985 |
+0.035 |
208,278 |
564,619 |
+14,186 |
| Sep11 |
091216 |
97.645 |
97.720 |
97.605 |
97.650 |
+0.030 |
129,515 |
499,976 |
+1,834 |
| Dec11 |
091216 |
97.340 |
97.410 |
97.300 |
97.335 |
+0.020 |
96,728 |
304,551 |
-2,212 |
| Mar12 |
091216 |
97.065 |
97.125 |
97.025 |
97.055 |
+0.015 |
64,847 |
215,615 |
-4,192 |
| Jun12 |
091216 |
96.790 |
96.845 |
96.745 |
96.780 |
+0.015 |
52,254 |
189,666 |
+6 |
| Sep12 |
091216 |
96.555 |
96.590 |
96.500 |
96.530 |
+0.010 |
45,980 |
112,423 |
-1,599 |
| Dec12 |
091216 |
96.310 |
96.350 |
96.260 |
96.290 |
+0.010 |
45,834 |
81,325 |
+8,020 |
| Mar13 |
091216 |
96.135 |
96.175 |
96.090 |
96.115 |
+0.010 |
18,607 |
58,044 |
+668 |
| Jun13 |
091216 |
95.960 |
96.005 |
95.920 |
95.945 |
+0.010 |
13,226 |
59,972 |
+1,508 |
| Sep13 |
091216 |
95.790 |
95.840 |
95.760 |
95.785 |
+0.010 |
7,201 |
56,126 |
+369 |
| Dec13 |
091216 |
95.645 |
95.685 |
95.595 |
95.625 |
+0.010 |
6,713 |
34,978 |
+1,253 |
| Mar14 |
091216 |
95.520 |
95.560 |
95.480 |
95.505 |
+0.010 |
5,419 |
31,582 |
+702 |
| Jun14 |
091216 |
95.400 |
95.435 |
95.370 |
95.385 |
+0.010 |
5,822 |
25,953 |
-880 |
| Total Volume and Open Interest |
2,106,500 |
6,489,822 |
+7,755 |
| 30 Day Federal Funds(CBOT) |
| Dec09 |
091216 |
99.865 |
99.872 |
99.857 |
99.870 |
+0.005 |
3,626 |
78,720 |
-776 |
| Jan10 |
091216 |
99.840 |
99.860 |
99.835 |
99.855 |
+0.015 |
18,016 |
67,054 |
+3,098 |
| Feb10 |
091216 |
99.805 |
99.830 |
99.805 |
99.820 |
+0.010 |
13,382 |
88,469 |
+4,859 |
| Mar10 |
091216 |
99.785 |
99.810 |
99.780 |
99.790 |
+0.005 |
9,712 |
59,310 |
+3,270 |
| Apr10 |
091216 |
99.770 |
99.790 |
99.760 |
99.770 |
+0.005 |
10,453 |
65,929 |
-1,174 |
| May10 |
091216 |
99.720 |
99.735 |
99.705 |
99.720 |
+0.015 |
11,781 |
51,902 |
+180 |
| Total Volume and Open Interest |
92,527 |
540,223 |
+12,464 |
| 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 |
091216 |
99.630 |
99.630 |
99.630 |
99.630 |
unch |
20 |
453 |
+20 |
| Jun10 |
091216 |
99.645 |
99.645 |
99.645 |
99.645 |
unch |
20 |
100 |
+20 |
| Sep10 |
091216 |
99.675 |
99.675 |
99.675 |
99.675 |
unch |
0 |
230 |
+0 |
| Dec10 |
091216 |
99.665 |
99.665 |
99.665 |
99.665 |
unch |
0 |
242 |
+0 |
| Mar11 |
091216 |
99.580 |
99.580 |
99.580 |
99.580 |
unch |
|
|
|
| Jun11 |
091216 |
99.520 |
99.520 |
99.520 |
99.520 |
unch |
|
|
|
| Sep11 |
091216 |
99.520 |
99.520 |
99.520 |
99.520 |
unch |
|
|
|
| Dec11 |
091216 |
99.325 |
99.325 |
99.325 |
99.325 |
unch |
|
|
|
| Mar12 |
091216 |
99.325 |
99.325 |
99.325 |
99.325 |
+0.040 |
|
|
|
| Jun12 |
091216 |
99.375 |
99.375 |
99.375 |
99.375 |
+0.040 |
|
|
|
| Total Volume and Open Interest |
40 |
1,025 |
+40 |
| 3-Mth Euro-Yen(SGX) |
| Mar10 |
091216 |
99.62 |
99.64 |
99.62 |
99.63 |
+0.00 |
1,533 |
3,849 |
-49 |
| Jun10 |
091216 |
99.67 |
99.67 |
99.64 |
99.64 |
+0.00 |
0 |
1,705 |
-60 |
| Sep10 |
091216 |
99.67 |
99.68 |
99.67 |
99.68 |
+0.01 |
23 |
1,664 |
-150 |
| Dec10 |
091216 |
99.65 |
99.67 |
99.65 |
99.67 |
+0.00 |
165 |
1,295 |
-82 |
| Mar11 |
091216 |
99.60 |
99.60 |
99.58 |
99.58 |
+0.01 |
10 |
672 |
+100 |
| Jun11 |
091216 |
99.56 |
99.56 |
99.56 |
99.56 |
+0.04 |
0 |
52 |
+0 |
| Sep11 |
091216 |
99.56 |
99.56 |
99.56 |
99.56 |
+0.04 |
0 |
51 |
+0 |
| Dec11 |
091216 |
99.36 |
99.36 |
99.36 |
99.36 |
+0.04 |
0 |
101 |
+0 |
| Total Volume and Open Interest |
1,731 |
10,760 |
-241 |
| Japanese Gov't Bonds(SGX) |
| Mar10 |
091216 |
139.63 |
139.91 |
139.46 |
139.83 |
+0.20 |
977 |
18,625 |
+510 |
| Jun10 |
091216 |
139.83 |
139.83 |
139.83 |
139.83 |
+0.20 |
|
|
|
| Sep10 |
091216 |
139.83 |
139.83 |
139.83 |
139.83 |
+0.20 |
|
|
|
| Total Volume and Open Interest |
977 |
18,625 |
+510 |
| Euro-Bund(EUREX) |
| Mar10 |
091216 |
122.55 |
122.99 |
122.11 |
122.78 |
+0.30 |
704,569 |
865,480 |
-56,746 |
| Jun10 |
091216 |
121.22 |
121.60 |
120.77 |
121.39 |
+0.33 |
43 |
62 |
+12 |
| Sep10 |
091216 |
120.98 |
120.98 |
120.98 |
120.98 |
+0.30 |
|
|
|
| Total Volume and Open Interest |
704,612 |
865,542 |
-56,734 |
| Euro-Bobl(EUREX) |
| Mar10 |
091216 |
116.47 |
116.76 |
116.30 |
116.64 |
+0.27 |
371,752 |
687,764 |
-21,318 |
| Jun10 |
091216 |
115.27 |
115.32 |
115.23 |
115.24 |
+0.27 |
|
|
|
| Sep10 |
091216 |
114.94 |
114.94 |
114.94 |
114.94 |
+0.27 |
|
|
|
| Total Volume and Open Interest |
371,752 |
687,764 |
-21,318 |
| 3-Mth Euribor(EUREX) |
| Dec09 |
091214 |
99.285 |
99.290 |
99.285 |
99.285 |
unch |
135 |
8,689 |
-127 |
| Mar10 |
091216 |
99.165 |
99.200 |
99.160 |
99.200 |
+0.050 |
1,718 |
10,247 |
-167 |
| Jun10 |
091216 |
98.850 |
98.895 |
98.850 |
98.895 |
+0.065 |
255 |
5,219 |
-18 |
| Total Volume and Open Interest |
2,692 |
21,464 |
+314 |
| Long Gilt(LIFFE) |
| Dec09 |
091216 |
116~22 |
116~31 |
116~22 |
116~27 |
+0~01 |
20,783 |
16,832 |
-18,133 |
| Mar10 |
091216 |
115~10 |
115~17 |
115~01 |
115~11 |
+0~01 |
71,725 |
234,404 |
-4,205 |
| Total Volume and Open Interest |
92,508 |
251,236 |
-22,338 |
| 3-Mth Short Sterling(LIFFE) |
| Dec09 |
091216 |
99.40 |
99.42 |
99.39 |
99.39 |
-0.01 |
8,220 |
353,004 |
-2,523 |
| Mar10 |
091216 |
99.22 |
99.28 |
99.20 |
99.26 |
+0.04 |
68,875 |
369,741 |
+15,388 |
| Jun10 |
091216 |
98.93 |
98.99 |
98.91 |
98.96 |
+0.03 |
82,212 |
374,866 |
+4,209 |
| Sep10 |
091216 |
98.55 |
98.60 |
98.53 |
98.56 |
unch |
70,875 |
319,370 |
+2,781 |
| Dec10 |
091216 |
98.12 |
98.16 |
98.09 |
98.11 |
-0.02 |
103,373 |
318,420 |
-17,361 |
| Mar11 |
091216 |
97.75 |
97.78 |
97.71 |
97.72 |
-0.03 |
83,884 |
291,021 |
+4,333 |
| Total Volume and Open Interest |
511,245 |
2,567,317 |
+5,097 |
| 3-Mth Euribor(LIFFE) |
| Mar10 |
091216 |
99.150 |
99.205 |
99.150 |
99.200 |
+0.050 |
163,465 |
713,768 |
-5,055 |
| Jun10 |
091216 |
98.830 |
98.910 |
98.830 |
98.895 |
+0.065 |
154,463 |
731,237 |
-2,406 |
| Sep10 |
091216 |
98.520 |
98.600 |
98.515 |
98.580 |
+0.070 |
113,823 |
563,212 |
-712 |
| Total Volume and Open Interest |
779,607 |
3,381,631 |
+4,465 |
| 3-Mth Aus T-Bills(SFE) |
| Dec09 |
091210 |
95.87 |
95.87 |
95.80 |
95.84 |
-0.03 |
10,871 |
220 |
-58,072 |
| Mar10 |
091216 |
95.51 |
95.67 |
95.49 |
95.63 |
+0.12 |
32,908 |
299,193 |
+10,948 |
| Jun10 |
091216 |
95.16 |
95.36 |
95.14 |
95.33 |
+0.17 |
20,000 |
165,935 |
+2,541 |
| Sep10 |
091216 |
94.89 |
95.10 |
94.85 |
95.06 |
+0.17 |
9,055 |
91,283 |
+1,637 |
| Dec10 |
091216 |
94.64 |
94.88 |
94.61 |
94.83 |
+0.18 |
8,189 |
77,340 |
+709 |
| Mar11 |
091216 |
94.39 |
94.63 |
94.38 |
94.59 |
+0.19 |
2,701 |
28,023 |
+761 |
| Jun11 |
091216 |
94.17 |
94.40 |
94.17 |
94.38 |
+0.18 |
1,748 |
23,347 |
+193 |
| Sep11 |
091216 |
94.08 |
94.22 |
94.04 |
94.21 |
+0.17 |
531 |
16,805 |
-139 |
| Dec11 |
091216 |
93.92 |
94.11 |
93.92 |
94.10 |
+0.19 |
570 |
7,989 |
+143 |
| Mar12 |
091216 |
94.01 |
94.01 |
94.01 |
94.01 |
+0.16 |
0 |
3,005 |
-50 |
| Total Volume and Open Interest |
75,702 |
714,795 |
+16,743 |
| 10-Year Aus T-Bonds(SFE) |
| Mar10 |
091216 |
94.37 |
94.48 |
94.32 |
94.45 |
+0.08 |
35,067 |
280,805 |
+6,526 |
| Jun10 |
091216 |
94.45 |
94.45 |
94.45 |
94.45 |
|
|
|
|
| 3-Year Aus T-Bonds(SFE) |
| Mar10 |
091216 |
94.90 |
95.09 |
94.86 |
95.07 |
+0.17 |
119,646 |
371,773 |
+36,086 |
| Jun10 |
091216 |
95.07 |
95.07 |
95.07 |
95.07 |
|
|
|
|
| Gold(CMX) |
| Dec09 |
091216 |
1125.7 |
1140.0 |
1122.4 |
1135.5 |
+13.1 |
242 |
1,374 |
-6 |
| Feb10 |
091216 |
1125.7 |
1142.5 |
1122.4 |
1136.2 |
+13.2 |
154,049 |
340,632 |
+3,499 |
| Apr10 |
091216 |
1127.8 |
1143.6 |
1124.4 |
1137.5 |
+13.2 |
4,936 |
50,568 |
-1,173 |
| Jun10 |
091216 |
1126.0 |
1144.0 |
1126.0 |
1138.7 |
+13.2 |
3,674 |
24,851 |
+1,530 |
| Aug10 |
091216 |
1127.9 |
1140.0 |
1127.9 |
1140.0 |
+13.1 |
57 |
11,856 |
+11 |
| Oct10 |
091216 |
1132.0 |
1141.4 |
1132.0 |
1141.4 |
+13.0 |
113 |
4,063 |
-38 |
| Dec10 |
091216 |
1131.1 |
1148.7 |
1131.1 |
1143.3 |
+13.0 |
2,629 |
22,449 |
+366 |
| Feb11 |
091216 |
1147.0 |
1147.0 |
1145.6 |
1145.6 |
+12.8 |
192 |
3,153 |
+112 |
| Apr11 |
091216 |
1149.5 |
1149.5 |
1148.4 |
1148.4 |
+12.8 |
83 |
1,218 |
+73 |
| Jun11 |
091216 |
497.6 |
497.6 |
496.1 |
496.1 |
+12.7 |
179 |
8,219 |
-35 |
| Aug11 |
091216 |
1156.6 |
1156.6 |
1155.1 |
1155.1 |
+12.6 |
58 |
672 |
-19 |
| Oct11 |
091216 |
1160.4 |
1160.4 |
1159.2 |
1159.2 |
+12.5 |
57 |
407 |
+33 |
| Total Volume and Open Interest |
167,797 |
504,368 |
+4,470 |
| Silver(CMX) |
| Dec09 |
091216 |
1736.0 |
1771.0 |
1736.0 |
1767.9 |
+23.8 |
58 |
467 |
-34 |
| Mar10 |
091216 |
1745.0 |
1781.0 |
1735.0 |
1769.3 |
+23.8 |
24,883 |
79,639 |
-585 |
| May10 |
091216 |
1742.0 |
1781.0 |
1739.5 |
1771.5 |
+23.8 |
649 |
10,611 |
+58 |
| Jul10 |
091216 |
1750.0 |
1780.0 |
1743.5 |
1773.4 |
+23.7 |
280 |
8,079 |
+101 |
| Sep10 |
091216 |
1775.4 |
1775.4 |
1775.4 |
1775.4 |
+23.5 |
44 |
2,684 |
+8 |
| Dec10 |
091216 |
1746.5 |
1784.0 |
1746.5 |
1778.5 |
+23.4 |
743 |
8,907 |
-175 |
| Mar11 |
091216 |
1781.8 |
1781.8 |
1781.8 |
1781.8 |
+23.3 |
122 |
520 |
+66 |
| Total Volume and Open Interest |
27,012 |
121,787 |
-569 |
| Platinum(NYMEX) |
| Jan10 |
091216 |
1452.5 |
1463.8 |
1441.4 |
1457.6 |
+5.1 |
3,383 |
18,896 |
-2,386 |
| Apr10 |
091216 |
1455.1 |
1468.5 |
1446.3 |
1462.6 |
+5.0 |
1,580 |
13,757 |
+1,275 |
| Jul10 |
091216 |
1464.6 |
1464.6 |
1464.6 |
1464.6 |
+5.0 |
35 |
242 |
+34 |
| Oct10 |
091216 |
1467.7 |
1467.7 |
1467.7 |
1467.7 |
+5.0 |
0 |
13 |
+0 |
| Total Volume and Open Interest |
4,998 |
32,909 |
-1,077 |
| Palladium(NYMEX) |
| Dec09 |
091216 |
371.05 |
371.05 |
371.05 |
371.05 |
+7.15 |
0 |
119 |
-15 |
| Mar10 |
091216 |
366.00 |
378.65 |
364.85 |
373.15 |
+7.10 |
852 |
22,057 |
+186 |
| Jun10 |
091216 |
367.45 |
377.40 |
367.00 |
374.05 |
+7.00 |
19 |
200 |
-2 |
| Total Volume and Open Interest |
871 |
22,380 |
+169 |
| Copper(CMX) |
| Dec09 |
091216 |
315.00 |
319.85 |
315.00 |
318.60 |
+6.50 |
428 |
1,875 |
-210 |
| Mar10 |
091216 |
313.80 |
321.95 |
313.65 |
320.55 |
+6.40 |
14,997 |
109,872 |
-189 |
| May10 |
091216 |
315.90 |
322.80 |
315.40 |
322.15 |
+6.40 |
1,409 |
18,436 |
+441 |
| Jul10 |
091216 |
317.30 |
323.10 |
317.20 |
323.10 |
+6.40 |
811 |
6,704 |
+294 |
| Sep10 |
091216 |
323.65 |
323.65 |
323.65 |
323.65 |
+6.40 |
891 |
4,066 |
+880 |
| Total Volume and Open Interest |
19,044 |
147,691 |
+1,444 |
| DJIA Index(CBOT) |
| Dec09 |
091216 |
10470 |
10512 |
10435 |
10451 |
-8 |
2,055 |
11,639 |
-1,810 |
| Mar10 |
091216 |
10405 |
10450 |
10365 |
10390 |
-8 |
2,918 |
6,606 |
+1,905 |
| Jun10 |
091216 |
10332 |
10340 |
10332 |
10332 |
-8 |
10 |
11 |
+10 |
| Sep10 |
091216 |
10274 |
10282 |
10274 |
10274 |
-8 |
|
|
|
| Total Volume and Open Interest |
4,983 |
18,256 |
+105 |
| S & P 500(CME) |
| Dec09 |
091216 |
1113.00 |
1116.30 |
1107.80 |
1110.40 |
+1.70 |
63,441 |
170,888 |
-30,473 |
| Mar10 |
091216 |
1103.90 |
1111.90 |
1103.00 |
1105.70 |
+1.80 |
72,069 |
285,538 |
+37,845 |
| Jun10 |
091216 |
1101.10 |
1106.30 |
1095.00 |
1101.10 |
+1.80 |
365 |
1,800 |
+340 |
| Sep10 |
091216 |
1096.70 |
1101.90 |
1092.90 |
1096.70 |
+1.80 |
0 |
35 |
+0 |
| Total Volume and Open Interest |
135,875 |
458,269 |
+7,712 |
| S & P 500 E-Mini(Globex) |
| Dec09 |
091216 |
1108.50 |
1116.75 |
1107.75 |
1110.50 |
+1.75 |
629,375 |
1,265,910 |
-258,625 |
| Mar10 |
091216 |
1103.75 |
1112.00 |
1103.00 |
1105.75 |
+1.75 |
1,804,825 |
2,112,600 |
+333,071 |
| Total Volume and Open Interest |
2,434,242 |
3,378,983 |
+74,456 |
| NASDAQ 100(CME) |
| Dec09 |
091216 |
1805.00 |
1815.00 |
1800.00 |
1801.80 |
+5.00 |
3,346 |
21,249 |
-182 |
| Mar10 |
091216 |
1795.00 |
1814.00 |
1795.00 |
1800.00 |
+5.00 |
3,906 |
6,549 |
+2,358 |
| Jun10 |
091216 |
1799.00 |
1799.00 |
1798.00 |
1799.00 |
+5.00 |
10 |
10 |
+10 |
| Total Volume and Open Interest |
7,262 |
27,808 |
+2,186 |
| NASDAQ 100 E-Mini(Globex) |
| Dec09 |
091216 |
1797.80 |
1815.00 |
1796.50 |
1801.80 |
+5.00 |
76,817 |
221,653 |
-24,774 |
| Mar10 |
091216 |
1795.30 |
1813.30 |
1794.80 |
1800.00 |
+5.00 |
282,377 |
221,845 |
+42,421 |
| Total Volume and Open Interest |
359,194 |
443,515 |
+17,647 |
| S & P Midcap 400(CME) |
| Dec09 |
091216 |
721.00 |
721.00 |
717.80 |
717.80 |
+2.80 |
951 |
1,786 |
-57 |
| Mar10 |
091216 |
718.00 |
721.00 |
715.00 |
715.60 |
+2.90 |
596 |
1,201 |
+420 |
| Jun10 |
091216 |
713.60 |
713.70 |
713.60 |
713.60 |
+2.90 |
|
|
|
| Total Volume and Open Interest |
1,547 |
2,987 |
+363 |
| Russell 2000 E-Mini(Globex) |
| Nikkei 225(CME) |
| Mar10 |
091216 |
10205 |
10325 |
10170 |
10295 |
+120 |
5,475 |
25,848 |
-7 |
| Jun10 |
091216 |
10295 |
10295 |
10275 |
10295 |
+120 |
|
|
|
| Total Volume and Open Interest |
5,475 |
25,848 |
-7 |
| Nikkei 225(SGX) |
| Mar10 |
091216 |
10075 |
10230 |
10040 |
10165 |
+90 |
79,918 |
168,697 |
-514 |
| Jun10 |
091216 |
10105 |
10105 |
10105 |
10105 |
+85 |
41 |
1,252 |
+0 |
| Sep10 |
091216 |
10110 |
10110 |
10110 |
10110 |
+90 |
0 |
55 |
+0 |
| Total Volume and Open Interest |
79,979 |
175,002 |
-468 |
| CAC 40(EURONEXT) |
| Dec09 |
091216 |
3833.5 |
3880.0 |
3831.5 |
3875.5 |
+40.0 |
281,260 |
434,727 |
-690 |
| Jan10 |
091216 |
3831.5 |
3880.5 |
3831.5 |
3877.0 |
+40.5 |
159,797 |
184,636 |
+122,429 |
| Feb10 |
091216 |
3870.5 |
3877.5 |
3870.0 |
3877.5 |
+40.5 |
85 |
86 |
+85 |
| Total Volume and Open Interest |
471,704 |
666,103 |
+151,464 |
| Hang Seng Index(HKFE) |
| Dec09 |
091216 |
21777 |
21950 |
21499 |
21636 |
-118 |
65,009 |
87,699 |
+2,424 |
| Jan10 |
091216 |
21795 |
21936 |
21488 |
21620 |
-125 |
1,904 |
3,579 |
+395 |
| Total Volume and Open Interest |
67,065 |
92,694 |
+2,970 |
| DAX(EUREX) |
| Dec09 |
091216 |
5812.5 |
5932.5 |
5804.0 |
5893.5 |
+87.5 |
155,867 |
175,769 |
-8,678 |
| Mar10 |
091216 |
5823.0 |
5938.0 |
5810.0 |
5901.0 |
+89.0 |
53,393 |
69,517 |
+29,245 |
| Jun10 |
091216 |
5821.5 |
5931.5 |
5821.5 |
5911.0 |
+89.0 |
3,974 |
6,928 |
+1,570 |
| Total Volume and Open Interest |
213,234 |
252,214 |
+22,137 |
| FT-SE 100(EURONEXT) |
| Dec09 |
091216 |
5285.50 |
5337.00 |
5283.50 |
5317.00 |
+37.00 |
255,619 |
316,901 |
-121,173 |
| Mar10 |
091216 |
5256.50 |
5296.50 |
5243.50 |
5277.50 |
+39.00 |
189,910 |
463,078 |
+164,577 |
| Jun10 |
091216 |
5211.50 |
5228.50 |
5195.50 |
5228.50 |
+39.00 |
192 |
2,142 |
+58 |
| Total Volume and Open Interest |
445,721 |
782,550 |
+43,462 |
| SPI 200(SFE) |
| Dec09 |
091216 |
4661.0 |
4691.0 |
4633.0 |
4654.0 |
-10.0 |
63,684 |
150,412 |
-42,377 |
| Mar10 |
091216 |
4648.0 |
4683.0 |
4625.0 |
4646.0 |
-9.0 |
58,429 |
178,634 |
+31,268 |
| Jun10 |
091216 |
4695.0 |
4695.0 |
4668.0 |
4668.0 |
-9.0 |
17 |
1,430 |
+1 |
| Total Volume and Open Interest |
122,400 |
332,271 |
-10,838 |
| GSCI(CME) |
| Jan10 |
091216 |
496.50 |
504.25 |
495.80 |
502.00 |
+7.50 |
902 |
17,832 |
+385 |
| Feb10 |
091216 |
501.00 |
510.00 |
499.90 |
507.00 |
+7.00 |
10 |
0 |
+0 |
| Mar10 |
091216 |
507.00 |
515.00 |
505.90 |
511.50 |
+5.50 |
|
|
|
| Total Volume and Open Interest |
912 |
17,832 |
|
| 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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