|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Thu December 17, 2009 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Jan10 |
091217 |
1058.75 |
1063.25 |
1015.50 |
1022.00 |
-37.50 |
73,656 |
129,454 |
-4,746 |
| Mar10 |
091217 |
1066.25 |
1071.00 |
1023.50 |
1030.00 |
-37.00 |
44,098 |
181,011 |
+6,382 |
| May10 |
091217 |
1072.00 |
1076.00 |
1030.00 |
1036.50 |
-36.50 |
10,226 |
52,012 |
-130 |
| Jul10 |
091217 |
1075.50 |
1079.75 |
1035.75 |
1041.75 |
-35.25 |
12,100 |
44,661 |
-949 |
| Aug10 |
091217 |
1043.50 |
1071.50 |
1033.00 |
1037.25 |
-34.25 |
109 |
1,709 |
-33 |
| Sep10 |
091217 |
1045.25 |
1049.50 |
1011.00 |
1017.50 |
-32.00 |
182 |
754 |
+27 |
| Nov10 |
091217 |
1027.00 |
1032.75 |
992.00 |
999.00 |
-30.50 |
8,190 |
70,502 |
-346 |
| Total Volume and Open Interest |
148,912 |
487,583 |
+345 |
| Soybean Meal(CBOT) |
| Jan10 |
091217 |
316.30 |
317.00 |
306.60 |
307.40 |
-9.50 |
27,115 |
46,280 |
-4,949 |
| Mar10 |
091217 |
312.30 |
313.10 |
302.50 |
302.80 |
-10.30 |
17,946 |
55,667 |
+3,917 |
| May10 |
091217 |
309.10 |
309.70 |
300.00 |
300.20 |
-10.10 |
4,016 |
26,009 |
+11 |
| Jul10 |
091217 |
310.00 |
310.20 |
301.00 |
301.30 |
-9.30 |
1,799 |
19,540 |
-122 |
| Aug10 |
091217 |
308.80 |
309.10 |
300.00 |
300.20 |
-8.90 |
208 |
4,655 |
-2 |
| Sep10 |
091217 |
304.00 |
304.30 |
295.40 |
295.80 |
-8.50 |
224 |
5,369 |
-25 |
| Oct10 |
091217 |
295.00 |
295.20 |
286.40 |
286.80 |
-8.40 |
411 |
2,820 |
-11 |
| Dec10 |
091217 |
293.70 |
293.70 |
284.50 |
285.30 |
-8.40 |
1,408 |
11,688 |
+26 |
| Total Volume and Open Interest |
53,292 |
173,093 |
-1,057 |
| Soybean Oil(CBOT) |
| Jan10 |
091217 |
40.22 |
40.38 |
38.45 |
38.64 |
-1.69 |
29,534 |
70,579 |
-535 |
| Mar10 |
091217 |
40.63 |
40.80 |
38.88 |
39.05 |
-1.70 |
20,455 |
99,924 |
+3,839 |
| May10 |
091217 |
41.05 |
41.05 |
39.23 |
39.41 |
-1.69 |
3,781 |
25,873 |
+995 |
| Jul10 |
091217 |
41.31 |
41.49 |
39.50 |
39.76 |
-1.69 |
3,090 |
18,816 |
+948 |
| Aug10 |
091217 |
40.78 |
40.78 |
39.77 |
39.91 |
-1.64 |
134 |
2,033 |
+11 |
| Sep10 |
091217 |
41.35 |
41.72 |
39.86 |
40.05 |
-1.67 |
160 |
1,497 |
-6 |
| Oct10 |
091217 |
41.62 |
41.62 |
39.98 |
40.14 |
-1.67 |
452 |
1,489 |
+178 |
| Dec10 |
091217 |
41.94 |
41.94 |
40.24 |
40.41 |
-1.70 |
2,407 |
15,043 |
+304 |
| Total Volume and Open Interest |
60,015 |
235,351 |
+5,734 |
| Canola(WCE) |
| Jan10 |
091217 |
410.2 |
412.8 |
405.2 |
406.5 |
-6.0 |
3,649 |
18,734 |
-1,905 |
| Mar10 |
091217 |
418.8 |
420.3 |
412.5 |
413.6 |
-6.4 |
8,033 |
70,652 |
+2,189 |
| May10 |
091217 |
426.9 |
427.3 |
419.4 |
420.4 |
-6.8 |
1,881 |
5,856 |
+447 |
| Jul10 |
091217 |
431.9 |
433.0 |
424.3 |
425.5 |
-7.0 |
648 |
6,158 |
+449 |
| Nov10 |
091217 |
429.5 |
430.4 |
423.6 |
424.6 |
-5.9 |
316 |
5,002 |
+201 |
| Total Volume and Open Interest |
14,527 |
106,721 |
+1,381 |
| Corn(CBOT) |
| Mar10 |
091217 |
409.50 |
410.00 |
393.25 |
397.00 |
-13.25 |
95,967 |
483,013 |
-1,398 |
| May10 |
091217 |
420.00 |
420.25 |
403.75 |
407.75 |
-13.25 |
14,148 |
118,363 |
+1,997 |
| Jul10 |
091217 |
428.75 |
429.00 |
412.75 |
416.75 |
-12.75 |
11,685 |
103,236 |
+1,090 |
| Sep10 |
091217 |
435.00 |
435.00 |
420.00 |
422.75 |
-12.75 |
1,162 |
30,927 |
+134 |
| Dec10 |
091217 |
441.00 |
441.75 |
426.50 |
429.75 |
-12.50 |
9,129 |
188,831 |
+1,157 |
| Mar11 |
091217 |
443.50 |
445.75 |
437.50 |
440.00 |
-12.25 |
544 |
12,929 |
+230 |
| Total Volume and Open Interest |
133,127 |
957,163 |
+3,360 |
| Wheat(CBOT) |
| Mar10 |
091217 |
537.75 |
539.25 |
514.25 |
518.50 |
-18.75 |
40,739 |
187,600 |
-42 |
| May10 |
091217 |
550.00 |
552.50 |
527.75 |
532.00 |
-18.75 |
6,823 |
40,728 |
+1,841 |
| Jul10 |
091217 |
562.25 |
563.00 |
539.00 |
543.25 |
-18.25 |
3,933 |
62,593 |
+863 |
| Sep10 |
091217 |
570.00 |
570.00 |
555.00 |
559.00 |
-17.00 |
779 |
16,667 |
-42 |
| Dec10 |
091217 |
595.50 |
595.50 |
578.50 |
582.25 |
-17.25 |
1,641 |
47,028 |
+549 |
| Total Volume and Open Interest |
53,984 |
358,861 |
+3,177 |
| Wheat(KCBT) |
| Mar10 |
091217 |
530.00 |
531.50 |
509.25 |
515.00 |
-15.50 |
9,226 |
61,672 |
+1,183 |
| May10 |
091217 |
542.50 |
543.00 |
522.00 |
527.00 |
-15.25 |
983 |
11,702 |
+245 |
| Jul10 |
091217 |
553.00 |
553.00 |
533.50 |
538.75 |
-16.00 |
886 |
29,065 |
-82 |
| Sep10 |
091217 |
550.00 |
554.00 |
546.50 |
550.25 |
-16.50 |
46 |
3,136 |
+9 |
| Dec10 |
091217 |
586.00 |
586.00 |
564.50 |
569.00 |
-16.50 |
265 |
35,013 |
+127 |
| Total Volume and Open Interest |
11,422 |
141,389 |
+1,496 |
| Wheat(MGE) |
| Dec09 |
091214 |
533.00 |
533.00 |
533.00 |
533.00 |
+5.50 |
23 |
12 |
-207 |
| Mar10 |
091217 |
544.00 |
544.25 |
524.00 |
529.25 |
-15.00 |
2,616 |
21,805 |
+169 |
| May10 |
091217 |
548.00 |
552.00 |
536.00 |
539.75 |
-14.75 |
108 |
4,958 |
+61 |
| Jul10 |
091217 |
560.50 |
563.75 |
547.75 |
552.25 |
-11.75 |
264 |
8,811 |
+144 |
| Sep10 |
091217 |
572.25 |
572.50 |
560.00 |
564.00 |
-14.00 |
45 |
3,249 |
-4 |
| Total Volume and Open Interest |
3,209 |
46,709 |
+440 |
| Oats(CBOT) |
| Mar10 |
091217 |
262.50 |
263.50 |
257.25 |
259.00 |
-3.25 |
514 |
9,340 |
-188 |
| May10 |
091217 |
269.50 |
270.50 |
267.00 |
267.25 |
-3.25 |
19 |
915 |
-2 |
| Jul10 |
091217 |
275.00 |
279.25 |
274.75 |
276.00 |
-3.25 |
15 |
814 |
+3 |
| Sep10 |
091217 |
284.50 |
287.75 |
284.50 |
284.50 |
-3.25 |
0 |
355 |
+0 |
| Total Volume and Open Interest |
559 |
11,904 |
-182 |
| Rough Rice(CBOT) |
| Jan10 |
091217 |
15.35 |
15.35 |
14.68 |
14.80 |
-0.56 |
886 |
5,206 |
-289 |
| Mar10 |
091217 |
15.51 |
15.55 |
14.95 |
15.08 |
-0.57 |
1,286 |
10,405 |
+266 |
| May10 |
091217 |
15.65 |
15.66 |
15.23 |
15.31 |
-0.54 |
28 |
368 |
-7 |
| Jul10 |
091217 |
15.69 |
15.70 |
15.55 |
15.55 |
-0.46 |
51 |
592 |
-18 |
| Total Volume and Open Interest |
2,427 |
17,627 |
-64 |
| Live Cattle(CME) |
| Dec09 |
091217 |
82.135 |
82.300 |
81.300 |
81.430 |
-0.705 |
3,155 |
5,422 |
-1,138 |
| Feb10 |
091217 |
84.830 |
85.150 |
84.385 |
84.550 |
-0.350 |
17,482 |
136,101 |
-1,485 |
| Apr10 |
091217 |
87.950 |
88.330 |
87.600 |
87.785 |
-0.250 |
5,632 |
65,319 |
+766 |
| Jun10 |
091217 |
85.400 |
85.600 |
85.100 |
85.480 |
unch |
3,128 |
34,198 |
+243 |
| Aug10 |
091217 |
85.535 |
85.600 |
85.250 |
85.400 |
-0.150 |
914 |
9,291 |
-197 |
| Oct10 |
091217 |
88.050 |
88.430 |
88.050 |
88.400 |
-0.050 |
410 |
6,023 |
+212 |
| Total Volume and Open Interest |
30,803 |
259,044 |
-1,564 |
| Feeder Cattle(CME) |
| Jan10 |
091217 |
92.850 |
94.080 |
92.850 |
93.980 |
+1.130 |
1,937 |
9,748 |
-1,088 |
| Mar10 |
091217 |
93.400 |
94.350 |
93.350 |
94.180 |
+0.850 |
1,892 |
12,003 |
+605 |
| Apr10 |
091217 |
95.200 |
95.980 |
95.200 |
95.900 |
+0.800 |
162 |
3,531 |
-6 |
| May10 |
091217 |
95.900 |
96.700 |
95.900 |
96.700 |
+0.700 |
125 |
3,442 |
-16 |
| Aug10 |
091217 |
98.500 |
99.000 |
98.430 |
98.900 |
+0.400 |
71 |
1,387 |
+12 |
| Sep10 |
091217 |
98.100 |
98.100 |
98.100 |
98.100 |
+0.050 |
0 |
13 |
+0 |
| Oct10 |
091217 |
97.900 |
98.000 |
97.900 |
97.900 |
unch |
0 |
21 |
+0 |
| Total Volume and Open Interest |
4,187 |
30,146 |
-493 |
| Lean Hogs(CME) |
| Feb10 |
091217 |
66.430 |
66.600 |
65.285 |
65.550 |
-1.280 |
9,805 |
75,730 |
-1,128 |
| Apr10 |
091217 |
70.430 |
70.785 |
69.500 |
69.750 |
-1.285 |
4,202 |
45,615 |
+464 |
| May10 |
091217 |
74.330 |
74.450 |
73.725 |
74.385 |
-0.590 |
167 |
3,120 |
-21 |
| Jun10 |
091217 |
77.350 |
77.750 |
77.000 |
77.250 |
-0.500 |
1,912 |
25,178 |
+193 |
| Jul10 |
091217 |
76.250 |
76.650 |
76.000 |
76.250 |
-0.450 |
730 |
9,300 |
+265 |
| Aug10 |
091217 |
74.635 |
75.200 |
74.475 |
74.930 |
-0.620 |
610 |
6,818 |
+254 |
| Oct10 |
091217 |
66.800 |
67.000 |
66.400 |
66.635 |
-0.815 |
33 |
3,318 |
-5 |
| Dec10 |
091217 |
66.225 |
66.430 |
65.500 |
66.430 |
-0.170 |
39 |
1,924 |
+8 |
| Total Volume and Open Interest |
17,501 |
171,185 |
+30 |
| Pork Bellies(CME) |
| Feb10 |
091217 |
90.000 |
91.050 |
87.580 |
88.000 |
-2.550 |
74 |
350 |
+7 |
| Mar10 |
091217 |
88.100 |
89.900 |
86.050 |
86.050 |
-1.950 |
4 |
87 |
-1 |
| May10 |
091217 |
88.250 |
88.250 |
88.250 |
88.250 |
-2.350 |
2 |
78 |
+0 |
| Jul10 |
091217 |
89.500 |
89.500 |
89.500 |
89.500 |
unch |
0 |
20 |
+0 |
| Aug10 |
091217 |
85.000 |
85.000 |
85.000 |
85.000 |
unch |
0 |
15 |
+0 |
| Total Volume and Open Interest |
80 |
550 |
+6 |
| Class III Milk(CME) |
| Dec09 |
091217 |
14.84 |
14.88 |
14.84 |
14.86 |
+0.01 |
76 |
4,819 |
-54 |
| Jan10 |
091217 |
14.75 |
14.87 |
14.74 |
14.80 |
+0.02 |
177 |
4,014 |
-9 |
| Feb10 |
091217 |
14.68 |
14.75 |
14.62 |
14.71 |
+0.02 |
403 |
3,413 |
+51 |
| Mar10 |
091217 |
15.04 |
15.10 |
15.01 |
15.06 |
-0.03 |
182 |
2,450 |
-25 |
| Apr10 |
091217 |
15.27 |
15.31 |
15.20 |
15.25 |
-0.06 |
94 |
1,673 |
+20 |
| Total Volume and Open Interest |
1,279 |
24,985 |
+177 |
| Cocoa(ICE) |
| Dec09 |
091215 |
3410 |
3410 |
3355 |
3355 |
-46 |
7 |
8 |
-14 |
| Mar10 |
091217 |
3476 |
3490 |
3400 |
3424 |
-74 |
14,501 |
79,002 |
+2,038 |
| May10 |
091217 |
3491 |
3500 |
3418 |
3441 |
-69 |
4,200 |
23,362 |
+3,161 |
| Jul10 |
091217 |
3481 |
3487 |
3434 |
3441 |
-66 |
450 |
8,408 |
+309 |
| Sep10 |
091217 |
3488 |
3490 |
3440 |
3447 |
-68 |
247 |
5,849 |
+104 |
| Dec10 |
091217 |
3474 |
3474 |
3426 |
3426 |
-66 |
165 |
4,571 |
+59 |
| Mar11 |
091217 |
3461 |
3461 |
3421 |
3421 |
-65 |
12 |
7,660 |
-1 |
| Total Volume and Open Interest |
19,575 |
135,308 |
+5,670 |
| Coffee "C"(ICE) |
| Dec09 |
091217 |
146.70 |
147.80 |
145.50 |
146.00 |
-2.20 |
37 |
77 |
-7 |
| Mar10 |
091217 |
147.70 |
148.20 |
144.90 |
146.20 |
-2.10 |
7,402 |
85,099 |
+1,828 |
| May10 |
091217 |
150.00 |
150.00 |
146.85 |
147.85 |
-2.05 |
1,216 |
25,630 |
+1,079 |
| Jul10 |
091217 |
151.10 |
151.10 |
148.40 |
148.95 |
-2.15 |
534 |
5,332 |
+273 |
| Sep10 |
091217 |
150.15 |
151.70 |
149.20 |
150.05 |
-2.25 |
445 |
6,436 |
+172 |
| Dec10 |
091217 |
152.95 |
153.40 |
151.50 |
151.80 |
-2.30 |
211 |
6,234 |
-85 |
| Total Volume and Open Interest |
9,864 |
130,964 |
+3,269 |
| Orange Juice(ICE) |
| Jan10 |
091217 |
128.00 |
129.05 |
126.85 |
128.90 |
+0.05 |
1,746 |
10,182 |
-1,172 |
| Mar10 |
091217 |
132.10 |
132.95 |
130.75 |
132.80 |
-0.05 |
1,429 |
17,688 |
+1,281 |
| May10 |
091217 |
135.30 |
136.25 |
134.45 |
136.20 |
-0.25 |
191 |
5,066 |
+161 |
| Jul10 |
091217 |
138.85 |
138.85 |
138.00 |
138.30 |
-1.65 |
26 |
1,682 |
+14 |
| Sep10 |
091217 |
139.00 |
139.00 |
139.00 |
139.00 |
-2.05 |
1 |
598 |
+0 |
| Nov10 |
091217 |
139.00 |
139.00 |
139.00 |
139.00 |
-2.05 |
0 |
78 |
+0 |
| Total Volume and Open Interest |
3,393 |
35,527 |
+284 |
| Sugar #11(ICE) |
| Mar10 |
091217 |
25.96 |
26.80 |
25.46 |
26.43 |
+0.49 |
63,410 |
345,341 |
+3,728 |
| May10 |
091217 |
24.27 |
24.80 |
23.79 |
24.67 |
+0.34 |
25,288 |
138,352 |
+440 |
| Jul10 |
091217 |
22.57 |
23.00 |
22.08 |
22.88 |
+0.29 |
16,661 |
126,941 |
-645 |
| Oct10 |
091217 |
21.53 |
21.75 |
21.00 |
21.69 |
+0.22 |
7,658 |
92,705 |
-291 |
| Mar11 |
091217 |
20.87 |
21.00 |
20.28 |
20.99 |
+0.10 |
4,694 |
50,108 |
+92 |
| Total Volume and Open Interest |
120,658 |
822,236 |
+3,096 |
| London Cocoa(LCE) |
| Mar10 |
091217 |
2309 |
2337 |
2286 |
2304 |
-5 |
10,745 |
60,550 |
+770 |
| May10 |
091217 |
2325 |
2350 |
2305 |
2322 |
-4 |
2,711 |
49,706 |
-519 |
| Jul10 |
091217 |
2309 |
2327 |
2287 |
2298 |
+1 |
735 |
21,555 |
+346 |
| Sep10 |
091217 |
2295 |
2300 |
2260 |
2274 |
+2 |
884 |
11,915 |
+695 |
| Dec10 |
091217 |
2229 |
2246 |
2211 |
2223 |
+3 |
13 |
8,996 |
-2 |
| Mar11 |
091217 |
2236 |
2236 |
2205 |
2209 |
+5 |
1 |
8,394 |
+0 |
| May11 |
091217 |
2204 |
2204 |
2204 |
2204 |
+2 |
0 |
1,186 |
+0 |
| Total Volume and Open Interest |
15,089 |
162,302 |
+1,290 |
| London Sugar(LCE) |
| Mar10 |
091217 |
675.40 |
680.70 |
658.60 |
663.00 |
-3.20 |
6,012 |
35,703 |
+532 |
| May10 |
091217 |
660.00 |
664.70 |
643.60 |
648.20 |
-4.60 |
4,010 |
19,440 |
-455 |
| Aug10 |
091217 |
619.00 |
623.70 |
604.80 |
609.20 |
-3.60 |
820 |
12,034 |
+297 |
| Oct10 |
091217 |
572.00 |
573.90 |
558.20 |
562.70 |
-2.70 |
91 |
4,798 |
+38 |
| Dec10 |
091217 |
547.70 |
548.70 |
542.30 |
542.30 |
-4.70 |
48 |
816 |
+34 |
| Total Volume and Open Interest |
10,981 |
73,029 |
+446 |
| Cotton(ICE) |
| Mar10 |
091217 |
76.01 |
76.17 |
75.01 |
75.74 |
-0.51 |
9,315 |
132,279 |
+1,171 |
| May10 |
091217 |
76.82 |
76.98 |
75.70 |
76.26 |
-0.78 |
1,712 |
17,920 |
-54 |
| Jul10 |
091217 |
77.25 |
77.25 |
76.00 |
76.56 |
-0.78 |
1,420 |
21,374 |
+418 |
| Oct10 |
091217 |
76.00 |
76.20 |
75.96 |
75.96 |
-1.05 |
5 |
139 |
+1 |
| Dec10 |
091217 |
76.15 |
76.32 |
75.45 |
76.00 |
-0.88 |
572 |
13,847 |
+366 |
| Mar11 |
091217 |
77.03 |
77.03 |
77.03 |
77.03 |
-0.80 |
27 |
235 |
+22 |
| Total Volume and Open Interest |
13,055 |
186,554 |
+1,922 |
| Lumber(CME) |
| Jan10 |
091217 |
210.8 |
211.3 |
208.2 |
211.0 |
-1.0 |
833 |
2,524 |
-331 |
| Mar10 |
091217 |
238.3 |
238.8 |
235.8 |
238.0 |
-1.0 |
529 |
4,917 |
-157 |
| May10 |
091217 |
254.0 |
255.2 |
252.3 |
255.0 |
+1.2 |
323 |
1,268 |
+102 |
| Jul10 |
091217 |
261.0 |
261.0 |
259.8 |
261.0 |
+0.2 |
29 |
213 |
+14 |
| Total Volume and Open Interest |
1,714 |
9,043 |
-372 |
| Crude Oil(NYM) |
| Jan10 |
091217 |
72.74 |
73.13 |
71.21 |
72.65 |
-0.01 |
298,377 |
76,914 |
-33,950 |
| Feb10 |
091217 |
74.51 |
74.97 |
72.91 |
74.08 |
-0.30 |
222,038 |
262,850 |
+14,341 |
| Mar10 |
091217 |
75.52 |
75.94 |
73.73 |
74.89 |
-0.43 |
89,554 |
167,060 |
+7,169 |
| Apr10 |
091217 |
76.34 |
76.60 |
74.45 |
75.56 |
-0.53 |
24,985 |
41,939 |
+2,651 |
| May10 |
091217 |
77.01 |
77.14 |
75.04 |
76.16 |
-0.58 |
11,294 |
31,660 |
+2,458 |
| Jun10 |
091217 |
77.99 |
77.99 |
75.71 |
76.75 |
-0.57 |
23,504 |
109,247 |
+945 |
| Jul10 |
091217 |
78.47 |
78.47 |
76.21 |
77.29 |
-0.56 |
5,125 |
28,548 |
+977 |
| Aug10 |
091217 |
77.44 |
77.77 |
77.31 |
77.77 |
-0.54 |
2,336 |
15,799 |
+832 |
| Sep10 |
091217 |
78.00 |
78.24 |
78.00 |
78.24 |
-0.53 |
4,065 |
28,728 |
+1,202 |
| Oct10 |
091217 |
78.45 |
78.70 |
77.58 |
78.70 |
-0.52 |
2,825 |
15,372 |
+438 |
| Nov10 |
091217 |
78.91 |
79.21 |
78.31 |
79.21 |
-0.51 |
2,395 |
18,829 |
+742 |
| Dec10 |
091217 |
80.86 |
80.93 |
78.56 |
79.75 |
-0.51 |
20,462 |
139,967 |
+2,564 |
| Jan11 |
091217 |
79.00 |
80.11 |
79.00 |
80.11 |
-0.52 |
756 |
19,185 |
+161 |
| Feb11 |
091217 |
80.43 |
80.43 |
80.30 |
80.43 |
-0.53 |
200 |
7,876 |
+38 |
| Mar11 |
091217 |
80.80 |
80.80 |
80.67 |
80.80 |
-0.54 |
295 |
6,582 |
+97 |
| Apr11 |
091217 |
81.20 |
81.20 |
81.07 |
81.20 |
-0.54 |
167 |
8,894 |
+65 |
| Total Volume and Open Interest |
715,755 |
1,218,159 |
+1,059 |
| e-miNY Crude Oil(NYM) |
| Dec09 |
091119 |
79.700 |
79.925 |
77.050 |
77.450 |
-2.125 |
8,718 |
3,560 |
-399 |
| Jan10 |
091217 |
72.700 |
73.100 |
71.200 |
72.650 |
unch |
11,943 |
4,166 |
-99 |
| Feb10 |
091217 |
74.450 |
74.950 |
72.925 |
74.075 |
-0.300 |
3,030 |
3,197 |
+694 |
| Mar10 |
091217 |
75.750 |
75.900 |
73.800 |
74.900 |
-0.425 |
124 |
395 |
+31 |
| Apr10 |
091217 |
76.275 |
76.450 |
75.100 |
75.550 |
-0.550 |
3 |
103 |
+0 |
| May10 |
091217 |
76.150 |
76.150 |
76.150 |
76.150 |
-0.600 |
0 |
4 |
+0 |
| Jun10 |
091217 |
76.750 |
76.750 |
76.750 |
76.750 |
-0.575 |
0 |
13 |
+0 |
| Jul10 |
091217 |
77.300 |
77.300 |
77.300 |
77.300 |
-0.550 |
0 |
8 |
+0 |
| Aug10 |
091217 |
77.775 |
77.775 |
77.775 |
77.775 |
-0.525 |
0 |
3 |
+0 |
| Sep10 |
091217 |
78.250 |
78.250 |
78.250 |
78.250 |
-0.525 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
15,100 |
7,989 |
+626 |
| Heating Oil(NYM) |
| Jan10 |
091217 |
196.75 |
198.00 |
192.71 |
195.74 |
-0.84 |
44,211 |
48,100 |
-2,209 |
| Feb10 |
091217 |
200.00 |
200.00 |
194.69 |
197.63 |
-1.10 |
25,241 |
58,720 |
+559 |
| Mar10 |
091217 |
201.25 |
201.25 |
195.98 |
198.92 |
-1.23 |
14,123 |
43,596 |
+1,850 |
| Apr10 |
091217 |
201.77 |
201.77 |
196.55 |
199.42 |
-1.23 |
7,078 |
23,982 |
+479 |
| May10 |
091217 |
199.58 |
200.43 |
197.60 |
200.22 |
-1.27 |
4,189 |
17,279 |
+1,082 |
| Jun10 |
091217 |
202.38 |
202.53 |
198.79 |
201.15 |
-1.28 |
6,295 |
35,200 |
+1,527 |
| Jul10 |
091217 |
202.21 |
202.99 |
201.90 |
202.71 |
-1.37 |
1,205 |
9,863 |
+37 |
| Aug10 |
091217 |
205.50 |
205.50 |
203.97 |
204.66 |
-1.61 |
1,231 |
4,310 |
+184 |
| Sep10 |
091217 |
206.92 |
207.13 |
206.00 |
207.01 |
-1.81 |
973 |
7,791 |
+60 |
| Oct10 |
091217 |
209.62 |
209.62 |
209.53 |
209.53 |
-1.98 |
326 |
5,193 |
+223 |
| Nov10 |
091217 |
211.25 |
212.20 |
211.12 |
211.95 |
-2.12 |
167 |
5,985 |
-24 |
| Dec10 |
091217 |
216.83 |
216.83 |
212.25 |
214.37 |
-2.28 |
2,058 |
19,951 |
-88 |
| Total Volume and Open Interest |
108,238 |
306,035 |
+3,732 |
| Gasoline(NYMEX) |
| Jan10 |
091217 |
187.90 |
188.50 |
182.63 |
185.20 |
-2.19 |
37,378 |
41,972 |
-3,652 |
| Feb10 |
091217 |
190.80 |
198.25 |
185.25 |
187.84 |
-2.19 |
23,699 |
57,822 |
+1,718 |
| Mar10 |
091217 |
193.76 |
193.76 |
188.00 |
190.44 |
-2.19 |
11,336 |
41,406 |
+1,214 |
| Apr10 |
091217 |
204.09 |
204.11 |
200.32 |
202.43 |
-2.20 |
4,692 |
26,625 |
+686 |
| May10 |
091217 |
203.06 |
204.36 |
201.60 |
203.77 |
-2.10 |
2,004 |
11,491 |
-16 |
| Jun10 |
091217 |
207.25 |
207.25 |
202.76 |
204.99 |
-1.98 |
1,973 |
14,137 |
-106 |
| Jul10 |
091217 |
205.08 |
205.35 |
203.40 |
205.35 |
-1.89 |
463 |
5,813 |
-152 |
| Aug10 |
091217 |
205.22 |
205.42 |
204.98 |
205.42 |
-1.85 |
613 |
5,324 |
-97 |
| Sep10 |
091217 |
204.85 |
205.01 |
204.54 |
205.01 |
-1.81 |
368 |
5,459 |
+24 |
| Oct10 |
091217 |
195.61 |
195.61 |
195.61 |
195.61 |
-1.75 |
222 |
2,742 |
+9 |
| Total Volume and Open Interest |
83,193 |
234,185 |
-265 |
| e-miNY RBOB Gasoline(NYM) |
| Jan10 |
091217 |
185.20 |
185.20 |
185.20 |
185.20 |
-2.20 |
0 |
3 |
+0 |
| Feb10 |
091217 |
187.80 |
187.84 |
187.80 |
187.80 |
-2.20 |
|
|
|
| Mar10 |
091217 |
190.40 |
190.44 |
190.40 |
190.40 |
-2.20 |
|
|
|
| Apr10 |
091217 |
202.40 |
202.43 |
202.40 |
202.40 |
-2.20 |
|
|
|
| Total Volume and Open Interest |
0 |
3 |
+0 |
| Natural Gas(NYM) |
| Jan10 |
091217 |
5.479 |
5.911 |
5.454 |
5.768 |
+0.306 |
128,611 |
88,973 |
-13,748 |
| Feb10 |
091217 |
5.547 |
5.940 |
5.510 |
5.800 |
+0.287 |
78,137 |
103,184 |
+2,478 |
| Mar10 |
091217 |
5.534 |
5.894 |
5.502 |
5.787 |
+0.285 |
33,448 |
123,017 |
-3,519 |
| Apr10 |
091217 |
5.530 |
5.850 |
5.529 |
5.757 |
+0.257 |
18,756 |
70,855 |
+1,224 |
| May10 |
091217 |
5.570 |
5.882 |
5.570 |
5.784 |
+0.243 |
5,754 |
36,079 |
-162 |
| Jun10 |
091217 |
5.610 |
5.940 |
5.610 |
5.838 |
+0.234 |
2,493 |
22,999 |
-358 |
| Jul10 |
091217 |
5.770 |
6.026 |
5.718 |
5.910 |
+0.226 |
1,868 |
16,894 |
-519 |
| Aug10 |
091217 |
5.841 |
6.099 |
5.803 |
5.980 |
+0.223 |
2,013 |
25,052 |
+499 |
| Sep10 |
091217 |
5.871 |
6.110 |
5.844 |
6.014 |
+0.214 |
2,373 |
18,722 |
-291 |
| Oct10 |
091217 |
6.010 |
6.220 |
5.955 |
6.134 |
+0.209 |
7,627 |
34,675 |
-135 |
| Nov10 |
091217 |
6.350 |
6.538 |
6.348 |
6.441 |
+0.151 |
1,179 |
9,057 |
-125 |
| Dec10 |
091217 |
6.699 |
6.895 |
6.690 |
6.761 |
+0.096 |
1,846 |
20,494 |
+362 |
| Jan11 |
091217 |
6.905 |
7.140 |
6.905 |
6.989 |
+0.089 |
3,431 |
19,151 |
+16 |
| Feb11 |
091217 |
6.930 |
7.025 |
6.925 |
6.959 |
+0.081 |
185 |
7,361 |
+93 |
| Mar11 |
091217 |
6.775 |
6.862 |
6.745 |
6.794 |
+0.066 |
968 |
17,371 |
+514 |
| Apr11 |
091217 |
6.270 |
6.305 |
6.219 |
6.219 |
-0.029 |
692 |
13,560 |
+306 |
| Total Volume and Open Interest |
289,945 |
727,852 |
-13,316 |
| Brent Crude Oil(ICE) |
| Feb10 |
091217 |
74.78 |
74.78 |
72.35 |
73.37 |
-0.92 |
181,184 |
196,665 |
+3,816 |
| Mar10 |
091217 |
75.32 |
75.36 |
73.11 |
74.14 |
-0.94 |
66,769 |
116,719 |
+1,372 |
| Apr10 |
091217 |
75.80 |
75.81 |
73.84 |
74.88 |
-0.95 |
26,645 |
46,541 |
+3,432 |
| May10 |
091217 |
76.53 |
76.53 |
74.54 |
75.59 |
-0.95 |
12,900 |
24,474 |
+1,190 |
| Jun10 |
091217 |
77.20 |
77.20 |
75.21 |
76.27 |
-0.94 |
15,371 |
55,369 |
-1,325 |
| Jul10 |
091217 |
77.50 |
77.50 |
75.99 |
76.87 |
-0.94 |
3,883 |
15,728 |
+353 |
| Aug10 |
091217 |
78.09 |
78.09 |
76.65 |
77.46 |
-0.91 |
2,587 |
10,365 |
-32 |
| Sep10 |
091217 |
78.65 |
78.65 |
77.08 |
78.04 |
-0.88 |
2,255 |
7,416 |
+91 |
| Oct10 |
091217 |
79.49 |
79.49 |
77.65 |
78.61 |
-0.87 |
2,097 |
12,486 |
-93 |
| Nov10 |
091217 |
79.15 |
79.19 |
79.15 |
79.19 |
-0.84 |
2,532 |
10,608 |
+356 |
| Dec10 |
091217 |
80.58 |
80.58 |
78.64 |
79.76 |
-0.82 |
10,295 |
74,336 |
-1,910 |
| Jan11 |
091217 |
80.25 |
80.25 |
80.25 |
80.25 |
-0.82 |
1,254 |
8,810 |
+64 |
| Feb11 |
091217 |
80.73 |
80.73 |
80.73 |
80.73 |
-0.82 |
593 |
4,638 |
+56 |
| Mar11 |
091217 |
81.20 |
81.20 |
81.20 |
81.20 |
-0.80 |
318 |
4,336 |
+86 |
| Total Volume and Open Interest |
331,243 |
681,528 |
-39,123 |
| Gas Oil(ICE) |
| Jan10 |
091217 |
604.75 |
605.00 |
587.75 |
591.75 |
-11.50 |
57,149 |
115,122 |
-5,701 |
| Feb10 |
091217 |
611.75 |
612.00 |
595.00 |
599.25 |
-11.25 |
50,335 |
87,083 |
+7,122 |
| Mar10 |
091217 |
616.25 |
616.25 |
602.25 |
606.00 |
-11.50 |
12,033 |
50,553 |
+652 |
| Apr10 |
091217 |
623.00 |
623.00 |
609.50 |
612.75 |
-11.75 |
3,986 |
28,819 |
+564 |
| May10 |
091217 |
630.00 |
630.00 |
616.00 |
619.75 |
-12.00 |
2,207 |
24,107 |
-113 |
| Jun10 |
091217 |
637.50 |
637.50 |
623.00 |
626.75 |
-12.00 |
7,632 |
45,636 |
-363 |
| Jul10 |
091217 |
641.75 |
641.75 |
634.25 |
634.25 |
-12.00 |
1,136 |
16,996 |
+334 |
| Aug10 |
091217 |
648.75 |
648.75 |
641.50 |
641.50 |
-12.00 |
1,003 |
19,012 |
+257 |
| Sep10 |
091217 |
655.50 |
655.50 |
646.00 |
648.25 |
-12.25 |
1,130 |
18,871 |
+303 |
| Oct10 |
091217 |
661.00 |
661.75 |
652.00 |
654.25 |
-12.50 |
1,246 |
10,904 |
+43 |
| Total Volume and Open Interest |
144,154 |
539,840 |
+1,772 |
| Ethanol(CBOT) |
| Dec09 |
091203 |
2.135 |
2.135 |
2.130 |
2.130 |
unch |
8 |
263 |
-4 |
| Jan10 |
091217 |
1.840 |
1.850 |
1.829 |
1.836 |
-0.018 |
150 |
607 |
-53 |
| Feb10 |
091217 |
1.814 |
1.815 |
1.804 |
1.810 |
-0.023 |
80 |
825 |
+33 |
| Mar10 |
091217 |
1.805 |
1.809 |
1.795 |
1.808 |
-0.018 |
33 |
1,207 |
+8 |
| Apr10 |
091217 |
1.800 |
1.806 |
1.790 |
1.798 |
-0.009 |
42 |
922 |
+13 |
| May10 |
091217 |
1.789 |
1.789 |
1.770 |
1.782 |
-0.010 |
21 |
449 |
-7 |
| Jun10 |
091217 |
1.789 |
1.789 |
1.762 |
1.778 |
-0.008 |
50 |
342 |
-17 |
| Jul10 |
091217 |
1.753 |
1.788 |
1.753 |
1.773 |
-0.010 |
12 |
404 |
+12 |
| Total Volume and Open Interest |
413 |
7,024 |
+10 |
| US Dollar Index(ICE) |
| Mar10 |
091217 |
77.310 |
78.280 |
77.290 |
78.090 |
+0.755 |
16,198 |
50,654 |
+4,248 |
| Jun10 |
091217 |
78.550 |
78.630 |
78.440 |
78.440 |
+0.735 |
4 |
4,864 |
+0 |
| Sep10 |
091217 |
78.440 |
78.440 |
78.440 |
78.440 |
+0.735 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
16,202 |
55,519 |
+4,248 |
| Australian Dollar(CME) |
| Mar10 |
091217 |
89.23 |
89.28 |
87.67 |
87.92 |
-1.22 |
86,233 |
101,674 |
-90 |
| Jun10 |
091217 |
87.22 |
88.31 |
86.80 |
87.02 |
-1.19 |
92 |
143 |
+23 |
| Sep10 |
091217 |
86.12 |
87.28 |
86.12 |
86.12 |
-1.16 |
0 |
17 |
+0 |
| Total Volume and Open Interest |
86,325 |
101,839 |
-67 |
| British Pound(CME) |
| Mar10 |
091217 |
163.15 |
163.33 |
160.71 |
161.46 |
-1.55 |
110,032 |
68,216 |
-3,747 |
| Jun10 |
091217 |
163.15 |
163.23 |
160.65 |
161.37 |
-1.55 |
228 |
258 |
+118 |
| Sep10 |
091217 |
161.28 |
162.83 |
160.82 |
161.28 |
-1.55 |
0 |
71 |
+0 |
| Total Volume and Open Interest |
110,260 |
68,548 |
-3,629 |
| Canadian Dollar(CME) |
| Mar10 |
091217 |
94.21 |
94.24 |
93.03 |
93.44 |
-0.63 |
70,848 |
75,206 |
-424 |
| Jun10 |
091217 |
93.95 |
94.20 |
93.04 |
93.42 |
-0.63 |
50 |
1,074 |
+34 |
| Sep10 |
091217 |
93.50 |
94.13 |
93.05 |
93.39 |
-0.63 |
0 |
564 |
+0 |
| Dec10 |
091217 |
93.85 |
93.98 |
92.97 |
93.32 |
-0.66 |
24 |
424 |
+9 |
| Total Volume and Open Interest |
70,922 |
77,284 |
-381 |
| Japanese Yen(CME) |
| Mar10 |
091217 |
111.40 |
111.71 |
110.70 |
111.23 |
-0.01 |
67,744 |
87,164 |
-1,051 |
| Jun10 |
091217 |
111.37 |
111.79 |
110.82 |
111.32 |
-0.03 |
64 |
188 |
+10 |
| Sep10 |
091217 |
111.47 |
111.71 |
111.31 |
111.47 |
-0.06 |
100 |
105 |
+82 |
| Total Volume and Open Interest |
67,911 |
87,479 |
-959 |
| Swiss Franc(CME) |
| Mar10 |
091217 |
96.33 |
96.37 |
95.22 |
95.60 |
-0.65 |
48,122 |
32,323 |
-1,246 |
| Jun10 |
091217 |
95.68 |
96.39 |
95.32 |
95.68 |
-0.65 |
0 |
20 |
+0 |
| Sep10 |
091217 |
95.79 |
96.44 |
95.72 |
95.79 |
-0.65 |
|
|
|
| Total Volume and Open Interest |
48,122 |
32,345 |
-1,246 |
| EuroFX(CME) |
| Mar10 |
091217 |
145.28 |
145.31 |
143.02 |
143.47 |
-1.65 |
238,175 |
128,308 |
-2,222 |
| Jun10 |
091217 |
145.15 |
145.22 |
142.98 |
143.42 |
-1.64 |
266 |
869 |
+47 |
| Sep10 |
091217 |
143.32 |
145.00 |
143.12 |
143.32 |
-1.68 |
1 |
654 |
+0 |
| Total Volume and Open Interest |
238,442 |
129,842 |
-2,175 |
| Mexican Peso(CME) |
| Jan10 |
091217 |
774.5 |
785.5 |
774.5 |
774.5 |
-11.0 |
|
|
|
| Feb10 |
091217 |
773.0 |
784.0 |
773.0 |
773.0 |
-11.0 |
0 |
3 |
+0 |
| Total Volume and Open Interest |
19,827 |
112,866 |
-2,130 |
| 30-Year T-Bonds(CBOT) |
| Dec09 |
091217 |
119~030 |
120~050 |
118~210 |
120~020 |
+1~130 |
14,424 |
15,108 |
-4,213 |
| Mar10 |
091217 |
117~190 |
119~030 |
117~170 |
118~300 |
+1~140 |
179,304 |
675,787 |
-2,005 |
| Jun10 |
091217 |
115~240 |
117~140 |
115~240 |
117~140 |
+1~150 |
8 |
95 |
+0 |
| Total Volume and Open Interest |
193,736 |
690,991 |
-6,218 |
| 10-Year T-Notes(CBOT) |
| Dec09 |
091217 |
118~245 |
119~195 |
118~245 |
119~170 |
+0~260 |
2,364 |
12,175 |
-2,286 |
| Mar10 |
091217 |
117~075 |
118~050 |
117~065 |
118~015 |
+0~255 |
676,387 |
1,161,647 |
-2,286 |
| Jun10 |
091217 |
116~205 |
116~205 |
115~270 |
116~205 |
+0~255 |
0 |
30 |
+0 |
| Total Volume and Open Interest |
678,751 |
1,173,852 |
-4,572 |
| 5-Year T-Notes(CBOT) |
| Dec09 |
091217 |
117~027 |
117~072 |
117~027 |
117~071 |
+0~070 |
|
|
|
| Mar10 |
091217 |
115~091 |
116~043 |
115~088 |
116~033 |
+0~070 |
392,784 |
806,660 |
+9,128 |
| Jun10 |
091217 |
115~017 |
115~017 |
114~095 |
115~017 |
+0~050 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
401,682 |
834,960 |
+5,645 |
| 2 Year T-Notes(CBOT) |
| Dec09 |
091217 |
109~035 |
109~040 |
109~019 |
109~038 |
+0~019 |
1,267 |
10,532 |
-979 |
| Mar10 |
091217 |
108~083 |
108~107 |
108~080 |
108~102 |
+0~022 |
236,055 |
872,076 |
-16,989 |
| Jun10 |
091217 |
108~034 |
108~034 |
108~011 |
108~034 |
+0~023 |
22 |
7,937 |
-1 |
| Total Volume and Open Interest |
237,344 |
890,545 |
-17,969 |
| Eurodollars(CME) |
| Mar10 |
091217 |
99.605 |
99.645 |
99.605 |
99.640 |
+0.035 |
243,761 |
1,160,526 |
-1,951 |
| Jun10 |
091217 |
99.365 |
99.465 |
99.365 |
99.455 |
+0.090 |
219,900 |
854,578 |
+8,771 |
| Sep10 |
091217 |
99.050 |
99.180 |
99.050 |
99.165 |
+0.115 |
211,741 |
725,025 |
-1,999 |
| Dec10 |
091217 |
98.710 |
98.855 |
98.705 |
98.835 |
+0.130 |
240,116 |
802,374 |
-2,114 |
| Mar11 |
091217 |
98.360 |
98.515 |
98.360 |
98.495 |
+0.145 |
270,065 |
523,454 |
-8,124 |
| Jun11 |
091217 |
97.990 |
98.155 |
97.990 |
98.135 |
+0.150 |
223,971 |
565,176 |
+557 |
| Sep11 |
091217 |
97.655 |
97.820 |
97.655 |
97.800 |
+0.150 |
159,263 |
500,755 |
+779 |
| Dec11 |
091217 |
97.340 |
97.505 |
97.340 |
97.480 |
+0.145 |
129,301 |
309,638 |
+5,087 |
| Mar12 |
091217 |
97.055 |
97.220 |
97.055 |
97.195 |
+0.140 |
79,341 |
228,041 |
+12,426 |
| Jun12 |
091217 |
96.775 |
96.940 |
96.775 |
96.920 |
+0.140 |
59,350 |
191,015 |
+1,349 |
| Sep12 |
091217 |
96.535 |
96.685 |
96.530 |
96.665 |
+0.135 |
55,343 |
113,559 |
+1,136 |
| Dec12 |
091217 |
96.275 |
96.440 |
96.275 |
96.420 |
+0.130 |
44,809 |
86,515 |
+5,190 |
| Mar13 |
091217 |
96.100 |
96.260 |
96.100 |
96.245 |
+0.130 |
16,832 |
58,243 |
+199 |
| Jun13 |
091217 |
95.940 |
96.090 |
95.940 |
96.075 |
+0.130 |
12,637 |
59,100 |
-872 |
| Sep13 |
091217 |
95.775 |
95.925 |
95.775 |
95.915 |
+0.130 |
9,608 |
56,463 |
+337 |
| Dec13 |
091217 |
95.600 |
95.765 |
95.600 |
95.755 |
+0.130 |
8,771 |
34,863 |
-115 |
| Mar14 |
091217 |
95.505 |
95.640 |
95.505 |
95.635 |
+0.130 |
5,856 |
31,247 |
-335 |
| Jun14 |
091217 |
95.385 |
95.520 |
95.385 |
95.515 |
+0.130 |
5,165 |
25,769 |
-184 |
| Total Volume and Open Interest |
2,050,419 |
6,535,188 |
+45,366 |
| 30 Day Federal Funds(CBOT) |
| Dec09 |
091217 |
99.870 |
99.872 |
99.868 |
99.870 |
unch |
4,964 |
77,698 |
-1,022 |
| Jan10 |
091217 |
99.855 |
99.860 |
99.855 |
99.855 |
unch |
10,515 |
65,545 |
-1,509 |
| Feb10 |
091217 |
99.825 |
99.835 |
99.820 |
99.830 |
+0.010 |
7,185 |
87,760 |
-709 |
| Mar10 |
091217 |
99.795 |
99.810 |
99.790 |
99.805 |
+0.015 |
6,466 |
59,386 |
+76 |
| Apr10 |
091217 |
99.780 |
99.795 |
99.770 |
99.785 |
+0.015 |
7,952 |
63,753 |
-2,176 |
| May10 |
091217 |
99.730 |
99.755 |
99.720 |
99.750 |
+0.030 |
11,165 |
52,921 |
+1,019 |
| Total Volume and Open Interest |
70,806 |
539,544 |
-679 |
| 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 |
091217 |
99.630 |
99.630 |
99.630 |
99.630 |
unch |
0 |
433 |
-20 |
| Jun10 |
091217 |
99.645 |
99.645 |
99.645 |
99.645 |
unch |
0 |
80 |
-20 |
| Sep10 |
091217 |
99.675 |
99.675 |
99.675 |
99.675 |
unch |
0 |
230 |
+0 |
| Dec10 |
091217 |
99.665 |
99.665 |
99.665 |
99.665 |
unch |
0 |
242 |
+0 |
| Mar11 |
091217 |
99.580 |
99.580 |
99.580 |
99.580 |
unch |
|
|
|
| Jun11 |
091217 |
99.555 |
99.555 |
99.555 |
99.555 |
+0.035 |
|
|
|
| Sep11 |
091217 |
99.555 |
99.555 |
99.555 |
99.555 |
+0.035 |
|
|
|
| Dec11 |
091217 |
99.360 |
99.360 |
99.360 |
99.360 |
+0.035 |
|
|
|
| Mar12 |
091217 |
99.325 |
99.325 |
99.325 |
99.325 |
unch |
|
|
|
| Jun12 |
091217 |
99.375 |
99.375 |
99.375 |
99.375 |
unch |
|
|
|
| Total Volume and Open Interest |
0 |
985 |
-40 |
| 3-Mth Euro-Yen(SGX) |
| Mar10 |
091217 |
99.63 |
99.63 |
99.63 |
99.63 |
unch |
1,513 |
3,743 |
-106 |
| Jun10 |
091217 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
150 |
1,629 |
-76 |
| Sep10 |
091217 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
150 |
1,591 |
-73 |
| Dec10 |
091217 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
150 |
1,281 |
-14 |
| Mar11 |
091217 |
99.58 |
99.58 |
99.58 |
99.58 |
unch |
150 |
662 |
-10 |
| Jun11 |
091217 |
99.56 |
99.56 |
99.56 |
99.56 |
unch |
0 |
52 |
+0 |
| Sep11 |
091217 |
99.56 |
99.56 |
99.56 |
99.56 |
unch |
0 |
51 |
+0 |
| Dec11 |
091217 |
99.36 |
99.36 |
99.36 |
99.36 |
unch |
0 |
101 |
+0 |
| Total Volume and Open Interest |
2,113 |
10,481 |
-279 |
| Japanese Gov't Bonds(SGX) |
| Mar10 |
091217 |
139.90 |
140.00 |
139.77 |
139.82 |
-0.01 |
1,558 |
18,483 |
-142 |
| Jun10 |
091217 |
139.82 |
139.82 |
139.82 |
139.82 |
-0.01 |
|
|
|
| Sep10 |
091217 |
139.82 |
139.82 |
139.82 |
139.82 |
-0.01 |
|
|
|
| Total Volume and Open Interest |
1,558 |
18,483 |
-142 |
| Euro-Bund(EUREX) |
| Mar10 |
091217 |
122.70 |
123.54 |
122.69 |
123.40 |
+0.62 |
655,847 |
847,977 |
-17,503 |
| Jun10 |
091217 |
121.44 |
122.12 |
121.44 |
122.00 |
+0.61 |
243 |
58 |
-4 |
| Sep10 |
091217 |
121.60 |
121.60 |
121.60 |
121.60 |
+0.62 |
|
|
|
| Total Volume and Open Interest |
656,090 |
848,035 |
-17,507 |
| Euro-Bobl(EUREX) |
| Mar10 |
091217 |
116.62 |
117.10 |
116.62 |
117.04 |
+0.40 |
365,512 |
668,611 |
-19,153 |
| Jun10 |
091217 |
115.72 |
115.72 |
115.48 |
115.64 |
+0.40 |
8 |
3 |
+3 |
| Sep10 |
091217 |
115.34 |
115.34 |
115.34 |
115.34 |
+0.40 |
|
|
|
| Total Volume and Open Interest |
365,520 |
668,614 |
-19,150 |
| 3-Mth Euribor(EUREX) |
| Dec09 |
091214 |
99.285 |
99.290 |
99.285 |
99.285 |
unch |
135 |
8,689 |
-127 |
| Mar10 |
091217 |
99.215 |
99.225 |
99.215 |
99.215 |
+0.015 |
337 |
10,188 |
-59 |
| Jun10 |
091217 |
98.910 |
98.945 |
98.910 |
98.940 |
+0.045 |
558 |
5,689 |
+470 |
| Total Volume and Open Interest |
1,076 |
21,919 |
+455 |
| Long Gilt(LIFFE) |
| Dec09 |
091217 |
116~25 |
117~08 |
116~24 |
117~07 |
+0~12 |
4,948 |
13,470 |
-3,362 |
| Mar10 |
091217 |
115~11 |
115~27 |
115~06 |
115~23 |
+0~12 |
73,776 |
230,981 |
-3,423 |
| Total Volume and Open Interest |
78,724 |
244,451 |
-6,785 |
| 3-Mth Short Sterling(LIFFE) |
| Mar10 |
091217 |
99.27 |
99.31 |
99.27 |
99.30 |
+0.04 |
89,988 |
377,745 |
+8,004 |
| Jun10 |
091217 |
98.97 |
99.05 |
98.97 |
99.03 |
+0.07 |
63,030 |
372,806 |
-2,060 |
| Sep10 |
091217 |
98.59 |
98.66 |
98.57 |
98.64 |
+0.08 |
69,420 |
313,601 |
-5,769 |
| Dec10 |
091217 |
98.14 |
98.20 |
98.11 |
98.19 |
+0.08 |
70,608 |
322,881 |
+4,461 |
| Mar11 |
091217 |
97.75 |
97.80 |
97.72 |
97.79 |
+0.07 |
64,208 |
280,917 |
-10,104 |
| Jun11 |
091217 |
97.36 |
97.41 |
97.34 |
97.39 |
+0.06 |
27,510 |
156,571 |
-4,377 |
| Total Volume and Open Interest |
455,694 |
2,207,612 |
-359,705 |
| 3-Mth Euribor(LIFFE) |
| Mar10 |
091217 |
99.200 |
99.230 |
99.200 |
99.215 |
+0.015 |
213,512 |
726,504 |
+12,736 |
| Jun10 |
091217 |
98.895 |
98.960 |
98.895 |
98.940 |
+0.045 |
192,792 |
730,900 |
-337 |
| Sep10 |
091217 |
98.580 |
98.660 |
98.580 |
98.640 |
+0.060 |
139,068 |
566,186 |
+2,974 |
| Total Volume and Open Interest |
926,800 |
3,413,138 |
+31,507 |
| 3-Mth Aus T-Bills(SFE) |
| Dec09 |
091210 |
95.87 |
95.87 |
95.80 |
95.84 |
-0.03 |
10,871 |
220 |
-58,072 |
| Mar10 |
091217 |
95.63 |
95.67 |
95.60 |
95.64 |
+0.01 |
17,939 |
305,192 |
+5,999 |
| Jun10 |
091217 |
95.33 |
95.37 |
95.30 |
95.36 |
+0.03 |
9,787 |
167,439 |
+1,504 |
| Sep10 |
091217 |
95.07 |
95.12 |
95.03 |
95.11 |
+0.05 |
5,877 |
92,250 |
+967 |
| Dec10 |
091217 |
94.84 |
94.89 |
94.81 |
94.87 |
+0.04 |
5,237 |
75,927 |
-1,413 |
| Mar11 |
091217 |
94.59 |
94.65 |
94.56 |
94.64 |
+0.05 |
1,800 |
28,538 |
+515 |
| Jun11 |
091217 |
94.37 |
94.43 |
94.37 |
94.43 |
+0.05 |
916 |
23,182 |
-165 |
| Sep11 |
091217 |
94.19 |
94.30 |
94.19 |
94.28 |
+0.07 |
1,450 |
17,003 |
+198 |
| Dec11 |
091217 |
94.07 |
94.17 |
94.07 |
94.17 |
+0.07 |
337 |
7,809 |
-180 |
| Mar12 |
091217 |
94.09 |
94.09 |
94.09 |
94.09 |
+0.08 |
0 |
3,005 |
+0 |
| Total Volume and Open Interest |
43,343 |
722,220 |
+7,425 |
| 10-Year Aus T-Bonds(SFE) |
| Mar10 |
091217 |
94.45 |
94.47 |
94.35 |
94.42 |
-0.03 |
31,892 |
293,208 |
+12,403 |
| Jun10 |
091217 |
94.42 |
94.42 |
94.42 |
94.42 |
-0.03 |
|
|
|
| Total Volume and Open Interest |
31,892 |
293,208 |
|
| 3-Year Aus T-Bonds(SFE) |
| Mar10 |
091217 |
95.07 |
95.10 |
95.00 |
95.05 |
-0.02 |
77,064 |
387,591 |
+15,818 |
| Jun10 |
091217 |
95.05 |
95.05 |
95.05 |
95.05 |
-0.02 |
|
|
|
| Total Volume and Open Interest |
77,064 |
387,591 |
|
| Gold(CMX) |
| Dec09 |
091217 |
1141.5 |
1141.5 |
1095.7 |
1106.8 |
-28.7 |
205 |
1,166 |
-208 |
| Feb10 |
091217 |
1138.7 |
1142.9 |
1095.7 |
1107.4 |
-28.8 |
159,463 |
337,506 |
-3,126 |
| Apr10 |
091217 |
1139.8 |
1144.0 |
1097.1 |
1108.6 |
-28.9 |
2,803 |
50,547 |
-21 |
| Jun10 |
091217 |
1141.9 |
1145.4 |
1098.6 |
1109.6 |
-29.1 |
2,625 |
25,810 |
+959 |
| Aug10 |
091217 |
1131.8 |
1131.8 |
1101.0 |
1110.8 |
-29.2 |
470 |
11,839 |
-17 |
| Oct10 |
091217 |
1131.9 |
1131.9 |
1102.1 |
1112.1 |
-29.3 |
51 |
4,113 |
+50 |
| Dec10 |
091217 |
1148.1 |
1148.1 |
1102.0 |
1113.8 |
-29.5 |
637 |
22,554 |
+105 |
| Feb11 |
091217 |
1151.0 |
1151.0 |
1115.9 |
1115.9 |
-29.7 |
97 |
3,209 |
+56 |
| Apr11 |
091217 |
1118.3 |
1118.3 |
1118.3 |
1118.3 |
-30.1 |
17 |
1,235 |
+17 |
| Jun11 |
091217 |
465.9 |
465.9 |
465.9 |
465.9 |
-30.2 |
17 |
8,229 |
+10 |
| Aug11 |
091217 |
1124.6 |
1124.6 |
1124.6 |
1124.6 |
-30.5 |
17 |
683 |
+11 |
| Oct11 |
091217 |
1128.4 |
1128.4 |
1121.3 |
1128.4 |
-30.8 |
16 |
423 |
+16 |
| Total Volume and Open Interest |
167,639 |
502,455 |
-1,913 |
| Silver(CMX) |
| Dec09 |
091217 |
1762.0 |
1762.0 |
1710.0 |
1718.0 |
-49.9 |
70 |
427 |
-40 |
| Mar10 |
091217 |
1777.0 |
1780.5 |
1710.0 |
1719.5 |
-49.8 |
24,286 |
79,322 |
-317 |
| May10 |
091217 |
1782.0 |
1782.0 |
1714.5 |
1721.5 |
-50.0 |
495 |
10,536 |
-75 |
| Jul10 |
091217 |
1755.0 |
1755.0 |
1720.0 |
1723.3 |
-50.1 |
85 |
8,086 |
+7 |
| Sep10 |
091217 |
1764.0 |
1780.0 |
1725.1 |
1725.1 |
-50.3 |
12 |
2,674 |
-10 |
| Dec10 |
091217 |
1785.5 |
1789.5 |
1719.0 |
1728.1 |
-50.4 |
178 |
8,925 |
+18 |
| Mar11 |
091217 |
1790.5 |
1790.5 |
1730.9 |
1730.9 |
-50.9 |
2 |
522 |
+2 |
| Total Volume and Open Interest |
25,390 |
121,373 |
-414 |
| Platinum(NYMEX) |
| Jan10 |
091217 |
1458.1 |
1464.1 |
1423.8 |
1425.9 |
-31.7 |
2,793 |
18,060 |
-836 |
| Apr10 |
091217 |
1463.8 |
1469.2 |
1428.7 |
1430.9 |
-31.7 |
1,183 |
14,572 |
+815 |
| Jul10 |
091217 |
1442.6 |
1442.6 |
1433.1 |
1433.1 |
-31.5 |
1 |
243 |
+1 |
| Oct10 |
091217 |
1436.2 |
1436.3 |
1436.2 |
1436.2 |
-31.5 |
0 |
13 |
+0 |
| Total Volume and Open Interest |
3,977 |
32,889 |
-20 |
| Palladium(NYMEX) |
| Dec09 |
091217 |
370.60 |
370.60 |
367.90 |
367.90 |
-3.15 |
11 |
130 |
+11 |
| Mar10 |
091217 |
375.10 |
376.25 |
361.10 |
370.00 |
-3.15 |
1,472 |
22,549 |
+492 |
| Jun10 |
091217 |
376.20 |
376.25 |
362.90 |
371.00 |
-3.05 |
11 |
199 |
-1 |
| Total Volume and Open Interest |
1,494 |
22,882 |
+502 |
| Copper(CMX) |
| Dec09 |
091217 |
317.35 |
317.35 |
309.80 |
311.05 |
-7.55 |
516 |
1,552 |
-323 |
| Mar10 |
091217 |
319.45 |
320.45 |
311.55 |
312.80 |
-7.75 |
20,272 |
110,951 |
+1,079 |
| May10 |
091217 |
320.70 |
320.70 |
313.20 |
314.40 |
-7.75 |
894 |
18,583 |
+147 |
| Jul10 |
091217 |
322.70 |
322.70 |
315.50 |
315.50 |
-7.60 |
354 |
6,737 |
+33 |
| Sep10 |
091217 |
317.05 |
317.15 |
316.10 |
316.10 |
-7.55 |
0 |
4,066 |
+0 |
| Total Volume and Open Interest |
22,580 |
148,814 |
+1,123 |
| DJIA Index(CBOT) |
| Dec09 |
091217 |
10410 |
10410 |
10313 |
10333 |
-118 |
764 |
11,235 |
-404 |
| Mar10 |
091217 |
10385 |
10396 |
10248 |
10272 |
-118 |
979 |
6,733 |
+127 |
| Jun10 |
091217 |
10217 |
10332 |
10217 |
10217 |
-115 |
0 |
11 |
+0 |
| Sep10 |
091217 |
10156 |
10274 |
10156 |
10156 |
-118 |
|
|
|
| Total Volume and Open Interest |
1,743 |
17,979 |
-277 |
| S & P 500(CME) |
| Dec09 |
091217 |
1102.00 |
1104.00 |
1096.00 |
1099.10 |
-11.30 |
34,727 |
159,292 |
-11,596 |
| Mar10 |
091217 |
1105.40 |
1106.30 |
1090.80 |
1094.20 |
-11.50 |
38,785 |
302,707 |
+17,169 |
| Jun10 |
091217 |
1090.80 |
1092.10 |
1086.10 |
1089.60 |
-11.50 |
374 |
2,425 |
+625 |
| Sep10 |
091217 |
1085.20 |
1087.70 |
1081.70 |
1085.20 |
-11.50 |
0 |
35 |
+0 |
| Total Volume and Open Interest |
73,886 |
464,467 |
+6,198 |
| S & P 500 E-Mini(Globex) |
| Dec09 |
091217 |
1110.25 |
1111.00 |
1095.75 |
1099.00 |
-11.50 |
401,776 |
1,217,849 |
-48,061 |
| Mar10 |
091217 |
1105.25 |
1106.50 |
1090.75 |
1094.25 |
-11.50 |
1,666,850 |
2,277,192 |
+164,592 |
| Total Volume and Open Interest |
2,068,689 |
3,495,511 |
+116,528 |
| NASDAQ 100(CME) |
| Dec09 |
091217 |
1787.00 |
1789.00 |
1777.50 |
1787.30 |
-14.50 |
2,442 |
21,152 |
-97 |
| Mar10 |
091217 |
1798.00 |
1802.30 |
1774.00 |
1785.50 |
-14.50 |
1,938 |
7,743 |
+1,194 |
| Jun10 |
091217 |
1784.50 |
1784.50 |
1783.00 |
1784.50 |
-14.50 |
0 |
10 |
+0 |
| Total Volume and Open Interest |
4,383 |
28,905 |
+1,097 |
| NASDAQ 100 E-Mini(Globex) |
| Dec09 |
091217 |
1802.30 |
1804.00 |
1776.80 |
1787.30 |
-14.50 |
43,951 |
214,868 |
-6,785 |
| Mar10 |
091217 |
1800.50 |
1802.80 |
1774.00 |
1785.50 |
-14.50 |
234,924 |
247,616 |
+25,771 |
| Total Volume and Open Interest |
278,876 |
462,500 |
+18,985 |
| S & P Midcap 400(CME) |
| Dec09 |
091217 |
714.80 |
714.80 |
712.00 |
714.80 |
-3.00 |
352 |
1,667 |
-119 |
| Mar10 |
091217 |
711.25 |
714.00 |
707.50 |
712.40 |
-3.20 |
337 |
1,493 |
+292 |
| Jun10 |
091217 |
710.40 |
710.60 |
710.40 |
710.40 |
-3.20 |
|
|
|
| Total Volume and Open Interest |
689 |
3,160 |
+173 |
| Russell 2000 E-Mini(Globex) |
| Nikkei 225(CME) |
| Mar10 |
091217 |
10160 |
10190 |
10135 |
10170 |
-125 |
4,916 |
26,008 |
+160 |
| Jun10 |
091217 |
10170 |
10170 |
10165 |
10170 |
-125 |
|
|
|
| Total Volume and Open Interest |
4,916 |
26,008 |
+160 |
| Nikkei 225(SGX) |
| Mar10 |
091217 |
10170 |
10260 |
10150 |
10150 |
-15 |
107,639 |
154,544 |
-14,153 |
| Jun10 |
091217 |
10200 |
10200 |
10095 |
10095 |
-10 |
0 |
1,318 |
+66 |
| Sep10 |
091217 |
10095 |
10095 |
10095 |
10095 |
-15 |
0 |
55 |
+0 |
| Total Volume and Open Interest |
107,761 |
160,964 |
-14,038 |
| CAC 40(EURONEXT) |
| Dec09 |
091217 |
3852.5 |
3865.0 |
3815.0 |
3831.5 |
-44.0 |
188,818 |
401,918 |
-32,809 |
| Jan10 |
091217 |
3861.0 |
3866.0 |
3816.0 |
3832.5 |
-44.5 |
109,574 |
275,086 |
+90,450 |
| Feb10 |
091217 |
3830.5 |
3833.0 |
3830.5 |
3833.0 |
-44.5 |
12 |
98 |
+12 |
| Total Volume and Open Interest |
305,777 |
729,026 |
+62,923 |
| Hang Seng Index(HKFE) |
| Dec09 |
091217 |
21586 |
21672 |
21191 |
21343 |
-293 |
71,355 |
84,437 |
-3,262 |
| Jan10 |
091217 |
21600 |
21661 |
21185 |
21331 |
-289 |
1,151 |
3,646 |
+67 |
| Total Volume and Open Interest |
72,735 |
89,613 |
-3,081 |
| DAX(EUREX) |
| Dec09 |
091217 |
5857.5 |
5893.0 |
5823.0 |
5856.5 |
-37.0 |
186,555 |
139,813 |
-35,956 |
| Mar10 |
091217 |
5870.0 |
5900.0 |
5830.5 |
5864.0 |
-37.0 |
60,948 |
96,554 |
+27,037 |
| Jun10 |
091217 |
5875.5 |
5909.0 |
5845.5 |
5874.0 |
-37.0 |
2,876 |
7,291 |
+363 |
| Total Volume and Open Interest |
250,379 |
243,658 |
-8,556 |
| FT-SE 100(EURONEXT) |
| Dec09 |
091217 |
5282.50 |
5305.50 |
5193.50 |
5230.50 |
-86.50 |
230,961 |
211,259 |
-105,642 |
| Mar10 |
091217 |
5248.00 |
5265.00 |
5153.50 |
5190.50 |
-87.00 |
162,751 |
568,421 |
+105,343 |
| Jun10 |
091217 |
5186.50 |
5208.50 |
5141.00 |
5141.50 |
-87.00 |
283 |
2,108 |
-34 |
| Total Volume and Open Interest |
393,995 |
782,217 |
-333 |
| SPI 200(SFE) |
| Dec09 |
091217 |
4654.0 |
4693.0 |
4644.0 |
4688.0 |
+34.0 |
14,825 |
91,334 |
-59,078 |
| Mar10 |
091217 |
4648.0 |
4697.0 |
4615.0 |
4658.0 |
+12.0 |
47,871 |
198,034 |
+19,400 |
| Jun10 |
091217 |
4680.0 |
4680.0 |
4680.0 |
4680.0 |
+12.0 |
0 |
1,430 |
+0 |
| Total Volume and Open Interest |
62,696 |
292,593 |
-39,678 |
| GSCI(CME) |
| Jan10 |
091217 |
498.50 |
500.50 |
495.50 |
498.60 |
-3.40 |
1,258 |
18,219 |
+387 |
| Feb10 |
091217 |
500.00 |
507.10 |
500.00 |
503.00 |
-4.00 |
2 |
0 |
+0 |
| Mar10 |
091217 |
505.00 |
511.55 |
505.00 |
508.00 |
-3.50 |
2 |
0 |
+0 |
| Total Volume and Open Interest |
1,262 |
18,219 |
+387 |
| 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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|