|
MRCI's End of Day Prices |
Daily Futures Price Listing Mon December 21, 2009 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jan10 |
091221 |
1012.50 |
1020.00 |
999.75 |
1001.00 |
-11.00 |
77,888 |
98,345 |
-11,371 |
Mar10 |
091221 |
1020.00 |
1027.75 |
1007.25 |
1008.50 |
-11.50 |
40,461 |
188,031 |
+4,875 |
May10 |
091221 |
1026.75 |
1033.75 |
1013.50 |
1014.50 |
-11.75 |
9,188 |
53,762 |
+966 |
Jul10 |
091221 |
1030.00 |
1038.00 |
1017.75 |
1018.75 |
-12.75 |
14,466 |
49,717 |
+4,479 |
Aug10 |
091221 |
1033.00 |
1033.00 |
1015.25 |
1015.50 |
-12.50 |
178 |
1,697 |
-20 |
Sep10 |
091221 |
1013.00 |
1013.00 |
997.00 |
997.00 |
-13.00 |
190 |
963 |
+22 |
Nov10 |
091221 |
993.00 |
999.00 |
978.50 |
981.50 |
-12.00 |
9,166 |
66,103 |
-1,373 |
Total Volume and Open Interest |
151,720 |
466,146 |
-2,425 |
Soybean Meal(CBOT) |
Jan10 |
091221 |
305.50 |
309.00 |
300.50 |
300.80 |
-4.60 |
31,879 |
38,708 |
-2,522 |
Mar10 |
091221 |
300.20 |
304.00 |
295.00 |
295.90 |
-4.30 |
16,407 |
56,742 |
+2,086 |
May10 |
091221 |
297.50 |
300.50 |
292.90 |
292.90 |
-4.50 |
4,377 |
27,064 |
+120 |
Jul10 |
091221 |
298.10 |
300.70 |
293.50 |
293.50 |
-4.60 |
2,507 |
19,557 |
-246 |
Aug10 |
091221 |
296.70 |
298.90 |
292.50 |
292.50 |
-4.50 |
325 |
4,612 |
-48 |
Sep10 |
091221 |
293.30 |
293.50 |
288.00 |
288.50 |
-4.70 |
148 |
5,377 |
-16 |
Oct10 |
091221 |
286.80 |
286.80 |
279.50 |
279.50 |
-5.70 |
214 |
2,835 |
+9 |
Dec10 |
091221 |
286.30 |
287.00 |
278.10 |
278.50 |
-5.60 |
1,175 |
11,504 |
-139 |
Total Volume and Open Interest |
57,136 |
167,625 |
-708 |
Soybean Oil(CBOT) |
Jan10 |
091221 |
38.45 |
38.70 |
38.25 |
38.28 |
-0.05 |
37,315 |
56,242 |
-3,849 |
Mar10 |
091221 |
38.88 |
39.11 |
38.65 |
38.68 |
-0.06 |
27,105 |
102,483 |
+4,225 |
May10 |
091221 |
39.15 |
39.47 |
39.05 |
39.05 |
-0.05 |
3,229 |
27,504 |
-268 |
Jul10 |
091221 |
39.50 |
39.84 |
39.41 |
39.42 |
-0.05 |
2,902 |
18,562 |
-234 |
Aug10 |
091221 |
39.88 |
39.90 |
39.57 |
39.57 |
-0.05 |
193 |
2,215 |
+52 |
Sep10 |
091221 |
40.02 |
40.05 |
39.71 |
39.71 |
-0.05 |
436 |
1,715 |
+119 |
Oct10 |
091221 |
40.16 |
40.17 |
39.80 |
39.80 |
-0.05 |
177 |
1,517 |
+25 |
Dec10 |
091221 |
40.32 |
40.46 |
40.08 |
40.08 |
-0.05 |
819 |
14,981 |
-151 |
Total Volume and Open Interest |
72,176 |
225,316 |
-81 |
Canola(WCE) |
Jan10 |
091221 |
407.5 |
410.4 |
400.7 |
401.0 |
-3.7 |
3,881 |
10,187 |
-3,578 |
Mar10 |
091221 |
417.0 |
417.0 |
407.7 |
408.2 |
-3.5 |
8,489 |
72,739 |
+1,316 |
May10 |
091221 |
417.9 |
418.7 |
414.5 |
414.9 |
-3.8 |
547 |
5,756 |
-50 |
Jul10 |
091221 |
423.9 |
423.9 |
420.1 |
420.1 |
-3.8 |
131 |
6,283 |
+24 |
Nov10 |
091221 |
424.6 |
426.9 |
422.6 |
425.5 |
+0.8 |
44 |
5,189 |
+15 |
Total Volume and Open Interest |
13,092 |
100,473 |
-2,273 |
Corn(CBOT) |
Mar10 |
091221 |
397.75 |
406.75 |
395.75 |
400.00 |
+2.25 |
82,084 |
484,264 |
+3,496 |
May10 |
091221 |
408.00 |
417.00 |
406.75 |
410.75 |
+2.25 |
11,807 |
120,093 |
+648 |
Jul10 |
091221 |
417.50 |
426.00 |
415.25 |
419.75 |
+2.25 |
9,772 |
103,488 |
+818 |
Sep10 |
091221 |
424.00 |
431.25 |
421.75 |
425.50 |
+1.50 |
2,557 |
32,116 |
+952 |
Dec10 |
091221 |
429.50 |
438.00 |
427.50 |
432.00 |
+1.75 |
8,857 |
190,944 |
+867 |
Mar11 |
091221 |
439.25 |
446.25 |
439.25 |
442.25 |
+2.75 |
166 |
13,016 |
+39 |
Total Volume and Open Interest |
115,434 |
963,965 |
+6,870 |
Wheat(CBOT) |
Mar10 |
091221 |
527.25 |
530.00 |
519.00 |
519.50 |
-8.50 |
36,078 |
185,492 |
+280 |
May10 |
091221 |
539.50 |
543.00 |
532.50 |
533.00 |
-8.25 |
6,698 |
41,136 |
+555 |
Jul10 |
091221 |
551.75 |
554.00 |
544.00 |
544.25 |
-8.25 |
4,838 |
62,048 |
+183 |
Sep10 |
091221 |
568.25 |
569.00 |
558.75 |
558.75 |
-9.25 |
909 |
16,779 |
+255 |
Dec10 |
091221 |
590.00 |
592.50 |
583.25 |
583.50 |
-8.00 |
1,003 |
47,403 |
+344 |
Total Volume and Open Interest |
49,683 |
357,558 |
+1,647 |
Wheat(KCBT) |
Mar10 |
091221 |
523.25 |
525.25 |
515.50 |
516.25 |
-8.00 |
7,474 |
61,369 |
+73 |
May10 |
091221 |
535.75 |
536.50 |
527.50 |
528.00 |
-8.00 |
1,538 |
12,281 |
+50 |
Jul10 |
091221 |
547.00 |
548.25 |
539.75 |
539.75 |
-7.75 |
1,632 |
28,683 |
-462 |
Sep10 |
091221 |
554.50 |
559.25 |
551.75 |
551.75 |
-7.25 |
82 |
3,141 |
+10 |
Dec10 |
091221 |
576.50 |
579.25 |
570.50 |
570.50 |
-7.25 |
836 |
34,973 |
-31 |
Total Volume and Open Interest |
11,573 |
141,308 |
-360 |
Wheat(MGE) |
Dec09 |
091214 |
533.00 |
533.00 |
533.00 |
533.00 |
+5.50 |
23 |
12 |
-207 |
Mar10 |
091221 |
535.00 |
537.25 |
526.25 |
526.50 |
-8.75 |
2,834 |
20,776 |
-724 |
May10 |
091221 |
548.00 |
548.75 |
538.00 |
538.25 |
-8.75 |
234 |
5,071 |
+130 |
Jul10 |
091221 |
557.75 |
560.50 |
550.00 |
550.00 |
-8.75 |
184 |
8,917 |
+18 |
Sep10 |
091221 |
569.50 |
572.00 |
561.75 |
562.25 |
-8.50 |
110 |
3,224 |
+19 |
Total Volume and Open Interest |
3,507 |
45,882 |
-554 |
Oats(CBOT) |
Mar10 |
091221 |
260.50 |
260.75 |
256.50 |
258.50 |
-1.75 |
312 |
9,341 |
+68 |
May10 |
091221 |
268.00 |
268.50 |
266.75 |
266.75 |
-1.75 |
19 |
895 |
-12 |
Jul10 |
091221 |
276.75 |
277.25 |
275.25 |
275.25 |
-2.00 |
5 |
809 |
-2 |
Sep10 |
091221 |
285.00 |
286.25 |
284.00 |
284.00 |
-1.75 |
0 |
355 |
+0 |
Total Volume and Open Interest |
339 |
11,878 |
+52 |
Rough Rice(CBOT) |
Jan10 |
091221 |
14.94 |
15.02 |
14.72 |
14.75 |
-0.19 |
1,318 |
3,601 |
-553 |
Mar10 |
091221 |
15.15 |
15.34 |
15.01 |
15.04 |
-0.19 |
1,710 |
11,271 |
+434 |
May10 |
091221 |
15.47 |
15.47 |
15.27 |
15.27 |
-0.19 |
17 |
346 |
-11 |
Jul10 |
091221 |
15.54 |
15.55 |
15.50 |
15.50 |
-0.20 |
28 |
594 |
+0 |
Total Volume and Open Interest |
3,132 |
16,972 |
-127 |
Live Cattle(CME) |
Dec09 |
091221 |
82.300 |
82.500 |
81.850 |
82.230 |
+0.180 |
2,061 |
3,928 |
-796 |
Feb10 |
091221 |
85.300 |
85.600 |
85.080 |
85.580 |
+0.730 |
12,245 |
135,889 |
-246 |
Apr10 |
091221 |
88.500 |
88.700 |
88.200 |
88.500 |
+0.320 |
5,221 |
67,258 |
+474 |
Jun10 |
091221 |
85.900 |
86.080 |
85.635 |
85.900 |
+0.220 |
3,089 |
35,083 |
+109 |
Aug10 |
091221 |
85.800 |
86.000 |
85.600 |
85.980 |
+0.195 |
881 |
9,446 |
+162 |
Oct10 |
091221 |
88.750 |
88.950 |
88.400 |
88.700 |
+0.020 |
403 |
6,378 |
+268 |
Total Volume and Open Interest |
23,956 |
260,715 |
-1 |
Feeder Cattle(CME) |
Jan10 |
091221 |
94.900 |
95.330 |
94.400 |
94.550 |
-0.180 |
3,009 |
8,041 |
-863 |
Mar10 |
091221 |
94.830 |
95.250 |
94.035 |
94.635 |
-0.115 |
2,662 |
13,686 |
+783 |
Apr10 |
091221 |
96.480 |
96.650 |
95.600 |
95.930 |
-0.355 |
298 |
3,826 |
+109 |
May10 |
091221 |
96.750 |
97.050 |
96.480 |
96.830 |
+0.080 |
263 |
3,530 |
+49 |
Aug10 |
091221 |
99.200 |
99.400 |
98.730 |
98.750 |
-0.250 |
125 |
1,491 |
+68 |
Sep10 |
091221 |
98.300 |
98.300 |
98.200 |
98.200 |
unch |
0 |
13 |
+0 |
Oct10 |
091221 |
97.930 |
97.930 |
97.930 |
97.930 |
unch |
0 |
26 |
+0 |
Total Volume and Open Interest |
6,357 |
30,614 |
+146 |
Lean Hogs(CME) |
Feb10 |
091221 |
65.180 |
65.500 |
63.900 |
64.225 |
-0.910 |
7,549 |
74,447 |
-545 |
Apr10 |
091221 |
69.385 |
69.600 |
68.300 |
68.500 |
-0.650 |
2,859 |
46,154 |
+234 |
May10 |
091221 |
74.080 |
74.300 |
73.500 |
74.150 |
-0.100 |
22 |
3,121 |
+0 |
Jun10 |
091221 |
77.100 |
77.250 |
76.100 |
76.500 |
-0.400 |
1,189 |
25,240 |
+68 |
Jul10 |
091221 |
76.150 |
76.225 |
75.475 |
75.535 |
-0.600 |
318 |
9,067 |
+26 |
Aug10 |
091221 |
74.600 |
74.750 |
73.785 |
74.285 |
-0.395 |
117 |
6,399 |
+39 |
Oct10 |
091221 |
66.200 |
66.350 |
65.700 |
65.950 |
-0.150 |
69 |
3,353 |
+34 |
Dec10 |
091221 |
65.400 |
66.200 |
65.385 |
66.200 |
-0.100 |
29 |
1,944 |
+19 |
Total Volume and Open Interest |
12,152 |
169,907 |
-125 |
Pork Bellies(CME) |
Feb10 |
091221 |
86.250 |
86.900 |
84.600 |
86.900 |
+0.700 |
60 |
331 |
-16 |
Mar10 |
091221 |
86.135 |
86.700 |
85.000 |
86.600 |
+2.350 |
0 |
87 |
+0 |
May10 |
091221 |
90.850 |
90.850 |
87.750 |
89.850 |
+1.350 |
0 |
78 |
+0 |
Jul10 |
091221 |
89.500 |
89.500 |
88.750 |
89.500 |
unch |
0 |
20 |
+0 |
Aug10 |
091221 |
85.000 |
85.000 |
85.000 |
85.000 |
unch |
0 |
15 |
+0 |
Total Volume and Open Interest |
60 |
531 |
-16 |
Class III Milk(CME) |
Dec09 |
091221 |
14.86 |
14.86 |
14.82 |
14.83 |
unch |
195 |
4,848 |
-24 |
Jan10 |
091221 |
14.75 |
14.81 |
14.70 |
14.71 |
-0.05 |
107 |
4,053 |
-10 |
Feb10 |
091221 |
14.68 |
14.74 |
14.50 |
14.63 |
-0.05 |
104 |
3,492 |
+23 |
Mar10 |
091221 |
15.01 |
15.12 |
14.99 |
15.03 |
+0.01 |
77 |
2,490 |
+13 |
Apr10 |
091221 |
15.25 |
15.32 |
15.19 |
15.23 |
-0.02 |
22 |
1,697 |
-1 |
Total Volume and Open Interest |
749 |
25,491 |
+68 |
Cocoa(ICE) |
Mar10 |
091221 |
3265 |
3310 |
3248 |
3251 |
unch |
15,115 |
73,710 |
-4,458 |
May10 |
091221 |
3291 |
3326 |
3269 |
3271 |
unch |
1,259 |
24,040 |
+175 |
Jul10 |
091221 |
3307 |
3320 |
3270 |
3270 |
+1 |
433 |
8,628 |
+196 |
Sep10 |
091221 |
3312 |
3320 |
3275 |
3275 |
+2 |
203 |
5,817 |
-56 |
Dec10 |
091221 |
3292 |
3292 |
3258 |
3258 |
+1 |
92 |
4,712 |
-2 |
Mar11 |
091221 |
3266 |
3266 |
3256 |
3256 |
unch |
120 |
7,756 |
+109 |
May11 |
091221 |
3265 |
3265 |
3265 |
3265 |
+1 |
2 |
4,221 |
+0 |
Total Volume and Open Interest |
17,224 |
131,119 |
-4,036 |
Coffee "C"(ICE) |
Dec09 |
091218 |
146.00 |
146.50 |
144.35 |
144.35 |
-1.65 |
41 |
28 |
-49 |
Mar10 |
091221 |
146.40 |
147.25 |
145.15 |
145.60 |
+0.35 |
8,413 |
84,471 |
-795 |
May10 |
091221 |
147.35 |
148.80 |
146.80 |
147.25 |
+0.30 |
1,568 |
25,671 |
-279 |
Jul10 |
091221 |
149.50 |
150.00 |
148.10 |
148.35 |
+0.20 |
859 |
5,318 |
+111 |
Sep10 |
091221 |
150.15 |
150.45 |
148.95 |
149.45 |
+0.20 |
575 |
6,664 |
-634 |
Dec10 |
091221 |
152.60 |
152.80 |
151.05 |
151.05 |
+0.05 |
225 |
6,829 |
+15 |
Total Volume and Open Interest |
11,714 |
131,324 |
-1,558 |
Orange Juice(ICE) |
Jan10 |
091221 |
129.70 |
138.00 |
129.70 |
135.95 |
+5.50 |
3,412 |
4,829 |
-2,998 |
Mar10 |
091221 |
133.70 |
142.50 |
133.60 |
139.95 |
+5.60 |
3,494 |
22,555 |
+2,795 |
May10 |
091221 |
137.85 |
144.45 |
137.85 |
142.75 |
+5.00 |
75 |
5,075 |
+15 |
Jul10 |
091221 |
141.00 |
146.00 |
141.00 |
144.25 |
+3.45 |
57 |
1,712 |
+30 |
Sep10 |
091221 |
145.00 |
146.00 |
144.85 |
144.85 |
+2.90 |
4 |
596 |
-2 |
Nov10 |
091221 |
145.00 |
145.45 |
145.00 |
145.45 |
+3.35 |
2 |
78 |
+0 |
Total Volume and Open Interest |
7,046 |
35,080 |
-158 |
Sugar #11(ICE) |
Mar10 |
091221 |
26.04 |
26.40 |
25.46 |
25.62 |
-0.72 |
47,297 |
342,222 |
-1,317 |
May10 |
091221 |
24.48 |
24.76 |
24.05 |
24.20 |
-0.42 |
22,283 |
137,773 |
-1,004 |
Jul10 |
091221 |
22.60 |
22.78 |
22.15 |
22.32 |
-0.32 |
10,386 |
128,974 |
+1,242 |
Oct10 |
091221 |
21.10 |
21.70 |
21.10 |
21.44 |
+0.01 |
3,655 |
94,815 |
+584 |
Mar11 |
091221 |
20.40 |
20.85 |
20.40 |
20.81 |
+0.07 |
2,004 |
51,420 |
+490 |
Total Volume and Open Interest |
87,210 |
824,778 |
+131 |
London Cocoa(LCE) |
Mar10 |
091221 |
2224 |
2255 |
2212 |
2213 |
-4 |
10,308 |
60,553 |
-305 |
May10 |
091221 |
2241 |
2271 |
2231 |
2232 |
-5 |
5,198 |
50,317 |
+464 |
Jul10 |
091221 |
2228 |
2244 |
2210 |
2211 |
-4 |
1,825 |
22,508 |
+585 |
Sep10 |
091221 |
2208 |
2213 |
2183 |
2183 |
-4 |
343 |
12,409 |
+146 |
Dec10 |
091221 |
2165 |
2169 |
2146 |
2146 |
-1 |
42 |
8,950 |
+21 |
Mar11 |
091221 |
2150 |
2152 |
2118 |
2118 |
-12 |
125 |
8,434 |
+92 |
May11 |
091221 |
2111 |
2111 |
2111 |
2111 |
-12 |
0 |
1,186 |
+0 |
Total Volume and Open Interest |
17,841 |
164,357 |
+1,003 |
London Sugar(LCE) |
Mar10 |
091221 |
665.30 |
679.00 |
665.10 |
668.40 |
-9.90 |
4,085 |
35,836 |
-241 |
May10 |
091221 |
658.40 |
663.90 |
649.80 |
655.90 |
-6.40 |
2,883 |
19,246 |
+83 |
Aug10 |
091221 |
612.90 |
621.30 |
612.60 |
615.60 |
-2.20 |
1,032 |
11,804 |
-281 |
Oct10 |
091221 |
564.70 |
569.90 |
564.00 |
564.00 |
-3.80 |
156 |
5,006 |
+65 |
Dec10 |
091221 |
543.60 |
543.60 |
543.60 |
543.60 |
-3.80 |
1 |
817 |
+1 |
Total Volume and Open Interest |
8,157 |
73,014 |
-373 |
Cotton(ICE) |
Mar10 |
091221 |
75.00 |
75.79 |
74.89 |
74.96 |
-0.32 |
6,625 |
131,297 |
-657 |
May10 |
091221 |
75.80 |
76.53 |
75.80 |
75.85 |
-0.29 |
1,325 |
19,788 |
+315 |
Jul10 |
091221 |
76.25 |
76.95 |
76.25 |
76.31 |
-0.16 |
575 |
21,478 |
+224 |
Oct10 |
091221 |
76.07 |
76.07 |
75.85 |
75.85 |
-0.22 |
0 |
140 |
+0 |
Dec10 |
091221 |
76.00 |
76.55 |
75.96 |
75.96 |
-0.17 |
529 |
14,328 |
+408 |
Mar11 |
091221 |
77.55 |
77.55 |
77.38 |
77.38 |
-0.03 |
11 |
235 |
+0 |
Total Volume and Open Interest |
9,069 |
188,026 |
+290 |
Lumber(CME) |
Jan10 |
091221 |
212.0 |
216.3 |
209.5 |
209.5 |
-1.9 |
307 |
2,220 |
-91 |
Mar10 |
091221 |
238.9 |
243.8 |
237.1 |
237.1 |
-0.9 |
265 |
4,791 |
-114 |
May10 |
091221 |
253.9 |
258.5 |
253.9 |
256.3 |
+1.4 |
87 |
1,290 |
-2 |
Jul10 |
091221 |
261.6 |
262.5 |
260.8 |
262.0 |
+1.0 |
2 |
215 |
+2 |
Total Volume and Open Interest |
661 |
8,642 |
-205 |
Crude Oil(NYM) |
Jan10 |
091221 |
73.05 |
74.32 |
71.99 |
72.47 |
-0.89 |
122,741 |
19,599 |
-32,692 |
Feb10 |
091221 |
74.39 |
75.24 |
73.17 |
73.72 |
-0.70 |
278,790 |
272,502 |
+4,203 |
Mar10 |
091221 |
74.97 |
76.09 |
74.01 |
74.55 |
-0.68 |
75,977 |
164,322 |
+3,387 |
Apr10 |
091221 |
76.12 |
76.84 |
74.82 |
75.32 |
-0.67 |
26,556 |
41,843 |
+2,356 |
May10 |
091221 |
77.00 |
77.53 |
75.45 |
75.98 |
-0.70 |
14,538 |
32,167 |
+47 |
Jun10 |
091221 |
77.47 |
78.23 |
76.13 |
76.60 |
-0.73 |
20,875 |
108,407 |
+1,478 |
Jul10 |
091221 |
78.26 |
78.74 |
76.69 |
77.16 |
-0.76 |
3,874 |
28,145 |
+692 |
Aug10 |
091221 |
79.04 |
79.04 |
77.65 |
77.65 |
-0.78 |
2,462 |
15,345 |
-269 |
Sep10 |
091221 |
78.73 |
78.73 |
78.13 |
78.13 |
-0.81 |
4,011 |
28,054 |
-565 |
Oct10 |
091221 |
78.59 |
78.59 |
78.59 |
78.59 |
-0.85 |
3,488 |
14,334 |
-644 |
Nov10 |
091221 |
80.58 |
80.58 |
79.02 |
79.10 |
-0.88 |
3,330 |
18,915 |
+117 |
Dec10 |
091221 |
80.80 |
81.29 |
79.14 |
79.65 |
-0.89 |
19,934 |
140,900 |
+127 |
Jan11 |
091221 |
80.75 |
81.02 |
79.80 |
80.03 |
-0.88 |
1,723 |
19,187 |
+165 |
Feb11 |
091221 |
80.36 |
81.35 |
80.36 |
80.36 |
-0.88 |
1,197 |
8,289 |
+314 |
Mar11 |
091221 |
80.75 |
81.72 |
80.75 |
80.75 |
-0.87 |
162 |
6,565 |
-11 |
Apr11 |
091221 |
81.17 |
82.11 |
81.17 |
81.17 |
-0.86 |
320 |
9,146 |
+255 |
Total Volume and Open Interest |
589,373 |
1,167,249 |
-19,322 |
e-miNY Crude Oil(NYM) |
Dec09 |
091119 |
79.700 |
79.925 |
77.050 |
77.450 |
-2.125 |
8,718 |
3,560 |
-399 |
Jan10 |
091218 |
72.850 |
74.675 |
72.550 |
73.350 |
+0.700 |
8,590 |
3,806 |
-360 |
Feb10 |
091221 |
74.175 |
75.225 |
73.200 |
73.725 |
-0.700 |
9,826 |
4,136 |
+91 |
Mar10 |
091221 |
75.425 |
76.050 |
74.100 |
74.550 |
-0.675 |
267 |
514 |
+84 |
Apr10 |
091221 |
76.175 |
76.625 |
74.800 |
75.325 |
-0.675 |
6 |
120 |
+2 |
May10 |
091221 |
75.975 |
75.975 |
75.975 |
75.975 |
-0.700 |
0 |
4 |
+0 |
Jun10 |
091221 |
76.600 |
76.600 |
76.600 |
76.600 |
-0.725 |
0 |
13 |
+0 |
Jul10 |
091221 |
77.150 |
77.150 |
77.150 |
77.150 |
-0.775 |
0 |
8 |
+0 |
Aug10 |
091221 |
77.650 |
77.650 |
77.650 |
77.650 |
-0.775 |
0 |
3 |
+0 |
Sep10 |
091221 |
78.125 |
78.125 |
78.125 |
78.125 |
-0.825 |
0 |
2 |
+0 |
Total Volume and Open Interest |
10,099 |
4,899 |
-3,629 |
Heating Oil(NYM) |
Jan10 |
091221 |
195.35 |
199.00 |
193.47 |
194.52 |
-1.15 |
36,483 |
39,393 |
-5,313 |
Feb10 |
091221 |
197.11 |
200.73 |
195.35 |
196.45 |
-1.08 |
36,762 |
64,968 |
+4,351 |
Mar10 |
091221 |
199.26 |
201.96 |
196.87 |
197.93 |
-1.00 |
14,698 |
45,543 |
+504 |
Apr10 |
091221 |
200.95 |
202.58 |
197.88 |
198.64 |
-0.98 |
4,543 |
24,685 |
+79 |
May10 |
091221 |
200.49 |
203.05 |
198.50 |
199.52 |
-0.99 |
3,796 |
17,439 |
+187 |
Jun10 |
091221 |
202.50 |
204.01 |
199.29 |
200.40 |
-1.06 |
5,591 |
34,570 |
+48 |
Jul10 |
091221 |
204.88 |
205.45 |
200.88 |
201.94 |
-1.06 |
1,448 |
9,669 |
+55 |
Aug10 |
091221 |
207.50 |
207.50 |
203.65 |
203.91 |
-1.00 |
584 |
4,173 |
-112 |
Sep10 |
091221 |
208.50 |
208.50 |
206.18 |
206.31 |
-0.97 |
561 |
7,779 |
+58 |
Oct10 |
091221 |
212.60 |
212.60 |
208.91 |
208.91 |
-0.97 |
441 |
5,663 |
+47 |
Nov10 |
091221 |
215.00 |
215.00 |
211.41 |
211.41 |
-0.97 |
683 |
6,059 |
+80 |
Dec10 |
091221 |
216.10 |
217.60 |
213.12 |
213.91 |
-0.97 |
1,592 |
19,550 |
-309 |
Total Volume and Open Interest |
107,908 |
305,646 |
-293 |
Gasoline(NYMEX) |
Jan10 |
091221 |
189.00 |
191.92 |
185.69 |
186.91 |
-2.57 |
29,627 |
32,710 |
-6,337 |
Feb10 |
091221 |
191.05 |
194.35 |
188.19 |
189.36 |
-2.35 |
30,955 |
62,448 |
+1,680 |
Mar10 |
091221 |
194.48 |
196.60 |
190.87 |
191.75 |
-2.21 |
11,827 |
43,183 |
+296 |
Apr10 |
091221 |
206.21 |
208.10 |
202.64 |
203.28 |
-2.30 |
4,541 |
28,214 |
+290 |
May10 |
091221 |
207.20 |
208.95 |
204.12 |
204.34 |
-2.30 |
2,260 |
11,690 |
+260 |
Jun10 |
091221 |
207.75 |
209.67 |
205.04 |
205.30 |
-2.24 |
2,828 |
14,126 |
-243 |
Jul10 |
091221 |
209.65 |
209.74 |
205.31 |
205.60 |
-2.17 |
376 |
5,871 |
+31 |
Aug10 |
091221 |
205.93 |
205.93 |
205.60 |
205.60 |
-2.19 |
418 |
5,836 |
+61 |
Sep10 |
091221 |
205.12 |
205.12 |
205.12 |
205.12 |
-2.17 |
423 |
5,457 |
-149 |
Oct10 |
091221 |
195.67 |
195.67 |
195.67 |
195.67 |
-2.17 |
102 |
2,744 |
-15 |
Total Volume and Open Interest |
83,494 |
233,608 |
-4,162 |
e-miNY RBOB Gasoline(NYM) |
Jan10 |
091221 |
186.90 |
186.91 |
186.90 |
186.90 |
-2.60 |
0 |
3 |
+0 |
Feb10 |
091221 |
189.40 |
189.40 |
189.36 |
189.40 |
-2.30 |
|
|
|
Mar10 |
091221 |
191.80 |
191.80 |
191.75 |
191.80 |
-2.20 |
|
|
|
Apr10 |
091221 |
203.30 |
203.30 |
203.28 |
203.30 |
-2.30 |
|
|
|
Total Volume and Open Interest |
0 |
3 |
+0 |
Natural Gas(NYM) |
Jan10 |
091221 |
5.798 |
5.929 |
5.625 |
5.669 |
-0.113 |
103,924 |
69,090 |
-10,705 |
Feb10 |
091221 |
5.882 |
5.979 |
5.670 |
5.712 |
-0.117 |
67,530 |
107,016 |
+3,703 |
Mar10 |
091221 |
5.840 |
5.948 |
5.652 |
5.694 |
-0.111 |
30,057 |
124,291 |
-1,450 |
Apr10 |
091221 |
5.782 |
5.910 |
5.629 |
5.671 |
-0.107 |
16,311 |
73,071 |
-643 |
May10 |
091221 |
5.883 |
5.926 |
5.660 |
5.694 |
-0.104 |
6,473 |
36,413 |
-632 |
Jun10 |
091221 |
5.881 |
5.906 |
5.716 |
5.750 |
-0.103 |
2,374 |
22,810 |
+103 |
Jul10 |
091221 |
6.041 |
6.050 |
5.783 |
5.820 |
-0.105 |
2,340 |
16,887 |
-152 |
Aug10 |
091221 |
6.107 |
6.107 |
5.856 |
5.887 |
-0.106 |
2,268 |
27,043 |
-156 |
Sep10 |
091221 |
5.933 |
5.953 |
5.889 |
5.922 |
-0.106 |
5,456 |
19,472 |
-394 |
Oct10 |
091221 |
6.160 |
6.183 |
6.000 |
6.036 |
-0.107 |
7,371 |
38,994 |
+319 |
Nov10 |
091221 |
6.454 |
6.455 |
6.294 |
6.331 |
-0.097 |
1,636 |
9,971 |
+258 |
Dec10 |
091221 |
6.771 |
6.810 |
6.622 |
6.661 |
-0.082 |
2,507 |
21,094 |
-76 |
Jan11 |
091221 |
7.047 |
7.047 |
6.846 |
6.876 |
-0.097 |
2,689 |
20,325 |
+265 |
Feb11 |
091221 |
6.870 |
6.870 |
6.823 |
6.846 |
-0.097 |
89 |
7,537 |
+26 |
Mar11 |
091221 |
6.695 |
6.700 |
6.645 |
6.671 |
-0.097 |
1,962 |
17,691 |
-363 |
Apr11 |
091221 |
6.135 |
6.135 |
6.075 |
6.081 |
-0.092 |
1,383 |
14,614 |
+149 |
Total Volume and Open Interest |
257,933 |
727,636 |
-9,755 |
Brent Crude Oil(ICE) |
Feb10 |
091221 |
73.62 |
74.64 |
72.48 |
72.99 |
-0.76 |
148,922 |
192,561 |
+345 |
Mar10 |
091221 |
74.35 |
75.36 |
73.21 |
73.71 |
-0.77 |
68,452 |
124,331 |
+5,049 |
Apr10 |
091221 |
75.72 |
76.07 |
73.96 |
74.45 |
-0.77 |
27,733 |
51,032 |
+320 |
May10 |
091221 |
76.28 |
76.62 |
74.77 |
75.16 |
-0.78 |
12,382 |
24,708 |
-93 |
Jun10 |
091221 |
77.00 |
77.45 |
75.46 |
75.84 |
-0.81 |
13,499 |
58,460 |
+2,066 |
Jul10 |
091221 |
77.56 |
77.95 |
76.18 |
76.46 |
-0.81 |
3,754 |
16,899 |
+569 |
Aug10 |
091221 |
78.16 |
78.54 |
76.78 |
77.05 |
-0.81 |
2,988 |
10,387 |
+120 |
Sep10 |
091221 |
78.76 |
79.12 |
77.35 |
77.62 |
-0.83 |
3,695 |
7,576 |
+151 |
Oct10 |
091221 |
79.38 |
79.71 |
77.93 |
78.20 |
-0.85 |
3,571 |
12,863 |
+310 |
Nov10 |
091221 |
78.79 |
78.79 |
78.79 |
78.79 |
-0.88 |
2,629 |
10,487 |
+74 |
Dec10 |
091221 |
80.72 |
81.07 |
79.02 |
79.38 |
-0.92 |
9,975 |
74,720 |
-187 |
Jan11 |
091221 |
79.89 |
79.89 |
79.89 |
79.89 |
-0.93 |
1,155 |
9,056 |
+358 |
Feb11 |
091221 |
80.37 |
80.37 |
80.37 |
80.37 |
-0.94 |
545 |
4,737 |
+126 |
Mar11 |
091221 |
80.85 |
80.85 |
80.85 |
80.85 |
-0.94 |
68 |
4,529 |
+19 |
Total Volume and Open Interest |
302,246 |
696,734 |
+10,062 |
Gas Oil(ICE) |
Jan10 |
091221 |
598.50 |
607.00 |
590.75 |
601.75 |
+6.50 |
55,682 |
114,358 |
-2,093 |
Feb10 |
091221 |
607.00 |
613.75 |
597.75 |
608.75 |
+6.50 |
50,817 |
95,217 |
-1,169 |
Mar10 |
091221 |
613.50 |
620.25 |
605.00 |
615.75 |
+6.50 |
19,007 |
48,722 |
-1,294 |
Apr10 |
091221 |
621.00 |
626.50 |
613.00 |
622.25 |
+6.25 |
6,427 |
29,405 |
+508 |
May10 |
091221 |
628.00 |
632.50 |
619.75 |
629.25 |
+6.25 |
4,762 |
24,450 |
-94 |
Jun10 |
091221 |
635.00 |
640.50 |
626.00 |
636.25 |
+6.25 |
7,842 |
45,505 |
-140 |
Jul10 |
091221 |
644.00 |
646.75 |
633.50 |
643.50 |
+6.25 |
1,968 |
16,715 |
-122 |
Aug10 |
091221 |
649.75 |
654.25 |
641.00 |
650.25 |
+6.00 |
1,094 |
18,924 |
-37 |
Sep10 |
091221 |
656.00 |
661.25 |
648.00 |
657.25 |
+6.25 |
1,060 |
18,833 |
-10 |
Oct10 |
091221 |
662.75 |
666.00 |
655.50 |
663.25 |
+6.00 |
689 |
11,262 |
+214 |
Total Volume and Open Interest |
156,460 |
546,400 |
-3,929 |
Ethanol(CBOT) |
Dec09 |
091203 |
2.135 |
2.135 |
2.130 |
2.130 |
unch |
8 |
263 |
-4 |
Jan10 |
091221 |
1.849 |
1.854 |
1.845 |
1.851 |
+0.016 |
88 |
630 |
+11 |
Feb10 |
091221 |
1.829 |
1.835 |
1.820 |
1.827 |
+0.014 |
74 |
880 |
+19 |
Mar10 |
091221 |
1.820 |
1.820 |
1.815 |
1.819 |
+0.007 |
73 |
1,234 |
+41 |
Apr10 |
091221 |
1.810 |
1.820 |
1.805 |
1.814 |
+0.010 |
24 |
922 |
+20 |
May10 |
091221 |
1.797 |
1.810 |
1.792 |
1.799 |
+0.010 |
57 |
439 |
-10 |
Jun10 |
091221 |
1.790 |
1.804 |
1.789 |
1.798 |
+0.011 |
17 |
354 |
+12 |
Jul10 |
091221 |
1.785 |
1.805 |
1.785 |
1.794 |
+0.016 |
17 |
421 |
+12 |
Total Volume and Open Interest |
424 |
7,236 |
+165 |
US Dollar Index(ICE) |
Mar10 |
091221 |
78.165 |
78.500 |
77.965 |
78.420 |
+0.225 |
20,928 |
53,444 |
+2,459 |
Jun10 |
091221 |
78.520 |
78.810 |
78.520 |
78.810 |
+0.245 |
31 |
4,906 |
+23 |
Sep10 |
091221 |
78.810 |
78.810 |
78.810 |
78.810 |
+0.245 |
0 |
1 |
+0 |
Total Volume and Open Interest |
20,959 |
58,351 |
+2,482 |
Australian Dollar(CME) |
Mar10 |
091221 |
88.12 |
88.28 |
87.28 |
87.31 |
-0.89 |
79,447 |
95,244 |
-4,021 |
Jun10 |
091221 |
87.21 |
87.36 |
86.41 |
86.41 |
-0.89 |
20 |
159 |
+2 |
Sep10 |
091221 |
85.50 |
86.39 |
85.50 |
85.50 |
-0.89 |
0 |
17 |
+0 |
Total Volume and Open Interest |
79,467 |
95,425 |
-4,019 |
British Pound(CME) |
Mar10 |
091221 |
161.16 |
161.56 |
160.20 |
160.45 |
-0.66 |
108,876 |
70,200 |
-552 |
Jun10 |
091221 |
161.20 |
161.46 |
160.16 |
160.37 |
-0.66 |
156 |
326 |
+31 |
Sep10 |
091221 |
160.29 |
161.00 |
160.20 |
160.29 |
-0.66 |
0 |
71 |
+0 |
Total Volume and Open Interest |
109,032 |
70,600 |
-521 |
Canadian Dollar(CME) |
Mar10 |
091221 |
93.67 |
94.91 |
93.45 |
94.23 |
+0.41 |
75,664 |
68,718 |
-3,621 |
Jun10 |
091221 |
93.67 |
94.88 |
93.45 |
94.21 |
+0.41 |
73 |
1,202 |
+14 |
Sep10 |
091221 |
94.60 |
94.84 |
93.53 |
94.18 |
+0.41 |
2 |
605 |
+0 |
Dec10 |
091221 |
94.11 |
94.60 |
93.70 |
94.11 |
+0.41 |
0 |
456 |
+0 |
Total Volume and Open Interest |
75,739 |
71,022 |
-3,607 |
Japanese Yen(CME) |
Mar10 |
091221 |
110.52 |
110.86 |
109.65 |
109.71 |
-0.93 |
117,208 |
90,696 |
+1,986 |
Jun10 |
091221 |
110.70 |
110.92 |
109.77 |
109.80 |
-0.93 |
123 |
278 |
+68 |
Sep10 |
091221 |
109.96 |
110.96 |
109.96 |
109.96 |
-0.92 |
0 |
105 |
+0 |
Total Volume and Open Interest |
117,331 |
91,101 |
+2,054 |
Swiss Franc(CME) |
Mar10 |
091221 |
96.13 |
96.27 |
95.46 |
95.70 |
-0.24 |
51,833 |
30,524 |
-1,577 |
Jun10 |
091221 |
96.05 |
96.33 |
95.56 |
95.78 |
-0.24 |
11 |
23 |
+3 |
Sep10 |
091221 |
95.89 |
96.17 |
95.89 |
95.89 |
-0.24 |
|
|
|
Total Volume and Open Interest |
51,844 |
30,549 |
-1,574 |
EuroFX(CME) |
Mar10 |
091221 |
143.09 |
143.70 |
142.65 |
142.87 |
-0.32 |
245,972 |
131,440 |
+3,499 |
Jun10 |
091221 |
143.36 |
143.64 |
142.59 |
142.82 |
-0.32 |
223 |
992 |
+45 |
Sep10 |
091221 |
142.72 |
143.25 |
142.72 |
142.72 |
-0.32 |
0 |
654 |
+0 |
Total Volume and Open Interest |
246,195 |
133,097 |
+3,544 |
Mexican Peso(CME) |
Jan10 |
091221 |
772.0 |
774.5 |
772.0 |
772.0 |
-2.5 |
|
|
|
Feb10 |
091221 |
770.5 |
773.0 |
770.5 |
770.5 |
-2.5 |
0 |
3 |
+0 |
Total Volume and Open Interest |
17,377 |
106,887 |
-3,093 |
30-Year T-Bonds(CBOT) |
Dec09 |
091221 |
119~190 |
119~190 |
118~050 |
118~100 |
-1~040 |
914 |
10,211 |
-415 |
Mar10 |
091221 |
118~100 |
118~140 |
116~210 |
116~280 |
-1~120 |
174,878 |
676,700 |
+1,783 |
Jun10 |
091221 |
115~180 |
116~240 |
115~110 |
115~110 |
-1~130 |
5 |
100 |
+2 |
Total Volume and Open Interest |
175,797 |
687,012 |
+1,370 |
10-Year T-Notes(CBOT) |
Dec09 |
091221 |
119~000 |
119~000 |
118~085 |
118~095 |
-0~260 |
8,728 |
5,589 |
-2,116 |
Mar10 |
091221 |
117~205 |
117~235 |
116~170 |
116~205 |
-0~305 |
526,565 |
1,151,118 |
-31,292 |
Jun10 |
091221 |
115~075 |
116~060 |
115~075 |
115~075 |
-0~305 |
1 |
29 |
+0 |
Total Volume and Open Interest |
535,294 |
1,156,736 |
-33,408 |
5-Year T-Notes(CBOT) |
Dec09 |
091221 |
117~011 |
117~039 |
116~105 |
116~105 |
-0~062 |
2,458 |
20,829 |
-7,470 |
Mar10 |
091221 |
116~001 |
116~007 |
115~044 |
115~052 |
-0~071 |
293,068 |
807,350 |
-6,606 |
Jun10 |
091221 |
114~036 |
114~107 |
114~036 |
114~036 |
-0~071 |
1 |
2 |
+0 |
Total Volume and Open Interest |
298,726 |
825,296 |
-9,491 |
2 Year T-Notes(CBOT) |
Dec09 |
091221 |
109~029 |
109~029 |
109~013 |
109~013 |
-0~016 |
688 |
9,661 |
-90 |
Mar10 |
091221 |
108~096 |
108~097 |
108~069 |
108~071 |
-0~022 |
139,794 |
873,849 |
-9,956 |
Jun10 |
091221 |
108~001 |
108~025 |
108~001 |
108~001 |
-0~024 |
0 |
7,937 |
+0 |
Total Volume and Open Interest |
140,482 |
891,447 |
-10,046 |
Eurodollars(CME) |
Mar10 |
091221 |
99.640 |
99.645 |
99.625 |
99.635 |
-0.005 |
137,743 |
1,140,722 |
-17,338 |
Jun10 |
091221 |
99.445 |
99.450 |
99.390 |
99.400 |
-0.045 |
172,597 |
893,321 |
+11,242 |
Sep10 |
091221 |
99.140 |
99.155 |
99.065 |
99.075 |
-0.070 |
186,762 |
738,423 |
-1,463 |
Dec10 |
091221 |
98.810 |
98.825 |
98.710 |
98.715 |
-0.095 |
157,724 |
807,687 |
-1,695 |
Mar11 |
091221 |
98.470 |
98.480 |
98.340 |
98.350 |
-0.120 |
163,245 |
548,140 |
-1,362 |
Jun11 |
091221 |
98.095 |
98.115 |
97.955 |
97.970 |
-0.135 |
131,915 |
563,619 |
-2,238 |
Sep11 |
091221 |
97.755 |
97.770 |
97.600 |
97.615 |
-0.145 |
84,661 |
500,723 |
+3,984 |
Dec11 |
091221 |
97.425 |
97.440 |
97.265 |
97.285 |
-0.145 |
74,574 |
307,374 |
-374 |
Mar12 |
091221 |
97.140 |
97.150 |
96.965 |
96.990 |
-0.150 |
37,328 |
230,526 |
-1,006 |
Jun12 |
091221 |
96.870 |
96.870 |
96.680 |
96.700 |
-0.160 |
34,488 |
194,390 |
-135 |
Sep12 |
091221 |
96.610 |
96.610 |
96.415 |
96.440 |
-0.165 |
31,186 |
112,407 |
-1,745 |
Dec12 |
091221 |
96.365 |
96.365 |
96.165 |
96.190 |
-0.170 |
27,885 |
94,337 |
+4,316 |
Mar13 |
091221 |
96.160 |
96.160 |
95.980 |
96.010 |
-0.175 |
8,544 |
59,312 |
+399 |
Jun13 |
091221 |
95.995 |
95.995 |
95.805 |
95.835 |
-0.180 |
9,573 |
59,108 |
+57 |
Sep13 |
091221 |
95.835 |
95.835 |
95.635 |
95.670 |
-0.185 |
4,775 |
59,107 |
+183 |
Dec13 |
091221 |
95.675 |
95.675 |
95.465 |
95.505 |
-0.190 |
5,294 |
38,264 |
+593 |
Mar14 |
091221 |
95.515 |
95.525 |
95.340 |
95.380 |
-0.190 |
2,670 |
31,431 |
+442 |
Jun14 |
091221 |
95.385 |
95.410 |
95.225 |
95.255 |
-0.195 |
5,453 |
26,708 |
+1,137 |
Total Volume and Open Interest |
1,298,412 |
6,627,873 |
+1,253 |
30 Day Federal Funds(CBOT) |
Dec09 |
091221 |
99.870 |
99.872 |
99.870 |
99.870 |
unch |
823 |
75,029 |
-96 |
Jan10 |
091221 |
99.860 |
99.865 |
99.855 |
99.855 |
unch |
1,015 |
63,578 |
-120 |
Feb10 |
091221 |
99.835 |
99.835 |
99.825 |
99.830 |
unch |
785 |
87,839 |
-216 |
Mar10 |
091221 |
99.810 |
99.815 |
99.805 |
99.810 |
unch |
2,030 |
58,588 |
-1,099 |
Apr10 |
091221 |
99.790 |
99.795 |
99.785 |
99.790 |
unch |
1,278 |
63,884 |
-87 |
May10 |
091221 |
99.745 |
99.755 |
99.740 |
99.750 |
unch |
4,155 |
52,696 |
+211 |
Total Volume and Open Interest |
15,969 |
537,069 |
-991 |
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 |
091221 |
99.645 |
99.645 |
99.645 |
99.645 |
+0.015 |
0 |
433 |
+0 |
Jun10 |
091221 |
99.680 |
99.680 |
99.680 |
99.680 |
+0.035 |
0 |
80 |
+0 |
Sep10 |
091221 |
99.700 |
99.700 |
99.700 |
99.700 |
+0.025 |
0 |
230 |
+0 |
Dec10 |
091221 |
99.690 |
99.690 |
99.690 |
99.690 |
+0.025 |
0 |
242 |
+0 |
Mar11 |
091221 |
99.605 |
99.605 |
99.590 |
99.605 |
+0.025 |
|
|
|
Jun11 |
091221 |
99.580 |
99.580 |
99.580 |
99.580 |
+0.025 |
|
|
|
Sep11 |
091221 |
99.580 |
99.580 |
99.580 |
99.580 |
+0.025 |
|
|
|
Dec11 |
091221 |
99.385 |
99.385 |
99.385 |
99.385 |
+0.025 |
|
|
|
Mar12 |
091221 |
99.350 |
99.350 |
99.350 |
99.350 |
unch |
|
|
|
Jun12 |
091221 |
99.400 |
99.400 |
99.400 |
99.400 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
985 |
+0 |
3-Mth Euro-Yen(SGX) |
Mar10 |
091221 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
119 |
3,743 |
+0 |
Jun10 |
091221 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
100 |
1,729 |
+0 |
Sep10 |
091221 |
99.70 |
99.70 |
99.70 |
99.70 |
unch |
0 |
1,591 |
+0 |
Dec10 |
091221 |
99.69 |
99.69 |
99.69 |
99.69 |
unch |
0 |
1,281 |
+0 |
Mar11 |
091221 |
99.61 |
99.61 |
99.61 |
99.61 |
unch |
0 |
662 |
+0 |
Jun11 |
091221 |
99.58 |
99.58 |
99.58 |
99.58 |
unch |
0 |
52 |
+0 |
Sep11 |
091221 |
99.58 |
99.58 |
99.58 |
99.58 |
unch |
0 |
51 |
+0 |
Dec11 |
091221 |
99.39 |
99.39 |
99.39 |
99.39 |
unch |
0 |
101 |
+0 |
Total Volume and Open Interest |
219 |
10,581 |
+0 |
Japanese Gov't Bonds(SGX) |
Mar10 |
091221 |
140.17 |
140.35 |
140.09 |
140.32 |
+0.16 |
2,347 |
19,335 |
+38 |
Jun10 |
091221 |
140.32 |
140.32 |
140.32 |
140.32 |
+0.16 |
|
|
|
Sep10 |
091221 |
140.32 |
140.32 |
140.32 |
140.32 |
+0.16 |
|
|
|
Total Volume and Open Interest |
2,347 |
19,335 |
+38 |
Euro-Bund(EUREX) |
Mar10 |
091221 |
123.43 |
123.53 |
122.85 |
123.04 |
-0.50 |
357,732 |
896,517 |
+10,006 |
Jun10 |
091221 |
122.01 |
122.01 |
121.52 |
121.64 |
-0.48 |
223 |
57 |
+5 |
Sep10 |
091221 |
122.80 |
122.80 |
121.12 |
121.24 |
-0.50 |
|
|
|
Total Volume and Open Interest |
357,955 |
896,574 |
+10,011 |
Euro-Bobl(EUREX) |
Mar10 |
091221 |
117.03 |
117.07 |
116.80 |
116.87 |
-0.19 |
251,946 |
692,128 |
+6,532 |
Jun10 |
091221 |
115.64 |
115.64 |
115.20 |
115.47 |
-0.13 |
12 |
10 |
-2 |
Sep10 |
091221 |
115.17 |
115.17 |
115.17 |
115.17 |
-0.19 |
|
|
|
Total Volume and Open Interest |
251,958 |
692,138 |
+6,530 |
3-Mth Euribor(EUREX) |
Dec09 |
091214 |
99.285 |
99.290 |
99.285 |
99.285 |
unch |
135 |
8,689 |
-127 |
Mar10 |
091221 |
99.215 |
99.225 |
99.215 |
99.225 |
unch |
3,475 |
12,188 |
+1,974 |
Jun10 |
091221 |
98.940 |
98.940 |
98.930 |
98.930 |
-0.020 |
982 |
7,126 |
+767 |
Total Volume and Open Interest |
4,681 |
25,527 |
+2,779 |
Long Gilt(LIFFE) |
Dec09 |
091221 |
117~21 |
117~21 |
117~04 |
117~04 |
-0~28 |
1,251 |
8,183 |
-813 |
Mar10 |
091221 |
115~32 |
116~10 |
115~14 |
115~19 |
-0~28 |
59,406 |
221,986 |
-4,444 |
Total Volume and Open Interest |
60,657 |
230,169 |
-5,257 |
3-Mth Short Sterling(LIFFE) |
Mar10 |
091221 |
99.31 |
99.31 |
99.27 |
99.31 |
unch |
44,735 |
358,760 |
-6,990 |
Jun10 |
091221 |
99.08 |
99.09 |
99.04 |
99.06 |
-0.03 |
81,237 |
385,943 |
-3,061 |
Sep10 |
091221 |
98.69 |
98.71 |
98.63 |
98.65 |
-0.06 |
85,538 |
309,231 |
-2,823 |
Dec10 |
091221 |
98.25 |
98.25 |
98.15 |
98.17 |
-0.09 |
69,406 |
304,627 |
-2,868 |
Mar11 |
091221 |
97.82 |
97.84 |
97.72 |
97.75 |
-0.10 |
54,510 |
279,718 |
+3,636 |
Jun11 |
091221 |
97.42 |
97.43 |
97.31 |
97.34 |
-0.10 |
62,295 |
159,896 |
+1,464 |
Total Volume and Open Interest |
538,564 |
2,179,867 |
-7,001 |
3-Mth Euribor(LIFFE) |
Mar10 |
091221 |
99.225 |
99.230 |
99.210 |
99.225 |
unch |
68,409 |
731,923 |
+5,838 |
Jun10 |
091221 |
98.950 |
98.955 |
98.920 |
98.930 |
-0.020 |
76,817 |
731,191 |
-12,133 |
Sep10 |
091221 |
98.650 |
98.660 |
98.610 |
98.625 |
-0.025 |
66,589 |
570,182 |
+2,076 |
Total Volume and Open Interest |
482,497 |
3,473,054 |
+24,557 |
3-Mth Aus T-Bills(SFE) |
Mar10 |
091221 |
95.64 |
95.66 |
95.62 |
95.65 |
unch |
8,416 |
276,846 |
-28,424 |
Jun10 |
091221 |
95.34 |
95.36 |
95.31 |
95.33 |
-0.02 |
4,540 |
160,267 |
-10,506 |
Sep10 |
091221 |
95.10 |
95.11 |
95.07 |
95.08 |
-0.03 |
1,995 |
89,405 |
-1,973 |
Dec10 |
091221 |
94.87 |
94.89 |
94.86 |
94.87 |
-0.02 |
1,355 |
73,868 |
-1,924 |
Mar11 |
091221 |
94.66 |
94.67 |
94.65 |
94.65 |
-0.03 |
456 |
27,348 |
-925 |
Jun11 |
091221 |
94.49 |
94.49 |
94.46 |
94.48 |
-0.03 |
233 |
21,784 |
-1,654 |
Sep11 |
091221 |
94.35 |
94.35 |
94.31 |
94.35 |
-0.02 |
237 |
16,606 |
-389 |
Dec11 |
091221 |
94.25 |
94.25 |
94.25 |
94.25 |
-0.01 |
0 |
7,978 |
-35 |
Mar12 |
091221 |
94.17 |
94.17 |
94.17 |
94.17 |
unch |
0 |
3,005 |
+0 |
Jun12 |
091221 |
94.14 |
94.14 |
94.14 |
94.14 |
+0.01 |
100 |
1,186 |
+0 |
Total Volume and Open Interest |
17,632 |
679,078 |
-45,734 |
10-Year Aus T-Bonds(SFE) |
Mar10 |
091221 |
94.54 |
94.56 |
94.46 |
94.51 |
-0.03 |
19,031 |
294,078 |
+4,257 |
Jun10 |
091221 |
94.51 |
94.51 |
94.51 |
94.51 |
-0.03 |
|
|
|
Total Volume and Open Interest |
19,031 |
294,078 |
+4,257 |
3-Year Aus T-Bonds(SFE) |
Mar10 |
091221 |
95.12 |
95.13 |
95.05 |
95.08 |
-0.04 |
33,103 |
387,923 |
+8,200 |
Jun10 |
091221 |
95.08 |
95.08 |
95.08 |
95.08 |
-0.04 |
|
|
|
Total Volume and Open Interest |
33,103 |
387,923 |
+8,200 |
Gold(CMX) |
Dec09 |
091221 |
1115.5 |
1119.2 |
1090.8 |
1095.4 |
-15.4 |
404 |
987 |
-60 |
Feb10 |
091221 |
1111.9 |
1120.8 |
1090.8 |
1096.0 |
-15.5 |
171,595 |
324,816 |
-9,130 |
Apr10 |
091221 |
1112.6 |
1122.0 |
1092.0 |
1097.2 |
-15.5 |
3,911 |
48,257 |
-1,165 |
Jun10 |
091221 |
1116.6 |
1121.1 |
1094.0 |
1098.2 |
-15.5 |
1,512 |
30,085 |
+102 |
Aug10 |
091221 |
1118.9 |
1118.9 |
1095.5 |
1099.4 |
-15.5 |
249 |
11,675 |
+20 |
Oct10 |
091221 |
1110.5 |
1122.4 |
1095.8 |
1100.8 |
-15.5 |
179 |
4,223 |
+74 |
Dec10 |
091221 |
1118.0 |
1125.0 |
1098.3 |
1102.6 |
-15.4 |
726 |
23,093 |
-199 |
Feb11 |
091221 |
1100.0 |
1104.9 |
1100.0 |
1104.9 |
-15.3 |
223 |
3,388 |
+53 |
Apr11 |
091221 |
1104.0 |
1107.4 |
1104.0 |
1107.4 |
-15.2 |
2,510 |
3,309 |
+1,762 |
Jun11 |
091221 |
450.9 |
455.0 |
450.6 |
455.0 |
-15.1 |
2,013 |
7,116 |
-1,013 |
Aug11 |
091221 |
1109.5 |
1113.9 |
1109.5 |
1113.9 |
-15.0 |
1 |
683 |
+0 |
Oct11 |
091221 |
1114.0 |
1117.9 |
1114.0 |
1117.9 |
-14.9 |
5 |
423 |
+0 |
Total Volume and Open Interest |
184,815 |
493,122 |
-9,808 |
Silver(CMX) |
Dec09 |
091221 |
1740.0 |
1740.0 |
1698.0 |
1702.0 |
-28.5 |
144 |
300 |
+1 |
Mar10 |
091221 |
1730.0 |
1752.5 |
1698.0 |
1703.5 |
-28.5 |
25,628 |
79,139 |
-547 |
May10 |
091221 |
1748.0 |
1748.0 |
1702.5 |
1705.6 |
-28.5 |
2,024 |
11,286 |
+420 |
Jul10 |
091221 |
1742.5 |
1747.5 |
1705.0 |
1707.4 |
-28.5 |
530 |
8,400 |
+99 |
Sep10 |
091221 |
1717.0 |
1717.0 |
1709.2 |
1709.2 |
-28.5 |
6 |
2,672 |
+5 |
Dec10 |
091221 |
1749.0 |
1749.0 |
1709.0 |
1712.2 |
-28.5 |
310 |
9,357 |
+85 |
Mar11 |
091221 |
1714.0 |
1715.3 |
1714.0 |
1715.3 |
-28.4 |
1 |
526 |
+0 |
Total Volume and Open Interest |
28,757 |
122,188 |
+95 |
Platinum(NYMEX) |
Jan10 |
091221 |
1433.9 |
1438.4 |
1417.5 |
1423.5 |
-5.8 |
4,765 |
14,233 |
-2,231 |
Apr10 |
091221 |
1439.3 |
1443.6 |
1424.0 |
1428.6 |
-5.9 |
2,821 |
18,271 |
+2,123 |
Jul10 |
091221 |
1430.4 |
1430.4 |
1430.4 |
1430.4 |
-5.9 |
1 |
297 |
+0 |
Oct10 |
091221 |
1433.5 |
1433.5 |
1433.5 |
1433.5 |
-5.9 |
0 |
13 |
+0 |
Total Volume and Open Interest |
7,589 |
32,817 |
-106 |
Palladium(NYMEX) |
Dec09 |
091221 |
363.30 |
363.30 |
363.30 |
363.30 |
-2.50 |
59 |
78 |
-5 |
Mar10 |
091221 |
365.50 |
370.95 |
364.80 |
365.40 |
-2.50 |
873 |
22,422 |
-204 |
Jun10 |
091221 |
368.30 |
370.70 |
366.40 |
366.40 |
-2.45 |
7 |
200 |
+3 |
Total Volume and Open Interest |
939 |
22,704 |
-206 |
Copper(CMX) |
Dec09 |
091221 |
312.80 |
314.95 |
312.75 |
314.05 |
+1.95 |
739 |
1,681 |
+71 |
Mar10 |
091221 |
314.35 |
317.40 |
313.65 |
315.85 |
+2.00 |
17,455 |
108,190 |
-703 |
May10 |
091221 |
316.00 |
318.70 |
315.50 |
317.25 |
+1.85 |
731 |
19,019 |
+262 |
Jul10 |
091221 |
318.05 |
318.25 |
318.05 |
318.25 |
+1.80 |
120 |
6,762 |
-43 |
Sep10 |
091221 |
318.70 |
318.85 |
318.40 |
318.85 |
+1.80 |
20 |
4,072 |
+4 |
Total Volume and Open Interest |
20,017 |
147,161 |
-160 |
DJIA Index(CBOT) |
Mar10 |
091221 |
10279 |
10395 |
10279 |
10342 |
+71 |
532 |
7,321 |
-270 |
Jun10 |
091221 |
10284 |
10284 |
10217 |
10284 |
+67 |
0 |
11 |
+0 |
Sep10 |
091221 |
10224 |
10224 |
10157 |
10224 |
+67 |
|
|
|
Dec10 |
091221 |
10172 |
10172 |
10101 |
10172 |
+71 |
|
|
|
Total Volume and Open Interest |
532 |
7,332 |
|
S & P 500(CME) |
Mar10 |
091221 |
1098.80 |
1113.20 |
1096.70 |
1108.20 |
+10.50 |
23,874 |
317,577 |
+5,741 |
Jun10 |
091221 |
1106.00 |
1110.10 |
1102.10 |
1103.60 |
+10.50 |
3 |
2,154 |
-13 |
Sep10 |
091221 |
1099.20 |
1105.70 |
1097.70 |
1099.20 |
+10.50 |
0 |
35 |
+0 |
Dec10 |
091221 |
1095.70 |
1102.20 |
1094.20 |
1095.70 |
+10.50 |
0 |
6 |
-2 |
Total Volume and Open Interest |
23,878 |
319,773 |
+5,727 |
S & P 500 E-Mini(Globex) |
Mar10 |
091221 |
1098.75 |
1113.25 |
1096.50 |
1108.25 |
+10.50 |
1,732,758 |
2,332,548 |
-478 |
Jun10 |
091221 |
1093.25 |
1108.50 |
1092.75 |
1103.50 |
+10.50 |
138 |
572 |
+29 |
Total Volume and Open Interest |
1,732,925 |
2,333,197 |
-449 |
NASDAQ 100(CME) |
Mar10 |
091221 |
1807.00 |
1835.00 |
1803.00 |
1825.50 |
+18.50 |
1,440 |
8,546 |
+696 |
Jun10 |
091221 |
1823.50 |
1823.50 |
1820.00 |
1823.50 |
+17.50 |
6 |
10 |
+0 |
Sep10 |
091221 |
1822.50 |
1823.00 |
1822.50 |
1822.50 |
+17.50 |
|
|
|
Total Volume and Open Interest |
1,446 |
8,556 |
+696 |
NASDAQ 100 E-Mini(Globex) |
Mar10 |
091221 |
1806.00 |
1833.80 |
1803.00 |
1825.50 |
+18.50 |
287,861 |
258,866 |
+8,157 |
Jun10 |
091221 |
1811.50 |
1831.80 |
1804.30 |
1823.50 |
+17.50 |
5 |
18 |
+2 |
Total Volume and Open Interest |
287,867 |
258,886 |
+8,160 |
S & P Midcap 400(CME) |
Mar10 |
091221 |
718.50 |
723.00 |
718.50 |
721.10 |
+6.30 |
63 |
1,522 |
+37 |
Jun10 |
091221 |
719.10 |
719.50 |
719.10 |
719.10 |
+6.30 |
|
|
|
Sep10 |
091221 |
717.10 |
717.50 |
717.10 |
717.10 |
+6.30 |
|
|
|
Total Volume and Open Interest |
63 |
1,522 |
+37 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Mar10 |
091221 |
10225 |
10345 |
10210 |
10310 |
+150 |
6,696 |
25,068 |
-658 |
Jun10 |
091221 |
10310 |
10320 |
10310 |
10310 |
+150 |
|
|
|
Total Volume and Open Interest |
6,696 |
25,068 |
-658 |
Nikkei 225(SGX) |
Mar10 |
091221 |
10155 |
10210 |
10140 |
10190 |
+40 |
105,178 |
154,365 |
-5,780 |
Jun10 |
091221 |
10135 |
10135 |
10135 |
10135 |
+45 |
1 |
1,319 |
+0 |
Sep10 |
091221 |
10140 |
10140 |
10140 |
10140 |
+45 |
0 |
55 |
+0 |
Total Volume and Open Interest |
105,599 |
161,124 |
-5,629 |
CAC 40(EURONEXT) |
Jan10 |
091221 |
3807.0 |
3882.5 |
3802.5 |
3876.0 |
+81.0 |
124,850 |
337,691 |
+26,520 |
Feb10 |
091221 |
3814.5 |
3880.5 |
3814.5 |
3875.5 |
+80.5 |
61 |
123 |
+26 |
Mar10 |
091221 |
3823.5 |
3882.0 |
3810.0 |
3878.0 |
+83.0 |
796 |
48,803 |
-1,443 |
Total Volume and Open Interest |
125,707 |
388,457 |
-256,401 |
Hang Seng Index(HKFE) |
Dec09 |
091221 |
21011 |
21202 |
20897 |
20912 |
-223 |
70,385 |
83,667 |
-1,750 |
Jan10 |
091221 |
21030 |
21184 |
20885 |
20890 |
-222 |
2,505 |
5,892 |
+1,838 |
Total Volume and Open Interest |
73,143 |
91,324 |
+148 |
DAX(EUREX) |
Dec09 |
091218 |
5856.0 |
5901.0 |
5844.5 |
5883.5 |
+27.0 |
170,256 |
112,043 |
-27,770 |
Mar10 |
091221 |
5866.0 |
5948.0 |
5852.5 |
5928.0 |
+88.0 |
151,956 |
141,308 |
+19,150 |
Jun10 |
091221 |
5904.5 |
5956.5 |
5880.5 |
5938.0 |
+88.5 |
2,100 |
8,044 |
+376 |
Total Volume and Open Interest |
181,752 |
149,352 |
-92,517 |
FT-SE 100(EURONEXT) |
Mar10 |
091221 |
5171.50 |
5280.00 |
5165.50 |
5248.50 |
+91.50 |
221,964 |
617,223 |
-2,604 |
Jun10 |
091221 |
5199.50 |
5199.50 |
5199.50 |
5199.50 |
+91.50 |
13 |
2,229 |
+2 |
Sep10 |
091221 |
5164.50 |
5164.50 |
5164.50 |
5164.50 |
+91.50 |
0 |
429 |
+0 |
Total Volume and Open Interest |
221,977 |
619,881 |
-163,822 |
SPI 200(SFE) |
Dec09 |
091217 |
4654.0 |
4693.0 |
4644.0 |
4688.0 |
+34.0 |
14,825 |
91,334 |
-59,078 |
Mar10 |
091221 |
4646.0 |
4687.0 |
4617.0 |
4621.0 |
-18.0 |
22,187 |
190,544 |
+724 |
Jun10 |
091221 |
4650.0 |
4650.0 |
4643.0 |
4643.0 |
-17.0 |
2 |
1,486 |
-13 |
Total Volume and Open Interest |
22,189 |
193,825 |
+711 |
GSCI(CME) |
Jan10 |
091221 |
504.00 |
505.00 |
495.25 |
496.00 |
-4.00 |
144 |
17,921 |
-250 |
Feb10 |
091221 |
508.50 |
509.50 |
501.00 |
501.00 |
-4.00 |
|
|
|
Mar10 |
091221 |
514.00 |
514.10 |
506.00 |
506.00 |
-4.00 |
|
|
|
Total Volume and Open Interest |
144 |
17,921 |
-250 |
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. |
|
|