|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Wed December 23, 2009 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Jan10 |
091223 |
991.00 |
1001.75 |
990.00 |
1001.25 |
+10.25 |
81,698 |
80,985 |
-7,216 |
| Mar10 |
091223 |
998.50 |
1009.50 |
997.50 |
1009.00 |
+10.50 |
57,029 |
192,709 |
+2,894 |
| May10 |
091223 |
1004.50 |
1015.50 |
1003.50 |
1015.00 |
+10.75 |
12,026 |
55,167 |
+847 |
| Jul10 |
091223 |
1009.00 |
1020.00 |
1008.25 |
1019.75 |
+11.50 |
18,559 |
53,385 |
+3,301 |
| Aug10 |
091223 |
1000.25 |
1015.75 |
1000.25 |
1015.75 |
+10.75 |
124 |
1,747 |
+28 |
| Sep10 |
091223 |
994.00 |
1000.50 |
988.25 |
1000.50 |
+12.25 |
329 |
1,099 |
+104 |
| Nov10 |
091223 |
975.00 |
988.00 |
974.00 |
986.50 |
+12.50 |
5,994 |
64,979 |
-1,257 |
| Total Volume and Open Interest |
175,871 |
457,655 |
-1,299 |
| Soybean Meal(CBOT) |
| Jan10 |
091223 |
298.50 |
304.50 |
298.50 |
303.90 |
+5.40 |
26,836 |
28,400 |
-3,791 |
| Mar10 |
091223 |
294.30 |
298.80 |
293.70 |
298.80 |
+4.70 |
22,378 |
65,083 |
+4,833 |
| May10 |
091223 |
291.50 |
295.80 |
290.50 |
295.80 |
+4.80 |
3,755 |
26,842 |
+85 |
| Jul10 |
091223 |
291.60 |
296.40 |
291.30 |
296.40 |
+5.10 |
3,132 |
20,400 |
+603 |
| Aug10 |
091223 |
293.40 |
295.40 |
290.50 |
295.40 |
+4.90 |
343 |
4,799 |
+79 |
| Sep10 |
091223 |
287.50 |
291.70 |
287.50 |
291.40 |
+4.80 |
439 |
5,356 |
-10 |
| Oct10 |
091223 |
281.80 |
284.10 |
281.50 |
284.10 |
+5.50 |
132 |
2,854 |
+13 |
| Dec10 |
091223 |
277.40 |
283.10 |
277.40 |
283.10 |
+5.60 |
1,899 |
12,354 |
+715 |
| Total Volume and Open Interest |
58,941 |
167,371 |
+2,518 |
| Soybean Oil(CBOT) |
| Jan10 |
091223 |
38.03 |
38.29 |
37.88 |
38.08 |
+0.03 |
28,173 |
46,103 |
-6,278 |
| Mar10 |
091223 |
38.49 |
38.74 |
38.28 |
38.48 |
+0.03 |
27,279 |
104,607 |
+1,722 |
| May10 |
091223 |
38.86 |
39.03 |
38.68 |
38.86 |
+0.05 |
3,074 |
27,793 |
+380 |
| Jul10 |
091223 |
39.15 |
39.39 |
39.03 |
39.22 |
+0.04 |
3,169 |
19,222 |
+377 |
| Aug10 |
091223 |
39.46 |
39.55 |
39.30 |
39.39 |
+0.05 |
71 |
2,264 |
+29 |
| Sep10 |
091223 |
39.63 |
39.65 |
39.37 |
39.55 |
+0.07 |
170 |
1,828 |
+6 |
| Oct10 |
091223 |
39.61 |
39.68 |
39.50 |
39.65 |
+0.08 |
52 |
1,499 |
-25 |
| Dec10 |
091223 |
39.83 |
40.08 |
39.75 |
39.94 |
+0.05 |
866 |
14,702 |
-194 |
| Total Volume and Open Interest |
62,854 |
218,115 |
-3,983 |
| Canola(WCE) |
| Jan10 |
091223 |
397.5 |
398.5 |
394.0 |
395.9 |
-1.5 |
1,467 |
4,904 |
-1,082 |
| Mar10 |
091223 |
404.1 |
404.9 |
400.5 |
401.1 |
-3.0 |
8,599 |
76,885 |
+2,201 |
| May10 |
091223 |
410.4 |
411.6 |
407.0 |
407.2 |
-3.2 |
299 |
5,740 |
-14 |
| Jul10 |
091223 |
417.3 |
417.3 |
411.9 |
411.9 |
-3.7 |
179 |
6,331 |
+22 |
| Nov10 |
091223 |
421.0 |
422.5 |
414.0 |
414.0 |
-8.5 |
341 |
5,347 |
+74 |
| Total Volume and Open Interest |
10,936 |
99,576 |
+1,251 |
| Corn(CBOT) |
| Mar10 |
091223 |
398.00 |
405.25 |
397.25 |
404.75 |
+6.00 |
63,154 |
479,296 |
-3,427 |
| May10 |
091223 |
408.75 |
415.50 |
408.50 |
415.25 |
+6.00 |
6,446 |
120,929 |
+264 |
| Jul10 |
091223 |
418.25 |
425.00 |
417.00 |
425.00 |
+6.25 |
5,925 |
104,911 |
-355 |
| Sep10 |
091223 |
425.50 |
431.50 |
425.50 |
431.00 |
+6.00 |
778 |
32,589 |
+233 |
| Dec10 |
091223 |
430.00 |
437.25 |
430.00 |
437.25 |
+6.00 |
6,116 |
192,241 |
+1,057 |
| Mar11 |
091223 |
441.00 |
447.00 |
440.75 |
446.50 |
+5.00 |
144 |
13,144 |
+8 |
| Total Volume and Open Interest |
82,998 |
963,483 |
-2,034 |
| Wheat(CBOT) |
| Mar10 |
091223 |
523.00 |
529.50 |
518.75 |
529.00 |
+6.00 |
18,945 |
184,775 |
+1,123 |
| May10 |
091223 |
536.00 |
542.75 |
533.50 |
542.50 |
+6.25 |
2,135 |
41,818 |
+520 |
| Jul10 |
091223 |
545.75 |
554.50 |
544.50 |
554.00 |
+6.25 |
2,284 |
63,223 |
+405 |
| Sep10 |
091223 |
562.00 |
568.50 |
562.00 |
568.50 |
+6.25 |
302 |
16,286 |
-67 |
| Dec10 |
091223 |
587.50 |
593.25 |
583.50 |
592.75 |
+5.75 |
1,704 |
47,992 |
+408 |
| Total Volume and Open Interest |
25,656 |
359,029 |
+2,500 |
| Wheat(KCBT) |
| Mar10 |
091223 |
516.50 |
523.25 |
515.00 |
523.00 |
+5.75 |
5,346 |
61,828 |
+556 |
| May10 |
091223 |
529.00 |
535.00 |
528.25 |
535.00 |
+6.00 |
1,051 |
12,631 |
+151 |
| Jul10 |
091223 |
540.50 |
547.00 |
540.25 |
546.75 |
+5.75 |
1,143 |
29,086 |
+330 |
| Sep10 |
091223 |
554.75 |
558.75 |
553.75 |
558.75 |
+5.75 |
172 |
3,204 |
+33 |
| Dec10 |
091223 |
571.25 |
578.00 |
571.00 |
577.50 |
+5.50 |
1,279 |
35,229 |
+122 |
| Total Volume and Open Interest |
8,999 |
142,846 |
+1,198 |
| Wheat(MGE) |
| Dec09 |
091214 |
533.00 |
533.00 |
533.00 |
533.00 |
+5.50 |
23 |
12 |
-207 |
| Mar10 |
091223 |
529.50 |
534.75 |
528.00 |
534.25 |
+3.00 |
2,143 |
20,057 |
-678 |
| May10 |
091223 |
540.00 |
546.00 |
540.00 |
545.75 |
+2.75 |
118 |
5,500 |
+24 |
| Jul10 |
091223 |
555.25 |
558.75 |
554.00 |
558.25 |
+3.25 |
94 |
8,965 |
-2 |
| Sep10 |
091223 |
567.50 |
571.25 |
566.75 |
570.75 |
+3.75 |
58 |
3,255 |
+12 |
| Total Volume and Open Interest |
2,566 |
45,779 |
-515 |
| Oats(CBOT) |
| Mar10 |
091223 |
258.75 |
260.00 |
257.00 |
258.50 |
-0.50 |
149 |
9,453 |
+7 |
| May10 |
091223 |
266.75 |
267.25 |
266.75 |
266.75 |
-0.50 |
0 |
895 |
+0 |
| Jul10 |
091223 |
275.25 |
275.75 |
275.25 |
275.25 |
-0.50 |
0 |
806 |
+0 |
| Sep10 |
091223 |
284.50 |
284.75 |
284.00 |
284.00 |
-0.50 |
2 |
353 |
-2 |
| Total Volume and Open Interest |
153 |
11,985 |
+5 |
| Rough Rice(CBOT) |
| Jan10 |
091223 |
14.25 |
14.81 |
14.23 |
14.80 |
+0.39 |
1,017 |
2,603 |
-802 |
| Mar10 |
091223 |
14.65 |
15.14 |
14.52 |
15.09 |
+0.39 |
1,772 |
11,593 |
+8 |
| May10 |
091223 |
14.76 |
15.35 |
14.76 |
15.32 |
+0.38 |
32 |
340 |
-5 |
| Jul10 |
091223 |
15.52 |
15.54 |
15.18 |
15.54 |
+0.36 |
18 |
596 |
+2 |
| Total Volume and Open Interest |
2,958 |
16,345 |
-746 |
| Live Cattle(CME) |
| Dec09 |
091223 |
82.700 |
83.400 |
82.500 |
83.285 |
+1.335 |
1,532 |
2,489 |
-671 |
| Feb10 |
091223 |
85.230 |
85.535 |
84.900 |
85.385 |
+0.705 |
16,295 |
133,760 |
-970 |
| Apr10 |
091223 |
88.330 |
88.850 |
88.050 |
88.830 |
+0.900 |
5,675 |
68,065 |
+169 |
| Jun10 |
091223 |
85.800 |
86.385 |
85.750 |
86.300 |
+0.850 |
3,196 |
35,898 |
+615 |
| Aug10 |
091223 |
85.950 |
86.430 |
85.830 |
86.400 |
+0.850 |
828 |
9,911 |
+229 |
| Oct10 |
091223 |
88.950 |
89.200 |
88.600 |
89.150 |
+0.615 |
543 |
6,686 |
+227 |
| Total Volume and Open Interest |
28,156 |
259,625 |
-366 |
| Feeder Cattle(CME) |
| Jan10 |
091223 |
94.680 |
95.600 |
94.550 |
95.450 |
+1.020 |
1,650 |
6,057 |
-879 |
| Mar10 |
091223 |
94.150 |
95.200 |
94.150 |
95.180 |
+0.930 |
1,939 |
15,147 |
+447 |
| Apr10 |
091223 |
95.635 |
96.635 |
95.635 |
96.450 |
+0.650 |
450 |
3,918 |
+62 |
| May10 |
091223 |
96.350 |
97.200 |
96.200 |
97.200 |
+0.650 |
173 |
3,599 |
+65 |
| Aug10 |
091223 |
98.700 |
99.300 |
98.700 |
99.050 |
+0.350 |
69 |
1,502 |
+27 |
| Sep10 |
091223 |
98.100 |
98.300 |
98.100 |
98.250 |
+0.050 |
0 |
14 |
+0 |
| Oct10 |
091223 |
98.100 |
98.100 |
97.980 |
97.980 |
+0.030 |
6 |
29 |
+2 |
| Total Volume and Open Interest |
4,287 |
30,267 |
-276 |
| Lean Hogs(CME) |
| Feb10 |
091223 |
64.725 |
65.830 |
64.725 |
65.680 |
+0.930 |
8,628 |
74,253 |
+201 |
| Apr10 |
091223 |
69.200 |
70.200 |
69.135 |
70.135 |
+1.055 |
2,127 |
46,607 |
-259 |
| May10 |
091223 |
74.300 |
75.200 |
74.100 |
75.150 |
+0.550 |
108 |
3,113 |
-13 |
| Jun10 |
091223 |
76.975 |
78.200 |
76.975 |
78.080 |
+1.105 |
1,291 |
25,422 |
-71 |
| Jul10 |
091223 |
76.300 |
77.250 |
76.225 |
76.830 |
+0.780 |
197 |
9,007 |
-72 |
| Aug10 |
091223 |
75.500 |
76.385 |
75.450 |
76.385 |
+1.205 |
441 |
6,551 |
+116 |
| Oct10 |
091223 |
66.950 |
67.450 |
66.750 |
67.200 |
+0.700 |
72 |
3,391 |
+22 |
| Dec10 |
091223 |
65.850 |
66.700 |
65.850 |
66.700 |
+0.700 |
2 |
1,965 |
+2 |
| Total Volume and Open Interest |
12,866 |
170,491 |
-74 |
| Pork Bellies(CME) |
| Feb10 |
091223 |
88.000 |
88.500 |
87.900 |
87.900 |
-0.200 |
52 |
314 |
+16 |
| Mar10 |
091223 |
87.000 |
88.500 |
87.000 |
87.000 |
unch |
0 |
87 |
+0 |
| May10 |
091223 |
90.000 |
90.200 |
90.000 |
90.000 |
unch |
1 |
116 |
+0 |
| Jul10 |
091223 |
89.700 |
89.700 |
89.700 |
89.700 |
+0.200 |
0 |
20 |
+0 |
| Aug10 |
091223 |
85.000 |
85.000 |
85.000 |
85.000 |
unch |
0 |
15 |
+0 |
| Total Volume and Open Interest |
53 |
552 |
+16 |
| Class III Milk(CME) |
| Dec09 |
091223 |
14.84 |
14.84 |
14.84 |
14.84 |
unch |
56 |
4,793 |
-45 |
| Jan10 |
091223 |
14.50 |
14.58 |
14.26 |
14.27 |
-0.31 |
473 |
3,981 |
-27 |
| Feb10 |
091223 |
14.34 |
14.38 |
14.16 |
14.18 |
-0.30 |
385 |
3,659 |
+54 |
| Mar10 |
091223 |
14.79 |
14.89 |
14.60 |
14.60 |
-0.29 |
246 |
2,569 |
+27 |
| Apr10 |
091223 |
15.02 |
15.09 |
14.76 |
14.78 |
-0.31 |
167 |
1,778 |
+24 |
| Total Volume and Open Interest |
1,666 |
25,868 |
+141 |
| Cocoa(ICE) |
| Mar10 |
091223 |
3275 |
3290 |
3246 |
3251 |
-14 |
5,316 |
72,236 |
-1,068 |
| May10 |
091223 |
3279 |
3289 |
3269 |
3270 |
-13 |
621 |
24,219 |
+96 |
| Jul10 |
091223 |
3275 |
3288 |
3270 |
3270 |
-12 |
53 |
8,646 |
+53 |
| Sep10 |
091223 |
3283 |
3283 |
3276 |
3276 |
-11 |
67 |
5,843 |
+32 |
| Dec10 |
091223 |
3268 |
3268 |
3259 |
3259 |
-12 |
67 |
4,718 |
+6 |
| Mar11 |
091223 |
3255 |
3255 |
3249 |
3249 |
-19 |
21 |
7,861 |
+4 |
| May11 |
091223 |
3260 |
3260 |
3260 |
3260 |
-19 |
1 |
4,221 |
+0 |
| Total Volume and Open Interest |
6,148 |
129,980 |
-876 |
| Coffee "C"(ICE) |
| Mar10 |
091223 |
142.30 |
143.40 |
141.05 |
142.65 |
+0.20 |
10,898 |
83,002 |
-1,630 |
| May10 |
091223 |
144.00 |
145.15 |
142.85 |
144.40 |
+0.20 |
1,057 |
25,519 |
-17 |
| Jul10 |
091223 |
144.50 |
146.00 |
144.50 |
145.75 |
+0.30 |
261 |
5,534 |
-25 |
| Sep10 |
091223 |
146.70 |
147.20 |
145.45 |
147.00 |
+0.45 |
233 |
6,510 |
+6 |
| Dec10 |
091223 |
148.00 |
148.85 |
147.75 |
148.85 |
+0.70 |
167 |
6,934 |
+78 |
| Mar11 |
091223 |
150.35 |
150.35 |
150.35 |
150.35 |
+0.75 |
12 |
2,073 |
+11 |
| Total Volume and Open Interest |
12,696 |
130,027 |
-1,509 |
| Orange Juice(ICE) |
| Jan10 |
091223 |
132.35 |
132.35 |
129.50 |
132.25 |
-0.60 |
1,343 |
2,058 |
-1,162 |
| Mar10 |
091223 |
135.60 |
136.35 |
133.10 |
135.65 |
-0.70 |
2,353 |
24,793 |
+918 |
| May10 |
091223 |
137.80 |
139.05 |
137.05 |
138.75 |
-0.70 |
85 |
5,097 |
+21 |
| Jul10 |
091223 |
140.25 |
141.00 |
140.25 |
141.00 |
-0.70 |
2 |
1,709 |
+1 |
| Sep10 |
091223 |
141.60 |
141.60 |
141.60 |
141.60 |
-0.70 |
0 |
596 |
+0 |
| Nov10 |
091223 |
141.00 |
142.50 |
141.00 |
142.20 |
-0.70 |
1 |
69 |
+0 |
| Total Volume and Open Interest |
3,784 |
34,557 |
-222 |
| Sugar #11(ICE) |
| Mar10 |
091223 |
26.54 |
26.71 |
26.11 |
26.50 |
unch |
49,364 |
347,221 |
+2,367 |
| May10 |
091223 |
25.06 |
25.15 |
24.61 |
24.93 |
-0.08 |
20,184 |
140,605 |
+2,653 |
| Jul10 |
091223 |
22.95 |
22.98 |
22.55 |
22.77 |
-0.14 |
14,200 |
131,038 |
+1,007 |
| Oct10 |
091223 |
21.78 |
21.79 |
21.40 |
21.71 |
-0.08 |
6,158 |
95,417 |
+868 |
| Mar11 |
091223 |
20.90 |
20.99 |
20.52 |
20.91 |
-0.06 |
3,376 |
51,421 |
-173 |
| Total Volume and Open Interest |
96,811 |
836,133 |
+7,349 |
| London Cocoa(LCE) |
| Mar10 |
091223 |
2239 |
2242 |
2228 |
2231 |
-8 |
3,945 |
59,428 |
-348 |
| May10 |
091223 |
2252 |
2258 |
2246 |
2248 |
-6 |
1,326 |
50,608 |
+285 |
| Jul10 |
091223 |
2224 |
2239 |
2223 |
2228 |
+1 |
893 |
22,613 |
+41 |
| Sep10 |
091223 |
2200 |
2207 |
2199 |
2199 |
+1 |
151 |
12,695 |
+71 |
| Dec10 |
091223 |
2168 |
2173 |
2167 |
2171 |
+3 |
326 |
9,027 |
+61 |
| Mar11 |
091223 |
2133 |
2133 |
2128 |
2128 |
+3 |
215 |
8,465 |
+15 |
| May11 |
091223 |
2122 |
2122 |
2122 |
2122 |
+3 |
0 |
1,186 |
+0 |
| Total Volume and Open Interest |
6,856 |
164,022 |
+125 |
| London Sugar(LCE) |
| Mar10 |
091223 |
682.90 |
688.00 |
675.30 |
684.40 |
+8.40 |
5,610 |
36,037 |
+444 |
| May10 |
091223 |
669.20 |
674.20 |
662.20 |
669.60 |
+6.50 |
1,876 |
19,434 |
+335 |
| Aug10 |
091223 |
626.20 |
629.10 |
617.90 |
621.70 |
+0.70 |
1,250 |
12,021 |
+183 |
| Oct10 |
091223 |
576.10 |
576.10 |
565.10 |
571.80 |
+1.30 |
159 |
5,085 |
+58 |
| Dec10 |
091223 |
545.00 |
550.10 |
545.00 |
547.00 |
+2.00 |
14 |
826 |
+9 |
| Total Volume and Open Interest |
8,945 |
73,714 |
+1,035 |
| Cotton(ICE) |
| Mar10 |
091223 |
73.94 |
74.06 |
73.35 |
73.90 |
+0.10 |
13,322 |
127,613 |
-4,055 |
| May10 |
091223 |
74.68 |
74.90 |
74.26 |
74.81 |
+0.10 |
1,157 |
20,111 |
+138 |
| Jul10 |
091223 |
75.39 |
75.50 |
75.08 |
75.40 |
+0.04 |
566 |
21,173 |
-104 |
| Oct10 |
091223 |
74.89 |
75.05 |
74.89 |
75.01 |
unch |
7 |
142 |
+3 |
| Dec10 |
091223 |
75.00 |
75.15 |
74.89 |
74.94 |
-0.13 |
332 |
14,137 |
-77 |
| Mar11 |
091223 |
76.54 |
76.56 |
76.54 |
76.54 |
-0.18 |
22 |
272 |
+21 |
| Total Volume and Open Interest |
15,410 |
184,215 |
-4,070 |
| Lumber(CME) |
| Jan10 |
091223 |
211.2 |
211.9 |
209.5 |
209.9 |
+0.2 |
294 |
2,181 |
-20 |
| Mar10 |
091223 |
237.7 |
239.6 |
237.4 |
238.3 |
+0.2 |
244 |
4,948 |
-3 |
| May10 |
091223 |
255.4 |
255.6 |
253.6 |
254.0 |
-1.7 |
14 |
1,317 |
-2 |
| Jul10 |
091223 |
262.2 |
262.8 |
262.0 |
262.0 |
unch |
2 |
221 |
+0 |
| Total Volume and Open Interest |
554 |
8,793 |
-25 |
| Crude Oil(NYM) |
| Feb10 |
091223 |
74.52 |
77.00 |
74.25 |
76.67 |
+2.27 |
196,830 |
275,173 |
-3,344 |
| Mar10 |
091223 |
75.19 |
77.58 |
74.92 |
77.25 |
+2.19 |
61,048 |
168,119 |
-580 |
| Apr10 |
091223 |
75.62 |
78.30 |
75.62 |
77.86 |
+2.12 |
15,168 |
47,375 |
+1,103 |
| May10 |
091223 |
76.30 |
78.68 |
76.30 |
78.43 |
+2.07 |
6,055 |
33,920 |
+983 |
| Jun10 |
091223 |
76.96 |
79.45 |
76.80 |
78.97 |
+2.03 |
14,701 |
105,996 |
-2,439 |
| Jul10 |
091223 |
77.66 |
79.68 |
77.66 |
79.51 |
+2.02 |
2,440 |
29,038 |
+534 |
| Aug10 |
091223 |
78.37 |
80.13 |
78.37 |
79.97 |
+2.01 |
1,308 |
15,223 |
-162 |
| Sep10 |
091223 |
78.67 |
80.50 |
78.67 |
80.41 |
+2.00 |
2,430 |
28,553 |
+146 |
| Oct10 |
091223 |
79.22 |
80.90 |
79.22 |
80.84 |
+1.99 |
1,501 |
14,915 |
+240 |
| Nov10 |
091223 |
79.70 |
81.37 |
79.70 |
81.32 |
+1.96 |
1,015 |
19,102 |
+55 |
| Dec10 |
091223 |
79.83 |
82.07 |
79.74 |
81.84 |
+1.93 |
9,989 |
139,045 |
-76 |
| Jan11 |
091223 |
81.50 |
82.21 |
81.50 |
82.21 |
+1.91 |
439 |
19,142 |
+131 |
| Feb11 |
091223 |
82.52 |
82.52 |
82.52 |
82.52 |
+1.89 |
188 |
8,072 |
-4 |
| Mar11 |
091223 |
82.87 |
82.87 |
82.87 |
82.87 |
+1.85 |
179 |
6,324 |
-64 |
| Apr11 |
091223 |
83.22 |
83.22 |
83.22 |
83.22 |
+1.79 |
103 |
9,113 |
+6 |
| May11 |
091223 |
83.50 |
83.50 |
83.50 |
83.50 |
+1.73 |
11 |
3,747 |
+1 |
| Total Volume and Open Interest |
317,073 |
1,159,333 |
-7,916 |
| 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 |
091223 |
74.500 |
77.000 |
74.275 |
76.675 |
+2.275 |
10,171 |
4,908 |
+244 |
| Mar10 |
091223 |
75.275 |
77.525 |
75.225 |
77.250 |
+2.200 |
984 |
1,055 |
+479 |
| Apr10 |
091223 |
75.725 |
78.000 |
75.650 |
77.850 |
+2.100 |
52 |
182 |
+29 |
| May10 |
091223 |
78.050 |
78.425 |
78.050 |
78.425 |
+2.075 |
1 |
4 |
+0 |
| Jun10 |
091223 |
76.950 |
78.975 |
76.950 |
78.975 |
+2.025 |
0 |
13 |
+0 |
| Jul10 |
091223 |
79.500 |
79.500 |
79.500 |
79.500 |
+2.000 |
0 |
8 |
+0 |
| Aug10 |
091223 |
79.975 |
79.975 |
79.975 |
79.975 |
+2.025 |
0 |
3 |
+0 |
| Sep10 |
091223 |
80.400 |
80.400 |
80.400 |
80.400 |
+2.000 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
11,212 |
6,274 |
+752 |
| Heating Oil(NYM) |
| Jan10 |
091223 |
195.40 |
203.80 |
195.10 |
201.18 |
+6.32 |
24,715 |
29,041 |
-5,424 |
| Feb10 |
091223 |
197.02 |
205.93 |
197.02 |
203.29 |
+6.29 |
34,746 |
73,617 |
+4,112 |
| Mar10 |
091223 |
199.45 |
206.56 |
198.85 |
204.64 |
+6.15 |
9,241 |
47,126 |
+917 |
| Apr10 |
091223 |
199.81 |
206.01 |
199.81 |
205.14 |
+6.02 |
4,157 |
25,939 |
+704 |
| May10 |
091223 |
200.60 |
207.19 |
200.60 |
205.83 |
+5.94 |
4,128 |
17,497 |
+82 |
| Jun10 |
091223 |
201.37 |
208.82 |
201.32 |
206.61 |
+5.85 |
6,700 |
35,409 |
+767 |
| Jul10 |
091223 |
204.69 |
208.20 |
204.69 |
208.20 |
+5.85 |
855 |
9,999 |
+213 |
| Aug10 |
091223 |
207.11 |
209.98 |
207.03 |
209.98 |
+5.74 |
474 |
4,198 |
+54 |
| Sep10 |
091223 |
209.64 |
212.28 |
209.64 |
212.28 |
+5.69 |
577 |
7,753 |
-63 |
| Oct10 |
091223 |
212.15 |
214.71 |
212.15 |
214.71 |
+5.62 |
165 |
5,652 |
-3 |
| Nov10 |
091223 |
214.74 |
217.08 |
214.65 |
217.08 |
+5.57 |
938 |
6,394 |
+332 |
| Dec10 |
091223 |
217.06 |
220.06 |
217.06 |
219.48 |
+5.52 |
2,685 |
18,730 |
-724 |
| Total Volume and Open Interest |
90,026 |
307,202 |
+725 |
| Gasoline(NYMEX) |
| Jan10 |
091223 |
190.00 |
197.14 |
189.69 |
196.66 |
+7.78 |
20,357 |
25,971 |
-3,234 |
| Feb10 |
091223 |
192.02 |
199.29 |
191.88 |
198.68 |
+7.42 |
23,864 |
67,538 |
+994 |
| Mar10 |
091223 |
194.52 |
201.00 |
194.04 |
200.65 |
+7.04 |
8,033 |
43,502 |
+226 |
| Apr10 |
091223 |
205.62 |
212.08 |
205.47 |
211.57 |
+6.52 |
3,044 |
29,108 |
+472 |
| May10 |
091223 |
206.95 |
212.70 |
206.95 |
212.37 |
+6.31 |
1,361 |
11,715 |
-34 |
| Jun10 |
091223 |
207.84 |
213.75 |
207.01 |
213.01 |
+6.11 |
2,111 |
14,553 |
+175 |
| Jul10 |
091223 |
210.01 |
213.10 |
210.01 |
213.10 |
+6.02 |
559 |
5,909 |
+87 |
| Aug10 |
091223 |
213.00 |
213.00 |
213.00 |
213.00 |
+5.94 |
418 |
5,878 |
+24 |
| Sep10 |
091223 |
212.38 |
212.38 |
212.38 |
212.38 |
+5.96 |
447 |
5,646 |
+201 |
| Oct10 |
091223 |
200.95 |
202.73 |
200.75 |
202.73 |
+5.87 |
120 |
2,776 |
+8 |
| Total Volume and Open Interest |
60,519 |
234,009 |
-1,101 |
| e-miNY RBOB Gasoline(NYM) |
| Jan10 |
091223 |
196.70 |
196.70 |
196.66 |
196.70 |
+7.80 |
0 |
3 |
+0 |
| Feb10 |
091223 |
198.70 |
198.70 |
198.68 |
198.70 |
+7.40 |
|
|
|
| Mar10 |
091223 |
200.70 |
200.70 |
200.65 |
200.70 |
+7.10 |
|
|
|
| Apr10 |
091223 |
211.60 |
211.60 |
211.57 |
211.60 |
+6.50 |
|
|
|
| Total Volume and Open Interest |
0 |
3 |
+0 |
| Natural Gas(NYM) |
| Jan10 |
091223 |
5.732 |
5.850 |
5.598 |
5.821 |
+0.106 |
86,495 |
35,603 |
-6,903 |
| Feb10 |
091223 |
5.800 |
5.906 |
5.659 |
5.884 |
+0.112 |
53,711 |
107,136 |
+1,689 |
| Mar10 |
091223 |
5.757 |
5.873 |
5.632 |
5.852 |
+0.118 |
29,540 |
124,265 |
+426 |
| Apr10 |
091223 |
5.718 |
5.830 |
5.610 |
5.811 |
+0.108 |
15,906 |
75,906 |
+1,412 |
| May10 |
091223 |
5.649 |
5.850 |
5.642 |
5.830 |
+0.105 |
7,029 |
36,679 |
-72 |
| Jun10 |
091223 |
5.793 |
5.895 |
5.695 |
5.878 |
+0.098 |
3,349 |
23,112 |
+456 |
| Jul10 |
091223 |
5.783 |
5.952 |
5.760 |
5.948 |
+0.096 |
2,802 |
18,107 |
+720 |
| Aug10 |
091223 |
5.879 |
6.025 |
5.835 |
6.011 |
+0.089 |
2,155 |
27,447 |
+411 |
| Sep10 |
091223 |
5.870 |
6.045 |
5.860 |
6.041 |
+0.087 |
2,570 |
18,760 |
-1,106 |
| Oct10 |
091223 |
6.020 |
6.158 |
5.970 |
6.146 |
+0.079 |
9,902 |
41,928 |
+2,228 |
| Nov10 |
091223 |
6.303 |
6.444 |
6.260 |
6.431 |
+0.079 |
1,310 |
10,613 |
+241 |
| Dec10 |
091223 |
6.608 |
6.741 |
6.583 |
6.741 |
+0.064 |
2,595 |
21,325 |
-304 |
| Jan11 |
091223 |
6.825 |
6.963 |
6.800 |
6.961 |
+0.064 |
3,106 |
20,594 |
+79 |
| Feb11 |
091223 |
6.793 |
6.921 |
6.770 |
6.921 |
+0.054 |
171 |
7,633 |
+80 |
| Mar11 |
091223 |
6.621 |
6.751 |
6.615 |
6.731 |
+0.044 |
1,284 |
18,020 |
+92 |
| Apr11 |
091223 |
6.003 |
6.095 |
6.003 |
6.086 |
+0.009 |
732 |
14,821 |
+90 |
| Total Volume and Open Interest |
223,882 |
703,814 |
-154 |
| Brent Crude Oil(ICE) |
| Feb10 |
091223 |
73.61 |
75.66 |
73.24 |
75.45 |
+1.99 |
96,803 |
193,145 |
-732 |
| Mar10 |
091223 |
74.20 |
76.34 |
73.94 |
76.15 |
+1.99 |
34,625 |
126,171 |
+2,060 |
| Apr10 |
091223 |
75.00 |
77.05 |
74.78 |
76.85 |
+1.97 |
16,392 |
53,312 |
+944 |
| May10 |
091223 |
75.62 |
77.62 |
75.58 |
77.49 |
+1.93 |
5,140 |
26,942 |
+1,620 |
| Jun10 |
091223 |
76.06 |
78.24 |
76.06 |
78.11 |
+1.89 |
5,918 |
58,324 |
+377 |
| Jul10 |
091223 |
76.67 |
78.79 |
76.67 |
78.65 |
+1.84 |
1,690 |
16,920 |
+157 |
| Aug10 |
091223 |
77.21 |
79.29 |
77.21 |
79.17 |
+1.78 |
1,055 |
10,464 |
+215 |
| Sep10 |
091223 |
77.76 |
79.73 |
77.76 |
79.69 |
+1.73 |
891 |
7,636 |
-53 |
| Oct10 |
091223 |
78.34 |
80.24 |
78.34 |
80.24 |
+1.70 |
581 |
12,792 |
-19 |
| Nov10 |
091223 |
81.00 |
81.00 |
80.79 |
80.79 |
+1.67 |
577 |
10,279 |
-157 |
| Dec10 |
091223 |
79.54 |
81.43 |
79.50 |
81.35 |
+1.65 |
4,673 |
74,730 |
-205 |
| Jan11 |
091223 |
81.84 |
81.84 |
81.84 |
81.84 |
+1.62 |
114 |
8,935 |
-14 |
| Feb11 |
091223 |
82.32 |
82.32 |
82.32 |
82.32 |
+1.60 |
67 |
4,711 |
-9 |
| Mar11 |
091223 |
82.79 |
82.79 |
82.79 |
82.79 |
+1.57 |
68 |
4,507 |
-18 |
| Total Volume and Open Interest |
170,193 |
703,879 |
+4,387 |
| Gas Oil(ICE) |
| Jan10 |
091223 |
595.00 |
613.25 |
593.50 |
611.00 |
+24.25 |
39,546 |
109,218 |
-1,569 |
| Feb10 |
091223 |
602.50 |
620.25 |
600.50 |
617.75 |
+23.25 |
35,983 |
93,656 |
-1,325 |
| Mar10 |
091223 |
610.75 |
627.00 |
607.75 |
624.50 |
+22.50 |
9,421 |
49,149 |
+1,011 |
| Apr10 |
091223 |
618.00 |
633.50 |
615.75 |
630.75 |
+22.00 |
4,401 |
30,578 |
+133 |
| May10 |
091223 |
624.50 |
640.25 |
623.00 |
637.75 |
+22.00 |
2,900 |
24,054 |
-480 |
| Jun10 |
091223 |
631.50 |
646.50 |
630.00 |
644.75 |
+22.00 |
6,321 |
45,854 |
+583 |
| Jul10 |
091223 |
640.00 |
653.75 |
637.50 |
652.00 |
+22.00 |
1,417 |
16,876 |
+87 |
| Aug10 |
091223 |
647.25 |
661.25 |
644.75 |
658.75 |
+21.75 |
491 |
18,971 |
-19 |
| Sep10 |
091223 |
651.50 |
666.75 |
651.25 |
665.25 |
+21.25 |
538 |
18,894 |
+86 |
| Oct10 |
091223 |
657.75 |
672.75 |
657.75 |
671.25 |
+21.25 |
561 |
11,247 |
-1 |
| Total Volume and Open Interest |
105,936 |
543,799 |
-1,640 |
| Ethanol(CBOT) |
| Dec09 |
091203 |
2.135 |
2.135 |
2.130 |
2.130 |
unch |
8 |
263 |
-4 |
| Jan10 |
091223 |
1.860 |
1.872 |
1.856 |
1.862 |
+0.016 |
81 |
546 |
+0 |
| Feb10 |
091223 |
1.850 |
1.854 |
1.840 |
1.850 |
+0.023 |
70 |
934 |
+36 |
| Mar10 |
091223 |
1.831 |
1.841 |
1.831 |
1.838 |
+0.016 |
143 |
1,326 |
+88 |
| Apr10 |
091223 |
1.825 |
1.837 |
1.825 |
1.834 |
+0.017 |
123 |
988 |
+60 |
| May10 |
091223 |
1.825 |
1.836 |
1.825 |
1.833 |
+0.026 |
15 |
433 |
-9 |
| Jun10 |
091223 |
1.820 |
1.834 |
1.820 |
1.827 |
+0.030 |
15 |
361 |
+5 |
| Jul10 |
091223 |
1.815 |
1.833 |
1.814 |
1.821 |
+0.025 |
14 |
433 |
+5 |
| Total Volume and Open Interest |
511 |
7,420 |
+214 |
| US Dollar Index(ICE) |
| Mar10 |
091223 |
78.610 |
78.705 |
78.075 |
78.230 |
-0.380 |
15,587 |
54,867 |
-1,110 |
| Jun10 |
091223 |
78.825 |
78.850 |
78.525 |
78.590 |
-0.405 |
15 |
4,924 |
+4 |
| Sep10 |
091223 |
78.590 |
78.590 |
78.590 |
78.590 |
-0.405 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
15,602 |
59,792 |
-1,106 |
| Australian Dollar(CME) |
| Mar10 |
091223 |
86.76 |
87.46 |
86.65 |
87.29 |
+0.33 |
44,348 |
94,003 |
-396 |
| Jun10 |
091223 |
86.02 |
86.48 |
85.79 |
86.39 |
+0.33 |
40 |
167 |
+16 |
| Sep10 |
091223 |
85.48 |
85.48 |
85.15 |
85.48 |
+0.33 |
1 |
18 |
+1 |
| Total Volume and Open Interest |
44,389 |
94,188 |
-379 |
| British Pound(CME) |
| Mar10 |
091223 |
159.56 |
159.89 |
159.17 |
159.44 |
-0.16 |
72,694 |
73,594 |
+2,076 |
| Jun10 |
091223 |
159.51 |
159.78 |
159.12 |
159.36 |
-0.16 |
79 |
415 |
+43 |
| Sep10 |
091223 |
159.28 |
159.44 |
159.28 |
159.28 |
-0.16 |
0 |
71 |
+0 |
| Total Volume and Open Interest |
72,773 |
74,083 |
+2,119 |
| Canadian Dollar(CME) |
| Mar10 |
091223 |
94.61 |
95.56 |
94.53 |
95.43 |
+0.70 |
55,808 |
77,110 |
+4,161 |
| Jun10 |
091223 |
94.60 |
95.50 |
94.55 |
95.42 |
+0.70 |
68 |
1,190 |
-52 |
| Sep10 |
091223 |
95.31 |
95.50 |
94.69 |
95.39 |
+0.70 |
42 |
609 |
+0 |
| Dec10 |
091223 |
95.31 |
95.33 |
94.61 |
95.31 |
+0.70 |
33 |
457 |
+1 |
| Total Volume and Open Interest |
55,967 |
79,423 |
+4,126 |
| Japanese Yen(CME) |
| Mar10 |
091223 |
108.98 |
109.56 |
108.88 |
109.10 |
+0.10 |
67,017 |
92,764 |
+2,216 |
| Jun10 |
091223 |
109.29 |
109.61 |
109.09 |
109.19 |
+0.10 |
20 |
258 |
-9 |
| Sep10 |
091223 |
109.35 |
109.50 |
109.25 |
109.35 |
+0.10 |
75 |
180 |
+75 |
| Total Volume and Open Interest |
67,112 |
93,224 |
+2,282 |
| Swiss Franc(CME) |
| Mar10 |
091223 |
95.41 |
96.59 |
95.30 |
96.27 |
+0.81 |
28,812 |
34,170 |
+1,630 |
| Jun10 |
091223 |
95.69 |
96.63 |
95.54 |
96.35 |
+0.81 |
0 |
26 |
+0 |
| Sep10 |
091223 |
96.72 |
96.72 |
95.65 |
96.46 |
+0.81 |
|
|
|
| Total Volume and Open Interest |
28,812 |
34,198 |
+1,630 |
| EuroFX(CME) |
| Mar10 |
091223 |
142.51 |
143.65 |
142.32 |
143.34 |
+0.82 |
176,316 |
132,917 |
+2,911 |
| Jun10 |
091223 |
142.51 |
143.60 |
142.32 |
143.29 |
+0.82 |
207 |
1,017 |
+18 |
| Sep10 |
091223 |
143.19 |
143.19 |
142.37 |
143.19 |
+0.82 |
1 |
655 |
+1 |
| Total Volume and Open Interest |
176,524 |
134,600 |
+2,930 |
| Mexican Peso(CME) |
| Jan10 |
091223 |
772.0 |
774.5 |
772.0 |
772.0 |
-2.5 |
|
|
|
| Feb10 |
091223 |
770.5 |
773.0 |
770.5 |
770.5 |
-2.5 |
0 |
3 |
+0 |
| Total Volume and Open Interest |
14,484 |
103,531 |
-2,281 |
| 30-Year T-Bonds(CBOT) |
| Mar10 |
091223 |
116~000 |
116~210 |
115~250 |
115~300 |
-0~050 |
182,778 |
673,383 |
+2,455 |
| Jun10 |
091223 |
114~140 |
114~190 |
114~140 |
114~140 |
-0~050 |
10 |
152 |
+54 |
| Sep10 |
091223 |
112~300 |
113~030 |
112~300 |
112~300 |
-0~050 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
182,788 |
673,536 |
+2,509 |
| 10-Year T-Notes(CBOT) |
| Mar10 |
091223 |
116~060 |
116~170 |
115~285 |
116~040 |
-0~035 |
582,318 |
1,167,605 |
+3,931 |
| Jun10 |
091223 |
114~230 |
114~265 |
114~230 |
114~230 |
-0~035 |
0 |
29 |
+0 |
| Sep10 |
091223 |
113~100 |
113~135 |
113~100 |
113~100 |
-0~035 |
|
|
|
| Total Volume and Open Interest |
582,318 |
1,167,634 |
+3,931 |
| 5-Year T-Notes(CBOT) |
| Mar10 |
091223 |
115~019 |
115~043 |
114~121 |
115~005 |
-0~019 |
262,412 |
799,977 |
-553 |
| Jun10 |
091223 |
113~117 |
114~008 |
113~117 |
113~117 |
-0~019 |
0 |
2 |
+0 |
| Sep10 |
091223 |
112~101 |
112~120 |
112~101 |
112~101 |
-0~019 |
|
|
|
| Total Volume and Open Interest |
266,315 |
815,064 |
-2,083 |
| 2 Year T-Notes(CBOT) |
| Mar10 |
091223 |
108~060 |
108~072 |
108~055 |
108~058 |
-0~004 |
175,063 |
869,067 |
-4,346 |
| Jun10 |
091223 |
107~116 |
107~120 |
107~116 |
107~116 |
-0~004 |
28 |
7,960 |
+23 |
| Sep10 |
091223 |
107~046 |
107~050 |
107~046 |
107~046 |
-0~004 |
|
|
|
| Total Volume and Open Interest |
175,740 |
886,037 |
-4,418 |
| Eurodollars(CME) |
| Mar10 |
091223 |
99.645 |
99.650 |
99.635 |
99.640 |
unch |
104,503 |
1,155,263 |
+17,477 |
| Jun10 |
091223 |
99.400 |
99.415 |
99.380 |
99.385 |
-0.015 |
136,558 |
882,333 |
-10,050 |
| Sep10 |
091223 |
99.055 |
99.080 |
99.025 |
99.030 |
-0.020 |
166,807 |
697,385 |
-29,745 |
| Dec10 |
091223 |
98.655 |
98.710 |
98.630 |
98.640 |
-0.020 |
188,091 |
781,772 |
-13,453 |
| Mar11 |
091223 |
98.265 |
98.325 |
98.235 |
98.250 |
-0.015 |
223,577 |
521,572 |
-17,257 |
| Jun11 |
091223 |
97.870 |
97.940 |
97.840 |
97.865 |
-0.010 |
162,012 |
542,046 |
-13,887 |
| Sep11 |
091223 |
97.510 |
97.580 |
97.485 |
97.510 |
-0.010 |
121,346 |
485,915 |
-10,221 |
| Dec11 |
091223 |
97.175 |
97.250 |
97.150 |
97.180 |
-0.010 |
97,125 |
307,000 |
-3,253 |
| Mar12 |
091223 |
96.880 |
96.950 |
96.855 |
96.890 |
-0.005 |
45,409 |
232,616 |
+2,172 |
| Jun12 |
091223 |
96.595 |
96.670 |
96.565 |
96.605 |
-0.005 |
46,831 |
194,272 |
+159 |
| Sep12 |
091223 |
96.340 |
96.415 |
96.305 |
96.350 |
-0.005 |
31,040 |
111,453 |
-552 |
| Dec12 |
091223 |
96.095 |
96.170 |
96.065 |
96.110 |
unch |
29,706 |
98,509 |
+1,151 |
| Mar13 |
091223 |
95.900 |
95.990 |
95.895 |
95.930 |
unch |
10,103 |
60,869 |
+306 |
| Jun13 |
091223 |
95.750 |
95.815 |
95.750 |
95.760 |
+0.005 |
8,271 |
58,390 |
-1,321 |
| Sep13 |
091223 |
95.565 |
95.650 |
95.530 |
95.595 |
+0.005 |
5,467 |
58,715 |
-576 |
| Dec13 |
091223 |
95.375 |
95.480 |
95.375 |
95.430 |
+0.005 |
3,884 |
37,667 |
-442 |
| Mar14 |
091223 |
95.270 |
95.355 |
95.270 |
95.305 |
+0.005 |
2,435 |
31,813 |
-215 |
| Jun14 |
091223 |
95.165 |
95.230 |
95.165 |
95.185 |
+0.010 |
2,108 |
27,525 |
+294 |
| Total Volume and Open Interest |
1,400,979 |
6,519,423 |
-76,502 |
| 30 Day Federal Funds(CBOT) |
| Dec09 |
091223 |
99.875 |
99.878 |
99.872 |
99.875 |
+0.003 |
358 |
75,005 |
+36 |
| Jan10 |
091223 |
99.860 |
99.865 |
99.860 |
99.860 |
unch |
1,305 |
64,357 |
+710 |
| Feb10 |
091223 |
99.835 |
99.845 |
99.830 |
99.835 |
+0.005 |
2,676 |
89,214 |
+522 |
| Mar10 |
091223 |
99.810 |
99.820 |
99.805 |
99.810 |
unch |
4,583 |
57,109 |
-1,556 |
| Apr10 |
091223 |
99.795 |
99.800 |
99.785 |
99.795 |
+0.005 |
2,635 |
61,207 |
-799 |
| May10 |
091223 |
99.745 |
99.755 |
99.730 |
99.750 |
+0.005 |
1,954 |
54,482 |
+593 |
| Total Volume and Open Interest |
23,260 |
537,056 |
+911 |
| 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 |
091223 |
99.625 |
99.625 |
99.625 |
99.625 |
-0.020 |
0 |
433 |
+0 |
| Jun10 |
091223 |
99.660 |
99.660 |
99.660 |
99.660 |
-0.020 |
0 |
80 |
+0 |
| Sep10 |
091223 |
99.680 |
99.680 |
99.680 |
99.680 |
-0.020 |
0 |
230 |
+0 |
| Dec10 |
091223 |
99.670 |
99.670 |
99.670 |
99.670 |
-0.020 |
0 |
242 |
+0 |
| Mar11 |
091223 |
99.585 |
99.585 |
99.585 |
99.585 |
-0.020 |
|
|
|
| Jun11 |
091223 |
99.560 |
99.560 |
99.560 |
99.560 |
-0.020 |
|
|
|
| Sep11 |
091223 |
99.560 |
99.560 |
99.560 |
99.560 |
-0.020 |
|
|
|
| Dec11 |
091223 |
99.365 |
99.365 |
99.365 |
99.365 |
-0.020 |
|
|
|
| Mar12 |
091223 |
99.330 |
99.330 |
99.330 |
99.330 |
unch |
|
|
|
| Jun12 |
091223 |
99.380 |
99.380 |
99.380 |
99.380 |
unch |
|
|
|
| Total Volume and Open Interest |
0 |
985 |
+0 |
| 3-Mth Euro-Yen(SGX) |
| Mar10 |
091223 |
99.62 |
99.62 |
99.62 |
99.62 |
unch |
20 |
3,743 |
+0 |
| Jun10 |
091223 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
1,729 |
+0 |
| Sep10 |
091223 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
1,591 |
+0 |
| Dec10 |
091223 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
1,281 |
+0 |
| Mar11 |
091223 |
99.58 |
99.58 |
99.58 |
99.58 |
unch |
0 |
662 |
+0 |
| Jun11 |
091223 |
99.56 |
99.56 |
99.56 |
99.56 |
unch |
0 |
52 |
+0 |
| Sep11 |
091223 |
99.56 |
99.56 |
99.56 |
99.56 |
unch |
0 |
51 |
+0 |
| Dec11 |
091223 |
99.36 |
99.36 |
99.36 |
99.36 |
unch |
0 |
101 |
+0 |
| Total Volume and Open Interest |
20 |
10,581 |
+0 |
| Japanese Gov't Bonds(SGX) |
| Mar10 |
091222 |
140.27 |
140.30 |
140.00 |
140.01 |
-0.31 |
1,017 |
19,457 |
+122 |
| Jun10 |
091222 |
140.01 |
140.01 |
140.01 |
140.01 |
-0.31 |
|
|
|
| Sep10 |
091222 |
140.01 |
140.01 |
140.01 |
140.01 |
-0.31 |
|
|
|
| Total Volume and Open Interest |
1,017 |
19,457 |
+122 |
| Euro-Bund(EUREX) |
| Mar10 |
091223 |
122.13 |
122.34 |
121.68 |
121.89 |
-0.47 |
424,446 |
852,040 |
-15,738 |
| Jun10 |
091223 |
120.84 |
120.86 |
120.39 |
120.51 |
-0.49 |
218 |
54 |
+4 |
| Sep10 |
091223 |
120.09 |
120.09 |
120.09 |
120.09 |
-0.47 |
|
|
|
| Total Volume and Open Interest |
424,664 |
852,094 |
-15,734 |
| Euro-Bobl(EUREX) |
| Mar10 |
091223 |
116.48 |
116.62 |
116.20 |
116.34 |
-0.24 |
242,698 |
701,842 |
+9,106 |
| Jun10 |
091223 |
114.76 |
114.84 |
114.76 |
114.84 |
-0.24 |
3 |
5 |
-2 |
| Sep10 |
091223 |
114.64 |
114.64 |
114.64 |
114.64 |
-0.24 |
|
|
|
| Total Volume and Open Interest |
242,701 |
701,847 |
+9,104 |
| 3-Mth Euribor(EUREX) |
| Dec09 |
091214 |
99.285 |
99.290 |
99.285 |
99.285 |
unch |
135 |
8,689 |
-127 |
| Mar10 |
091223 |
99.225 |
99.240 |
99.225 |
99.235 |
+0.015 |
133 |
12,172 |
-11 |
| Jun10 |
091223 |
98.915 |
98.935 |
98.915 |
98.925 |
+0.005 |
12 |
7,464 |
-33 |
| Total Volume and Open Interest |
199 |
25,794 |
-58 |
| Long Gilt(LIFFE) |
| Dec09 |
091223 |
116~18 |
116~19 |
116~03 |
116~04 |
-0~21 |
284 |
7,484 |
-284 |
| Mar10 |
091223 |
115~03 |
115~10 |
114~11 |
114~18 |
-0~22 |
48,965 |
220,442 |
+2,772 |
| Total Volume and Open Interest |
49,249 |
227,926 |
+2,488 |
| 3-Mth Short Sterling(LIFFE) |
| Mar10 |
091223 |
99.31 |
99.32 |
99.27 |
99.31 |
+0.01 |
26,972 |
360,661 |
+2,928 |
| Jun10 |
091223 |
99.01 |
99.04 |
98.97 |
99.03 |
+0.01 |
47,780 |
382,087 |
-4,862 |
| Sep10 |
091223 |
98.60 |
98.63 |
98.55 |
98.61 |
+0.01 |
59,819 |
312,491 |
+4,662 |
| Dec10 |
091223 |
98.10 |
98.13 |
98.05 |
98.11 |
+0.01 |
67,295 |
294,463 |
-8,600 |
| Mar11 |
091223 |
97.66 |
97.68 |
97.61 |
97.65 |
-0.01 |
78,454 |
283,329 |
+588 |
| Jun11 |
091223 |
97.24 |
97.25 |
97.19 |
97.22 |
-0.02 |
54,832 |
159,513 |
+1,270 |
| Total Volume and Open Interest |
415,605 |
2,184,629 |
+1,213 |
| 3-Mth Euribor(LIFFE) |
| Mar10 |
091223 |
99.220 |
99.245 |
99.215 |
99.235 |
+0.015 |
69,966 |
738,808 |
+659 |
| Jun10 |
091223 |
98.915 |
98.940 |
98.905 |
98.925 |
+0.005 |
72,270 |
744,871 |
+8,544 |
| Sep10 |
091223 |
98.605 |
98.635 |
98.595 |
98.610 |
unch |
70,619 |
583,397 |
+5,133 |
| Total Volume and Open Interest |
397,567 |
3,510,187 |
+20,119 |
| 3-Mth Aus T-Bills(SFE) |
| Mar10 |
091223 |
95.60 |
95.63 |
95.58 |
95.61 |
unch |
7,789 |
278,487 |
+2,632 |
| Jun10 |
091223 |
95.26 |
95.30 |
95.25 |
95.27 |
-0.01 |
2,962 |
163,365 |
+1,279 |
| Sep10 |
091223 |
95.01 |
95.04 |
94.99 |
95.01 |
-0.01 |
2,133 |
90,170 |
+486 |
| Dec10 |
091223 |
94.79 |
94.82 |
94.78 |
94.80 |
-0.01 |
2,121 |
74,037 |
+269 |
| Mar11 |
091223 |
94.60 |
94.62 |
94.58 |
94.58 |
-0.02 |
1,101 |
27,722 |
+206 |
| Jun11 |
091223 |
94.41 |
94.44 |
94.39 |
94.41 |
-0.01 |
1,498 |
22,464 |
+634 |
| Sep11 |
091223 |
94.30 |
94.31 |
94.25 |
94.27 |
-0.02 |
707 |
16,804 |
-7 |
| Dec11 |
091223 |
94.17 |
94.22 |
94.17 |
94.17 |
-0.03 |
423 |
7,932 |
-101 |
| Mar12 |
091223 |
94.11 |
94.11 |
94.11 |
94.11 |
-0.02 |
0 |
3,005 |
+0 |
| Jun12 |
091223 |
94.07 |
94.07 |
94.07 |
94.07 |
-0.03 |
0 |
1,186 |
+0 |
| Total Volume and Open Interest |
18,734 |
685,957 |
+5,398 |
| 10-Year Aus T-Bonds(SFE) |
| Mar10 |
091223 |
94.38 |
94.42 |
94.32 |
94.34 |
-0.06 |
18,298 |
298,538 |
+1,298 |
| Jun10 |
091223 |
94.34 |
94.34 |
94.34 |
94.34 |
-0.06 |
|
|
|
| Total Volume and Open Interest |
18,298 |
298,538 |
+1,298 |
| 3-Year Aus T-Bonds(SFE) |
| Mar10 |
091223 |
95.01 |
95.03 |
94.96 |
94.98 |
-0.05 |
31,546 |
380,042 |
-5,518 |
| Jun10 |
091223 |
94.98 |
94.98 |
94.98 |
94.98 |
-0.05 |
|
|
|
| Total Volume and Open Interest |
31,546 |
380,042 |
-5,518 |
| Gold(CMX) |
| Dec09 |
091223 |
1086.2 |
1094.6 |
1080.0 |
1093.3 |
+7.3 |
480 |
827 |
-57 |
| Feb10 |
091223 |
1085.1 |
1096.8 |
1080.1 |
1094.0 |
+7.3 |
182,486 |
325,781 |
-4,517 |
| Apr10 |
091223 |
1087.0 |
1097.9 |
1081.4 |
1095.2 |
+7.3 |
5,000 |
47,962 |
-156 |
| Jun10 |
091223 |
1090.0 |
1098.5 |
1082.9 |
1096.3 |
+7.4 |
2,660 |
32,567 |
-82 |
| Aug10 |
091223 |
1090.8 |
1097.4 |
1084.0 |
1097.4 |
+7.4 |
1,471 |
13,141 |
+870 |
| Oct10 |
091223 |
1098.4 |
1098.9 |
1098.4 |
1098.9 |
+7.4 |
541 |
4,085 |
-202 |
| Dec10 |
091223 |
1091.7 |
1102.6 |
1091.2 |
1100.8 |
+7.4 |
2,122 |
24,036 |
+740 |
| Feb11 |
091223 |
1103.3 |
1103.3 |
1103.3 |
1103.3 |
+7.5 |
434 |
3,605 |
+192 |
| Apr11 |
091223 |
1105.6 |
1106.1 |
1105.6 |
1106.1 |
+7.6 |
223 |
3,616 |
+151 |
| Jun11 |
091223 |
443.6 |
454.0 |
443.6 |
454.0 |
+7.8 |
139 |
7,621 |
+93 |
| Aug11 |
091223 |
1113.2 |
1113.2 |
1113.2 |
1113.2 |
+7.9 |
179 |
867 |
+157 |
| Oct11 |
091223 |
1117.4 |
1117.4 |
1117.4 |
1117.4 |
+7.9 |
252 |
604 |
+126 |
| Total Volume and Open Interest |
200,312 |
499,233 |
-3,196 |
| Silver(CMX) |
| Dec09 |
091223 |
1711.5 |
1717.5 |
1711.0 |
1717.5 |
+16.0 |
75 |
109 |
-46 |
| Mar10 |
091223 |
1699.5 |
1724.5 |
1687.0 |
1719.0 |
+16.0 |
30,559 |
77,352 |
-2,657 |
| May10 |
091223 |
1693.5 |
1724.5 |
1693.5 |
1721.2 |
+16.1 |
1,893 |
12,820 |
+984 |
| Jul10 |
091223 |
1706.5 |
1725.0 |
1706.5 |
1723.0 |
+16.1 |
122 |
8,425 |
-14 |
| Sep10 |
091223 |
1708.0 |
1724.8 |
1708.0 |
1724.8 |
+16.1 |
14 |
2,683 |
-6 |
| Dec10 |
091223 |
1713.0 |
1730.0 |
1700.0 |
1727.8 |
+16.1 |
440 |
9,576 |
+101 |
| Mar11 |
091223 |
1731.4 |
1731.4 |
1731.4 |
1731.4 |
+16.3 |
23 |
577 |
+18 |
| Total Volume and Open Interest |
33,699 |
122,294 |
-1,407 |
| Platinum(NYMEX) |
| Jan10 |
091223 |
1395.6 |
1428.1 |
1390.0 |
1426.8 |
+29.9 |
6,357 |
8,855 |
-3,187 |
| Apr10 |
091223 |
1401.3 |
1434.8 |
1396.0 |
1432.9 |
+30.0 |
5,525 |
23,309 |
+2,750 |
| Jul10 |
091223 |
1406.7 |
1436.1 |
1406.7 |
1436.1 |
+31.3 |
4 |
298 |
+1 |
| Oct10 |
091223 |
1439.2 |
1439.2 |
1439.2 |
1439.2 |
+31.3 |
0 |
13 |
+0 |
| Total Volume and Open Interest |
11,886 |
32,478 |
-436 |
| Palladium(NYMEX) |
| Dec09 |
091223 |
355.40 |
373.40 |
355.40 |
355.40 |
+3.25 |
20 |
17 |
-26 |
| Mar10 |
091223 |
356.45 |
362.50 |
354.50 |
357.35 |
+3.10 |
1,756 |
22,123 |
-250 |
| Jun10 |
091223 |
358.05 |
363.05 |
357.50 |
358.45 |
+3.10 |
18 |
206 |
+5 |
| Total Volume and Open Interest |
1,795 |
22,351 |
-270 |
| Copper(CMX) |
| Dec09 |
091223 |
312.80 |
318.65 |
312.55 |
318.45 |
+6.45 |
251 |
884 |
-52 |
| Mar10 |
091223 |
313.70 |
321.15 |
312.40 |
320.35 |
+6.55 |
13,307 |
107,094 |
-1,188 |
| May10 |
091223 |
315.70 |
322.25 |
315.70 |
321.80 |
+6.55 |
179 |
18,989 |
+28 |
| Jul10 |
091223 |
320.30 |
322.75 |
320.30 |
322.75 |
+6.50 |
11 |
6,767 |
+0 |
| Sep10 |
091223 |
323.30 |
323.30 |
322.50 |
323.30 |
+6.45 |
0 |
4,075 |
+0 |
| Total Volume and Open Interest |
14,087 |
145,637 |
-1,051 |
| DJIA Index(CBOT) |
| Mar10 |
091223 |
10410 |
10442 |
10377 |
10404 |
-4 |
234 |
8,116 |
+113 |
| Jun10 |
091223 |
10344 |
10351 |
10344 |
10344 |
-7 |
0 |
11 |
+0 |
| Sep10 |
091223 |
10284 |
10291 |
10284 |
10284 |
-7 |
|
|
|
| Dec10 |
091223 |
10234 |
10238 |
10234 |
10234 |
-4 |
|
|
|
| Total Volume and Open Interest |
234 |
8,127 |
+113 |
| S & P 500(CME) |
| Mar10 |
091223 |
1113.60 |
1119.70 |
1111.50 |
1115.60 |
+2.00 |
14,184 |
317,357 |
-1,809 |
| Jun10 |
091223 |
1111.00 |
1114.00 |
1106.00 |
1111.00 |
+2.00 |
0 |
2,131 |
-1 |
| Sep10 |
091223 |
1106.60 |
1109.60 |
1101.60 |
1106.60 |
+2.00 |
0 |
35 |
+0 |
| Dec10 |
091223 |
1103.10 |
1106.10 |
1098.10 |
1103.10 |
+2.00 |
0 |
6 |
+0 |
| Total Volume and Open Interest |
14,184 |
319,530 |
-1,810 |
| S & P 500 E-Mini(Globex) |
| Mar10 |
091223 |
1113.75 |
1120.00 |
1111.25 |
1115.50 |
+2.00 |
930,910 |
2,374,664 |
+15,533 |
| Jun10 |
091223 |
1109.75 |
1115.00 |
1107.00 |
1111.00 |
+2.00 |
416 |
728 |
+144 |
| Total Volume and Open Interest |
931,326 |
2,375,469 |
+15,677 |
| NASDAQ 100(CME) |
| Mar10 |
091223 |
1840.00 |
1854.00 |
1836.50 |
1852.30 |
+11.30 |
853 |
9,790 |
-14 |
| Jun10 |
091223 |
1850.30 |
1850.30 |
1850.00 |
1850.30 |
+11.30 |
0 |
10 |
+0 |
| Sep10 |
091223 |
1849.30 |
1849.30 |
1849.00 |
1849.30 |
+11.30 |
|
|
|
| Total Volume and Open Interest |
853 |
9,800 |
-14 |
| NASDAQ 100 E-Mini(Globex) |
| Mar10 |
091223 |
1841.00 |
1853.00 |
1837.00 |
1852.30 |
+11.30 |
165,980 |
274,320 |
+3,884 |
| Jun10 |
091223 |
1840.00 |
1851.00 |
1835.50 |
1850.30 |
+11.30 |
579 |
632 |
+560 |
| Total Volume and Open Interest |
166,559 |
274,954 |
+4,444 |
| S & P Midcap 400(CME) |
| Mar10 |
091223 |
730.00 |
735.00 |
729.00 |
733.60 |
+5.90 |
17 |
1,514 |
+4 |
| Jun10 |
091223 |
731.60 |
731.60 |
731.20 |
731.60 |
+5.90 |
|
|
|
| Sep10 |
091223 |
729.60 |
729.60 |
729.20 |
729.60 |
+5.90 |
|
|
|
| Total Volume and Open Interest |
17 |
1,514 |
+4 |
| Russell 2000 E-Mini(Globex) |
| Nikkei 225(CME) |
| Mar10 |
091223 |
10505 |
10585 |
10465 |
10510 |
+30 |
5,751 |
24,375 |
-767 |
| Jun10 |
091223 |
10510 |
10510 |
10500 |
10510 |
+30 |
|
|
|
| Total Volume and Open Interest |
5,751 |
24,375 |
-767 |
| Nikkei 225(SGX) |
| Mar10 |
091222 |
10180 |
10380 |
10155 |
10355 |
+165 |
52,273 |
158,262 |
+3,897 |
| Jun10 |
091222 |
10300 |
10300 |
10300 |
10300 |
+165 |
0 |
1,319 |
+0 |
| Sep10 |
091222 |
10305 |
10305 |
10305 |
10305 |
+165 |
0 |
55 |
+0 |
| Total Volume and Open Interest |
52,544 |
165,021 |
+3,897 |
| CAC 40(EURONEXT) |
| Jan10 |
091223 |
3931.0 |
3935.0 |
3899.5 |
3914.0 |
+14.5 |
69,151 |
336,684 |
+6,658 |
| Feb10 |
091223 |
3915.5 |
3919.5 |
3907.5 |
3915.0 |
+14.5 |
23 |
166 |
+15 |
| Mar10 |
091223 |
3932.5 |
3933.0 |
3903.0 |
3914.5 |
+12.5 |
638 |
48,587 |
+194 |
| Total Volume and Open Interest |
69,812 |
387,277 |
+6,867 |
| Hang Seng Index(HKFE) |
| Dec09 |
091223 |
21115 |
21346 |
20996 |
21274 |
+236 |
65,641 |
68,524 |
-11,269 |
| Jan10 |
091223 |
21104 |
21335 |
20989 |
21260 |
+240 |
10,655 |
29,628 |
+17,494 |
| Total Volume and Open Interest |
76,658 |
99,914 |
+6,139 |
| DAX(EUREX) |
| Dec09 |
091218 |
5856.0 |
5901.0 |
5844.5 |
5883.5 |
+27.0 |
170,256 |
112,043 |
-27,770 |
| Mar10 |
091223 |
5995.0 |
5998.5 |
5942.0 |
5958.0 |
-2.0 |
103,181 |
139,332 |
+1,527 |
| Jun10 |
091223 |
5999.0 |
6002.5 |
5953.0 |
5968.0 |
-2.0 |
449 |
8,073 |
+35 |
| Total Volume and Open Interest |
103,630 |
147,405 |
+1,562 |
| FT-SE 100(EURONEXT) |
| Mar10 |
091223 |
5326.00 |
5346.50 |
5306.00 |
5315.00 |
+24.50 |
64,187 |
622,603 |
+1,104 |
| Jun10 |
091223 |
5288.50 |
5288.50 |
5266.00 |
5266.00 |
+24.50 |
0 |
2,229 |
+0 |
| Sep10 |
091223 |
5231.50 |
5231.50 |
5231.50 |
5231.50 |
+24.50 |
0 |
429 |
+0 |
| Total Volume and Open Interest |
64,187 |
625,261 |
+1,104 |
| SPI 200(SFE) |
| Dec09 |
091217 |
4654.0 |
4693.0 |
4644.0 |
4688.0 |
+34.0 |
14,825 |
91,334 |
-59,078 |
| Mar10 |
091223 |
4690.0 |
4742.0 |
4683.0 |
4740.0 |
+52.0 |
16,781 |
184,804 |
-4,990 |
| Jun10 |
091223 |
4720.0 |
4759.0 |
4713.0 |
4759.0 |
+50.0 |
23 |
1,489 |
+3 |
| Total Volume and Open Interest |
16,804 |
188,115 |
-4,987 |
| GSCI(CME) |
| Jan10 |
091223 |
503.00 |
513.00 |
499.90 |
513.00 |
+13.00 |
388 |
17,721 |
+68 |
| Feb10 |
091223 |
507.50 |
516.00 |
503.90 |
516.00 |
+12.00 |
2 |
0 |
+0 |
| Mar10 |
091223 |
513.00 |
521.00 |
509.40 |
521.00 |
+11.50 |
2 |
0 |
+0 |
| Total Volume and Open Interest |
392 |
17,721 |
+68 |
| 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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|