|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Wed December 30, 2009 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Jan10 |
091230 |
1033.00 |
1043.75 |
1026.75 |
1036.25 |
-1.75 |
47,325 |
27,176 |
-9,519 |
| Mar10 |
091230 |
1042.00 |
1052.25 |
1035.25 |
1044.50 |
-2.50 |
63,115 |
210,019 |
+6,192 |
| May10 |
091230 |
1048.75 |
1058.00 |
1040.25 |
1049.50 |
-3.00 |
8,376 |
55,214 |
+248 |
| Jul10 |
091230 |
1052.25 |
1061.25 |
1045.00 |
1054.75 |
-2.25 |
7,301 |
55,096 |
+495 |
| Aug10 |
091230 |
1041.75 |
1052.50 |
1041.75 |
1049.75 |
-2.75 |
143 |
1,735 |
+6 |
| Sep10 |
091230 |
1028.75 |
1034.00 |
1021.75 |
1031.00 |
-3.00 |
409 |
1,146 |
-27 |
| Nov10 |
091230 |
1015.00 |
1017.75 |
1005.00 |
1015.00 |
-3.00 |
3,185 |
64,935 |
+640 |
| Total Volume and Open Interest |
130,243 |
423,295 |
-1,929 |
| Soybean Meal(CBOT) |
| Jan10 |
091230 |
315.00 |
321.20 |
313.00 |
316.20 |
+1.30 |
16,226 |
11,702 |
-3,403 |
| Mar10 |
091230 |
307.00 |
312.40 |
305.00 |
308.20 |
+0.60 |
26,068 |
70,506 |
+3,481 |
| May10 |
091230 |
304.10 |
308.00 |
301.30 |
303.70 |
-0.40 |
3,670 |
27,415 |
+866 |
| Jul10 |
091230 |
303.60 |
308.40 |
301.80 |
304.40 |
-0.30 |
2,997 |
21,749 |
+611 |
| Aug10 |
091230 |
301.20 |
306.00 |
301.20 |
303.10 |
-0.30 |
147 |
4,815 |
-10 |
| Sep10 |
091230 |
298.50 |
301.00 |
296.90 |
298.60 |
-0.80 |
261 |
5,807 |
+71 |
| Oct10 |
091230 |
288.10 |
300.50 |
288.10 |
289.80 |
-0.50 |
434 |
3,109 |
+272 |
| Dec10 |
091230 |
286.70 |
290.90 |
286.20 |
288.80 |
-0.30 |
1,024 |
12,320 |
+79 |
| Total Volume and Open Interest |
50,900 |
158,749 |
+1,998 |
| Soybean Oil(CBOT) |
| Jan10 |
091230 |
39.43 |
39.51 |
39.11 |
39.49 |
+0.06 |
16,517 |
28,357 |
-4,968 |
| Mar10 |
091230 |
39.81 |
39.95 |
39.54 |
39.92 |
+0.07 |
28,846 |
112,332 |
+1,974 |
| May10 |
091230 |
40.09 |
40.33 |
39.92 |
40.31 |
+0.08 |
4,452 |
29,069 |
-220 |
| Jul10 |
091230 |
40.45 |
40.68 |
40.30 |
40.67 |
+0.07 |
2,574 |
19,531 |
+184 |
| Aug10 |
091230 |
40.49 |
40.83 |
40.49 |
40.83 |
+0.07 |
20 |
2,338 |
+0 |
| Sep10 |
091230 |
40.82 |
40.97 |
40.63 |
40.97 |
+0.07 |
206 |
1,949 |
+120 |
| Oct10 |
091230 |
40.83 |
41.08 |
40.69 |
41.07 |
+0.07 |
65 |
1,477 |
+8 |
| Dec10 |
091230 |
41.15 |
41.37 |
40.98 |
41.37 |
+0.07 |
388 |
14,898 |
+205 |
| Total Volume and Open Interest |
53,068 |
210,048 |
-2,697 |
| Canola(WCE) |
| Jan10 |
091230 |
404.4 |
407.2 |
403.0 |
404.5 |
unch |
1,254 |
1,182 |
-945 |
| Mar10 |
091230 |
410.9 |
412.2 |
408.5 |
411.0 |
+0.2 |
8,263 |
81,207 |
+1,540 |
| May10 |
091230 |
415.1 |
417.9 |
414.7 |
417.1 |
+0.4 |
264 |
5,837 |
+5 |
| Jul10 |
091230 |
419.7 |
423.2 |
419.7 |
421.6 |
-0.2 |
298 |
6,502 |
+32 |
| Nov10 |
091230 |
420.8 |
423.5 |
420.5 |
420.5 |
-0.6 |
330 |
5,684 |
+240 |
| Total Volume and Open Interest |
10,409 |
100,810 |
+872 |
| Corn(CBOT) |
| Mar10 |
091230 |
416.00 |
418.00 |
400.50 |
413.75 |
-3.25 |
68,013 |
489,587 |
+6,790 |
| May10 |
091230 |
425.25 |
426.25 |
410.00 |
423.50 |
-3.50 |
12,000 |
122,938 |
+1,205 |
| Jul10 |
091230 |
434.50 |
434.75 |
418.00 |
432.25 |
-3.25 |
12,988 |
108,679 |
+620 |
| Sep10 |
091230 |
439.00 |
439.00 |
432.00 |
437.25 |
-2.50 |
1,783 |
33,982 |
+733 |
| Dec10 |
091230 |
443.50 |
444.50 |
429.00 |
442.00 |
-3.25 |
13,343 |
199,077 |
+1,270 |
| Mar11 |
091230 |
453.00 |
453.00 |
445.25 |
451.00 |
-3.25 |
690 |
13,652 |
+333 |
| Total Volume and Open Interest |
109,740 |
989,671 |
+11,404 |
| Wheat(CBOT) |
| Mar10 |
091230 |
540.00 |
550.00 |
540.00 |
544.75 |
+3.75 |
24,514 |
183,421 |
+1,815 |
| May10 |
091230 |
554.50 |
563.00 |
554.00 |
558.25 |
+3.75 |
2,201 |
42,652 |
+102 |
| Jul10 |
091230 |
565.75 |
574.00 |
565.25 |
569.75 |
+3.50 |
2,864 |
64,554 |
+521 |
| Sep10 |
091230 |
581.25 |
587.50 |
579.75 |
584.00 |
+3.00 |
151 |
16,210 |
+77 |
| Dec10 |
091230 |
604.75 |
611.00 |
602.25 |
606.75 |
+2.50 |
544 |
49,441 |
+289 |
| Total Volume and Open Interest |
30,349 |
361,424 |
+2,852 |
| Wheat(KCBT) |
| Mar10 |
091230 |
536.25 |
545.00 |
536.25 |
540.50 |
+2.50 |
5,102 |
61,997 |
+453 |
| May10 |
091230 |
551.50 |
559.00 |
548.25 |
552.00 |
+2.25 |
796 |
13,504 |
+382 |
| Jul10 |
091230 |
561.00 |
569.00 |
559.00 |
564.00 |
+1.50 |
779 |
30,269 |
+211 |
| Sep10 |
091230 |
576.75 |
580.25 |
571.75 |
575.75 |
+1.75 |
104 |
3,239 |
+33 |
| Dec10 |
091230 |
594.75 |
600.00 |
591.25 |
594.75 |
+1.75 |
450 |
35,680 |
-14 |
| Total Volume and Open Interest |
7,269 |
145,598 |
+1,075 |
| Wheat(MGE) |
| Mar10 |
091230 |
549.00 |
555.00 |
548.75 |
551.25 |
+2.25 |
1,658 |
20,484 |
-18 |
| May10 |
091230 |
562.00 |
566.25 |
560.75 |
563.25 |
+1.75 |
190 |
5,610 |
-375 |
| Jul10 |
091230 |
574.50 |
578.25 |
573.00 |
575.50 |
+2.25 |
156 |
8,946 |
-410 |
| Sep10 |
091230 |
587.75 |
590.00 |
584.25 |
587.25 |
+1.75 |
91 |
3,323 |
+23 |
| Dec10 |
091230 |
605.00 |
607.75 |
602.25 |
605.00 |
+2.00 |
80 |
7,753 |
+8 |
| Total Volume and Open Interest |
2,210 |
46,545 |
-744 |
| Oats(CBOT) |
| Mar10 |
091230 |
268.00 |
276.75 |
267.25 |
276.25 |
+7.25 |
610 |
9,453 |
-49 |
| May10 |
091230 |
276.50 |
284.50 |
275.25 |
284.25 |
+6.50 |
27 |
900 |
+6 |
| Jul10 |
091230 |
285.00 |
292.75 |
285.00 |
292.75 |
+7.00 |
1 |
806 |
+0 |
| Sep10 |
091230 |
300.25 |
300.25 |
294.50 |
300.25 |
+5.75 |
1 |
350 |
+0 |
| Total Volume and Open Interest |
652 |
12,009 |
-32 |
| Rough Rice(CBOT) |
| Jan10 |
091230 |
14.51 |
14.53 |
14.30 |
14.40 |
-0.17 |
866 |
1,102 |
-563 |
| Mar10 |
091230 |
14.88 |
14.88 |
14.62 |
14.72 |
-0.16 |
1,288 |
12,681 |
+736 |
| May10 |
091230 |
15.01 |
15.12 |
14.91 |
14.97 |
-0.16 |
50 |
391 |
+24 |
| Jul10 |
091230 |
15.19 |
15.35 |
15.19 |
15.20 |
-0.15 |
25 |
547 |
+1 |
| Total Volume and Open Interest |
2,266 |
15,981 |
+218 |
| Live Cattle(CME) |
| Dec09 |
091230 |
84.250 |
84.700 |
84.135 |
84.600 |
+0.370 |
777 |
722 |
-502 |
| Feb10 |
091230 |
85.000 |
85.500 |
84.680 |
85.050 |
-0.085 |
8,917 |
133,501 |
+451 |
| Apr10 |
091230 |
88.600 |
89.180 |
88.400 |
88.950 |
+0.100 |
4,729 |
71,958 |
+1,586 |
| Jun10 |
091230 |
86.330 |
86.830 |
86.150 |
86.635 |
+0.185 |
1,982 |
37,951 |
+488 |
| Aug10 |
091230 |
86.430 |
86.850 |
86.230 |
86.700 |
+0.120 |
468 |
9,895 |
-138 |
| Oct10 |
091230 |
89.100 |
89.500 |
88.900 |
89.200 |
+0.050 |
586 |
7,334 |
+228 |
| Total Volume and Open Interest |
17,517 |
264,579 |
+2,151 |
| Feeder Cattle(CME) |
| Jan10 |
091230 |
94.900 |
95.400 |
94.850 |
95.135 |
+0.155 |
721 |
5,119 |
-269 |
| Mar10 |
091230 |
94.550 |
95.150 |
94.535 |
94.885 |
+0.155 |
1,546 |
15,667 |
-17 |
| Apr10 |
091230 |
96.050 |
96.430 |
95.800 |
96.180 |
+0.030 |
214 |
4,062 |
+12 |
| May10 |
091230 |
96.850 |
97.250 |
96.700 |
97.250 |
+0.150 |
119 |
3,717 |
+31 |
| Aug10 |
091230 |
98.950 |
99.000 |
98.550 |
98.785 |
-0.015 |
28 |
1,511 |
+7 |
| Sep10 |
091230 |
98.200 |
98.200 |
98.200 |
98.200 |
unch |
0 |
19 |
+0 |
| Oct10 |
091230 |
97.930 |
97.930 |
97.930 |
97.930 |
unch |
0 |
28 |
+0 |
| Total Volume and Open Interest |
2,628 |
30,124 |
-236 |
| Lean Hogs(CME) |
| Feb10 |
091230 |
65.450 |
65.950 |
65.035 |
65.635 |
+0.205 |
10,407 |
72,955 |
-1,701 |
| Apr10 |
091230 |
69.975 |
70.550 |
69.680 |
70.500 |
+0.465 |
4,835 |
50,220 |
+1,974 |
| May10 |
091230 |
75.000 |
75.700 |
74.500 |
75.680 |
+0.380 |
191 |
3,187 |
+73 |
| Jun10 |
091230 |
77.800 |
78.250 |
77.300 |
78.180 |
+0.280 |
2,073 |
26,679 |
+634 |
| Jul10 |
091230 |
76.500 |
77.100 |
76.300 |
77.100 |
+0.350 |
319 |
9,336 |
+163 |
| Aug10 |
091230 |
75.850 |
76.400 |
75.300 |
76.200 |
+0.225 |
279 |
7,080 |
+180 |
| Oct10 |
091230 |
67.500 |
67.900 |
67.350 |
67.900 |
+0.200 |
72 |
3,415 |
-34 |
| Dec10 |
091230 |
66.150 |
67.700 |
66.150 |
67.700 |
+0.400 |
111 |
2,097 |
+53 |
| Total Volume and Open Interest |
18,292 |
175,178 |
+1,347 |
| Pork Bellies(CME) |
| Feb10 |
091230 |
86.250 |
87.900 |
85.250 |
86.300 |
+0.800 |
41 |
307 |
+3 |
| Mar10 |
091230 |
86.885 |
87.450 |
86.750 |
86.885 |
unch |
0 |
87 |
+0 |
| May10 |
091230 |
88.900 |
88.900 |
88.900 |
88.900 |
unch |
0 |
116 |
+0 |
| Jul10 |
091230 |
89.700 |
89.700 |
89.700 |
89.700 |
unch |
0 |
20 |
+0 |
| Aug10 |
091230 |
86.000 |
88.000 |
86.000 |
86.000 |
+1.000 |
0 |
15 |
+0 |
| Total Volume and Open Interest |
41 |
545 |
+3 |
| Class III Milk(CME) |
| Dec09 |
091230 |
14.93 |
14.94 |
14.91 |
14.92 |
+0.01 |
33 |
4,762 |
-11 |
| Jan10 |
091230 |
14.32 |
14.33 |
14.22 |
14.25 |
-0.08 |
171 |
3,990 |
+2 |
| Feb10 |
091230 |
14.11 |
14.14 |
13.89 |
13.98 |
-0.17 |
185 |
3,976 |
+38 |
| Mar10 |
091230 |
14.58 |
14.59 |
14.50 |
14.52 |
-0.07 |
91 |
2,945 |
+23 |
| Apr10 |
091230 |
14.83 |
14.85 |
14.75 |
14.79 |
-0.06 |
62 |
2,035 |
+15 |
| Total Volume and Open Interest |
709 |
27,171 |
+64 |
| Cocoa(ICE) |
| Mar10 |
091230 |
3231 |
3269 |
3231 |
3247 |
+10 |
2,889 |
70,865 |
+932 |
| May10 |
091230 |
3261 |
3284 |
3261 |
3267 |
+9 |
354 |
24,597 |
+238 |
| Jul10 |
091230 |
3259 |
3276 |
3259 |
3266 |
+7 |
35 |
8,656 |
+2 |
| Sep10 |
091230 |
3265 |
3286 |
3262 |
3267 |
+4 |
206 |
5,983 |
+97 |
| Dec10 |
091230 |
3257 |
3257 |
3257 |
3257 |
+9 |
102 |
4,701 |
-32 |
| Mar11 |
091230 |
3247 |
3247 |
3247 |
3247 |
+11 |
6 |
7,970 |
-20 |
| May11 |
091230 |
3256 |
3256 |
3256 |
3256 |
+11 |
0 |
4,222 |
+0 |
| Total Volume and Open Interest |
3,592 |
129,231 |
+1,217 |
| Coffee "C"(ICE) |
| Mar10 |
091230 |
136.50 |
138.15 |
136.00 |
136.65 |
+0.30 |
5,701 |
77,722 |
-951 |
| May10 |
091230 |
138.05 |
139.95 |
137.90 |
138.45 |
+0.30 |
761 |
25,435 |
+136 |
| Jul10 |
091230 |
140.75 |
141.50 |
139.50 |
139.90 |
+0.30 |
294 |
5,588 |
-8 |
| Sep10 |
091230 |
141.25 |
141.35 |
140.90 |
141.25 |
+0.25 |
113 |
6,436 |
+12 |
| Dec10 |
091230 |
142.90 |
143.10 |
142.90 |
143.10 |
+0.30 |
62 |
7,179 |
+219 |
| Mar11 |
091230 |
145.90 |
145.90 |
144.55 |
144.55 |
+0.25 |
37 |
2,195 |
+13 |
| Total Volume and Open Interest |
6,968 |
124,939 |
-579 |
| Orange Juice(ICE) |
| Jan10 |
091230 |
137.60 |
138.50 |
132.65 |
132.80 |
-4.65 |
519 |
1,065 |
+17 |
| Mar10 |
091230 |
141.85 |
141.85 |
136.00 |
136.90 |
-3.75 |
1,103 |
26,417 |
+458 |
| May10 |
091230 |
145.05 |
145.35 |
140.20 |
140.55 |
-3.65 |
216 |
5,124 |
+29 |
| Jul10 |
091230 |
145.30 |
145.30 |
142.50 |
143.45 |
-3.25 |
39 |
1,810 |
+3 |
| Sep10 |
091230 |
148.15 |
148.15 |
143.05 |
144.00 |
-3.30 |
21 |
607 |
+7 |
| Nov10 |
091230 |
148.00 |
148.00 |
143.15 |
144.45 |
-2.75 |
23 |
188 |
-19 |
| Total Volume and Open Interest |
1,922 |
35,447 |
+496 |
| Sugar #11(ICE) |
| Mar10 |
091230 |
26.77 |
27.40 |
26.55 |
26.96 |
+0.19 |
17,527 |
335,849 |
-1,397 |
| May10 |
091230 |
24.99 |
25.40 |
24.80 |
25.06 |
+0.08 |
8,364 |
143,256 |
+1,260 |
| Jul10 |
091230 |
22.67 |
23.08 |
22.65 |
22.87 |
+0.11 |
7,020 |
133,898 |
+619 |
| Oct10 |
091230 |
21.62 |
21.81 |
21.43 |
21.69 |
+0.06 |
2,833 |
96,618 |
+286 |
| Mar11 |
091230 |
20.90 |
20.99 |
20.57 |
20.89 |
+0.05 |
1,505 |
52,040 |
+349 |
| Total Volume and Open Interest |
37,855 |
832,552 |
+1,059 |
| London Cocoa(LCE) |
| Mar10 |
091230 |
2231 |
2242 |
2222 |
2226 |
-8 |
752 |
60,313 |
+60,313 |
| May10 |
091230 |
2264 |
2264 |
2243 |
2245 |
-9 |
500 |
50,922 |
+50,922 |
| Jul10 |
091230 |
2227 |
2238 |
2226 |
2226 |
-4 |
90 |
22,577 |
+22,577 |
| Sep10 |
091230 |
2198 |
2201 |
2191 |
2191 |
-6 |
84 |
12,789 |
+12,789 |
| Dec10 |
091230 |
2165 |
2170 |
2160 |
2160 |
-3 |
350 |
9,401 |
+9,401 |
| Mar11 |
091230 |
2138 |
2140 |
2118 |
2118 |
-6 |
80 |
8,564 |
+8,564 |
| May11 |
091230 |
2098 |
2098 |
2098 |
2098 |
-9 |
0 |
1,186 |
+1,186 |
| Total Volume and Open Interest |
1,856 |
165,752 |
+165,752 |
| London Sugar(LCE) |
| Mar10 |
091230 |
698.40 |
708.00 |
693.20 |
705.00 |
+4.80 |
2,612 |
36,980 |
-318 |
| May10 |
091230 |
680.50 |
688.80 |
675.90 |
685.90 |
+4.40 |
1,884 |
20,405 |
+196 |
| Aug10 |
091230 |
626.70 |
631.80 |
624.80 |
629.10 |
+4.10 |
316 |
11,891 |
-196 |
| Oct10 |
091230 |
577.00 |
581.00 |
576.00 |
578.00 |
+3.90 |
0 |
5,145 |
-3 |
| Dec10 |
091230 |
547.00 |
550.10 |
547.00 |
547.00 |
+2.80 |
16 |
852 |
+16 |
| Total Volume and Open Interest |
4,838 |
75,594 |
-295 |
| Cotton(ICE) |
| Mar10 |
091230 |
75.07 |
75.59 |
74.78 |
75.43 |
+0.36 |
3,528 |
127,741 |
-186 |
| May10 |
091230 |
76.27 |
76.45 |
75.72 |
76.43 |
+0.45 |
536 |
20,729 |
+126 |
| Jul10 |
091230 |
76.95 |
77.13 |
76.32 |
77.10 |
+0.34 |
547 |
21,988 |
+323 |
| Oct10 |
091230 |
75.92 |
76.11 |
75.92 |
76.11 |
+0.19 |
0 |
155 |
+0 |
| Dec10 |
091230 |
76.10 |
76.15 |
75.50 |
76.09 |
+0.20 |
89 |
14,741 |
+32 |
| Mar11 |
091230 |
77.44 |
77.44 |
77.44 |
77.44 |
+0.19 |
0 |
274 |
+0 |
| Total Volume and Open Interest |
4,700 |
186,395 |
+295 |
| Lumber(CME) |
| Jan10 |
091230 |
205.8 |
206.8 |
202.2 |
203.5 |
-1.3 |
725 |
1,829 |
-218 |
| Mar10 |
091230 |
234.1 |
235.0 |
231.6 |
234.8 |
+1.3 |
666 |
5,223 |
+59 |
| May10 |
091230 |
251.0 |
251.3 |
248.3 |
249.5 |
unch |
66 |
1,362 |
+10 |
| Jul10 |
091230 |
256.2 |
257.4 |
256.0 |
257.0 |
-0.5 |
1 |
248 |
-1 |
| Total Volume and Open Interest |
1,459 |
8,788 |
-150 |
| Crude Oil(NYM) |
| Feb10 |
091230 |
78.80 |
79.80 |
78.46 |
79.28 |
+0.41 |
137,090 |
279,550 |
-551 |
| Mar10 |
091230 |
79.50 |
80.49 |
79.21 |
80.03 |
+0.44 |
46,354 |
165,753 |
-535 |
| Apr10 |
091230 |
80.16 |
81.13 |
79.95 |
80.73 |
+0.42 |
16,571 |
51,721 |
+2,182 |
| May10 |
091230 |
80.68 |
81.65 |
80.56 |
81.29 |
+0.41 |
8,339 |
34,991 |
+415 |
| Jun10 |
091230 |
81.26 |
82.10 |
81.10 |
81.79 |
+0.37 |
13,946 |
108,332 |
+1,275 |
| Jul10 |
091230 |
81.95 |
82.60 |
81.80 |
82.31 |
+0.35 |
2,518 |
31,545 |
+815 |
| Aug10 |
091230 |
82.46 |
82.74 |
82.46 |
82.74 |
+0.34 |
634 |
15,693 |
+84 |
| Sep10 |
091230 |
83.08 |
83.39 |
82.65 |
83.15 |
+0.33 |
778 |
27,831 |
-225 |
| Oct10 |
091230 |
83.85 |
83.85 |
83.53 |
83.55 |
+0.31 |
352 |
15,207 |
-50 |
| Nov10 |
091230 |
83.98 |
83.98 |
83.98 |
83.98 |
+0.29 |
297 |
20,232 |
-13 |
| Dec10 |
091230 |
84.09 |
84.79 |
83.81 |
84.47 |
+0.28 |
9,597 |
148,067 |
+1,937 |
| Jan11 |
091230 |
84.60 |
85.15 |
84.59 |
84.80 |
+0.26 |
294 |
19,333 |
-17 |
| Feb11 |
091230 |
85.08 |
85.10 |
85.08 |
85.08 |
+0.25 |
119 |
9,089 |
+2 |
| Mar11 |
091230 |
85.39 |
85.39 |
85.39 |
85.39 |
+0.23 |
25 |
6,633 |
-5 |
| Apr11 |
091230 |
85.68 |
85.68 |
85.68 |
85.68 |
+0.21 |
112 |
9,248 |
-111 |
| May11 |
091230 |
85.92 |
85.92 |
85.92 |
85.92 |
+0.19 |
112 |
3,639 |
-111 |
| Total Volume and Open Interest |
243,316 |
1,185,208 |
+5,786 |
| 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 |
091230 |
78.800 |
79.800 |
78.450 |
79.275 |
+0.400 |
6,118 |
5,050 |
+138 |
| Mar10 |
091230 |
79.500 |
80.450 |
79.200 |
80.025 |
+0.425 |
471 |
1,120 |
+132 |
| Apr10 |
091230 |
80.475 |
80.875 |
80.475 |
80.725 |
+0.425 |
88 |
216 |
-2 |
| May10 |
091230 |
81.300 |
81.300 |
81.300 |
81.300 |
+0.425 |
2 |
4 |
+0 |
| Jun10 |
091230 |
81.800 |
81.800 |
81.800 |
81.800 |
+0.375 |
3 |
10 |
+1 |
| Jul10 |
091230 |
82.300 |
82.300 |
82.300 |
82.300 |
+0.350 |
0 |
8 |
+0 |
| Aug10 |
091230 |
82.750 |
82.750 |
82.750 |
82.750 |
+0.350 |
0 |
3 |
+0 |
| Sep10 |
091230 |
83.150 |
83.150 |
83.150 |
83.150 |
+0.325 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
6,682 |
6,512 |
+269 |
| Heating Oil(NYM) |
| Jan10 |
091230 |
210.94 |
212.50 |
210.25 |
210.93 |
+0.65 |
19,810 |
14,360 |
-3,739 |
| Feb10 |
091230 |
212.12 |
213.64 |
211.35 |
212.02 |
+0.36 |
41,037 |
91,082 |
+4,630 |
| Mar10 |
091230 |
212.37 |
214.05 |
212.03 |
212.78 |
+0.29 |
14,601 |
51,096 |
+858 |
| Apr10 |
091230 |
213.47 |
214.50 |
212.26 |
213.13 |
+0.26 |
6,875 |
28,169 |
+1,230 |
| May10 |
091230 |
213.12 |
213.65 |
213.12 |
213.60 |
+0.20 |
3,564 |
17,832 |
+635 |
| Jun10 |
091230 |
214.26 |
215.29 |
213.36 |
214.19 |
+0.15 |
5,611 |
35,241 |
-61 |
| Jul10 |
091230 |
216.21 |
216.21 |
215.49 |
215.75 |
+0.13 |
1,215 |
10,172 |
+97 |
| Aug10 |
091230 |
217.31 |
217.62 |
217.23 |
217.62 |
+0.23 |
267 |
4,224 |
+23 |
| Sep10 |
091230 |
219.96 |
219.96 |
219.96 |
219.96 |
+0.30 |
667 |
7,725 |
-65 |
| Oct10 |
091230 |
222.48 |
222.48 |
222.48 |
222.48 |
+0.39 |
165 |
5,853 |
+47 |
| Nov10 |
091230 |
225.50 |
225.50 |
224.85 |
224.85 |
+0.44 |
304 |
6,415 |
+108 |
| Dec10 |
091230 |
226.74 |
227.89 |
226.03 |
227.19 |
+0.45 |
2,531 |
16,879 |
+222 |
| Total Volume and Open Interest |
97,261 |
314,896 |
+4,022 |
| Gasoline(NYMEX) |
| Jan10 |
091230 |
201.40 |
204.40 |
201.25 |
204.06 |
+3.00 |
15,833 |
11,200 |
-3,992 |
| Feb10 |
091230 |
203.20 |
206.12 |
202.84 |
205.66 |
+2.76 |
30,965 |
82,084 |
+3,985 |
| Mar10 |
091230 |
205.26 |
207.88 |
204.98 |
207.38 |
+2.59 |
11,208 |
42,103 |
-831 |
| Apr10 |
091230 |
216.32 |
218.37 |
215.86 |
218.14 |
+2.46 |
5,492 |
29,760 |
-74 |
| May10 |
091230 |
218.08 |
219.53 |
217.76 |
219.18 |
+2.36 |
2,581 |
12,500 |
+260 |
| Jun10 |
091230 |
218.53 |
220.40 |
217.70 |
220.02 |
+2.27 |
1,678 |
15,527 |
+380 |
| Jul10 |
091230 |
218.51 |
220.18 |
218.51 |
220.18 |
+2.30 |
638 |
6,112 |
+71 |
| Aug10 |
091230 |
217.79 |
219.94 |
217.79 |
219.94 |
+2.21 |
363 |
5,894 |
+43 |
| Sep10 |
091230 |
217.00 |
219.24 |
217.00 |
219.24 |
+2.26 |
238 |
5,954 |
+10 |
| Oct10 |
091230 |
207.33 |
209.34 |
207.33 |
209.34 |
+2.01 |
69 |
2,758 |
-8 |
| Total Volume and Open Interest |
69,213 |
235,180 |
-134 |
| e-miNY RBOB Gasoline(NYM) |
| Jan10 |
091230 |
204.10 |
204.10 |
204.06 |
204.10 |
+3.00 |
0 |
2 |
+0 |
| Feb10 |
091230 |
205.70 |
205.70 |
205.66 |
205.70 |
+2.80 |
0 |
2 |
+0 |
| Mar10 |
091230 |
207.40 |
207.40 |
207.38 |
207.40 |
+2.60 |
|
|
|
| Apr10 |
091230 |
218.10 |
218.14 |
218.10 |
218.10 |
+2.40 |
|
|
|
| Total Volume and Open Interest |
0 |
4 |
+0 |
| Natural Gas(NYM) |
| Feb10 |
091230 |
5.840 |
5.929 |
5.695 |
5.709 |
-0.131 |
54,854 |
120,795 |
+3,152 |
| Mar10 |
091230 |
5.805 |
5.891 |
5.665 |
5.685 |
-0.129 |
17,776 |
130,623 |
+903 |
| Apr10 |
091230 |
5.768 |
5.840 |
5.630 |
5.649 |
-0.129 |
10,887 |
74,422 |
+1,121 |
| May10 |
091230 |
5.781 |
5.858 |
5.665 |
5.678 |
-0.120 |
3,522 |
39,165 |
+397 |
| Jun10 |
091230 |
5.857 |
5.930 |
5.718 |
5.742 |
-0.115 |
1,684 |
23,206 |
+175 |
| Jul10 |
091230 |
5.917 |
5.982 |
5.804 |
5.816 |
-0.111 |
1,971 |
19,006 |
+53 |
| Aug10 |
091230 |
5.969 |
6.050 |
5.871 |
5.884 |
-0.111 |
2,265 |
28,396 |
+620 |
| Sep10 |
091230 |
6.023 |
6.075 |
5.895 |
5.914 |
-0.109 |
1,178 |
19,943 |
+495 |
| Oct10 |
091230 |
6.100 |
6.180 |
6.005 |
6.014 |
-0.109 |
3,474 |
43,921 |
+8 |
| Nov10 |
091230 |
6.410 |
6.475 |
6.329 |
6.329 |
-0.089 |
641 |
11,454 |
-18 |
| Dec10 |
091230 |
6.760 |
6.785 |
6.628 |
6.649 |
-0.079 |
1,130 |
22,127 |
-98 |
| Jan11 |
091230 |
6.925 |
7.000 |
6.864 |
6.869 |
-0.079 |
1,471 |
21,726 |
-247 |
| Feb11 |
091230 |
6.899 |
6.965 |
6.839 |
6.839 |
-0.074 |
121 |
7,952 |
+41 |
| Mar11 |
091230 |
6.700 |
6.775 |
6.645 |
6.649 |
-0.069 |
1,015 |
19,884 |
+161 |
| Apr11 |
091230 |
6.085 |
6.085 |
6.024 |
6.024 |
-0.034 |
776 |
16,094 |
+263 |
| May11 |
091230 |
6.007 |
6.080 |
5.989 |
5.989 |
-0.034 |
15 |
9,345 |
+0 |
| Total Volume and Open Interest |
103,052 |
701,004 |
-4,658 |
| Brent Crude Oil(ICE) |
| Feb10 |
091230 |
77.53 |
78.65 |
77.51 |
78.03 |
+0.39 |
63,744 |
189,218 |
-4,086 |
| Mar10 |
091230 |
78.20 |
79.31 |
78.19 |
78.73 |
+0.42 |
32,399 |
131,330 |
+1,498 |
| Apr10 |
091230 |
78.93 |
79.99 |
78.90 |
79.44 |
+0.41 |
12,679 |
59,204 |
+1,089 |
| May10 |
091230 |
79.60 |
80.59 |
79.54 |
80.10 |
+0.40 |
5,671 |
30,817 |
+107 |
| Jun10 |
091230 |
80.21 |
81.16 |
80.11 |
80.67 |
+0.38 |
7,120 |
59,725 |
+61 |
| Jul10 |
091230 |
80.76 |
81.61 |
80.62 |
81.17 |
+0.34 |
3,946 |
16,690 |
-21 |
| Aug10 |
091230 |
81.27 |
82.08 |
81.10 |
81.65 |
+0.30 |
3,053 |
11,574 |
+518 |
| Sep10 |
091230 |
81.78 |
82.26 |
81.57 |
82.11 |
+0.26 |
1,512 |
7,821 |
+60 |
| Oct10 |
091230 |
82.29 |
82.94 |
82.05 |
82.58 |
+0.23 |
1,344 |
12,876 |
+16 |
| Nov10 |
091230 |
83.05 |
83.05 |
83.05 |
83.05 |
+0.19 |
963 |
10,172 |
+0 |
| Dec10 |
091230 |
83.32 |
84.05 |
83.01 |
83.55 |
+0.16 |
4,251 |
73,768 |
+72 |
| Jan11 |
091230 |
84.02 |
84.02 |
84.02 |
84.02 |
+0.15 |
308 |
8,675 |
-67 |
| Feb11 |
091230 |
84.46 |
84.46 |
84.46 |
84.46 |
+0.13 |
39 |
4,735 |
+17 |
| Mar11 |
091230 |
84.84 |
84.84 |
84.84 |
84.84 |
+0.08 |
0 |
4,569 |
+0 |
| Total Volume and Open Interest |
138,371 |
718,610 |
-486 |
| Gas Oil(ICE) |
| Jan10 |
091230 |
634.00 |
642.75 |
634.00 |
636.25 |
+6.75 |
29,027 |
94,171 |
-2,238 |
| Feb10 |
091230 |
641.00 |
649.00 |
640.50 |
642.25 |
+6.50 |
39,106 |
99,928 |
+5,603 |
| Mar10 |
091230 |
648.25 |
655.00 |
647.00 |
648.25 |
+6.00 |
11,646 |
52,957 |
+2,195 |
| Apr10 |
091230 |
654.50 |
658.50 |
653.25 |
654.25 |
+5.75 |
3,672 |
30,408 |
+100 |
| May10 |
091230 |
660.75 |
664.50 |
659.75 |
660.25 |
+5.25 |
1,683 |
25,080 |
+283 |
| Jun10 |
091230 |
667.25 |
672.75 |
665.25 |
666.50 |
+4.75 |
2,047 |
46,508 |
+282 |
| Jul10 |
091230 |
672.75 |
676.50 |
672.00 |
673.25 |
+4.50 |
774 |
17,190 |
+220 |
| Aug10 |
091230 |
679.00 |
682.25 |
678.75 |
679.50 |
+4.00 |
530 |
18,801 |
-135 |
| Sep10 |
091230 |
685.00 |
688.75 |
684.50 |
685.75 |
+4.00 |
542 |
19,482 |
+205 |
| Oct10 |
091230 |
690.25 |
694.50 |
689.75 |
691.50 |
+4.00 |
372 |
11,340 |
+63 |
| Total Volume and Open Interest |
93,775 |
540,812 |
+6,573 |
| Ethanol(CBOT) |
| Dec09 |
091203 |
2.135 |
2.135 |
2.130 |
2.130 |
unch |
8 |
263 |
-4 |
| Jan10 |
091230 |
1.905 |
1.939 |
1.905 |
1.939 |
+0.016 |
45 |
466 |
-19 |
| Feb10 |
091230 |
1.893 |
1.907 |
1.893 |
1.907 |
+0.001 |
24 |
951 |
+3 |
| Mar10 |
091230 |
1.888 |
1.900 |
1.887 |
1.899 |
+0.002 |
615 |
883 |
-406 |
| Apr10 |
091230 |
1.878 |
1.907 |
1.878 |
1.900 |
+0.009 |
133 |
989 |
+17 |
| May10 |
091230 |
1.874 |
1.875 |
1.870 |
1.873 |
-0.002 |
33 |
395 |
-21 |
| Jun10 |
091230 |
1.854 |
1.879 |
1.854 |
1.867 |
-0.003 |
6 |
344 |
+3 |
| Jul10 |
091230 |
1.863 |
1.905 |
1.851 |
1.871 |
+0.009 |
515 |
533 |
+116 |
| Total Volume and Open Interest |
2,062 |
6,726 |
-623 |
| US Dollar Index(ICE) |
| Mar10 |
091230 |
78.300 |
78.550 |
78.150 |
78.275 |
+0.090 |
11,698 |
58,266 |
+401 |
| Jun10 |
091230 |
78.700 |
78.915 |
78.545 |
78.635 |
+0.110 |
1 |
4,917 |
+1 |
| Sep10 |
091230 |
78.635 |
78.635 |
78.635 |
78.635 |
+0.110 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
11,699 |
63,184 |
+402 |
| Australian Dollar(CME) |
| Mar10 |
091230 |
88.76 |
88.93 |
88.35 |
88.72 |
-0.05 |
49,913 |
98,206 |
+5,107 |
| Jun10 |
091230 |
87.88 |
87.99 |
87.58 |
87.81 |
-0.04 |
190 |
241 |
+77 |
| Sep10 |
091230 |
86.88 |
86.93 |
86.88 |
86.88 |
-0.05 |
0 |
18 |
+0 |
| Total Volume and Open Interest |
50,103 |
98,465 |
+5,184 |
| British Pound(CME) |
| Mar10 |
091230 |
158.97 |
160.88 |
158.25 |
160.61 |
+1.64 |
71,172 |
84,300 |
+7,657 |
| Jun10 |
091230 |
158.95 |
160.78 |
158.16 |
160.53 |
+1.64 |
133 |
418 |
+33 |
| Sep10 |
091230 |
160.44 |
160.44 |
158.42 |
160.44 |
+1.63 |
0 |
71 |
+0 |
| Total Volume and Open Interest |
71,305 |
84,792 |
+7,690 |
| Canadian Dollar(CME) |
| Mar10 |
091230 |
95.86 |
95.86 |
94.52 |
94.75 |
-1.11 |
40,076 |
98,772 |
+4,082 |
| Jun10 |
091230 |
95.27 |
95.85 |
94.53 |
94.74 |
-1.11 |
130 |
1,244 |
+82 |
| Sep10 |
091230 |
94.99 |
95.83 |
94.67 |
94.72 |
-1.11 |
30 |
625 |
+7 |
| Dec10 |
091230 |
95.00 |
95.77 |
94.50 |
94.65 |
-1.12 |
4 |
459 |
+2 |
| Total Volume and Open Interest |
40,240 |
101,157 |
+4,173 |
| Japanese Yen(CME) |
| Mar10 |
091230 |
108.74 |
108.84 |
107.82 |
108.18 |
-0.62 |
63,164 |
94,744 |
+2,141 |
| Jun10 |
091230 |
108.60 |
108.88 |
107.94 |
108.27 |
-0.61 |
139 |
371 |
+86 |
| Sep10 |
091230 |
108.43 |
109.06 |
108.38 |
108.43 |
-0.63 |
100 |
80 |
-100 |
| Total Volume and Open Interest |
63,403 |
95,217 |
+2,127 |
| Swiss Franc(CME) |
| Mar10 |
091230 |
96.51 |
96.64 |
95.99 |
96.48 |
-0.01 |
38,637 |
37,974 |
+3,473 |
| Jun10 |
091230 |
96.53 |
96.68 |
96.16 |
96.56 |
-0.01 |
31 |
55 |
+27 |
| Sep10 |
091230 |
96.70 |
96.71 |
96.50 |
96.70 |
-0.01 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
38,668 |
38,033 |
+3,500 |
| EuroFX(CME) |
| Mar10 |
091230 |
143.46 |
143.60 |
142.71 |
143.33 |
-0.17 |
151,808 |
142,271 |
+8,454 |
| Jun10 |
091230 |
143.45 |
143.54 |
142.69 |
143.29 |
-0.17 |
193 |
1,213 |
+98 |
| Sep10 |
091230 |
143.21 |
143.38 |
142.87 |
143.21 |
-0.17 |
0 |
656 |
+0 |
| Total Volume and Open Interest |
152,005 |
144,152 |
+8,553 |
| Mexican Peso(CME) |
| Jan10 |
091230 |
763.0 |
766.2 |
763.0 |
763.0 |
-3.2 |
|
|
|
| Feb10 |
091230 |
761.5 |
764.8 |
761.5 |
761.5 |
-3.2 |
0 |
3 |
+0 |
| Total Volume and Open Interest |
11,709 |
96,720 |
-2,451 |
| 30-Year T-Bonds(CBOT) |
| Mar10 |
091230 |
115~150 |
115~290 |
115~100 |
115~280 |
+0~150 |
97,528 |
662,891 |
-475 |
| Jun10 |
091230 |
114~050 |
114~140 |
113~310 |
114~140 |
+0~150 |
14 |
132 |
+5 |
| Sep10 |
091230 |
113~000 |
113~000 |
112~170 |
113~000 |
+0~150 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
97,542 |
663,024 |
-470 |
| 10-Year T-Notes(CBOT) |
| Mar10 |
091230 |
115~205 |
115~275 |
115~180 |
115~270 |
+0~060 |
360,260 |
1,155,807 |
+3,414 |
| Jun10 |
091230 |
114~065 |
114~140 |
114~065 |
114~140 |
+0~060 |
52 |
88 |
+25 |
| Sep10 |
091230 |
113~010 |
113~010 |
112~270 |
113~010 |
+0~060 |
|
|
|
| Total Volume and Open Interest |
360,312 |
1,155,895 |
+3,439 |
| 5-Year T-Notes(CBOT) |
| Mar10 |
091230 |
114~082 |
114~097 |
114~067 |
114~086 |
+0~004 |
272,509 |
745,589 |
-28,963 |
| Jun10 |
091230 |
113~069 |
113~069 |
113~065 |
113~069 |
+0~004 |
0 |
1 |
+0 |
| Sep10 |
091230 |
112~052 |
112~052 |
112~048 |
112~052 |
+0~004 |
|
|
|
| Total Volume and Open Interest |
276,367 |
758,023 |
-29,769 |
| 2 Year T-Notes(CBOT) |
| Mar10 |
091230 |
108~028 |
108~036 |
108~025 |
108~029 |
+0~001 |
127,062 |
837,504 |
-8,511 |
| Jun10 |
091230 |
107~076 |
107~088 |
107~074 |
107~087 |
-0~001 |
204 |
7,959 |
-101 |
| Sep10 |
091230 |
107~017 |
107~020 |
107~017 |
107~017 |
-0~003 |
|
|
|
| Total Volume and Open Interest |
127,626 |
853,762 |
-8,720 |
| Eurodollars(CME) |
| Mar10 |
091230 |
99.630 |
99.655 |
99.625 |
99.645 |
+0.020 |
116,892 |
1,143,617 |
-14,423 |
| Jun10 |
091230 |
99.320 |
99.345 |
99.315 |
99.335 |
+0.025 |
153,182 |
846,275 |
-4,386 |
| Sep10 |
091230 |
98.925 |
98.955 |
98.920 |
98.945 |
+0.035 |
135,096 |
680,299 |
-11,377 |
| Dec10 |
091230 |
98.510 |
98.550 |
98.505 |
98.535 |
+0.040 |
136,032 |
735,521 |
-19,239 |
| Mar11 |
091230 |
98.120 |
98.165 |
98.115 |
98.150 |
+0.040 |
133,451 |
492,101 |
-6,394 |
| Jun11 |
091230 |
97.740 |
97.790 |
97.735 |
97.770 |
+0.040 |
94,568 |
535,630 |
+536 |
| Sep11 |
091230 |
97.395 |
97.445 |
97.385 |
97.425 |
+0.040 |
75,291 |
475,956 |
-4,616 |
| Dec11 |
091230 |
97.070 |
97.120 |
97.060 |
97.100 |
+0.040 |
72,955 |
300,086 |
-2,877 |
| Mar12 |
091230 |
96.785 |
96.830 |
96.775 |
96.815 |
+0.040 |
35,197 |
225,301 |
-854 |
| Jun12 |
091230 |
96.505 |
96.555 |
96.500 |
96.540 |
+0.045 |
27,207 |
191,786 |
-411 |
| Sep12 |
091230 |
96.265 |
96.310 |
96.260 |
96.300 |
+0.050 |
21,742 |
110,829 |
-884 |
| Dec12 |
091230 |
96.040 |
96.080 |
96.030 |
96.075 |
+0.055 |
18,440 |
97,043 |
-1,453 |
| Mar13 |
091230 |
95.865 |
95.905 |
95.855 |
95.900 |
+0.055 |
8,904 |
62,503 |
+379 |
| Jun13 |
091230 |
95.685 |
95.740 |
95.685 |
95.730 |
+0.055 |
5,325 |
58,556 |
+331 |
| Sep13 |
091230 |
95.525 |
95.580 |
95.525 |
95.570 |
+0.055 |
4,516 |
57,363 |
-181 |
| Dec13 |
091230 |
95.365 |
95.415 |
95.365 |
95.410 |
+0.055 |
3,306 |
37,556 |
-45 |
| Mar14 |
091230 |
95.255 |
95.295 |
95.245 |
95.290 |
+0.060 |
3,382 |
31,377 |
-324 |
| Jun14 |
091230 |
95.145 |
95.175 |
95.125 |
95.170 |
+0.060 |
3,180 |
27,544 |
-65 |
| Total Volume and Open Interest |
1,072,939 |
6,356,552 |
-63,706 |
| 30 Day Federal Funds(CBOT) |
| Dec09 |
091230 |
99.880 |
99.880 |
99.878 |
99.878 |
unch |
1,600 |
74,355 |
-586 |
| Jan10 |
091230 |
99.855 |
99.865 |
99.855 |
99.860 |
+0.005 |
5,544 |
68,525 |
+1,700 |
| Feb10 |
091230 |
99.835 |
99.840 |
99.830 |
99.835 |
+0.005 |
5,926 |
93,596 |
-526 |
| Mar10 |
091230 |
99.800 |
99.815 |
99.800 |
99.805 |
+0.005 |
3,409 |
60,361 |
+1,204 |
| Apr10 |
091230 |
99.775 |
99.795 |
99.775 |
99.780 |
+0.005 |
1,569 |
61,070 |
+444 |
| May10 |
091230 |
99.710 |
99.730 |
99.710 |
99.715 |
unch |
4,582 |
58,178 |
+1,076 |
| Total Volume and Open Interest |
38,594 |
550,847 |
+3,485 |
| 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 |
091230 |
99.570 |
99.570 |
99.570 |
99.570 |
-0.055 |
0 |
502 |
-125 |
| Jun10 |
091230 |
99.660 |
99.660 |
99.660 |
99.660 |
unch |
0 |
80 |
+0 |
| Sep10 |
091230 |
99.680 |
99.680 |
99.680 |
99.680 |
unch |
0 |
230 |
+0 |
| Dec10 |
091230 |
99.670 |
99.670 |
99.670 |
99.670 |
unch |
0 |
242 |
+0 |
| Mar11 |
091230 |
99.585 |
99.585 |
99.585 |
99.585 |
unch |
|
|
|
| Jun11 |
091230 |
99.560 |
99.560 |
99.560 |
99.560 |
unch |
|
|
|
| Sep11 |
091230 |
99.560 |
99.560 |
99.560 |
99.560 |
unch |
|
|
|
| Dec11 |
091230 |
99.365 |
99.365 |
99.365 |
99.365 |
unch |
|
|
|
| Mar12 |
091230 |
99.330 |
99.330 |
99.330 |
99.330 |
+0.015 |
|
|
|
| Jun12 |
091230 |
99.380 |
99.380 |
99.380 |
99.380 |
+0.015 |
|
|
|
| Total Volume and Open Interest |
0 |
1,054 |
-125 |
| 3-Mth Euro-Yen(SGX) |
| Mar10 |
091230 |
99.60 |
99.62 |
99.60 |
99.62 |
+0.01 |
61 |
3,873 |
+99 |
| Jun10 |
091230 |
99.64 |
99.66 |
99.64 |
99.66 |
+0.02 |
0 |
1,729 |
+0 |
| Sep10 |
091230 |
99.65 |
99.68 |
99.65 |
99.68 |
+0.01 |
0 |
1,666 |
+75 |
| Dec10 |
091230 |
99.67 |
99.67 |
99.67 |
99.67 |
+0.01 |
0 |
1,281 |
+0 |
| Mar11 |
091230 |
99.58 |
99.58 |
99.58 |
99.58 |
+0.01 |
0 |
662 |
+0 |
| Jun11 |
091230 |
99.56 |
99.56 |
99.56 |
99.56 |
+0.01 |
0 |
52 |
+0 |
| Sep11 |
091230 |
99.56 |
99.56 |
99.56 |
99.56 |
+0.01 |
0 |
51 |
+0 |
| Dec11 |
091230 |
99.36 |
99.36 |
99.36 |
99.36 |
+0.01 |
0 |
101 |
+0 |
| Total Volume and Open Interest |
61 |
10,786 |
+174 |
| Japanese Gov't Bonds(SGX) |
| Mar10 |
091230 |
139.52 |
139.89 |
139.51 |
139.73 |
+0.19 |
1,804 |
17,273 |
-219 |
| Jun10 |
091230 |
139.73 |
139.73 |
139.73 |
139.73 |
+0.19 |
|
|
|
| Sep10 |
091230 |
139.73 |
139.73 |
139.73 |
139.73 |
+0.19 |
|
|
|
| Total Volume and Open Interest |
1,915 |
17,492 |
+0 |
| Euro-Bund(EUREX) |
| Mar10 |
091230 |
121.50 |
121.57 |
121.02 |
121.19 |
-0.30 |
215,251 |
801,165 |
-12,421 |
| Jun10 |
091230 |
119.93 |
119.93 |
119.80 |
119.80 |
-0.29 |
16 |
62 |
+4 |
| Sep10 |
091230 |
119.39 |
119.39 |
119.39 |
119.39 |
-0.30 |
|
|
|
| Total Volume and Open Interest |
109,865 |
813,644 |
+0 |
| Euro-Bobl(EUREX) |
| Mar10 |
091230 |
115.85 |
115.96 |
115.64 |
115.66 |
-0.27 |
178,282 |
669,733 |
-7,240 |
| Jun10 |
091230 |
114.16 |
114.16 |
114.16 |
114.16 |
-0.27 |
0 |
2 |
+0 |
| Sep10 |
091230 |
113.96 |
113.96 |
113.96 |
113.96 |
-0.27 |
|
|
|
| Total Volume and Open Interest |
92,669 |
676,975 |
+0 |
| 3-Mth Euribor(EUREX) |
| Dec09 |
091214 |
99.285 |
99.290 |
99.285 |
99.285 |
unch |
135 |
8,689 |
-127 |
| Mar10 |
091230 |
99.235 |
99.240 |
99.230 |
99.230 |
+0.005 |
547 |
15,030 |
-511 |
| Jun10 |
091230 |
98.885 |
98.885 |
98.865 |
98.865 |
-0.005 |
360 |
7,290 |
-87 |
| Total Volume and Open Interest |
268 |
29,247 |
+0 |
| Long Gilt(LIFFE) |
| Mar10 |
091230 |
113~11 |
114~03 |
113~11 |
113~30 |
+0~02 |
48,576 |
218,074 |
+218,074 |
| Jun10 |
091230 |
113~28 |
113~28 |
113~28 |
113~28 |
+0~02 |
|
|
|
| Total Volume and Open Interest |
49,559 |
225,345 |
+225,345 |
| 3-Mth Short Sterling(LIFFE) |
| Mar10 |
091230 |
99.29 |
99.31 |
99.29 |
99.30 |
unch |
33,298 |
359,676 |
+359,676 |
| Jun10 |
091230 |
98.96 |
98.98 |
98.93 |
98.96 |
unch |
106,086 |
395,081 |
+395,081 |
| Sep10 |
091230 |
98.51 |
98.52 |
98.47 |
98.48 |
-0.03 |
65,255 |
303,144 |
+303,144 |
| Dec10 |
091230 |
97.99 |
97.99 |
97.92 |
97.93 |
-0.06 |
56,169 |
284,772 |
+284,772 |
| Mar11 |
091230 |
97.51 |
97.52 |
97.44 |
97.46 |
-0.06 |
54,685 |
271,393 |
+271,393 |
| Jun11 |
091230 |
97.08 |
97.10 |
97.00 |
97.05 |
-0.05 |
60,808 |
170,689 |
+170,689 |
| Total Volume and Open Interest |
446,907 |
2,170,632 |
+2,170,632 |
| 3-Mth Euribor(LIFFE) |
| Mar10 |
091230 |
99.240 |
99.245 |
99.225 |
99.230 |
+0.005 |
62,474 |
756,920 |
+11,478 |
| Jun10 |
091230 |
98.885 |
98.905 |
98.860 |
98.865 |
-0.005 |
83,960 |
744,914 |
-10,460 |
| Sep10 |
091230 |
98.535 |
98.545 |
98.495 |
98.500 |
-0.020 |
82,287 |
585,257 |
-3,455 |
| Total Volume and Open Interest |
516,979 |
3,521,512 |
-13,805 |
| 3-Mth Aus T-Bills(SFE) |
| Mar10 |
091230 |
95.56 |
95.60 |
95.54 |
95.59 |
+0.01 |
14,318 |
285,323 |
+6,011 |
| Jun10 |
091230 |
95.12 |
95.18 |
95.09 |
95.17 |
+0.03 |
11,521 |
172,171 |
+2,588 |
| Sep10 |
091230 |
94.82 |
94.87 |
94.79 |
94.87 |
+0.04 |
4,860 |
92,651 |
+1,211 |
| Dec10 |
091230 |
94.61 |
94.67 |
94.58 |
94.66 |
+0.04 |
3,224 |
76,759 |
+1,283 |
| Mar11 |
091230 |
94.39 |
94.46 |
94.37 |
94.45 |
+0.04 |
632 |
28,419 |
+121 |
| Jun11 |
091230 |
94.22 |
94.28 |
94.20 |
94.27 |
+0.05 |
329 |
22,606 |
-60 |
| Sep11 |
091230 |
94.09 |
94.15 |
94.08 |
94.12 |
+0.03 |
190 |
16,877 |
-93 |
| Dec11 |
091230 |
93.99 |
94.02 |
93.99 |
94.01 |
+0.02 |
169 |
8,043 |
+64 |
| Mar12 |
091230 |
93.95 |
93.95 |
93.95 |
93.95 |
+0.05 |
0 |
3,005 |
+0 |
| Jun12 |
091230 |
93.92 |
93.92 |
93.92 |
93.92 |
+0.06 |
0 |
1,186 |
+0 |
| Total Volume and Open Interest |
35,243 |
707,925 |
+11,125 |
| 10-Year Aus T-Bonds(SFE) |
| Mar10 |
091230 |
94.14 |
94.20 |
94.14 |
94.20 |
+0.05 |
20,207 |
301,208 |
+1,346 |
| Jun10 |
091230 |
94.20 |
94.20 |
94.20 |
94.20 |
+0.05 |
|
|
|
| Total Volume and Open Interest |
20,207 |
301,208 |
+1,346 |
| 3-Year Aus T-Bonds(SFE) |
| Mar10 |
091230 |
94.84 |
94.89 |
94.81 |
94.89 |
+0.05 |
36,921 |
386,415 |
+7,088 |
| Jun10 |
091230 |
94.89 |
94.89 |
94.89 |
94.89 |
+0.05 |
|
|
|
| Total Volume and Open Interest |
36,921 |
386,415 |
+7,088 |
| Gold(CMX) |
| Feb10 |
091230 |
1098.5 |
1098.7 |
1086.6 |
1092.5 |
-5.6 |
97,217 |
318,077 |
-6,570 |
| Apr10 |
091230 |
1098.7 |
1098.7 |
1087.9 |
1093.8 |
-5.7 |
2,795 |
47,106 |
+532 |
| Jun10 |
091230 |
1098.4 |
1099.5 |
1089.4 |
1095.0 |
-5.7 |
699 |
33,153 |
-328 |
| Aug10 |
091230 |
1096.1 |
1100.5 |
1091.6 |
1096.2 |
-5.8 |
235 |
16,023 |
+199 |
| Oct10 |
091230 |
1097.9 |
1098.0 |
1097.9 |
1097.9 |
-5.9 |
31 |
4,167 |
+8 |
| Dec10 |
091230 |
1100.0 |
1104.0 |
1094.5 |
1100.1 |
-5.9 |
756 |
22,812 |
-102 |
| Feb11 |
091230 |
1105.1 |
1105.1 |
1102.7 |
1102.7 |
-6.0 |
147 |
4,442 |
+35 |
| Apr11 |
091230 |
1108.0 |
1108.0 |
1105.7 |
1105.7 |
-6.1 |
17 |
3,697 |
+15 |
| Jun11 |
091230 |
456.0 |
456.0 |
453.8 |
453.8 |
-6.2 |
16 |
8,072 |
+4 |
| Aug11 |
091230 |
1112.5 |
1113.1 |
1112.5 |
1113.1 |
-6.3 |
301 |
1,260 |
+265 |
| Oct11 |
091230 |
1117.5 |
1117.5 |
1117.5 |
1117.5 |
-6.5 |
500 |
1,073 |
+354 |
| Dec11 |
091230 |
1124.0 |
1124.0 |
1118.0 |
1122.1 |
-6.7 |
230 |
10,084 |
+74 |
| Total Volume and Open Interest |
103,991 |
491,597 |
-6,414 |
| Silver(CMX) |
| Mar10 |
091230 |
1710.5 |
1717.5 |
1676.5 |
1680.2 |
-30.8 |
18,305 |
78,677 |
+233 |
| May10 |
091230 |
1713.0 |
1713.0 |
1680.0 |
1682.3 |
-30.9 |
115 |
13,524 |
-6 |
| Jul10 |
091230 |
1701.5 |
1704.0 |
1684.0 |
1684.4 |
-30.9 |
223 |
8,549 |
+10 |
| Sep10 |
091230 |
1709.0 |
1709.0 |
1686.4 |
1686.4 |
-31.0 |
49 |
2,685 |
+9 |
| Dec10 |
091230 |
1709.0 |
1715.0 |
1687.0 |
1689.8 |
-31.3 |
788 |
9,437 |
-171 |
| Mar11 |
091230 |
1696.0 |
1699.0 |
1693.6 |
1693.6 |
-31.8 |
0 |
568 |
+0 |
| May11 |
091230 |
1699.0 |
1699.0 |
1696.4 |
1696.4 |
-32.1 |
0 |
74 |
+0 |
| Total Volume and Open Interest |
19,701 |
124,319 |
+18 |
| Platinum(NYMEX) |
| Jan10 |
091230 |
1462.1 |
1470.6 |
1441.7 |
1452.3 |
-14.8 |
2,107 |
1,793 |
-1,485 |
| Apr10 |
091230 |
1471.1 |
1482.9 |
1455.0 |
1463.3 |
-12.7 |
3,181 |
30,040 |
+1,485 |
| Jul10 |
091230 |
1466.4 |
1467.8 |
1466.4 |
1467.5 |
-12.4 |
60 |
624 |
+57 |
| Oct10 |
091230 |
1475.2 |
1475.2 |
1470.6 |
1470.6 |
-12.4 |
0 |
13 |
+0 |
| Total Volume and Open Interest |
5,348 |
32,473 |
+57 |
| Palladium(NYMEX) |
| Mar10 |
091230 |
388.50 |
401.50 |
386.00 |
396.10 |
+7.25 |
601 |
22,127 |
-138 |
| Jun10 |
091230 |
395.60 |
398.00 |
394.75 |
397.15 |
+7.20 |
16 |
267 |
+1 |
| Sep10 |
091230 |
397.15 |
397.15 |
397.15 |
397.15 |
+7.20 |
|
|
|
| Total Volume and Open Interest |
617 |
22,399 |
-140 |
| Copper(CMX) |
| Mar10 |
091230 |
330.20 |
336.20 |
329.35 |
334.50 |
+3.15 |
14,257 |
114,914 |
+830 |
| May10 |
091230 |
334.10 |
337.50 |
334.00 |
335.90 |
+3.15 |
754 |
19,646 |
+133 |
| Jul10 |
091230 |
335.65 |
336.90 |
335.10 |
336.90 |
+3.25 |
75 |
7,008 |
+46 |
| Sep10 |
091230 |
337.35 |
337.35 |
337.35 |
337.35 |
+3.20 |
44 |
4,324 |
+7 |
| Dec10 |
091230 |
336.90 |
338.40 |
336.90 |
338.00 |
+3.35 |
17 |
2,619 |
+4 |
| Total Volume and Open Interest |
15,995 |
154,347 |
+325 |
| DJIA Index(CBOT) |
| Mar10 |
091230 |
10485 |
10495 |
10433 |
10490 |
+3 |
2,745 |
10,711 |
+2,537 |
| Jun10 |
091230 |
10432 |
10432 |
10429 |
10432 |
+3 |
0 |
11 |
+0 |
| Sep10 |
091230 |
10374 |
10374 |
10371 |
10374 |
+3 |
|
|
|
| Dec10 |
091230 |
10325 |
10325 |
10322 |
10325 |
+3 |
|
|
|
| Total Volume and Open Interest |
2,745 |
10,722 |
+2,537 |
| S & P 500(CME) |
| Mar10 |
091230 |
1121.60 |
1122.50 |
1113.00 |
1122.10 |
+0.40 |
11,915 |
321,736 |
+2,529 |
| Jun10 |
091230 |
1116.20 |
1118.00 |
1111.00 |
1117.40 |
+0.40 |
240 |
2,278 |
+170 |
| Sep10 |
091230 |
1113.00 |
1113.60 |
1106.60 |
1113.00 |
+0.40 |
500 |
136 |
+81 |
| Dec10 |
091230 |
1109.50 |
1110.10 |
1103.10 |
1109.50 |
+0.40 |
0 |
6 |
+0 |
| Total Volume and Open Interest |
12,655 |
324,157 |
+2,780 |
| S & P 500 E-Mini(Globex) |
| Mar10 |
091230 |
1121.25 |
1122.50 |
1113.00 |
1122.00 |
+0.25 |
579,344 |
2,397,986 |
+5,049 |
| Jun10 |
091230 |
1115.50 |
1117.75 |
1106.25 |
1117.50 |
+0.50 |
1,370 |
2,132 |
+959 |
| Total Volume and Open Interest |
581,074 |
2,400,627 |
+6,440 |
| NASDAQ 100(CME) |
| Mar10 |
091230 |
1872.00 |
1880.00 |
1863.00 |
1876.80 |
+4.30 |
803 |
10,380 |
-60 |
| Jun10 |
091230 |
1874.80 |
1874.80 |
1874.80 |
1874.80 |
+4.00 |
0 |
10 |
+0 |
| Sep10 |
091230 |
1873.80 |
1873.80 |
1873.80 |
1873.80 |
+4.00 |
|
|
|
| Total Volume and Open Interest |
803 |
10,390 |
-60 |
| NASDAQ 100 E-Mini(Globex) |
| Mar10 |
091230 |
1871.00 |
1880.30 |
1862.30 |
1876.80 |
+4.30 |
103,211 |
294,073 |
-582 |
| Jun10 |
091230 |
1870.00 |
1877.50 |
1860.80 |
1874.80 |
+4.00 |
29 |
662 |
-4 |
| Total Volume and Open Interest |
103,240 |
294,737 |
-586 |
| S & P Midcap 400(CME) |
| Mar10 |
091230 |
733.00 |
736.50 |
732.00 |
734.10 |
-0.50 |
4 |
1,488 |
-1 |
| Jun10 |
091230 |
732.10 |
732.60 |
732.10 |
732.10 |
-0.50 |
|
|
|
| Sep10 |
091230 |
730.10 |
730.60 |
730.10 |
730.10 |
-0.50 |
|
|
|
| Total Volume and Open Interest |
4 |
1,488 |
-1 |
| Russell 2000 E-Mini(Globex) |
| Nikkei 225(CME) |
| Mar10 |
091230 |
10580 |
10680 |
10560 |
10670 |
-65 |
2,197 |
24,800 |
+100 |
| Jun10 |
091230 |
10670 |
10735 |
10670 |
10670 |
-65 |
|
|
|
| Total Volume and Open Interest |
2,197 |
24,800 |
+100 |
| Nikkei 225(SGX) |
| Mar10 |
091230 |
10680 |
10730 |
10525 |
10525 |
-165 |
66,061 |
163,771 |
+7,267 |
| Jun10 |
091230 |
10470 |
10470 |
10470 |
10470 |
-165 |
0 |
1,319 |
+0 |
| Sep10 |
091230 |
10470 |
10470 |
10470 |
10470 |
-170 |
0 |
55 |
+0 |
| Total Volume and Open Interest |
52,305 |
170,686 |
+0 |
| CAC 40(EURONEXT) |
| Jan10 |
091230 |
3958.5 |
3969.0 |
3929.0 |
3935.5 |
-23.0 |
35,952 |
323,418 |
+2,995 |
| Feb10 |
091230 |
3931.5 |
3950.5 |
3931.5 |
3935.5 |
-22.5 |
2 |
148 |
-3 |
| Mar10 |
091230 |
3955.5 |
3965.0 |
3934.0 |
3937.0 |
-23.0 |
332 |
49,758 |
+42 |
| Total Volume and Open Interest |
36,286 |
375,174 |
+3,034 |
| Hang Seng Index(HKFE) |
| Dec09 |
091230 |
21447 |
21504 |
21352 |
21426 |
-15 |
58,658 |
32,964 |
-9,350 |
| Jan10 |
091230 |
21480 |
21647 |
21305 |
21562 |
+122 |
32,334 |
62,999 |
+5,022 |
| Total Volume and Open Interest |
91,413 |
98,325 |
-4,266 |
| DAX(EUREX) |
| Dec09 |
091218 |
5856.0 |
5901.0 |
5844.5 |
5883.5 |
+27.0 |
170,256 |
112,043 |
-27,770 |
| Mar10 |
091230 |
6014.0 |
6017.5 |
5956.5 |
5959.5 |
-49.5 |
42,721 |
137,470 |
-2,194 |
| Jun10 |
091230 |
6024.5 |
6024.5 |
5969.0 |
5969.0 |
-50.0 |
311 |
8,108 |
+212 |
| Total Volume and Open Interest |
37,417 |
147,631 |
+0 |
| FT-SE 100(EURONEXT) |
| Mar10 |
091230 |
5388.00 |
5402.00 |
5344.00 |
5347.00 |
-37.00 |
45,769 |
626,044 |
+626,044 |
| Jun10 |
091230 |
5320.50 |
5320.50 |
5298.00 |
5298.00 |
-37.00 |
4 |
2,101 |
+2,101 |
| Sep10 |
091230 |
5263.50 |
5263.50 |
5263.50 |
5263.50 |
-37.00 |
0 |
429 |
+429 |
| Total Volume and Open Interest |
45,773 |
628,574 |
+628,574 |
| SPI 200(SFE) |
| Dec09 |
091217 |
4654.0 |
4693.0 |
4644.0 |
4688.0 |
+34.0 |
14,825 |
91,334 |
-59,078 |
| Mar10 |
091230 |
4858.0 |
4881.0 |
4827.0 |
4828.0 |
-29.0 |
13,761 |
185,264 |
+2,930 |
| Jun10 |
091230 |
4875.0 |
4888.0 |
4849.0 |
4849.0 |
-27.0 |
9 |
1,495 |
+6 |
| Total Volume and Open Interest |
13,770 |
188,581 |
+2,936 |
| GSCI(CME) |
| Jan10 |
091230 |
526.00 |
526.50 |
523.00 |
526.00 |
+1.00 |
1,028 |
18,318 |
+364 |
| Feb10 |
091230 |
530.00 |
530.00 |
527.50 |
530.00 |
+1.00 |
0 |
12 |
+0 |
| Mar10 |
091230 |
534.00 |
534.00 |
531.50 |
534.00 |
+1.00 |
|
|
|
| Total Volume and Open Interest |
1,028 |
18,330 |
+364 |
| 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. |
|
|