|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Thu December 31, 2009 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Jan10 |
091231 |
1035.00 |
1052.25 |
1032.75 |
1039.75 |
+3.50 |
42,686 |
19,826 |
-7,350 |
| Mar10 |
091231 |
1043.50 |
1061.50 |
1041.25 |
1048.50 |
+4.00 |
66,654 |
214,179 |
+4,160 |
| May10 |
091231 |
1048.00 |
1066.50 |
1047.00 |
1053.75 |
+4.25 |
6,842 |
55,178 |
-36 |
| Jul10 |
091231 |
1053.50 |
1072.25 |
1052.50 |
1059.25 |
+4.50 |
6,454 |
55,272 |
+176 |
| Aug10 |
091231 |
1060.50 |
1060.50 |
1049.75 |
1053.50 |
+3.75 |
125 |
1,703 |
-32 |
| Sep10 |
091231 |
1030.00 |
1044.25 |
1030.00 |
1033.25 |
+2.25 |
130 |
1,154 |
+8 |
| Nov10 |
091231 |
1013.25 |
1028.00 |
1011.00 |
1014.25 |
-0.75 |
3,048 |
65,427 |
+492 |
| Total Volume and Open Interest |
130,243 |
423,295 |
+0 |
| Soybean Meal(CBOT) |
| Jan10 |
091231 |
316.60 |
319.80 |
313.90 |
313.90 |
-2.30 |
15,401 |
7,339 |
-4,363 |
| Mar10 |
091231 |
308.00 |
311.60 |
305.00 |
306.10 |
-2.10 |
26,703 |
73,987 |
+3,481 |
| May10 |
091231 |
303.90 |
307.00 |
300.10 |
300.10 |
-3.60 |
4,570 |
29,000 |
+1,585 |
| Jul10 |
091231 |
304.70 |
308.10 |
300.60 |
300.60 |
-3.80 |
3,391 |
22,514 |
+765 |
| Aug10 |
091231 |
305.00 |
305.00 |
298.90 |
298.90 |
-4.20 |
877 |
4,812 |
-3 |
| Sep10 |
091231 |
300.00 |
300.00 |
293.90 |
293.90 |
-4.70 |
197 |
5,881 |
+74 |
| Oct10 |
091231 |
289.50 |
290.50 |
285.30 |
285.30 |
-4.50 |
177 |
3,124 |
+15 |
| Dec10 |
091231 |
287.30 |
290.00 |
283.10 |
283.10 |
-5.70 |
740 |
12,459 |
+139 |
| Total Volume and Open Interest |
50,900 |
158,749 |
+0 |
| Soybean Oil(CBOT) |
| Jan10 |
091231 |
39.40 |
40.54 |
39.33 |
40.35 |
+0.86 |
36,539 |
23,916 |
-4,441 |
| Mar10 |
091231 |
39.88 |
40.99 |
39.72 |
40.78 |
+0.86 |
42,221 |
115,897 |
+3,565 |
| May10 |
091231 |
40.21 |
41.38 |
40.21 |
41.16 |
+0.85 |
7,156 |
29,693 |
+624 |
| Jul10 |
091231 |
40.76 |
41.74 |
40.75 |
41.54 |
+0.87 |
3,378 |
19,725 |
+194 |
| Aug10 |
091231 |
41.80 |
41.80 |
40.83 |
41.70 |
+0.87 |
18 |
2,337 |
-1 |
| Sep10 |
091231 |
41.55 |
41.85 |
40.97 |
41.85 |
+0.88 |
27 |
1,957 |
+8 |
| Oct10 |
091231 |
41.77 |
42.08 |
41.77 |
41.95 |
+0.88 |
18 |
1,483 |
+6 |
| Dec10 |
091231 |
41.50 |
42.40 |
41.50 |
42.25 |
+0.88 |
306 |
14,917 |
+19 |
| Total Volume and Open Interest |
53,068 |
210,048 |
+0 |
| Canola(WCE) |
| Jan10 |
091231 |
407.1 |
413.4 |
406.0 |
407.2 |
+2.7 |
366 |
899 |
-283 |
| Mar10 |
091231 |
411.8 |
414.8 |
410.0 |
412.4 |
+1.4 |
6,530 |
81,941 |
+734 |
| May10 |
091231 |
418.6 |
421.3 |
417.0 |
418.6 |
+1.5 |
929 |
6,196 |
+359 |
| Jul10 |
091231 |
423.9 |
426.2 |
423.5 |
423.7 |
+2.1 |
162 |
6,579 |
+77 |
| Nov10 |
091231 |
422.4 |
425.0 |
422.2 |
422.3 |
+1.8 |
408 |
5,739 |
+55 |
| Total Volume and Open Interest |
10,409 |
100,810 |
+0 |
| Corn(CBOT) |
| Mar10 |
091231 |
413.00 |
418.25 |
412.00 |
414.50 |
+0.75 |
81,483 |
488,014 |
-1,573 |
| May10 |
091231 |
422.50 |
428.00 |
422.00 |
424.25 |
+0.75 |
14,082 |
122,862 |
-76 |
| Jul10 |
091231 |
431.25 |
436.00 |
431.00 |
433.00 |
+0.75 |
10,427 |
109,185 |
+506 |
| Sep10 |
091231 |
436.75 |
440.00 |
435.75 |
437.50 |
+0.25 |
1,731 |
34,780 |
+798 |
| Dec10 |
091231 |
440.75 |
445.00 |
440.00 |
440.75 |
-1.25 |
9,899 |
199,497 |
+420 |
| Mar11 |
091231 |
451.00 |
454.00 |
449.00 |
449.75 |
-1.25 |
866 |
14,005 |
+353 |
| Total Volume and Open Interest |
109,740 |
989,671 |
+0 |
| Wheat(CBOT) |
| Mar10 |
091231 |
543.75 |
550.00 |
540.00 |
541.50 |
-3.25 |
19,911 |
182,101 |
-1,320 |
| May10 |
091231 |
558.00 |
563.00 |
553.50 |
555.00 |
-3.25 |
3,071 |
43,029 |
+377 |
| Jul10 |
091231 |
568.50 |
574.00 |
564.00 |
566.00 |
-3.75 |
3,225 |
64,670 |
+116 |
| Sep10 |
091231 |
585.00 |
586.50 |
578.75 |
580.25 |
-3.75 |
376 |
16,314 |
+104 |
| Dec10 |
091231 |
609.50 |
610.00 |
600.75 |
603.00 |
-3.75 |
1,208 |
49,833 |
+392 |
| Total Volume and Open Interest |
30,349 |
361,424 |
+0 |
| Wheat(KCBT) |
| Mar10 |
091231 |
538.75 |
545.00 |
534.25 |
536.25 |
-4.25 |
4,481 |
61,471 |
-526 |
| May10 |
091231 |
554.50 |
555.00 |
537.75 |
547.75 |
-4.25 |
710 |
13,466 |
-38 |
| Jul10 |
091231 |
564.00 |
568.00 |
559.00 |
559.75 |
-4.25 |
870 |
30,471 |
+202 |
| Sep10 |
091231 |
576.00 |
578.00 |
571.50 |
571.50 |
-4.25 |
90 |
3,253 |
+14 |
| Dec10 |
091231 |
595.00 |
599.00 |
590.25 |
590.50 |
-4.25 |
723 |
35,727 |
+47 |
| Total Volume and Open Interest |
7,269 |
145,598 |
+0 |
| Wheat(MGE) |
| Mar10 |
091231 |
549.50 |
555.50 |
541.50 |
545.00 |
-6.25 |
1,880 |
19,762 |
-722 |
| May10 |
091231 |
565.00 |
566.00 |
554.50 |
557.00 |
-6.25 |
147 |
5,652 |
+42 |
| Jul10 |
091231 |
575.00 |
577.75 |
567.00 |
569.25 |
-6.25 |
116 |
8,916 |
-30 |
| Sep10 |
091231 |
589.25 |
593.25 |
580.25 |
581.50 |
-5.75 |
60 |
3,325 |
+2 |
| Dec10 |
091231 |
605.00 |
609.00 |
597.50 |
599.50 |
-5.50 |
58 |
7,756 |
+3 |
| Total Volume and Open Interest |
2,210 |
46,545 |
+0 |
| Oats(CBOT) |
| Mar10 |
091231 |
275.25 |
281.00 |
273.75 |
277.00 |
+0.75 |
1,815 |
9,177 |
-276 |
| May10 |
091231 |
285.00 |
289.00 |
282.50 |
285.00 |
+0.75 |
55 |
925 |
+25 |
| Jul10 |
091231 |
292.75 |
293.50 |
292.75 |
293.50 |
+0.75 |
3 |
808 |
+2 |
| Sep10 |
091231 |
301.00 |
301.00 |
300.25 |
301.00 |
+0.75 |
0 |
350 |
+0 |
| Total Volume and Open Interest |
652 |
12,009 |
+0 |
| Rough Rice(CBOT) |
| Jan10 |
091231 |
14.31 |
14.56 |
14.28 |
14.56 |
+0.16 |
896 |
671 |
-431 |
| Mar10 |
091231 |
14.66 |
14.95 |
14.57 |
14.89 |
+0.18 |
1,249 |
13,084 |
+403 |
| May10 |
091231 |
15.20 |
15.20 |
14.90 |
15.15 |
+0.18 |
42 |
433 |
+42 |
| Jul10 |
091231 |
15.23 |
15.37 |
15.15 |
15.37 |
+0.17 |
10 |
547 |
+0 |
| Total Volume and Open Interest |
2,266 |
15,981 |
+0 |
| Live Cattle(CME) |
| Dec09 |
091231 |
84.635 |
86.250 |
84.500 |
86.000 |
+1.400 |
790 |
144 |
-578 |
| Feb10 |
091231 |
85.330 |
86.730 |
85.285 |
86.180 |
+1.130 |
11,701 |
130,981 |
-2,520 |
| Apr10 |
091231 |
88.950 |
89.950 |
88.930 |
89.800 |
+0.850 |
5,921 |
72,775 |
+817 |
| Jun10 |
091231 |
86.680 |
87.750 |
86.600 |
87.730 |
+1.095 |
2,792 |
38,993 |
+1,042 |
| Aug10 |
091231 |
86.550 |
87.750 |
86.550 |
87.700 |
+1.000 |
744 |
9,876 |
-19 |
| Oct10 |
091231 |
89.385 |
89.900 |
89.300 |
89.700 |
+0.500 |
412 |
7,563 |
+229 |
| Total Volume and Open Interest |
17,517 |
264,579 |
+0 |
| Feeder Cattle(CME) |
| Jan10 |
091231 |
95.150 |
96.035 |
95.100 |
95.850 |
+0.715 |
587 |
4,863 |
-256 |
| Mar10 |
091231 |
94.900 |
96.330 |
94.700 |
96.250 |
+1.365 |
1,268 |
15,695 |
+28 |
| Apr10 |
091231 |
96.180 |
97.650 |
96.150 |
97.635 |
+1.455 |
133 |
4,047 |
-15 |
| May10 |
091231 |
97.000 |
98.750 |
97.000 |
98.750 |
+1.500 |
98 |
3,732 |
+15 |
| Aug10 |
091231 |
98.785 |
99.800 |
98.785 |
99.750 |
+0.965 |
48 |
1,533 |
+22 |
| Sep10 |
091231 |
98.700 |
98.900 |
98.550 |
98.900 |
+0.700 |
0 |
19 |
+0 |
| Oct10 |
091231 |
98.000 |
98.700 |
98.000 |
98.700 |
+0.770 |
0 |
28 |
+0 |
| Total Volume and Open Interest |
2,628 |
30,124 |
+0 |
| Lean Hogs(CME) |
| Feb10 |
091231 |
65.200 |
66.250 |
65.150 |
65.600 |
-0.035 |
9,100 |
71,571 |
-1,384 |
| Apr10 |
091231 |
70.000 |
70.430 |
69.430 |
69.885 |
-0.615 |
4,387 |
51,815 |
+1,595 |
| May10 |
091231 |
74.900 |
75.500 |
74.350 |
75.350 |
-0.330 |
269 |
3,282 |
+95 |
| Jun10 |
091231 |
77.550 |
77.800 |
77.000 |
77.285 |
-0.895 |
2,447 |
27,585 |
+906 |
| Jul10 |
091231 |
76.450 |
76.750 |
76.000 |
76.100 |
-1.000 |
597 |
9,581 |
+245 |
| Aug10 |
091231 |
75.400 |
75.700 |
75.100 |
75.300 |
-0.900 |
342 |
7,305 |
+225 |
| Oct10 |
091231 |
67.500 |
67.650 |
67.400 |
67.550 |
-0.350 |
128 |
3,382 |
-33 |
| Dec10 |
091231 |
66.750 |
67.450 |
66.550 |
67.450 |
-0.250 |
126 |
2,148 |
+51 |
| Total Volume and Open Interest |
18,292 |
175,178 |
+0 |
| Pork Bellies(CME) |
| Feb10 |
091231 |
87.000 |
89.300 |
85.750 |
88.000 |
+1.700 |
35 |
309 |
+2 |
| Mar10 |
091231 |
86.885 |
89.550 |
86.750 |
86.885 |
unch |
0 |
87 |
+0 |
| May10 |
091231 |
88.900 |
90.000 |
88.900 |
88.900 |
unch |
0 |
116 |
+0 |
| Jul10 |
091231 |
91.000 |
91.000 |
91.000 |
91.000 |
+1.300 |
0 |
20 |
+0 |
| Aug10 |
091231 |
86.000 |
86.000 |
86.000 |
86.000 |
unch |
0 |
15 |
+0 |
| Total Volume and Open Interest |
41 |
545 |
+0 |
| Class III Milk(CME) |
| Dec09 |
091231 |
14.98 |
14.98 |
14.98 |
14.98 |
+0.06 |
53 |
4,755 |
-7 |
| Jan10 |
091231 |
14.25 |
14.28 |
14.19 |
14.22 |
-0.03 |
115 |
4,001 |
+11 |
| Feb10 |
091231 |
13.98 |
13.98 |
13.70 |
13.89 |
-0.09 |
337 |
4,036 |
+60 |
| Mar10 |
091231 |
14.52 |
14.53 |
14.41 |
14.49 |
-0.03 |
202 |
3,042 |
+97 |
| Apr10 |
091231 |
14.76 |
14.79 |
14.72 |
14.77 |
-0.02 |
121 |
2,095 |
+60 |
| Total Volume and Open Interest |
709 |
27,171 |
+0 |
| Cocoa(ICE) |
| Mar10 |
091231 |
3253 |
3321 |
3232 |
3289 |
+42 |
2,431 |
70,436 |
-429 |
| May10 |
091231 |
3276 |
3340 |
3255 |
3310 |
+43 |
389 |
24,681 |
+84 |
| Jul10 |
091231 |
3277 |
3334 |
3260 |
3307 |
+41 |
185 |
8,861 |
+205 |
| Sep10 |
091231 |
3275 |
3304 |
3275 |
3304 |
+37 |
425 |
6,330 |
+347 |
| Dec10 |
091231 |
3272 |
3317 |
3271 |
3293 |
+36 |
57 |
4,789 |
+88 |
| Mar11 |
091231 |
3298 |
3298 |
3280 |
3280 |
+33 |
2 |
7,970 |
+0 |
| May11 |
091231 |
3303 |
3303 |
3280 |
3280 |
+24 |
0 |
4,222 |
+0 |
| Total Volume and Open Interest |
3,592 |
129,231 |
+0 |
| Coffee "C"(ICE) |
| Mar10 |
091231 |
137.95 |
138.20 |
135.80 |
135.95 |
-0.70 |
6,845 |
78,102 |
+380 |
| May10 |
091231 |
139.30 |
139.90 |
137.55 |
137.60 |
-0.85 |
1,217 |
25,761 |
+326 |
| Jul10 |
091231 |
141.15 |
141.40 |
139.05 |
139.05 |
-0.85 |
242 |
5,645 |
+57 |
| Sep10 |
091231 |
141.55 |
141.55 |
140.45 |
140.45 |
-0.80 |
75 |
6,456 |
+20 |
| Dec10 |
091231 |
143.05 |
143.05 |
142.25 |
142.25 |
-0.85 |
68 |
7,189 |
+10 |
| Mar11 |
091231 |
143.70 |
143.70 |
143.70 |
143.70 |
-0.85 |
41 |
2,242 |
+47 |
| Total Volume and Open Interest |
6,968 |
124,939 |
+0 |
| Orange Juice(ICE) |
| Jan10 |
091231 |
132.40 |
132.40 |
124.00 |
124.00 |
-8.80 |
371 |
1,003 |
-62 |
| Mar10 |
091231 |
137.00 |
137.00 |
128.00 |
129.05 |
-7.85 |
2,635 |
26,975 |
+558 |
| May10 |
091231 |
140.00 |
140.00 |
132.60 |
132.75 |
-7.80 |
1,361 |
5,144 |
+20 |
| Jul10 |
091231 |
141.65 |
141.70 |
135.25 |
135.75 |
-7.70 |
24 |
1,816 |
+6 |
| Sep10 |
091231 |
141.75 |
141.75 |
136.00 |
137.10 |
-6.90 |
67 |
672 |
+65 |
| Nov10 |
091231 |
141.75 |
141.75 |
137.25 |
137.25 |
-7.20 |
10 |
188 |
+0 |
| Total Volume and Open Interest |
1,922 |
35,447 |
+0 |
| Sugar #11(ICE) |
| Mar10 |
091231 |
26.96 |
27.30 |
26.56 |
26.95 |
-0.01 |
22,518 |
336,892 |
+1,043 |
| May10 |
091231 |
25.00 |
25.42 |
24.96 |
25.23 |
+0.17 |
14,024 |
144,261 |
+1,005 |
| Jul10 |
091231 |
22.87 |
23.09 |
22.78 |
23.02 |
+0.15 |
8,104 |
133,859 |
-39 |
| Oct10 |
091231 |
21.69 |
21.85 |
21.58 |
21.85 |
+0.16 |
4,166 |
96,704 |
+86 |
| Mar11 |
091231 |
20.95 |
21.05 |
20.75 |
21.05 |
+0.16 |
1,812 |
51,650 |
-390 |
| Total Volume and Open Interest |
37,855 |
832,552 |
+0 |
| London Cocoa(LCE) |
| Mar10 |
091231 |
2225 |
2250 |
2210 |
2250 |
+24 |
2,988 |
60,082 |
-231 |
| May10 |
091231 |
2241 |
2271 |
2230 |
2271 |
+26 |
461 |
50,698 |
-224 |
| Jul10 |
091231 |
2220 |
2251 |
2210 |
2246 |
+20 |
453 |
22,634 |
+57 |
| Sep10 |
091231 |
2175 |
2204 |
2175 |
2200 |
+9 |
229 |
12,859 |
+70 |
| Dec10 |
091231 |
2145 |
2175 |
2143 |
2165 |
+5 |
128 |
9,352 |
-49 |
| Mar11 |
091231 |
2097 |
2123 |
2097 |
2119 |
+1 |
8 |
8,491 |
-73 |
| May11 |
091231 |
2099 |
2099 |
2099 |
2099 |
+1 |
216 |
1,386 |
+200 |
| Total Volume and Open Interest |
4,483 |
165,502 |
-250 |
| London Sugar(LCE) |
| Mar10 |
091231 |
705.00 |
710.50 |
703.70 |
710.20 |
+5.20 |
1,504 |
37,161 |
+181 |
| May10 |
091231 |
685.00 |
690.50 |
684.30 |
688.70 |
+2.80 |
891 |
20,497 |
+92 |
| Aug10 |
091231 |
628.00 |
632.00 |
628.00 |
632.00 |
+2.90 |
331 |
11,833 |
-58 |
| Oct10 |
091231 |
577.00 |
582.00 |
576.40 |
581.80 |
+3.80 |
40 |
5,147 |
+2 |
| Dec10 |
091231 |
547.00 |
550.30 |
545.00 |
550.30 |
+3.30 |
26 |
876 |
+24 |
| Total Volume and Open Interest |
2,802 |
75,845 |
+251 |
| Cotton(ICE) |
| Mar10 |
091231 |
75.49 |
75.95 |
75.37 |
75.60 |
+0.17 |
4,775 |
127,277 |
-464 |
| May10 |
091231 |
76.39 |
76.92 |
76.39 |
76.59 |
+0.16 |
1,545 |
21,470 |
+741 |
| Jul10 |
091231 |
77.10 |
77.40 |
76.85 |
76.98 |
-0.12 |
517 |
22,272 |
+284 |
| Oct10 |
091231 |
76.09 |
76.12 |
76.08 |
76.12 |
+0.01 |
3 |
156 |
+1 |
| Dec10 |
091231 |
76.00 |
76.46 |
76.00 |
76.21 |
+0.12 |
223 |
14,865 |
+124 |
| Mar11 |
091231 |
77.68 |
77.71 |
77.46 |
77.56 |
+0.12 |
0 |
274 |
+0 |
| Total Volume and Open Interest |
4,700 |
186,395 |
+0 |
| Lumber(CME) |
| Jan10 |
091231 |
204.0 |
206.6 |
203.8 |
205.0 |
+1.5 |
307 |
1,672 |
-157 |
| Mar10 |
091231 |
233.3 |
235.0 |
232.0 |
234.5 |
-0.3 |
452 |
5,250 |
+27 |
| May10 |
091231 |
251.3 |
251.3 |
249.5 |
249.5 |
unch |
86 |
1,382 |
+20 |
| Jul10 |
091231 |
258.5 |
258.5 |
257.5 |
257.5 |
+0.5 |
6 |
253 |
+5 |
| Total Volume and Open Interest |
1,459 |
8,788 |
+0 |
| Crude Oil(NYM) |
| Feb10 |
091231 |
79.28 |
80.00 |
79.16 |
79.36 |
+0.08 |
156,075 |
282,617 |
+3,067 |
| Mar10 |
091231 |
80.03 |
80.71 |
79.87 |
80.02 |
-0.01 |
61,559 |
168,505 |
+2,752 |
| Apr10 |
091231 |
80.76 |
81.37 |
80.52 |
80.63 |
-0.10 |
16,332 |
52,703 |
+982 |
| May10 |
091231 |
81.53 |
81.90 |
81.03 |
81.11 |
-0.18 |
9,662 |
35,988 |
+997 |
| Jun10 |
091231 |
82.28 |
82.35 |
81.52 |
81.59 |
-0.20 |
14,859 |
109,139 |
+807 |
| Jul10 |
091231 |
82.80 |
82.80 |
82.05 |
82.10 |
-0.21 |
3,538 |
33,134 |
+1,589 |
| Aug10 |
091231 |
83.22 |
83.31 |
82.53 |
82.53 |
-0.21 |
868 |
15,952 |
+259 |
| Sep10 |
091231 |
83.66 |
83.72 |
82.92 |
82.92 |
-0.23 |
1,630 |
28,024 |
+193 |
| Oct10 |
091231 |
84.12 |
84.12 |
83.31 |
83.31 |
-0.24 |
846 |
15,556 |
+349 |
| Nov10 |
091231 |
84.50 |
84.50 |
83.69 |
83.69 |
-0.29 |
753 |
20,120 |
-112 |
| Dec10 |
091231 |
84.71 |
85.06 |
84.04 |
84.13 |
-0.34 |
9,499 |
150,354 |
+2,287 |
| Jan11 |
091231 |
84.44 |
84.44 |
84.44 |
84.44 |
-0.36 |
582 |
19,437 |
+104 |
| Feb11 |
091231 |
84.71 |
84.71 |
84.71 |
84.71 |
-0.37 |
618 |
9,462 |
+373 |
| Mar11 |
091231 |
85.01 |
85.01 |
85.01 |
85.01 |
-0.38 |
149 |
6,589 |
-44 |
| Apr11 |
091231 |
85.30 |
85.30 |
85.30 |
85.30 |
-0.38 |
98 |
9,255 |
+7 |
| May11 |
091231 |
85.54 |
85.54 |
85.54 |
85.54 |
-0.38 |
42 |
3,671 |
+32 |
| Total Volume and Open Interest |
243,316 |
1,185,208 |
+0 |
| 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 |
091231 |
79.375 |
80.025 |
79.100 |
79.350 |
+0.075 |
7,562 |
5,581 |
+531 |
| Mar10 |
091231 |
80.250 |
80.725 |
79.875 |
80.025 |
unch |
515 |
1,232 |
+112 |
| Apr10 |
091231 |
80.700 |
81.100 |
80.625 |
80.625 |
-0.100 |
46 |
212 |
-4 |
| May10 |
091231 |
81.700 |
81.700 |
81.100 |
81.100 |
-0.200 |
0 |
4 |
+0 |
| Jun10 |
091231 |
82.175 |
82.175 |
81.600 |
81.600 |
-0.200 |
0 |
10 |
+0 |
| Jul10 |
091231 |
82.100 |
82.100 |
82.100 |
82.100 |
-0.200 |
0 |
8 |
+0 |
| Aug10 |
091231 |
83.000 |
83.000 |
82.525 |
82.525 |
-0.225 |
0 |
3 |
+0 |
| Sep10 |
091231 |
83.400 |
83.400 |
82.925 |
82.925 |
-0.225 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
6,682 |
6,512 |
+0 |
| Heating Oil(NYM) |
| Jan10 |
091231 |
211.11 |
213.80 |
210.11 |
211.88 |
+0.95 |
22,473 |
5,619 |
-8,741 |
| Feb10 |
091231 |
212.27 |
214.10 |
211.35 |
211.56 |
-0.46 |
40,154 |
92,722 |
+1,640 |
| Mar10 |
091231 |
213.10 |
214.67 |
211.97 |
212.19 |
-0.59 |
11,278 |
50,280 |
-816 |
| Apr10 |
091231 |
213.71 |
215.11 |
212.63 |
212.63 |
-0.50 |
5,811 |
28,636 |
+467 |
| May10 |
091231 |
214.01 |
215.56 |
212.90 |
213.19 |
-0.41 |
3,310 |
17,664 |
-168 |
| Jun10 |
091231 |
215.30 |
215.75 |
213.52 |
213.82 |
-0.37 |
5,215 |
34,503 |
-738 |
| Jul10 |
091231 |
216.58 |
217.09 |
215.02 |
215.29 |
-0.46 |
1,241 |
10,268 |
+96 |
| Aug10 |
091231 |
217.32 |
217.32 |
217.06 |
217.06 |
-0.56 |
324 |
4,169 |
-55 |
| Sep10 |
091231 |
219.35 |
219.39 |
219.35 |
219.39 |
-0.57 |
481 |
7,764 |
+39 |
| Oct10 |
091231 |
222.06 |
222.43 |
221.92 |
221.92 |
-0.56 |
131 |
5,878 |
+25 |
| Nov10 |
091231 |
224.27 |
224.27 |
224.27 |
224.27 |
-0.58 |
434 |
6,227 |
-188 |
| Dec10 |
091231 |
228.30 |
228.75 |
226.35 |
226.60 |
-0.59 |
2,006 |
16,573 |
-306 |
| Total Volume and Open Interest |
97,261 |
314,896 |
+0 |
| Gasoline(NYMEX) |
| Jan10 |
091231 |
204.03 |
207.00 |
202.66 |
205.25 |
+1.19 |
14,564 |
3,611 |
-7,589 |
| Feb10 |
091231 |
205.66 |
208.46 |
204.59 |
205.29 |
-0.37 |
32,207 |
85,395 |
+3,311 |
| Mar10 |
091231 |
207.54 |
210.00 |
206.57 |
207.16 |
-0.22 |
11,263 |
42,756 |
+653 |
| Apr10 |
091231 |
218.94 |
220.60 |
217.59 |
218.09 |
-0.05 |
3,830 |
29,946 |
+186 |
| May10 |
091231 |
220.30 |
221.15 |
219.01 |
219.01 |
-0.17 |
2,368 |
13,014 |
+514 |
| Jun10 |
091231 |
220.98 |
222.00 |
219.69 |
219.69 |
-0.33 |
2,027 |
16,049 |
+522 |
| Jul10 |
091231 |
220.89 |
222.12 |
219.73 |
219.90 |
-0.28 |
225 |
6,156 |
+44 |
| Aug10 |
091231 |
221.01 |
221.88 |
219.64 |
219.64 |
-0.30 |
159 |
5,931 |
+37 |
| Sep10 |
091231 |
218.89 |
218.89 |
218.89 |
218.89 |
-0.35 |
127 |
6,039 |
+85 |
| Oct10 |
091231 |
209.04 |
209.04 |
209.04 |
209.04 |
-0.30 |
34 |
2,754 |
-4 |
| Total Volume and Open Interest |
69,213 |
235,180 |
+0 |
| e-miNY RBOB Gasoline(NYM) |
| Feb10 |
091231 |
205.30 |
205.30 |
205.29 |
205.30 |
-0.40 |
0 |
2 |
+0 |
| Mar10 |
091231 |
207.20 |
207.20 |
207.16 |
207.20 |
-0.20 |
|
|
|
| Apr10 |
091231 |
218.10 |
218.10 |
218.09 |
218.10 |
unch |
|
|
|
| May10 |
091231 |
219.00 |
219.01 |
219.00 |
219.00 |
-0.20 |
|
|
|
| Total Volume and Open Interest |
0 |
4 |
+0 |
| Natural Gas(NYM) |
| Feb10 |
091231 |
5.709 |
5.873 |
5.505 |
5.572 |
-0.137 |
56,104 |
120,353 |
-442 |
| Mar10 |
091231 |
5.688 |
5.835 |
5.472 |
5.532 |
-0.153 |
16,185 |
131,859 |
+1,236 |
| Apr10 |
091231 |
5.660 |
5.779 |
5.462 |
5.505 |
-0.144 |
9,797 |
75,447 |
+1,025 |
| May10 |
091231 |
5.666 |
5.794 |
5.486 |
5.545 |
-0.133 |
5,593 |
38,520 |
-645 |
| Jun10 |
091231 |
5.727 |
5.861 |
5.550 |
5.615 |
-0.127 |
3,079 |
24,073 |
+867 |
| Jul10 |
091231 |
5.860 |
5.924 |
5.649 |
5.695 |
-0.121 |
1,770 |
19,456 |
+450 |
| Aug10 |
091231 |
6.000 |
6.010 |
5.726 |
5.765 |
-0.119 |
1,805 |
28,551 |
+155 |
| Sep10 |
091231 |
5.920 |
6.025 |
5.760 |
5.795 |
-0.119 |
1,506 |
20,384 |
+441 |
| Oct10 |
091231 |
6.110 |
6.125 |
5.826 |
5.898 |
-0.116 |
4,278 |
44,486 |
+565 |
| Nov10 |
091231 |
6.411 |
6.420 |
6.180 |
6.221 |
-0.108 |
523 |
11,525 |
+71 |
| Dec10 |
091231 |
6.630 |
6.723 |
6.497 |
6.548 |
-0.101 |
611 |
22,211 |
+84 |
| Jan11 |
091231 |
6.954 |
6.954 |
6.725 |
6.768 |
-0.101 |
975 |
21,604 |
-122 |
| Feb11 |
091231 |
6.700 |
6.770 |
6.700 |
6.745 |
-0.094 |
291 |
8,012 |
+60 |
| Mar11 |
091231 |
6.699 |
6.700 |
6.535 |
6.560 |
-0.089 |
512 |
20,314 |
+430 |
| Apr11 |
091231 |
6.070 |
6.070 |
5.905 |
5.995 |
-0.029 |
183 |
16,040 |
-54 |
| May11 |
091231 |
5.980 |
5.980 |
5.881 |
5.960 |
-0.029 |
94 |
9,363 |
+18 |
| Total Volume and Open Interest |
103,052 |
701,004 |
+0 |
| Brent Crude Oil(ICE) |
| Feb10 |
091231 |
78.65 |
78.94 |
77.77 |
77.93 |
-0.10 |
71,355 |
184,565 |
-4,653 |
| Mar10 |
091231 |
79.22 |
79.58 |
78.47 |
78.65 |
-0.08 |
36,571 |
140,423 |
+9,093 |
| Apr10 |
091231 |
79.82 |
80.20 |
79.19 |
79.38 |
-0.06 |
12,995 |
62,485 |
+3,281 |
| May10 |
091231 |
80.48 |
80.82 |
79.86 |
80.04 |
-0.06 |
7,261 |
31,195 |
+378 |
| Jun10 |
091231 |
81.07 |
81.39 |
80.37 |
80.59 |
-0.08 |
11,411 |
58,830 |
-895 |
| Jul10 |
091231 |
81.67 |
81.83 |
80.86 |
81.08 |
-0.09 |
9,506 |
18,078 |
+1,388 |
| Aug10 |
091231 |
82.16 |
82.32 |
81.34 |
81.58 |
-0.07 |
6,165 |
12,215 |
+641 |
| Sep10 |
091231 |
82.59 |
82.77 |
81.80 |
82.05 |
-0.06 |
4,017 |
8,081 |
+260 |
| Oct10 |
091231 |
83.07 |
83.15 |
82.28 |
82.52 |
-0.06 |
2,964 |
12,540 |
-336 |
| Nov10 |
091231 |
82.50 |
83.50 |
82.50 |
82.98 |
-0.07 |
2,078 |
10,250 |
+78 |
| Dec10 |
091231 |
84.02 |
84.32 |
83.28 |
83.52 |
-0.03 |
4,999 |
73,934 |
+166 |
| Jan11 |
091231 |
83.98 |
83.98 |
83.98 |
83.98 |
-0.04 |
96 |
8,635 |
-40 |
| Feb11 |
091231 |
84.40 |
84.40 |
84.40 |
84.40 |
-0.06 |
5 |
4,735 |
+0 |
| Mar11 |
091231 |
84.76 |
84.76 |
84.76 |
84.76 |
-0.08 |
0 |
4,569 |
+0 |
| Total Volume and Open Interest |
138,371 |
718,610 |
+0 |
| Gas Oil(ICE) |
| Jan10 |
091231 |
637.25 |
643.75 |
634.75 |
635.50 |
-0.75 |
30,036 |
92,971 |
-1,200 |
| Feb10 |
091231 |
643.75 |
650.00 |
641.00 |
641.50 |
-0.75 |
42,281 |
105,451 |
+5,523 |
| Mar10 |
091231 |
653.00 |
655.75 |
647.00 |
647.50 |
-0.75 |
12,670 |
53,920 |
+963 |
| Apr10 |
091231 |
658.25 |
661.25 |
653.25 |
653.25 |
-1.00 |
8,220 |
30,364 |
-44 |
| May10 |
091231 |
664.50 |
666.75 |
659.00 |
659.25 |
-1.00 |
6,525 |
25,232 |
+152 |
| Jun10 |
091231 |
670.00 |
673.75 |
665.25 |
665.25 |
-1.25 |
6,899 |
46,406 |
-102 |
| Jul10 |
091231 |
675.00 |
679.25 |
672.00 |
672.00 |
-1.25 |
2,127 |
17,445 |
+255 |
| Aug10 |
091231 |
680.25 |
685.75 |
678.50 |
678.50 |
-1.00 |
1,581 |
18,840 |
+39 |
| Sep10 |
091231 |
689.00 |
692.25 |
684.50 |
684.75 |
-1.00 |
1,537 |
19,219 |
-263 |
| Oct10 |
091231 |
694.75 |
698.00 |
690.25 |
690.50 |
-1.00 |
1,301 |
11,249 |
-91 |
| Total Volume and Open Interest |
93,775 |
540,812 |
+0 |
| Ethanol(CBOT) |
| Dec09 |
091203 |
2.135 |
2.135 |
2.130 |
2.130 |
unch |
8 |
263 |
-4 |
| Jan10 |
091231 |
1.947 |
1.950 |
1.947 |
1.950 |
+0.011 |
28 |
449 |
-17 |
| Feb10 |
091231 |
1.920 |
1.932 |
1.911 |
1.927 |
+0.020 |
45 |
958 |
+7 |
| Mar10 |
091231 |
1.915 |
1.918 |
1.910 |
1.914 |
+0.015 |
120 |
837 |
-46 |
| Apr10 |
091231 |
1.909 |
1.913 |
1.890 |
1.901 |
+0.001 |
22 |
1,000 |
+11 |
| May10 |
091231 |
1.878 |
1.894 |
1.875 |
1.879 |
+0.006 |
5 |
400 |
+5 |
| Jun10 |
091231 |
1.871 |
1.880 |
1.867 |
1.868 |
+0.001 |
11 |
353 |
+9 |
| Jul10 |
091231 |
1.885 |
1.900 |
1.865 |
1.875 |
+0.004 |
115 |
545 |
+12 |
| Total Volume and Open Interest |
2,062 |
6,726 |
+0 |
| US Dollar Index(ICE) |
| Mar10 |
091231 |
78.220 |
78.395 |
77.790 |
78.220 |
-0.055 |
12,487 |
59,671 |
+1,405 |
| Jun10 |
091231 |
78.565 |
78.565 |
78.565 |
78.565 |
-0.070 |
8 |
4,913 |
-4 |
| Sep10 |
091231 |
78.565 |
78.565 |
78.565 |
78.565 |
-0.070 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
11,699 |
63,184 |
+0 |
| Australian Dollar(CME) |
| Mar10 |
091231 |
88.77 |
89.48 |
88.64 |
89.17 |
+0.45 |
32,904 |
97,546 |
-660 |
| Jun10 |
091231 |
87.89 |
88.52 |
87.76 |
88.26 |
+0.45 |
17 |
244 |
+3 |
| Sep10 |
091231 |
87.33 |
87.33 |
86.88 |
87.33 |
+0.45 |
0 |
18 |
+0 |
| Total Volume and Open Interest |
50,103 |
98,465 |
+0 |
| British Pound(CME) |
| Mar10 |
091231 |
160.73 |
162.29 |
160.41 |
161.46 |
+0.85 |
76,598 |
81,136 |
-3,164 |
| Jun10 |
091231 |
160.61 |
162.18 |
160.38 |
161.38 |
+0.85 |
258 |
412 |
-6 |
| Sep10 |
091231 |
161.30 |
161.78 |
160.44 |
161.30 |
+0.86 |
0 |
71 |
+0 |
| Total Volume and Open Interest |
71,305 |
84,792 |
+0 |
| Canadian Dollar(CME) |
| Mar10 |
091231 |
94.80 |
95.66 |
94.75 |
95.62 |
+0.87 |
61,432 |
97,544 |
-1,228 |
| Jun10 |
091231 |
94.72 |
95.61 |
94.72 |
95.61 |
+0.87 |
197 |
1,326 |
+82 |
| Sep10 |
091231 |
95.58 |
95.58 |
94.72 |
95.58 |
+0.86 |
45 |
636 |
+11 |
| Dec10 |
091231 |
95.45 |
95.52 |
94.65 |
95.52 |
+0.87 |
56 |
464 |
+5 |
| Total Volume and Open Interest |
40,240 |
101,157 |
+0 |
| Japanese Yen(CME) |
| Mar10 |
091231 |
108.26 |
108.86 |
107.38 |
107.40 |
-0.78 |
60,619 |
96,905 |
+2,161 |
| Jun10 |
091231 |
108.33 |
108.92 |
107.49 |
107.49 |
-0.78 |
80 |
368 |
-3 |
| Sep10 |
091231 |
107.65 |
108.78 |
107.65 |
107.65 |
-0.78 |
0 |
80 |
+0 |
| Total Volume and Open Interest |
63,403 |
95,217 |
+0 |
| Swiss Franc(CME) |
| Mar10 |
091231 |
96.53 |
97.26 |
96.32 |
96.69 |
+0.21 |
31,743 |
36,514 |
-1,460 |
| Jun10 |
091231 |
96.27 |
97.32 |
96.27 |
96.77 |
+0.21 |
11 |
60 |
+5 |
| Sep10 |
091231 |
96.91 |
97.16 |
96.70 |
96.91 |
+0.21 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
38,668 |
38,033 |
+0 |
| EuroFX(CME) |
| Mar10 |
091231 |
143.39 |
144.40 |
143.04 |
143.34 |
+0.01 |
134,788 |
144,153 |
+1,882 |
| Jun10 |
091231 |
143.59 |
144.33 |
143.03 |
143.30 |
+0.01 |
145 |
1,218 |
+5 |
| Sep10 |
091231 |
143.22 |
143.94 |
143.20 |
143.22 |
+0.01 |
0 |
656 |
+0 |
| Total Volume and Open Interest |
152,005 |
144,152 |
+0 |
| Mexican Peso(CME) |
| Jan10 |
091231 |
763.0 |
763.0 |
763.0 |
763.0 |
unch |
|
|
|
| Feb10 |
091231 |
761.5 |
761.5 |
761.5 |
761.5 |
unch |
0 |
3 |
+0 |
| Total Volume and Open Interest |
11,709 |
96,720 |
+0 |
| 30-Year T-Bonds(CBOT) |
| Mar10 |
091231 |
115~260 |
115~260 |
114~160 |
115~120 |
-0~160 |
99,083 |
668,877 |
+5,986 |
| Jun10 |
091231 |
114~000 |
114~140 |
113~150 |
113~310 |
-0~150 |
57 |
151 |
+19 |
| Sep10 |
091231 |
112~180 |
113~000 |
112~180 |
112~180 |
-0~140 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
97,542 |
663,024 |
+0 |
| 10-Year T-Notes(CBOT) |
| Mar10 |
091231 |
115~245 |
115~245 |
114~285 |
115~145 |
-0~125 |
362,111 |
1,189,700 |
+33,893 |
| Jun10 |
091231 |
114~115 |
114~140 |
113~195 |
114~015 |
-0~125 |
12 |
88 |
+0 |
| Sep10 |
091231 |
112~205 |
113~010 |
112~205 |
112~205 |
-0~125 |
|
|
|
| Total Volume and Open Interest |
360,312 |
1,155,895 |
+0 |
| 5-Year T-Notes(CBOT) |
| Mar10 |
091231 |
114~083 |
114~086 |
113~127 |
114~049 |
-0~037 |
157,321 |
736,049 |
-9,540 |
| Jun10 |
091231 |
113~032 |
113~069 |
113~032 |
113~032 |
-0~037 |
0 |
1 |
+0 |
| Sep10 |
091231 |
112~015 |
112~052 |
112~015 |
112~015 |
-0~037 |
|
|
|
| Total Volume and Open Interest |
157,935 |
747,988 |
-10,035 |
| 2 Year T-Notes(CBOT) |
| Mar10 |
091231 |
108~032 |
108~032 |
107~124 |
108~017 |
-0~012 |
117,560 |
841,100 |
+3,596 |
| Jun10 |
091231 |
107~072 |
107~087 |
107~048 |
107~065 |
-0~022 |
58 |
7,957 |
-2 |
| Sep10 |
091231 |
106~113 |
107~017 |
106~113 |
106~113 |
-0~032 |
|
|
|
| Total Volume and Open Interest |
127,626 |
853,762 |
+0 |
| Eurodollars(CME) |
| Mar10 |
091231 |
99.655 |
99.655 |
99.635 |
99.645 |
unch |
116,508 |
1,147,933 |
+4,316 |
| Jun10 |
091231 |
99.340 |
99.345 |
99.290 |
99.320 |
-0.015 |
108,813 |
840,467 |
-5,808 |
| Sep10 |
091231 |
98.945 |
98.955 |
98.860 |
98.900 |
-0.045 |
101,742 |
684,353 |
+4,054 |
| Dec10 |
091231 |
98.545 |
98.545 |
98.415 |
98.470 |
-0.065 |
119,368 |
725,400 |
-10,121 |
| Mar11 |
091231 |
98.155 |
98.160 |
98.005 |
98.070 |
-0.080 |
122,437 |
484,585 |
-7,516 |
| Jun11 |
091231 |
97.775 |
97.780 |
97.610 |
97.685 |
-0.085 |
69,960 |
531,003 |
-4,627 |
| Sep11 |
091231 |
97.420 |
97.430 |
97.260 |
97.340 |
-0.085 |
57,644 |
473,160 |
-2,796 |
| Dec11 |
091231 |
97.100 |
97.100 |
96.935 |
97.020 |
-0.080 |
53,901 |
297,621 |
-2,465 |
| Mar12 |
091231 |
96.810 |
96.810 |
96.650 |
96.745 |
-0.070 |
35,179 |
224,214 |
-1,087 |
| Jun12 |
091231 |
96.535 |
96.535 |
96.385 |
96.480 |
-0.060 |
24,506 |
190,839 |
-947 |
| Sep12 |
091231 |
96.290 |
96.295 |
96.145 |
96.245 |
-0.055 |
23,338 |
110,726 |
-103 |
| Dec12 |
091231 |
96.045 |
96.060 |
95.925 |
96.025 |
-0.050 |
19,855 |
95,789 |
-1,254 |
| Mar13 |
091231 |
95.885 |
95.885 |
95.760 |
95.855 |
-0.045 |
8,433 |
62,881 |
+378 |
| Jun13 |
091231 |
95.705 |
95.715 |
95.595 |
95.690 |
-0.040 |
6,086 |
58,067 |
-489 |
| Sep13 |
091231 |
95.555 |
95.560 |
95.445 |
95.530 |
-0.040 |
3,677 |
57,265 |
-98 |
| Dec13 |
091231 |
95.390 |
95.405 |
95.290 |
95.370 |
-0.040 |
2,907 |
37,327 |
-229 |
| Mar14 |
091231 |
95.275 |
95.285 |
95.165 |
95.250 |
-0.040 |
3,192 |
30,724 |
-653 |
| Jun14 |
091231 |
95.155 |
95.165 |
95.055 |
95.135 |
-0.035 |
2,142 |
27,931 |
+387 |
| Total Volume and Open Interest |
1,072,939 |
6,356,552 |
+0 |
| 30 Day Federal Funds(CBOT) |
| Dec09 |
091231 |
99.880 |
99.880 |
99.878 |
99.880 |
+0.002 |
1,166 |
73,535 |
-820 |
| Jan10 |
091231 |
99.865 |
99.870 |
99.860 |
99.865 |
+0.005 |
1,845 |
67,568 |
-957 |
| Feb10 |
091231 |
99.840 |
99.845 |
99.835 |
99.840 |
+0.005 |
1,516 |
93,376 |
-220 |
| Mar10 |
091231 |
99.810 |
99.815 |
99.805 |
99.810 |
+0.005 |
1,156 |
60,350 |
-11 |
| Apr10 |
091231 |
99.785 |
99.795 |
99.780 |
99.790 |
+0.010 |
1,504 |
61,285 |
+215 |
| May10 |
091231 |
99.720 |
99.730 |
99.710 |
99.720 |
+0.005 |
2,327 |
58,496 |
+318 |
| Total Volume and Open Interest |
38,594 |
550,847 |
+0 |
| 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 |
091231 |
99.620 |
99.620 |
99.620 |
99.620 |
+0.050 |
250 |
933 |
+431 |
| Jun10 |
091231 |
99.660 |
99.660 |
99.660 |
99.660 |
unch |
0 |
80 |
+0 |
| Sep10 |
091231 |
99.680 |
99.680 |
99.680 |
99.680 |
unch |
0 |
230 |
+0 |
| Dec10 |
091231 |
99.670 |
99.670 |
99.670 |
99.670 |
unch |
0 |
242 |
+0 |
| Mar11 |
091231 |
99.585 |
99.585 |
99.585 |
99.585 |
unch |
|
|
|
| Jun11 |
091231 |
99.560 |
99.560 |
99.560 |
99.560 |
unch |
|
|
|
| Sep11 |
091231 |
99.560 |
99.560 |
99.560 |
99.560 |
unch |
|
|
|
| Dec11 |
091231 |
99.365 |
99.365 |
99.365 |
99.365 |
unch |
|
|
|
| Mar12 |
091231 |
99.330 |
99.330 |
99.330 |
99.330 |
unch |
|
|
|
| Jun12 |
091231 |
99.380 |
99.380 |
99.380 |
99.380 |
unch |
|
|
|
| Total Volume and Open Interest |
0 |
1,054 |
+0 |
| 3-Mth Euro-Yen(SGX) |
| Mar10 |
091231 |
99.62 |
99.62 |
99.62 |
99.62 |
unch |
101 |
3,907 |
+34 |
| Jun10 |
091231 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
100 |
1,729 |
+0 |
| Sep10 |
091231 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
75 |
1,666 |
+0 |
| Dec10 |
091231 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
1,281 |
+0 |
| Mar11 |
091231 |
99.58 |
99.58 |
99.58 |
99.58 |
unch |
0 |
662 |
+0 |
| Jun11 |
091231 |
99.56 |
99.56 |
99.56 |
99.56 |
unch |
0 |
52 |
+0 |
| Sep11 |
091231 |
99.56 |
99.56 |
99.56 |
99.56 |
unch |
0 |
51 |
+0 |
| Dec11 |
091231 |
99.36 |
99.36 |
99.36 |
99.36 |
unch |
0 |
101 |
+0 |
| Total Volume and Open Interest |
61 |
10,786 |
+0 |
| 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 |
091231 |
113~29 |
114~18 |
113~24 |
114~14 |
+0~16 |
43,038 |
223,865 |
+5,791 |
| Jun10 |
091231 |
114~12 |
114~12 |
114~12 |
114~12 |
+0~16 |
|
|
|
| Total Volume and Open Interest |
43,038 |
223,865 |
-1,480 |
| 3-Mth Short Sterling(LIFFE) |
| Mar10 |
091231 |
99.30 |
99.33 |
99.30 |
99.32 |
+0.02 |
19,064 |
362,850 |
+3,174 |
| Jun10 |
091231 |
98.97 |
99.00 |
98.96 |
99.00 |
+0.04 |
32,533 |
397,102 |
+2,021 |
| Sep10 |
091231 |
98.49 |
98.53 |
98.47 |
98.53 |
+0.05 |
38,784 |
303,816 |
+672 |
| Dec10 |
091231 |
97.93 |
97.99 |
97.91 |
97.98 |
+0.05 |
38,454 |
283,402 |
-1,370 |
| Mar11 |
091231 |
97.46 |
97.51 |
97.42 |
97.50 |
+0.04 |
32,925 |
263,215 |
-8,178 |
| Jun11 |
091231 |
97.02 |
97.07 |
96.99 |
97.07 |
+0.02 |
21,894 |
162,350 |
-8,339 |
| Total Volume and Open Interest |
247,635 |
2,149,835 |
-20,797 |
| 3-Mth Euribor(LIFFE) |
| Mar10 |
091231 |
99.230 |
99.245 |
99.230 |
99.235 |
+0.005 |
82,812 |
760,135 |
+3,215 |
| Jun10 |
091231 |
98.860 |
98.890 |
98.860 |
98.875 |
+0.010 |
62,295 |
743,134 |
-1,780 |
| Sep10 |
091231 |
98.515 |
98.525 |
98.485 |
98.490 |
-0.010 |
70,837 |
569,925 |
-15,332 |
| Total Volume and Open Interest |
516,979 |
3,521,512 |
+0 |
| 3-Mth Aus T-Bills(SFE) |
| Mar10 |
091231 |
95.59 |
95.63 |
95.56 |
95.62 |
+0.03 |
7,884 |
272,900 |
-12,423 |
| Jun10 |
091231 |
95.16 |
95.23 |
95.13 |
95.21 |
+0.04 |
2,892 |
167,933 |
-4,238 |
| Sep10 |
091231 |
94.85 |
94.92 |
94.82 |
94.91 |
+0.04 |
1,750 |
90,481 |
-2,170 |
| Dec10 |
091231 |
94.64 |
94.71 |
94.62 |
94.71 |
+0.05 |
779 |
75,969 |
-790 |
| Mar11 |
091231 |
94.45 |
94.50 |
94.41 |
94.50 |
+0.05 |
782 |
27,850 |
-569 |
| Jun11 |
091231 |
94.23 |
94.31 |
94.23 |
94.31 |
+0.04 |
233 |
21,926 |
-680 |
| Sep11 |
091231 |
94.16 |
94.17 |
94.16 |
94.17 |
+0.05 |
135 |
16,733 |
-144 |
| Dec11 |
091231 |
94.04 |
94.06 |
94.04 |
94.05 |
+0.04 |
37 |
8,055 |
+12 |
| Mar12 |
091231 |
93.96 |
93.96 |
93.96 |
93.96 |
+0.01 |
0 |
3,005 |
+0 |
| Jun12 |
091231 |
93.93 |
93.93 |
93.93 |
93.93 |
+0.01 |
0 |
1,186 |
+0 |
| Total Volume and Open Interest |
35,243 |
707,925 |
+0 |
| 10-Year Aus T-Bonds(SFE) |
| Mar10 |
091231 |
94.20 |
94.26 |
94.20 |
94.24 |
+0.04 |
10,397 |
300,536 |
-672 |
| Jun10 |
091231 |
94.24 |
94.24 |
94.24 |
94.24 |
+0.04 |
|
|
|
| Total Volume and Open Interest |
20,207 |
301,208 |
+0 |
| 3-Year Aus T-Bonds(SFE) |
| Mar10 |
091231 |
94.89 |
94.95 |
94.88 |
94.94 |
+0.05 |
18,832 |
381,309 |
-5,106 |
| Jun10 |
091231 |
94.94 |
94.94 |
94.94 |
94.94 |
+0.05 |
|
|
|
| Total Volume and Open Interest |
36,921 |
386,415 |
+0 |
| Gold(CMX) |
| Feb10 |
091231 |
1094.1 |
1107.6 |
1093.1 |
1096.2 |
+3.7 |
91,654 |
319,179 |
+1,102 |
| Apr10 |
091231 |
1096.0 |
1109.0 |
1095.6 |
1097.6 |
+3.8 |
8,877 |
46,580 |
-526 |
| Jun10 |
091231 |
1097.8 |
1109.3 |
1097.8 |
1098.8 |
+3.8 |
2,381 |
34,147 |
+994 |
| Aug10 |
091231 |
1106.5 |
1106.5 |
1100.1 |
1100.1 |
+3.9 |
359 |
16,214 |
+191 |
| Oct10 |
091231 |
1101.9 |
1101.9 |
1101.9 |
1101.9 |
+4.0 |
69 |
4,208 |
+41 |
| Dec10 |
091231 |
1104.9 |
1114.2 |
1104.1 |
1104.1 |
+4.0 |
887 |
23,112 |
+300 |
| Feb11 |
091231 |
1106.8 |
1106.8 |
1106.8 |
1106.8 |
+4.1 |
23 |
4,447 |
+5 |
| Apr11 |
091231 |
1109.9 |
1109.9 |
1109.9 |
1109.9 |
+4.2 |
48 |
3,723 |
+26 |
| Jun11 |
091231 |
458.1 |
458.1 |
458.1 |
458.1 |
+4.3 |
51 |
8,094 |
+22 |
| Aug11 |
091231 |
1117.6 |
1117.6 |
1117.6 |
1117.6 |
+4.5 |
36 |
1,296 |
+36 |
| Oct11 |
091231 |
1122.1 |
1122.1 |
1122.1 |
1122.1 |
+4.6 |
0 |
1,073 |
+0 |
| Dec11 |
091231 |
1132.0 |
1135.0 |
1126.9 |
1126.9 |
+4.8 |
148 |
10,178 |
+94 |
| Total Volume and Open Interest |
103,991 |
491,597 |
+0 |
| Silver(CMX) |
| Mar10 |
091231 |
1681.0 |
1710.5 |
1678.0 |
1684.5 |
+4.3 |
21,435 |
78,829 |
+152 |
| May10 |
091231 |
1693.5 |
1708.5 |
1686.5 |
1686.6 |
+4.3 |
644 |
13,132 |
-392 |
| Jul10 |
091231 |
1688.5 |
1700.0 |
1688.5 |
1688.6 |
+4.2 |
193 |
8,506 |
-43 |
| Sep10 |
091231 |
1693.5 |
1695.5 |
1690.8 |
1690.8 |
+4.4 |
77 |
2,651 |
-34 |
| Dec10 |
091231 |
1705.5 |
1707.0 |
1694.4 |
1694.4 |
+4.6 |
591 |
9,500 |
+63 |
| Mar11 |
091231 |
1698.4 |
1698.4 |
1698.4 |
1698.4 |
+4.8 |
31 |
582 |
+14 |
| May11 |
091231 |
1701.3 |
1701.3 |
1701.3 |
1701.3 |
+4.9 |
12 |
86 |
+12 |
| Total Volume and Open Interest |
19,701 |
124,319 |
+0 |
| Platinum(NYMEX) |
| Jan10 |
091231 |
1451.6 |
1466.5 |
1451.6 |
1460.0 |
+7.7 |
1,394 |
960 |
-833 |
| Apr10 |
091231 |
1464.0 |
1482.0 |
1463.0 |
1471.0 |
+7.7 |
2,329 |
31,061 |
+1,021 |
| Jul10 |
091231 |
1481.4 |
1481.4 |
1475.0 |
1475.0 |
+7.5 |
68 |
687 |
+63 |
| Oct10 |
091231 |
1478.1 |
1478.1 |
1478.1 |
1478.1 |
+7.5 |
3 |
14 |
+1 |
| Total Volume and Open Interest |
5,348 |
32,473 |
+0 |
| Palladium(NYMEX) |
| Mar10 |
091231 |
396.10 |
410.00 |
396.10 |
408.85 |
+12.75 |
1,468 |
22,329 |
+202 |
| Jun10 |
091231 |
403.00 |
410.10 |
403.00 |
409.95 |
+12.80 |
40 |
294 |
+27 |
| Sep10 |
091231 |
409.95 |
409.95 |
409.95 |
409.95 |
+12.80 |
|
|
|
| Total Volume and Open Interest |
617 |
22,399 |
+0 |
| Copper(CMX) |
| Mar10 |
091231 |
334.30 |
337.90 |
333.60 |
334.65 |
+0.15 |
12,367 |
115,873 |
+959 |
| May10 |
091231 |
335.90 |
339.35 |
335.50 |
336.05 |
+0.15 |
803 |
19,777 |
+131 |
| Jul10 |
091231 |
339.85 |
340.15 |
336.25 |
337.05 |
+0.15 |
718 |
7,354 |
+346 |
| Sep10 |
091231 |
337.55 |
337.55 |
337.55 |
337.55 |
+0.20 |
117 |
4,368 |
+44 |
| Dec10 |
091231 |
338.20 |
338.20 |
338.20 |
338.20 |
+0.20 |
26 |
2,636 |
+17 |
| Total Volume and Open Interest |
15,995 |
154,347 |
+0 |
| DJIA Index(CBOT) |
| Mar10 |
091231 |
10498 |
10511 |
10360 |
10365 |
-125 |
168 |
10,626 |
-85 |
| Jun10 |
091231 |
10307 |
10432 |
10307 |
10307 |
-125 |
0 |
11 |
+0 |
| Sep10 |
091231 |
10249 |
10374 |
10249 |
10249 |
-125 |
|
|
|
| Dec10 |
091231 |
10200 |
10325 |
10200 |
10200 |
-125 |
|
|
|
| Total Volume and Open Interest |
2,745 |
10,722 |
+0 |
| S & P 500(CME) |
| Mar10 |
091231 |
1121.30 |
1125.00 |
1110.00 |
1110.70 |
-11.40 |
9,807 |
322,250 |
+514 |
| Jun10 |
091231 |
1105.90 |
1118.40 |
1105.40 |
1105.90 |
-11.50 |
313 |
2,583 |
+305 |
| Sep10 |
091231 |
1101.60 |
1114.00 |
1101.00 |
1101.60 |
-11.40 |
630 |
136 |
+0 |
| Dec10 |
091231 |
1098.10 |
1110.50 |
1097.50 |
1098.10 |
-11.40 |
0 |
6 |
+0 |
| Total Volume and Open Interest |
12,655 |
324,157 |
+0 |
| S & P 500 E-Mini(Globex) |
| Mar10 |
091231 |
1121.75 |
1125.25 |
1109.75 |
1110.75 |
-11.25 |
596,890 |
2,393,240 |
-4,746 |
| Jun10 |
091231 |
1118.25 |
1120.25 |
1105.50 |
1106.00 |
-11.50 |
458 |
1,812 |
-320 |
| Total Volume and Open Interest |
581,074 |
2,400,627 |
+0 |
| NASDAQ 100(CME) |
| Mar10 |
091231 |
1874.50 |
1881.80 |
1858.80 |
1858.80 |
-18.00 |
1,091 |
10,889 |
+509 |
| Jun10 |
091231 |
1856.80 |
1863.80 |
1856.80 |
1856.80 |
-18.00 |
0 |
10 |
+0 |
| Sep10 |
091231 |
1855.80 |
1855.80 |
1855.80 |
1855.80 |
-18.00 |
|
|
|
| Total Volume and Open Interest |
803 |
10,390 |
+0 |
| NASDAQ 100 E-Mini(Globex) |
| Mar10 |
091231 |
1876.00 |
1882.00 |
1858.80 |
1858.80 |
-18.00 |
128,388 |
302,485 |
+8,412 |
| Jun10 |
091231 |
1874.30 |
1878.00 |
1856.80 |
1856.80 |
-18.00 |
68 |
676 |
+14 |
| Total Volume and Open Interest |
103,240 |
294,737 |
+0 |
| S & P Midcap 400(CME) |
| Mar10 |
091231 |
735.00 |
736.50 |
722.00 |
724.90 |
-9.20 |
27 |
1,492 |
+4 |
| Jun10 |
091231 |
722.90 |
723.10 |
722.90 |
722.90 |
-9.20 |
|
|
|
| Sep10 |
091231 |
720.90 |
721.10 |
720.90 |
720.90 |
-9.20 |
|
|
|
| Total Volume and Open Interest |
4 |
1,488 |
+0 |
| Russell 2000 E-Mini(Globex) |
| Nikkei 225(CME) |
| Mar10 |
091231 |
10740 |
10740 |
10630 |
10665 |
-5 |
3,956 |
25,322 |
+522 |
| Jun10 |
091231 |
10665 |
10670 |
10665 |
10665 |
-5 |
|
|
|
| Total Volume and Open Interest |
2,197 |
24,800 |
+0 |
| 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 |
091231 |
3946.0 |
3963.5 |
3934.0 |
3941.5 |
+6.0 |
38,340 |
326,357 |
+2,939 |
| Feb10 |
091231 |
3953.0 |
3953.0 |
3942.5 |
3942.5 |
+7.0 |
6 |
153 |
+5 |
| Mar10 |
091231 |
3957.5 |
3962.5 |
3937.5 |
3944.0 |
+7.0 |
914 |
50,415 |
+657 |
| Total Volume and Open Interest |
36,286 |
375,174 |
+0 |
| Hang Seng Index(HKFE) |
| Dec09 |
091230 |
21447 |
21504 |
21352 |
21426 |
-15 |
58,658 |
32,964 |
-9,350 |
| Jan10 |
091231 |
21664 |
21949 |
21594 |
21925 |
+363 |
53,198 |
64,905 |
+1,906 |
| Feb10 |
091231 |
21700 |
21940 |
21599 |
21940 |
|
|
|
|
| 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 |
091231 |
5399.50 |
5400.00 |
5351.00 |
5361.50 |
+14.50 |
41,663 |
627,997 |
+1,953 |
| Jun10 |
091231 |
5336.50 |
5336.50 |
5312.00 |
5312.00 |
+14.00 |
24 |
2,105 |
+4 |
| Sep10 |
091231 |
5279.00 |
5279.00 |
5279.00 |
5279.00 |
+15.50 |
0 |
429 |
+0 |
| Total Volume and Open Interest |
41,792 |
630,636 |
+2,062 |
| SPI 200(SFE) |
| Dec09 |
091217 |
4654.0 |
4693.0 |
4644.0 |
4688.0 |
+34.0 |
14,825 |
91,334 |
-59,078 |
| Mar10 |
091231 |
4826.0 |
4885.0 |
4823.0 |
4879.0 |
+51.0 |
12,584 |
183,985 |
-1,279 |
| Jun10 |
091231 |
4886.0 |
4902.0 |
4886.0 |
4902.0 |
+53.0 |
22 |
1,500 |
+5 |
| Total Volume and Open Interest |
13,770 |
188,581 |
+0 |
| GSCI(CME) |
| Jan10 |
091231 |
527.00 |
529.50 |
525.00 |
525.00 |
-1.00 |
240 |
18,502 |
+184 |
| Feb10 |
091231 |
529.00 |
532.00 |
529.00 |
529.00 |
-1.00 |
0 |
12 |
+0 |
| Mar10 |
091231 |
533.00 |
536.00 |
533.00 |
533.00 |
-1.00 |
|
|
|
| Total Volume and Open Interest |
1,028 |
18,330 |
+0 |
| 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. |
|
|