|
MRCI's End of Day Prices |
Daily Futures Price Listing Tue November 03, 2009 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Nov09 |
091103 |
996.25 |
1018.25 |
986.00 |
1006.75 |
+9.25 |
47,836 |
25,836 |
-11,648 |
Jan10 |
091103 |
996.00 |
1021.00 |
987.00 |
1010.50 |
+12.50 |
84,876 |
219,621 |
+2,275 |
Mar10 |
091103 |
998.00 |
1023.25 |
989.00 |
1013.50 |
+13.50 |
15,229 |
56,877 |
-538 |
May10 |
091103 |
994.75 |
1018.00 |
984.50 |
1008.25 |
+13.25 |
10,522 |
28,796 |
+774 |
Jul10 |
091103 |
996.00 |
1020.00 |
986.50 |
1010.50 |
+14.00 |
7,622 |
40,627 |
-3,464 |
Aug10 |
091103 |
988.75 |
1007.75 |
988.75 |
1007.00 |
+13.50 |
65 |
1,285 |
+5 |
Sep10 |
091103 |
980.00 |
1003.25 |
980.00 |
997.00 |
+13.50 |
107 |
205 |
-9 |
Total Volume and Open Interest |
169,490 |
421,368 |
-11,904 |
Soybean Meal(CBOT) |
Dec09 |
091103 |
302.50 |
312.50 |
300.10 |
306.40 |
+3.70 |
37,436 |
61,651 |
-461 |
Jan10 |
091103 |
295.60 |
304.30 |
293.70 |
299.50 |
+3.50 |
11,820 |
21,592 |
+613 |
Mar10 |
091103 |
292.30 |
302.20 |
291.30 |
297.20 |
+3.90 |
6,567 |
19,491 |
+1,669 |
May10 |
091103 |
289.90 |
298.40 |
288.10 |
293.80 |
+3.80 |
3,704 |
14,411 |
+238 |
Jul10 |
091103 |
288.50 |
298.20 |
283.80 |
293.80 |
+4.10 |
2,199 |
14,316 |
+289 |
Aug10 |
091103 |
287.60 |
295.30 |
287.60 |
293.00 |
+3.80 |
89 |
3,580 |
+42 |
Sep10 |
091103 |
293.30 |
295.20 |
288.20 |
292.00 |
+3.80 |
52 |
3,085 |
+40 |
Oct10 |
091103 |
288.00 |
292.30 |
285.00 |
288.00 |
+3.00 |
15 |
2,389 |
+9 |
Total Volume and Open Interest |
63,056 |
148,094 |
+2,172 |
Soybean Oil(CBOT) |
Dec09 |
091103 |
36.81 |
37.79 |
36.48 |
37.53 |
+0.74 |
46,249 |
87,240 |
-6,673 |
Jan10 |
091103 |
37.28 |
38.22 |
36.93 |
37.99 |
+0.74 |
12,242 |
80,447 |
+3,617 |
Mar10 |
091103 |
37.64 |
38.54 |
37.27 |
38.36 |
+0.77 |
6,051 |
29,752 |
+475 |
May10 |
091103 |
37.93 |
38.82 |
37.59 |
38.64 |
+0.76 |
1,278 |
12,489 |
+203 |
Jul10 |
091103 |
38.18 |
39.03 |
37.94 |
38.92 |
+0.77 |
794 |
11,400 |
+98 |
Aug10 |
091103 |
38.49 |
39.06 |
38.25 |
39.03 |
+0.78 |
68 |
1,709 |
+16 |
Sep10 |
091103 |
38.69 |
39.26 |
38.34 |
39.14 |
+0.80 |
44 |
1,040 |
+43 |
Oct10 |
091103 |
38.75 |
39.26 |
38.42 |
39.22 |
+0.80 |
28 |
694 |
+27 |
Total Volume and Open Interest |
67,016 |
235,314 |
-2,145 |
Canola(WCE) |
Nov09 |
091103 |
402.8 |
404.0 |
401.8 |
403.8 |
+1.0 |
2,921 |
229 |
-2,212 |
Jan10 |
091103 |
404.0 |
407.6 |
398.8 |
403.8 |
+1.2 |
9,113 |
74,693 |
+415 |
Mar10 |
091103 |
404.7 |
412.5 |
404.2 |
410.1 |
+1.9 |
563 |
8,227 |
+191 |
May10 |
091103 |
411.8 |
416.5 |
411.5 |
413.3 |
+1.8 |
96 |
1,539 |
+38 |
Jul10 |
091103 |
411.5 |
419.5 |
411.5 |
416.4 |
+1.2 |
197 |
1,533 |
+28 |
Total Volume and Open Interest |
12,918 |
86,719 |
-1,516 |
Corn(CBOT) |
Dec09 |
091103 |
380.25 |
396.50 |
375.25 |
390.00 |
+7.75 |
135,037 |
483,276 |
-12,605 |
Mar10 |
091103 |
393.50 |
409.75 |
388.25 |
403.50 |
+7.75 |
47,082 |
218,804 |
+9,017 |
May10 |
091103 |
403.00 |
419.00 |
397.00 |
413.00 |
+8.25 |
6,906 |
44,353 |
+585 |
Jul10 |
091103 |
411.50 |
427.25 |
406.50 |
421.50 |
+8.00 |
8,205 |
66,456 |
-157 |
Sep10 |
091103 |
419.00 |
433.50 |
415.25 |
429.00 |
+8.75 |
1,589 |
17,165 |
+74 |
Dec10 |
091103 |
427.00 |
443.00 |
423.00 |
437.75 |
+9.00 |
8,358 |
109,138 |
+853 |
Total Volume and Open Interest |
208,166 |
957,449 |
-2,216 |
Wheat(CBOT) |
Dec09 |
091103 |
516.50 |
520.75 |
504.75 |
515.75 |
-1.00 |
48,361 |
160,099 |
-7,232 |
Mar10 |
091103 |
535.00 |
540.25 |
525.00 |
535.75 |
-1.00 |
18,171 |
88,114 |
+7,720 |
May10 |
091103 |
546.75 |
553.25 |
538.25 |
548.75 |
-0.25 |
2,822 |
11,025 |
+1,052 |
Jul10 |
091103 |
560.25 |
563.75 |
548.50 |
559.50 |
unch |
4,876 |
43,679 |
+251 |
Sep10 |
091103 |
566.25 |
578.50 |
566.25 |
576.25 |
unch |
1,096 |
4,942 |
+714 |
Total Volume and Open Interest |
76,538 |
339,083 |
+3,087 |
Wheat(KCBT) |
Dec09 |
091103 |
518.50 |
525.00 |
508.75 |
520.00 |
unch |
8,344 |
43,228 |
-950 |
Mar10 |
091103 |
535.00 |
540.75 |
525.00 |
536.50 |
+0.25 |
3,749 |
32,691 |
-86 |
May10 |
091103 |
537.25 |
552.00 |
537.25 |
548.25 |
+0.50 |
337 |
5,110 |
+24 |
Jul10 |
091103 |
558.75 |
564.00 |
549.25 |
560.00 |
+0.50 |
917 |
22,529 |
-341 |
Sep10 |
091103 |
569.00 |
574.50 |
565.00 |
572.00 |
+0.75 |
101 |
1,535 |
+48 |
Total Volume and Open Interest |
14,246 |
126,602 |
-987 |
Wheat(MGE) |
Dec09 |
091103 |
529.00 |
534.50 |
521.25 |
529.00 |
-2.00 |
2,499 |
14,980 |
-450 |
Mar10 |
091103 |
537.50 |
550.50 |
537.00 |
546.50 |
unch |
961 |
11,874 |
+481 |
May10 |
091103 |
550.50 |
562.00 |
549.75 |
559.00 |
-0.25 |
134 |
3,842 |
+14 |
Jul10 |
091103 |
565.50 |
574.50 |
561.75 |
570.00 |
-1.50 |
412 |
6,875 |
-110 |
Sep10 |
091103 |
574.00 |
586.50 |
574.00 |
583.50 |
-0.75 |
57 |
2,111 |
-13 |
Total Volume and Open Interest |
4,134 |
43,339 |
-72 |
Oats(CBOT) |
Dec09 |
091103 |
256.25 |
260.00 |
251.25 |
257.00 |
+2.75 |
1,327 |
5,800 |
-655 |
Mar10 |
091103 |
269.75 |
273.00 |
265.00 |
270.75 |
+2.75 |
773 |
7,056 |
+318 |
May10 |
091103 |
278.75 |
278.75 |
276.00 |
278.75 |
+2.75 |
3 |
34 |
-1 |
Jul10 |
091103 |
286.75 |
286.75 |
284.00 |
286.75 |
+2.75 |
0 |
18 |
+0 |
Total Volume and Open Interest |
2,119 |
13,093 |
-322 |
Rough Rice(CBOT) |
Nov09 |
091103 |
14.79 |
14.92 |
14.76 |
14.88 |
+0.09 |
247 |
838 |
-306 |
Jan10 |
091103 |
15.05 |
15.23 |
14.87 |
15.11 |
+0.06 |
1,420 |
9,219 |
+435 |
Mar10 |
091103 |
15.27 |
15.45 |
15.10 |
15.36 |
+0.09 |
227 |
2,193 |
+1 |
May10 |
091103 |
15.49 |
15.69 |
15.46 |
15.61 |
+0.10 |
39 |
371 |
-4 |
Total Volume and Open Interest |
1,979 |
13,726 |
+144 |
Live Cattle(CME) |
Dec09 |
091103 |
86.430 |
86.450 |
85.250 |
85.700 |
-0.530 |
22,751 |
125,436 |
-723 |
Feb10 |
091103 |
87.600 |
87.750 |
86.550 |
87.035 |
-0.565 |
9,998 |
68,631 |
+2,522 |
Apr10 |
091103 |
89.350 |
89.430 |
88.750 |
89.250 |
-0.100 |
5,237 |
45,457 |
+472 |
Jun10 |
091103 |
85.930 |
86.100 |
85.450 |
85.900 |
-0.050 |
2,058 |
20,582 |
+280 |
Aug10 |
091103 |
85.635 |
85.800 |
85.230 |
85.750 |
+0.070 |
707 |
5,749 |
+843 |
Oct10 |
091103 |
88.150 |
88.500 |
88.000 |
88.450 |
+0.315 |
65 |
3,257 |
-25 |
Total Volume and Open Interest |
40,817 |
270,682 |
+3,370 |
Feeder Cattle(CME) |
Nov09 |
091103 |
95.080 |
95.430 |
94.600 |
94.680 |
-0.455 |
1,339 |
4,843 |
-214 |
Jan10 |
091103 |
95.650 |
96.250 |
95.150 |
95.285 |
-0.295 |
1,245 |
14,732 |
+381 |
Mar10 |
091103 |
96.900 |
96.900 |
95.730 |
96.000 |
-0.480 |
219 |
3,684 |
+72 |
Apr10 |
091103 |
96.900 |
96.950 |
96.230 |
96.500 |
-0.350 |
52 |
719 |
+15 |
May10 |
091103 |
97.900 |
97.900 |
97.400 |
97.700 |
-0.200 |
63 |
1,480 |
+54 |
Aug10 |
091103 |
98.950 |
98.950 |
98.580 |
98.750 |
-0.200 |
7 |
338 |
+8 |
Sep10 |
091103 |
98.850 |
99.000 |
98.850 |
98.850 |
-0.050 |
0 |
1 |
+0 |
Total Volume and Open Interest |
2,925 |
25,797 |
+316 |
Lean Hogs(CME) |
Dec09 |
091103 |
57.650 |
58.285 |
57.150 |
57.550 |
-0.185 |
13,963 |
67,344 |
-561 |
Feb10 |
091103 |
64.450 |
65.000 |
64.035 |
64.535 |
-0.065 |
7,600 |
41,926 |
+1,633 |
Apr10 |
091103 |
67.535 |
68.000 |
66.900 |
67.850 |
+0.215 |
3,081 |
22,552 |
+386 |
May10 |
091103 |
71.800 |
72.300 |
71.200 |
72.250 |
-0.180 |
119 |
1,350 |
-28 |
Jun10 |
091103 |
75.500 |
75.900 |
74.885 |
75.650 |
+0.300 |
1,118 |
13,919 |
+903 |
Jul10 |
091103 |
74.785 |
74.975 |
74.300 |
74.800 |
+0.200 |
271 |
4,622 |
+192 |
Aug10 |
091103 |
73.600 |
74.150 |
73.500 |
73.900 |
+0.100 |
71 |
3,306 |
+3 |
Oct10 |
091103 |
67.250 |
67.430 |
66.850 |
67.430 |
+0.600 |
17 |
2,333 |
+4 |
Total Volume and Open Interest |
26,280 |
158,755 |
+2,550 |
Pork Bellies(CME) |
Feb10 |
091103 |
87.500 |
89.300 |
87.500 |
89.150 |
-0.150 |
66 |
406 |
-2 |
Mar10 |
091103 |
86.500 |
87.000 |
86.500 |
86.500 |
-0.450 |
0 |
87 |
+0 |
May10 |
091103 |
87.500 |
87.500 |
87.500 |
87.500 |
-0.500 |
0 |
79 |
+0 |
Jul10 |
091103 |
90.000 |
90.000 |
90.000 |
90.000 |
-0.500 |
0 |
20 |
+0 |
Aug10 |
091103 |
86.000 |
86.000 |
86.000 |
86.000 |
unch |
0 |
15 |
+0 |
Total Volume and Open Interest |
66 |
607 |
-2 |
Class III Milk(CME) |
Nov09 |
091103 |
13.80 |
13.90 |
13.78 |
13.86 |
+0.04 |
73 |
3,984 |
+27 |
Dec09 |
091103 |
14.63 |
14.77 |
14.56 |
14.72 |
+0.10 |
296 |
5,065 |
+73 |
Jan10 |
091103 |
14.74 |
14.97 |
14.68 |
14.95 |
+0.16 |
212 |
2,587 |
+99 |
Feb10 |
091103 |
14.91 |
15.15 |
14.81 |
15.07 |
+0.17 |
188 |
1,755 |
+70 |
Mar10 |
091103 |
14.95 |
15.24 |
14.91 |
15.17 |
+0.25 |
155 |
1,532 |
-4 |
Total Volume and Open Interest |
1,284 |
22,046 |
+332 |
Cocoa(ICE) |
Dec09 |
091103 |
3248 |
3301 |
3223 |
3274 |
+24 |
10,575 |
57,882 |
-2,055 |
Mar10 |
091103 |
3280 |
3345 |
3269 |
3322 |
+29 |
6,593 |
45,667 |
+3,614 |
May10 |
091103 |
3282 |
3352 |
3282 |
3331 |
+32 |
538 |
15,255 |
+18 |
Jul10 |
091103 |
3271 |
3338 |
3270 |
3317 |
+27 |
107 |
5,835 |
+23 |
Sep10 |
091103 |
3267 |
3334 |
3267 |
3313 |
+29 |
186 |
4,406 |
+173 |
Dec10 |
091103 |
3324 |
3324 |
3304 |
3304 |
+28 |
0 |
3,369 |
+0 |
Mar11 |
091103 |
3310 |
3310 |
3300 |
3307 |
+30 |
9 |
7,003 |
+9 |
Total Volume and Open Interest |
18,008 |
145,873 |
+1,782 |
Coffee "C"(ICE) |
Dec09 |
091103 |
141.75 |
142.05 |
139.00 |
141.10 |
-1.25 |
11,328 |
65,042 |
-1,596 |
Mar10 |
091103 |
144.95 |
144.95 |
142.10 |
144.20 |
-1.20 |
3,599 |
32,809 |
+1,863 |
May10 |
091103 |
146.50 |
146.70 |
144.00 |
146.15 |
-1.10 |
397 |
12,634 |
+115 |
Jul10 |
091103 |
147.25 |
147.80 |
145.70 |
147.75 |
-1.20 |
169 |
3,926 |
+15 |
Sep10 |
091103 |
148.85 |
149.35 |
147.30 |
149.35 |
-1.30 |
129 |
4,273 |
+28 |
Dec10 |
091103 |
151.20 |
151.80 |
149.60 |
151.80 |
-1.40 |
138 |
3,406 |
-71 |
Total Volume and Open Interest |
15,761 |
123,488 |
+354 |
Orange Juice(ICE) |
Nov09 |
091103 |
106.90 |
108.55 |
106.90 |
107.75 |
+0.60 |
1,127 |
435 |
-1,216 |
Jan10 |
091103 |
111.00 |
112.95 |
109.35 |
111.95 |
+0.65 |
1,825 |
19,659 |
+334 |
Mar10 |
091103 |
114.25 |
116.25 |
112.90 |
115.35 |
+0.50 |
123 |
6,376 |
-90 |
May10 |
091103 |
118.65 |
118.65 |
118.65 |
118.65 |
+0.45 |
2 |
2,609 |
-61 |
Jul10 |
091103 |
121.90 |
121.90 |
121.50 |
121.60 |
+0.50 |
7 |
642 |
-56 |
Sep10 |
091103 |
125.00 |
125.00 |
124.50 |
124.55 |
+0.50 |
11 |
429 |
+10 |
Total Volume and Open Interest |
3,095 |
30,391 |
-1,079 |
Sugar #11(ICE) |
Mar10 |
091103 |
23.44 |
24.00 |
23.12 |
23.97 |
+0.53 |
42,546 |
360,414 |
-2,812 |
May10 |
091103 |
22.27 |
22.87 |
22.04 |
22.87 |
+0.51 |
9,779 |
97,664 |
+672 |
Jul10 |
091103 |
21.05 |
21.47 |
20.75 |
21.47 |
+0.38 |
7,396 |
120,849 |
-265 |
Oct10 |
091103 |
20.35 |
20.59 |
19.92 |
20.59 |
+0.34 |
2,097 |
86,563 |
+392 |
Mar11 |
091103 |
19.75 |
20.03 |
19.40 |
20.03 |
+0.28 |
1,215 |
48,684 |
-157 |
Total Volume and Open Interest |
65,265 |
771,866 |
-1,274 |
London Cocoa(LCE) |
Dec09 |
091016 |
2119 |
2125 |
2087 |
2119 |
-1 |
10,581 |
54,682 |
+1,278 |
Mar10 |
091103 |
2177 |
2195 |
2141 |
2177 |
+29 |
3,578 |
38,946 |
+122 |
May10 |
091103 |
2199 |
2217 |
2162 |
2199 |
+31 |
1,564 |
46,971 |
+364 |
Jul10 |
091103 |
2124 |
2125 |
2099 |
2124 |
+24 |
442 |
14,176 |
+92 |
Sep10 |
091103 |
2103 |
2114 |
2083 |
2103 |
+24 |
261 |
5,110 |
+91 |
Dec10 |
091103 |
2083 |
2094 |
2063 |
2083 |
+23 |
58 |
1,479 |
+55 |
Mar11 |
091103 |
2066 |
2067 |
2048 |
2066 |
+19 |
8 |
6,202 |
-1 |
Total Volume and Open Interest |
10,494 |
167,490 |
+761 |
London Sugar(LCE) |
Dec09 |
091103 |
593.80 |
595.80 |
586.60 |
593.80 |
+3.30 |
3,260 |
17,267 |
+8 |
Mar10 |
091103 |
607.00 |
608.90 |
598.30 |
607.00 |
+4.20 |
4,101 |
30,062 |
-752 |
May10 |
091103 |
601.00 |
601.90 |
591.60 |
601.00 |
+5.60 |
1,147 |
10,107 |
+516 |
Aug10 |
091103 |
573.40 |
576.30 |
564.70 |
573.40 |
+3.10 |
353 |
8,213 |
+45 |
Oct10 |
091103 |
545.40 |
545.90 |
537.70 |
545.40 |
+3.40 |
223 |
4,287 |
+64 |
Total Volume and Open Interest |
9,084 |
70,781 |
-119 |
Cotton(ICE) |
Dec09 |
091103 |
67.70 |
68.31 |
66.80 |
67.45 |
-0.19 |
12,705 |
110,631 |
-5,103 |
Mar10 |
091103 |
71.25 |
71.68 |
70.32 |
70.82 |
-0.27 |
8,207 |
53,049 |
+3,492 |
May10 |
091103 |
71.98 |
72.95 |
71.77 |
72.08 |
-0.25 |
1,107 |
4,791 |
+448 |
Jul10 |
091103 |
73.35 |
74.33 |
73.17 |
73.52 |
-0.26 |
1,093 |
11,564 |
+1,425 |
Oct10 |
091103 |
74.32 |
74.32 |
74.32 |
74.32 |
-0.16 |
0 |
113 |
+0 |
Dec10 |
091103 |
75.25 |
75.80 |
74.83 |
75.07 |
-0.26 |
285 |
6,838 |
+431 |
Total Volume and Open Interest |
23,452 |
187,299 |
+748 |
Lumber(CME) |
Nov09 |
091103 |
190.7 |
191.5 |
186.9 |
187.1 |
-5.4 |
580 |
1,408 |
-203 |
Jan10 |
091103 |
213.9 |
213.9 |
209.5 |
209.9 |
-4.1 |
1,439 |
6,568 |
+395 |
Mar10 |
091103 |
229.0 |
230.0 |
226.5 |
227.9 |
-3.8 |
456 |
1,395 |
+330 |
May10 |
091103 |
239.0 |
239.4 |
239.0 |
239.4 |
-1.6 |
5 |
53 |
+1 |
Total Volume and Open Interest |
2,480 |
9,443 |
+523 |
Crude Oil(NYM) |
Dec09 |
091103 |
78.09 |
79.77 |
76.55 |
79.60 |
+1.47 |
412,394 |
334,456 |
-22,935 |
Jan10 |
091103 |
78.75 |
80.42 |
77.22 |
80.26 |
+1.44 |
107,382 |
161,420 |
+1,634 |
Feb10 |
091103 |
79.46 |
81.04 |
77.91 |
80.92 |
+1.41 |
35,401 |
71,968 |
+2,495 |
Mar10 |
091103 |
80.16 |
81.60 |
78.57 |
81.54 |
+1.42 |
17,626 |
52,403 |
-79 |
Apr10 |
091103 |
79.79 |
82.11 |
79.10 |
82.11 |
+1.45 |
5,668 |
21,555 |
-2,670 |
May10 |
091103 |
81.17 |
82.64 |
79.92 |
82.64 |
+1.47 |
5,631 |
19,100 |
-759 |
Jun10 |
091103 |
81.60 |
83.12 |
80.18 |
83.11 |
+1.49 |
14,779 |
93,955 |
-1,943 |
Jul10 |
091103 |
80.96 |
83.45 |
80.52 |
83.45 |
+1.49 |
5,018 |
29,499 |
-830 |
Aug10 |
091103 |
82.69 |
83.75 |
82.66 |
83.75 |
+1.48 |
2,351 |
11,222 |
-823 |
Sep10 |
091103 |
82.27 |
84.07 |
81.58 |
84.07 |
+1.47 |
2,216 |
24,042 |
-335 |
Oct10 |
091103 |
84.40 |
84.40 |
84.40 |
84.40 |
+1.44 |
1,660 |
13,726 |
-95 |
Nov10 |
091103 |
84.76 |
84.76 |
84.76 |
84.76 |
+1.41 |
1,469 |
15,873 |
-585 |
Dec10 |
091103 |
83.72 |
85.12 |
82.30 |
85.12 |
+1.38 |
12,630 |
110,631 |
-2,065 |
Jan11 |
091103 |
85.31 |
85.31 |
85.31 |
85.31 |
+1.35 |
429 |
14,751 |
-69 |
Feb11 |
091103 |
85.50 |
85.50 |
85.50 |
85.50 |
+1.32 |
74 |
7,178 |
-32 |
Mar11 |
091103 |
85.69 |
85.69 |
85.69 |
85.69 |
+1.29 |
15 |
5,476 |
+0 |
Total Volume and Open Interest |
628,446 |
1,206,723 |
-28,664 |
e-miNY Crude Oil(NYM) |
Nov09 |
091019 |
78.850 |
79.650 |
78.100 |
79.600 |
+1.075 |
13,305 |
4,430 |
-767 |
Dec09 |
091103 |
78.075 |
79.775 |
76.525 |
79.600 |
+2.600 |
14,352 |
7,093 |
-614 |
Jan10 |
091103 |
78.700 |
80.350 |
77.350 |
80.250 |
+1.425 |
301 |
698 |
+27 |
Feb10 |
091103 |
79.425 |
80.925 |
78.000 |
80.925 |
+1.425 |
138 |
233 |
-9 |
Mar10 |
091103 |
78.800 |
81.550 |
78.650 |
81.550 |
+1.425 |
163 |
169 |
+34 |
Apr10 |
091103 |
82.100 |
82.100 |
82.100 |
82.100 |
+1.450 |
0 |
2 |
+0 |
May10 |
091103 |
82.650 |
82.650 |
82.650 |
82.650 |
+1.475 |
0 |
3 |
+0 |
Jun10 |
091103 |
80.775 |
83.100 |
80.775 |
83.100 |
+1.475 |
0 |
9 |
+0 |
Jul10 |
091103 |
83.450 |
83.450 |
83.450 |
83.450 |
+1.500 |
0 |
7 |
+0 |
Aug10 |
091103 |
83.750 |
83.750 |
83.750 |
83.750 |
+1.475 |
0 |
1 |
+0 |
Total Volume and Open Interest |
14,568 |
8,185 |
-61 |
Heating Oil(NYM) |
Dec09 |
091103 |
204.65 |
207.85 |
200.30 |
207.33 |
+2.73 |
49,748 |
89,245 |
-2,169 |
Jan10 |
091103 |
208.57 |
211.24 |
203.56 |
210.72 |
+2.89 |
12,555 |
55,226 |
+68 |
Feb10 |
091103 |
207.97 |
214.00 |
206.43 |
213.54 |
+3.03 |
5,668 |
29,054 |
+957 |
Mar10 |
091103 |
209.13 |
215.47 |
208.34 |
215.34 |
+3.25 |
3,292 |
19,677 |
+1,020 |
Apr10 |
091103 |
209.75 |
216.15 |
208.84 |
216.06 |
+3.33 |
1,384 |
12,314 |
-58 |
May10 |
091103 |
211.25 |
216.80 |
209.85 |
216.80 |
+3.34 |
1,378 |
11,977 |
-1 |
Jun10 |
091103 |
215.00 |
218.22 |
211.14 |
217.79 |
+3.33 |
3,367 |
23,087 |
+713 |
Jul10 |
091103 |
212.88 |
219.55 |
212.88 |
219.55 |
+3.24 |
819 |
7,120 |
-83 |
Aug10 |
091103 |
218.45 |
221.90 |
218.45 |
221.90 |
+3.14 |
1,324 |
3,323 |
+106 |
Sep10 |
091103 |
220.91 |
224.79 |
220.91 |
224.40 |
+3.09 |
565 |
6,091 |
+90 |
Oct10 |
091103 |
223.50 |
226.80 |
223.50 |
226.80 |
+3.14 |
411 |
2,854 |
-38 |
Nov10 |
091103 |
228.28 |
229.13 |
228.28 |
229.13 |
+3.17 |
559 |
5,199 |
+262 |
Total Volume and Open Interest |
83,155 |
306,418 |
-7,793 |
Gasoline(NYMEX) |
Dec09 |
091103 |
199.29 |
201.08 |
193.79 |
200.04 |
+1.01 |
43,202 |
100,952 |
-4,757 |
Jan10 |
091103 |
200.55 |
203.45 |
196.14 |
202.50 |
+1.30 |
15,950 |
52,379 |
+2,446 |
Feb10 |
091103 |
202.78 |
205.97 |
199.05 |
205.05 |
+1.43 |
7,208 |
22,825 |
+543 |
Mar10 |
091103 |
205.17 |
208.38 |
202.43 |
207.66 |
+1.57 |
6,568 |
20,518 |
+1,108 |
Apr10 |
091103 |
217.19 |
220.26 |
214.65 |
220.05 |
+1.93 |
2,967 |
11,950 |
+562 |
May10 |
091103 |
219.27 |
220.58 |
219.27 |
220.58 |
+2.06 |
1,837 |
7,140 |
+16 |
Jun10 |
091103 |
219.50 |
221.09 |
216.27 |
221.03 |
+2.31 |
2,427 |
6,940 |
+617 |
Jul10 |
091103 |
221.18 |
221.18 |
221.18 |
221.18 |
+2.50 |
153 |
2,655 |
+5 |
Aug10 |
091103 |
221.23 |
221.23 |
221.23 |
221.23 |
+2.75 |
221 |
2,570 |
+18 |
Sep10 |
091103 |
220.68 |
220.68 |
220.68 |
220.68 |
+2.95 |
90 |
2,550 |
-118 |
Total Volume and Open Interest |
80,823 |
240,577 |
-6,217 |
e-miNY RBOB Gasoline(NYM) |
Dec09 |
091103 |
200.04 |
200.04 |
200.04 |
200.04 |
+1.01 |
0 |
3 |
+0 |
Jan10 |
091103 |
202.50 |
202.50 |
202.50 |
202.50 |
+1.30 |
|
|
|
Feb10 |
091103 |
205.05 |
205.05 |
205.05 |
205.05 |
+1.43 |
|
|
|
Mar10 |
091103 |
207.66 |
207.66 |
207.66 |
207.66 |
+1.57 |
|
|
|
Total Volume and Open Interest |
0 |
3 |
+0 |
Natural Gas(NYM) |
Dec09 |
091103 |
4.830 |
4.940 |
4.761 |
4.922 |
+0.098 |
116,303 |
152,415 |
+1,027 |
Jan10 |
091103 |
5.156 |
5.266 |
5.093 |
5.248 |
+0.086 |
30,003 |
113,803 |
+1,774 |
Feb10 |
091103 |
5.210 |
5.313 |
5.145 |
5.296 |
+0.079 |
10,861 |
42,713 |
-538 |
Mar10 |
091103 |
5.236 |
5.293 |
5.142 |
5.283 |
+0.078 |
10,217 |
57,775 |
-483 |
Apr10 |
091103 |
5.216 |
5.287 |
5.151 |
5.276 |
+0.073 |
7,633 |
47,523 |
+630 |
May10 |
091103 |
5.250 |
5.344 |
5.215 |
5.333 |
+0.070 |
3,560 |
30,088 |
+55 |
Jun10 |
091103 |
5.363 |
5.435 |
5.307 |
5.424 |
+0.066 |
2,120 |
17,537 |
+94 |
Jul10 |
091103 |
5.410 |
5.532 |
5.410 |
5.527 |
+0.064 |
2,006 |
14,622 |
-66 |
Aug10 |
091103 |
5.530 |
5.630 |
5.500 |
5.614 |
+0.066 |
1,322 |
13,472 |
-227 |
Sep10 |
091103 |
5.615 |
5.673 |
5.572 |
5.673 |
+0.062 |
1,772 |
12,674 |
-74 |
Oct10 |
091103 |
5.760 |
5.813 |
5.705 |
5.813 |
+0.055 |
3,712 |
29,617 |
-690 |
Nov10 |
091103 |
6.120 |
6.218 |
6.120 |
6.218 |
+0.050 |
644 |
7,287 |
+55 |
Dec10 |
091103 |
6.510 |
6.608 |
6.493 |
6.598 |
+0.045 |
1,027 |
15,962 |
+17 |
Jan11 |
091103 |
6.749 |
6.841 |
6.730 |
6.833 |
+0.045 |
730 |
10,736 |
-201 |
Feb11 |
091103 |
6.750 |
6.828 |
6.742 |
6.828 |
+0.045 |
107 |
5,783 |
-73 |
Mar11 |
091103 |
6.585 |
6.658 |
6.575 |
6.658 |
+0.045 |
341 |
16,952 |
-115 |
Total Volume and Open Interest |
193,169 |
691,211 |
+316 |
Brent Crude Oil(ICE) |
Dec09 |
091103 |
76.55 |
78.32 |
75.08 |
78.11 |
+1.56 |
153,338 |
209,457 |
-14,906 |
Jan10 |
091103 |
77.36 |
79.15 |
75.92 |
78.94 |
+1.58 |
61,641 |
126,224 |
+3,322 |
Feb10 |
091103 |
78.12 |
79.91 |
76.68 |
79.72 |
+1.60 |
17,693 |
52,552 |
+355 |
Mar10 |
091103 |
79.05 |
80.51 |
77.57 |
80.44 |
+1.63 |
7,978 |
26,289 |
-1,007 |
Apr10 |
091103 |
79.73 |
81.15 |
78.23 |
81.12 |
+1.64 |
3,887 |
15,834 |
+31 |
May10 |
091103 |
80.40 |
81.80 |
78.88 |
81.77 |
+1.63 |
3,947 |
12,700 |
+73 |
Jun10 |
091103 |
81.00 |
82.43 |
79.50 |
82.40 |
+1.62 |
9,226 |
49,342 |
+122 |
Jul10 |
091103 |
80.40 |
82.95 |
80.40 |
82.95 |
+1.61 |
2,617 |
12,766 |
-297 |
Aug10 |
091103 |
80.94 |
83.47 |
80.94 |
83.47 |
+1.59 |
1,390 |
8,513 |
+34 |
Sep10 |
091103 |
81.96 |
83.95 |
81.96 |
83.95 |
+1.54 |
1,812 |
4,521 |
+37 |
Oct10 |
091103 |
84.30 |
84.38 |
84.30 |
84.38 |
+1.51 |
1,960 |
11,443 |
+468 |
Nov10 |
091103 |
84.70 |
84.70 |
84.70 |
84.70 |
+1.47 |
1,383 |
6,896 |
+209 |
Dec10 |
091103 |
83.80 |
85.16 |
82.27 |
85.00 |
+1.45 |
6,734 |
70,235 |
-457 |
Jan11 |
091103 |
85.33 |
85.33 |
85.33 |
85.33 |
+1.43 |
204 |
7,016 |
-103 |
Total Volume and Open Interest |
275,546 |
700,787 |
-11,932 |
Gas Oil(ICE) |
Nov09 |
091103 |
628.75 |
636.50 |
614.75 |
625.25 |
-2.75 |
32,734 |
75,280 |
-4,104 |
Dec09 |
091103 |
635.50 |
645.25 |
623.25 |
633.75 |
-2.50 |
67,152 |
134,577 |
-6,320 |
Jan10 |
091103 |
642.75 |
654.75 |
632.75 |
643.25 |
-1.25 |
16,257 |
84,061 |
+2,993 |
Feb10 |
091103 |
649.00 |
662.50 |
640.25 |
651.00 |
-0.50 |
5,260 |
33,997 |
+230 |
Mar10 |
091103 |
655.50 |
667.25 |
647.75 |
657.50 |
+3.25 |
2,540 |
32,318 |
+157 |
Apr10 |
091103 |
661.75 |
675.25 |
654.50 |
663.75 |
+2.75 |
2,053 |
18,053 |
+1,045 |
May10 |
091103 |
664.75 |
670.00 |
662.00 |
670.00 |
-2.00 |
1,250 |
17,571 |
+546 |
Jun10 |
091103 |
679.00 |
687.50 |
665.50 |
675.75 |
+0.25 |
3,433 |
39,208 |
-258 |
Jul10 |
091103 |
676.50 |
682.75 |
676.50 |
682.75 |
+5.00 |
1,541 |
13,894 |
+543 |
Aug10 |
091103 |
683.00 |
689.75 |
681.50 |
689.75 |
+1.25 |
747 |
13,001 |
+272 |
Total Volume and Open Interest |
137,362 |
532,559 |
-59,074 |
Ethanol(CBOT) |
Nov09 |
091103 |
1.955 |
1.968 |
1.945 |
1.950 |
-0.005 |
152 |
152 |
-119 |
Dec09 |
091103 |
1.855 |
1.870 |
1.840 |
1.865 |
+0.020 |
67 |
674 |
+12 |
Jan10 |
091103 |
1.830 |
1.849 |
1.830 |
1.848 |
+0.015 |
19 |
1,028 |
+2 |
Feb10 |
091103 |
1.825 |
1.834 |
1.825 |
1.833 |
+0.013 |
44 |
415 |
+28 |
Mar10 |
091103 |
1.815 |
1.835 |
1.815 |
1.835 |
+0.022 |
26 |
540 |
+20 |
Apr10 |
091103 |
1.824 |
1.834 |
1.824 |
1.832 |
+0.022 |
30 |
370 |
+12 |
May10 |
091103 |
1.800 |
1.811 |
1.800 |
1.811 |
+0.014 |
22 |
235 |
+1 |
Jun10 |
091103 |
1.800 |
1.800 |
1.800 |
1.800 |
+0.010 |
27 |
266 |
-1 |
Total Volume and Open Interest |
495 |
5,575 |
-53 |
US Dollar Index(ICE) |
Dec09 |
091103 |
76.310 |
77.500 |
76.225 |
76.570 |
+0.110 |
16,719 |
31,296 |
-2,466 |
Mar10 |
091103 |
77.095 |
77.270 |
76.815 |
76.905 |
+0.135 |
14 |
2,188 |
+8 |
Jun10 |
091103 |
77.290 |
77.290 |
77.290 |
77.290 |
+0.135 |
1 |
6 |
+0 |
Total Volume and Open Interest |
16,734 |
33,490 |
-2,458 |
Australian Dollar(CME) |
Dec09 |
091103 |
90.12 |
90.60 |
88.82 |
89.74 |
-0.05 |
129,845 |
110,381 |
-2,905 |
Mar10 |
091103 |
89.67 |
89.67 |
87.99 |
88.89 |
-0.02 |
69 |
1,280 |
-66 |
Jun10 |
091103 |
87.93 |
87.94 |
87.93 |
87.93 |
-0.01 |
0 |
7 |
+0 |
Total Volume and Open Interest |
129,914 |
111,685 |
-2,971 |
British Pound(CME) |
Dec09 |
091103 |
163.97 |
164.53 |
162.58 |
163.98 |
+0.15 |
147,701 |
96,710 |
-151 |
Mar10 |
091103 |
163.61 |
164.44 |
162.58 |
163.91 |
+0.15 |
92 |
399 |
+37 |
Jun10 |
091103 |
163.84 |
164.19 |
162.50 |
163.84 |
+0.15 |
0 |
120 |
+0 |
Total Volume and Open Interest |
147,793 |
97,249 |
-114 |
Canadian Dollar(CME) |
Dec09 |
091103 |
92.80 |
93.85 |
92.13 |
93.67 |
+0.98 |
107,007 |
82,212 |
-4,177 |
Mar10 |
091103 |
92.61 |
93.84 |
92.15 |
93.67 |
+0.98 |
468 |
2,757 |
+200 |
Jun10 |
091103 |
92.36 |
93.80 |
92.16 |
93.66 |
+0.98 |
9 |
377 |
-1 |
Sep10 |
091103 |
92.55 |
93.76 |
92.32 |
93.61 |
+0.99 |
4 |
420 |
+0 |
Total Volume and Open Interest |
107,490 |
85,970 |
-3,978 |
Japanese Yen(CME) |
Dec09 |
091103 |
110.67 |
111.30 |
110.42 |
110.73 |
+0.07 |
121,065 |
109,212 |
-2,496 |
Mar10 |
091103 |
110.76 |
111.34 |
110.51 |
110.80 |
+0.07 |
14 |
258 |
-4 |
Jun10 |
091103 |
110.91 |
111.29 |
110.81 |
110.91 |
+0.07 |
0 |
13 |
+0 |
Total Volume and Open Interest |
121,079 |
109,504 |
-2,500 |
Swiss Franc(CME) |
Dec09 |
091103 |
97.87 |
98.11 |
96.75 |
97.37 |
-0.37 |
77,285 |
49,281 |
-3,472 |
Mar10 |
091103 |
97.31 |
98.13 |
96.83 |
97.44 |
-0.36 |
10 |
250 |
+5 |
Jun10 |
091103 |
97.54 |
98.10 |
96.97 |
97.54 |
-0.36 |
0 |
5 |
+0 |
Total Volume and Open Interest |
77,295 |
49,537 |
-3,467 |
EuroFX(CME) |
Dec09 |
091103 |
147.72 |
148.11 |
146.24 |
147.01 |
-0.50 |
313,640 |
166,762 |
-4,542 |
Mar10 |
091103 |
147.59 |
147.99 |
146.21 |
146.95 |
-0.50 |
574 |
1,806 |
+219 |
Jun10 |
091103 |
146.50 |
147.72 |
146.27 |
146.87 |
-0.49 |
0 |
169 |
+0 |
Total Volume and Open Interest |
314,214 |
168,745 |
-4,323 |
Mexican Peso(CME) |
Nov09 |
091103 |
750.5 |
750.5 |
748.2 |
750.5 |
+2.2 |
0 |
1 |
+0 |
Dec09 |
091103 |
752.2 |
752.8 |
741.8 |
750.0 |
+2.2 |
38,277 |
96,145 |
+1,791 |
Total Volume and Open Interest |
38,278 |
98,291 |
+1,791 |
30-Year T-Bonds(CBOT) |
Dec09 |
091103 |
119~260 |
120~150 |
118~270 |
119~020 |
-0~240 |
292,903 |
721,218 |
+2,574 |
Mar10 |
091103 |
119~130 |
119~220 |
118~080 |
118~110 |
-0~240 |
759 |
10,256 |
+575 |
Jun10 |
091103 |
116~290 |
117~210 |
116~290 |
116~290 |
-0~240 |
0 |
9 |
+0 |
Total Volume and Open Interest |
293,662 |
731,483 |
+3,149 |
10-Year T-Notes(CBOT) |
Dec09 |
091103 |
118~155 |
118~285 |
117~315 |
118~050 |
-0~105 |
1,067,367 |
1,230,451 |
+10,437 |
Mar10 |
091103 |
117~055 |
117~140 |
116~245 |
116~245 |
-0~110 |
10,123 |
20,799 |
+1,737 |
Jun10 |
091103 |
115~120 |
115~235 |
115~120 |
115~120 |
-0~115 |
|
|
|
Total Volume and Open Interest |
1,077,490 |
1,251,250 |
+12,174 |
5-Year T-Notes(CBOT) |
Dec09 |
091103 |
116~055 |
116~083 |
116~025 |
116~037 |
-0~015 |
|
|
|
Mar10 |
091103 |
115~025 |
115~025 |
114~123 |
114~123 |
-0~016 |
1 |
3,325 |
+0 |
Jun10 |
091103 |
113~081 |
113~098 |
113~081 |
113~081 |
-0~017 |
|
|
|
Total Volume and Open Interest |
569,785 |
773,145 |
+24,517 |
2 Year T-Notes(CBOT) |
Dec09 |
091103 |
108~100 |
108~112 |
108~097 |
108~102 |
+0~011 |
|
|
|
Mar10 |
091103 |
108~027 |
108~027 |
108~020 |
108~022 |
+0~002 |
1,520 |
15,782 |
+624 |
Jun10 |
091103 |
107~074 |
107~074 |
107~072 |
107~074 |
+0~002 |
0 |
6,830 |
+0 |
Total Volume and Open Interest |
240,900 |
978,390 |
-7,589 |
Eurodollars(CME) |
Dec09 |
091103 |
99.685 |
99.685 |
99.675 |
99.680 |
unch |
137,089 |
1,034,442 |
-1,638 |
Mar10 |
091103 |
99.500 |
99.515 |
99.480 |
99.490 |
-0.005 |
165,052 |
1,076,980 |
+2,611 |
Jun10 |
091103 |
99.200 |
99.230 |
99.180 |
99.190 |
-0.005 |
229,441 |
942,733 |
+8,920 |
Sep10 |
091103 |
98.830 |
98.880 |
98.810 |
98.820 |
-0.010 |
243,613 |
699,861 |
-4,377 |
Dec10 |
091103 |
98.430 |
98.490 |
98.400 |
98.410 |
-0.020 |
281,042 |
832,082 |
+1,398 |
Mar11 |
091103 |
98.060 |
98.125 |
98.025 |
98.035 |
-0.025 |
231,403 |
529,152 |
+7,454 |
Jun11 |
091103 |
97.695 |
97.775 |
97.665 |
97.675 |
-0.030 |
196,062 |
507,362 |
-2,534 |
Sep11 |
091103 |
97.390 |
97.460 |
97.345 |
97.355 |
-0.040 |
148,045 |
433,571 |
+11,846 |
Dec11 |
091103 |
97.085 |
97.170 |
97.045 |
97.055 |
-0.045 |
66,048 |
242,161 |
-661 |
Mar12 |
091103 |
96.860 |
96.925 |
96.805 |
96.815 |
-0.050 |
51,835 |
181,966 |
+965 |
Jun12 |
091103 |
96.645 |
96.700 |
96.570 |
96.585 |
-0.055 |
40,518 |
162,220 |
+1,978 |
Sep12 |
091103 |
96.465 |
96.505 |
96.370 |
96.385 |
-0.065 |
31,101 |
95,370 |
+587 |
Dec12 |
091103 |
96.280 |
96.315 |
96.175 |
96.190 |
-0.070 |
15,208 |
58,515 |
+217 |
Mar13 |
091103 |
96.155 |
96.175 |
96.040 |
96.055 |
-0.070 |
8,501 |
53,323 |
-168 |
Jun13 |
091103 |
96.020 |
96.035 |
95.905 |
95.920 |
-0.070 |
8,647 |
46,217 |
+787 |
Sep13 |
091103 |
95.885 |
95.905 |
95.775 |
95.790 |
-0.070 |
7,505 |
54,322 |
+947 |
Dec13 |
091103 |
95.745 |
95.760 |
95.635 |
95.650 |
-0.075 |
8,851 |
34,866 |
+3,164 |
Mar14 |
091103 |
95.655 |
95.665 |
95.540 |
95.555 |
-0.080 |
4,565 |
29,711 |
+535 |
Total Volume and Open Interest |
1,892,424 |
7,211,047 |
+34,566 |
30 Day Federal Funds(CBOT) |
Nov09 |
091103 |
99.865 |
99.868 |
99.863 |
99.865 |
unch |
9,138 |
74,695 |
-423 |
Dec09 |
091103 |
99.855 |
99.860 |
99.850 |
99.855 |
unch |
3,917 |
63,478 |
+622 |
Jan10 |
091103 |
99.840 |
99.845 |
99.830 |
99.835 |
unch |
7,868 |
64,768 |
+1,192 |
Feb10 |
091103 |
99.795 |
99.805 |
99.785 |
99.795 |
unch |
5,331 |
73,136 |
+1,285 |
Mar10 |
091103 |
99.765 |
99.770 |
99.750 |
99.760 |
unch |
5,204 |
39,572 |
+388 |
Apr10 |
091103 |
99.720 |
99.735 |
99.710 |
99.720 |
unch |
5,353 |
47,414 |
+753 |
Total Volume and Open Interest |
58,029 |
489,347 |
-37,093 |
30 Day Fed Funds(e-CBOT) |
Nov09 |
090519 |
99.690 |
99.700 |
99.690 |
99.700 |
unch |
4,182 |
50,156 |
|
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 |
|
Total Volume and Open Interest |
22,142 |
354,023 |
|
3-Mth Euro-Yen(CME) |
Dec09 |
091022 |
99.50 |
99.50 |
99.50 |
99.50 |
unch |
|
|
|
Mar10 |
091022 |
99.51 |
99.51 |
99.51 |
99.51 |
-0.02 |
|
|
|
Jun10 |
091022 |
99.53 |
99.53 |
99.53 |
99.53 |
unch |
|
|
|
Sep10 |
091022 |
99.51 |
99.51 |
99.51 |
99.51 |
unch |
|
|
|
Dec10 |
091022 |
99.45 |
99.45 |
99.45 |
99.45 |
unch |
|
|
|
Mar11 |
091022 |
99.36 |
99.36 |
99.36 |
99.36 |
unch |
|
|
|
Jun11 |
091022 |
99.31 |
99.31 |
99.31 |
99.31 |
unch |
|
|
|
Sep11 |
091022 |
99.31 |
99.31 |
99.31 |
99.31 |
unch |
|
|
|
Dec11 |
091022 |
99.11 |
99.11 |
99.11 |
99.11 |
unch |
|
|
|
Mar12 |
091022 |
99.07 |
99.07 |
99.07 |
99.07 |
unch |
|
|
|
Total Volume and Open Interest |
|
|
|
3-Mth Euro-Yen(SGX) |
Dec09 |
091103 |
99.49 |
99.49 |
99.49 |
99.49 |
unch |
1,151 |
4,504 |
+0 |
Mar10 |
091103 |
99.50 |
99.50 |
99.50 |
99.50 |
unch |
80 |
3,741 |
+0 |
Jun10 |
091103 |
99.50 |
99.50 |
99.50 |
99.50 |
unch |
106 |
1,879 |
-42 |
Sep10 |
091103 |
99.49 |
99.49 |
99.49 |
99.49 |
unch |
0 |
1,658 |
+0 |
Dec10 |
091103 |
99.43 |
99.43 |
99.43 |
99.43 |
unch |
0 |
842 |
+0 |
Mar11 |
091103 |
99.34 |
99.34 |
99.34 |
99.34 |
unch |
0 |
562 |
+0 |
Jun11 |
091103 |
99.28 |
99.28 |
99.28 |
99.28 |
unch |
0 |
52 |
+0 |
Sep11 |
091103 |
99.28 |
99.28 |
99.28 |
99.28 |
unch |
0 |
51 |
+0 |
Total Volume and Open Interest |
1,337 |
14,761 |
-42 |
Japanese Gov't Bonds(SGX) |
Dec09 |
091102 |
138.09 |
138.30 |
138.09 |
138.30 |
-0.27 |
1,009 |
15,330 |
-259 |
Mar10 |
091102 |
138.07 |
138.07 |
138.07 |
138.07 |
+0.38 |
|
|
|
Jun10 |
091102 |
138.07 |
138.07 |
138.07 |
138.07 |
+0.38 |
|
|
|
Total Volume and Open Interest |
2,835 |
16,053 |
+2,043 |
Euro-Bund(EUREX) |
Dec09 |
091103 |
121.94 |
122.44 |
121.45 |
121.75 |
-0.16 |
918,983 |
953,345 |
+13,207 |
Mar10 |
091103 |
121.69 |
122.10 |
121.17 |
121.41 |
-0.18 |
497 |
11,463 |
-614 |
Jun10 |
091103 |
120.69 |
120.69 |
120.69 |
120.69 |
-0.42 |
68 |
1 |
+0 |
Total Volume and Open Interest |
919,548 |
964,809 |
+29,709 |
Euro-Bobl(EUREX) |
Dec09 |
091103 |
115.68 |
115.95 |
115.52 |
115.66 |
+0.04 |
534,278 |
647,064 |
+4,256 |
Mar10 |
091103 |
115.47 |
115.68 |
115.43 |
115.43 |
+0.03 |
4,619 |
8,695 |
+4,310 |
Jun10 |
091103 |
114.96 |
114.96 |
114.96 |
114.96 |
+0.02 |
|
|
|
Total Volume and Open Interest |
454,011 |
657,335 |
+5,886 |
3-Mth Euribor(EUREX) |
Dec09 |
091103 |
99.230 |
99.245 |
99.230 |
99.245 |
+0.020 |
794 |
8,103 |
+227 |
Mar10 |
091103 |
99.075 |
99.075 |
99.065 |
99.065 |
+0.025 |
613 |
5,151 |
-382 |
Jun10 |
091103 |
98.745 |
98.745 |
98.745 |
98.745 |
+0.025 |
160 |
4,896 |
-112 |
Total Volume and Open Interest |
1,662 |
21,917 |
-246 |
Long Gilt(LIFFE) |
Dec09 |
091029 |
118~22 |
118~26 |
117~30 |
118~05 |
-0~16 |
96,622 |
231,108 |
-3,255 |
Mar10 |
091103 |
116~03 |
116~03 |
116~03 |
116~03 |
-0~16 |
0 |
20 |
+0 |
Total Volume and Open Interest |
73,487 |
237,990 |
+4,386 |
3-Mth Short Sterling(LIFFE) |
Dec09 |
091103 |
99.39 |
99.41 |
99.38 |
99.39 |
unch |
28,611 |
359,642 |
-1,527 |
Mar10 |
091103 |
99.18 |
99.20 |
99.14 |
99.15 |
-0.02 |
40,202 |
370,823 |
-2,301 |
Jun10 |
091103 |
98.76 |
98.79 |
98.71 |
98.73 |
-0.02 |
37,529 |
362,350 |
-389 |
Sep10 |
091103 |
98.26 |
98.29 |
98.19 |
98.21 |
-0.03 |
39,352 |
280,615 |
-2,469 |
Dec10 |
091103 |
97.74 |
97.78 |
97.66 |
97.67 |
-0.05 |
48,127 |
313,572 |
-6,525 |
Mar11 |
091103 |
97.30 |
97.33 |
97.21 |
97.21 |
-0.07 |
36,063 |
212,434 |
-470 |
Total Volume and Open Interest |
287,969 |
2,369,736 |
-15,016 |
3-Mth Euribor(LIFFE) |
Dec09 |
091103 |
99.230 |
99.270 |
99.225 |
99.245 |
+0.020 |
88,347 |
586,232 |
-2,064 |
Mar10 |
091103 |
99.045 |
99.085 |
99.040 |
99.065 |
+0.025 |
103,762 |
632,690 |
+8,818 |
Jun10 |
091103 |
98.725 |
98.780 |
98.720 |
98.745 |
+0.025 |
159,452 |
539,011 |
-675 |
Total Volume and Open Interest |
824,670 |
3,237,853 |
+36,890 |
3-Mth Aus T-Bills(SFE) |
Dec09 |
091103 |
95.77 |
95.93 |
95.75 |
95.93 |
+0.15 |
24,633 |
332,399 |
+7,837 |
Mar10 |
091103 |
95.23 |
95.40 |
95.19 |
95.39 |
+0.15 |
19,670 |
223,750 |
+3,011 |
Jun10 |
091103 |
94.82 |
95.03 |
94.78 |
95.01 |
+0.18 |
9,031 |
126,381 |
+3,831 |
Sep10 |
091103 |
94.49 |
94.72 |
94.46 |
94.71 |
+0.21 |
6,536 |
81,194 |
+3,048 |
Dec10 |
091103 |
94.25 |
94.47 |
94.23 |
94.46 |
+0.20 |
3,133 |
51,324 |
+1,418 |
Mar11 |
091103 |
94.09 |
94.29 |
94.06 |
94.27 |
+0.17 |
1,382 |
27,102 |
+920 |
Jun11 |
091103 |
93.95 |
94.16 |
93.91 |
94.11 |
+0.16 |
1,468 |
19,549 |
+1,060 |
Sep11 |
091103 |
93.84 |
94.03 |
93.82 |
94.00 |
+0.15 |
813 |
11,348 |
+521 |
Dec11 |
091103 |
93.73 |
93.96 |
93.73 |
93.92 |
+0.15 |
15 |
4,859 |
+10 |
Mar12 |
091103 |
93.66 |
93.93 |
93.66 |
93.89 |
+0.18 |
0 |
1,911 |
+0 |
Total Volume and Open Interest |
66,681 |
880,488 |
+21,656 |
10-Year Aus T-Bonds(SFE) |
Dec09 |
091103 |
94.46 |
94.54 |
94.39 |
94.51 |
+0.06 |
35,987 |
368,516 |
+8,035 |
Mar10 |
091103 |
94.51 |
94.51 |
94.51 |
94.51 |
+0.06 |
|
|
|
Total Volume and Open Interest |
35,987 |
368,516 |
+8,035 |
3-Year Aus T-Bonds(SFE) |
Dec09 |
091103 |
94.87 |
95.02 |
94.78 |
95.00 |
+0.13 |
95,671 |
634,275 |
-12,597 |
Mar10 |
091103 |
95.00 |
95.00 |
95.00 |
95.00 |
+0.13 |
|
|
|
Total Volume and Open Interest |
95,671 |
634,275 |
-12,597 |
Gold(CMX) |
Dec09 |
091103 |
1061.5 |
1088.5 |
1058.0 |
1084.9 |
+30.9 |
129,455 |
317,707 |
-17,639 |
Feb10 |
091103 |
1060.9 |
1089.7 |
1055.2 |
1086.1 |
+30.9 |
8,511 |
49,340 |
+3,854 |
Apr10 |
091103 |
1062.8 |
1090.4 |
1056.3 |
1087.2 |
+30.9 |
637 |
32,807 |
-163 |
Jun10 |
091103 |
1065.5 |
1089.5 |
1057.3 |
1088.3 |
+31.0 |
718 |
14,024 |
+22 |
Aug10 |
091103 |
1068.5 |
1089.8 |
1058.7 |
1089.8 |
+31.1 |
257 |
7,436 |
-336 |
Oct10 |
091103 |
1067.1 |
1091.6 |
1060.4 |
1091.6 |
+31.2 |
204 |
4,464 |
-103 |
Dec10 |
091103 |
1071.3 |
1095.7 |
1062.4 |
1093.7 |
+31.3 |
621 |
18,870 |
+42 |
Feb11 |
091103 |
1086.1 |
1096.6 |
1065.1 |
1096.6 |
+31.5 |
2 |
2,473 |
+0 |
Apr11 |
091103 |
1068.1 |
1099.7 |
1068.0 |
1099.7 |
+31.7 |
0 |
1,616 |
+0 |
Jun11 |
091103 |
447.8 |
447.8 |
415.9 |
447.8 |
+31.9 |
245 |
9,442 |
-70 |
Aug11 |
091103 |
1107.1 |
1107.1 |
1075.1 |
1107.1 |
+32.0 |
0 |
250 |
+0 |
Total Volume and Open Interest |
141,358 |
481,961 |
-14,130 |
Silver(CMX) |
Dec09 |
091103 |
1717.0 |
1735.0 |
1714.0 |
1718.0 |
+74.0 |
35,587 |
81,356 |
-3,440 |
Mar10 |
091103 |
1660.0 |
1736.0 |
1628.0 |
1721.3 |
+74.1 |
4,082 |
21,965 |
+405 |
May10 |
091103 |
1663.0 |
1737.5 |
1635.5 |
1723.1 |
+74.2 |
1,736 |
7,559 |
+921 |
Jul10 |
091103 |
1670.0 |
1739.5 |
1650.3 |
1724.7 |
+74.4 |
136 |
3,780 |
+8 |
Sep10 |
091103 |
1695.0 |
1726.4 |
1651.8 |
1726.4 |
+74.6 |
63 |
2,368 |
-48 |
Dec10 |
091103 |
1660.0 |
1735.0 |
1649.0 |
1729.2 |
+75.0 |
596 |
4,417 |
+383 |
Mar11 |
091103 |
1733.1 |
1733.1 |
1657.5 |
1733.1 |
+75.6 |
0 |
37 |
+0 |
Total Volume and Open Interest |
42,763 |
130,427 |
-1,564 |
Platinum(NYMEX) |
Jan10 |
091103 |
1341.2 |
1364.7 |
1325.0 |
1356.2 |
+18.1 |
1,772 |
29,924 |
-391 |
Apr10 |
091103 |
1359.7 |
1367.1 |
1340.0 |
1360.0 |
+17.8 |
20 |
890 |
+7 |
Total Volume and Open Interest |
1,792 |
30,814 |
-384 |
Palladium(NYMEX) |
Dec09 |
091103 |
325.45 |
329.00 |
316.00 |
327.75 |
+1.40 |
1,375 |
19,454 |
-681 |
Mar10 |
091103 |
326.50 |
329.95 |
320.75 |
328.90 |
+1.40 |
429 |
2,761 |
+299 |
Jun10 |
091103 |
329.25 |
330.00 |
321.70 |
330.00 |
+1.20 |
5 |
26 |
+3 |
Total Volume and Open Interest |
1,809 |
22,241 |
-379 |
Copper(CMX) |
Dec09 |
091103 |
292.00 |
298.95 |
289.50 |
295.60 |
+1.10 |
27,568 |
93,934 |
-2,067 |
Mar10 |
091103 |
292.50 |
300.50 |
291.45 |
297.45 |
+1.05 |
4,439 |
28,258 |
+1,290 |
May10 |
091103 |
294.70 |
298.60 |
293.35 |
298.15 |
+1.00 |
644 |
4,763 |
+198 |
Jul10 |
091103 |
295.20 |
298.80 |
293.65 |
298.60 |
+1.00 |
168 |
2,811 |
+79 |
Sep10 |
091103 |
298.60 |
298.60 |
297.50 |
298.60 |
+1.10 |
17 |
1,614 |
+6 |
Total Volume and Open Interest |
34,818 |
138,676 |
-1,280 |
Aluminum(CMX) |
Nov09 |
080724 |
0.67 |
0.67 |
0.67 |
0.67 |
unch |
|
|
|
Dec09 |
080724 |
1.17 |
1.17 |
1.17 |
1.17 |
unch |
|
|
|
Jan10 |
080724 |
145.85 |
145.85 |
145.85 |
145.85 |
unch |
|
|
|
Feb10 |
080724 |
2.17 |
2.17 |
2.17 |
2.17 |
unch |
|
|
|
Mar10 |
090803 |
0.00 |
0.00 |
0.00 |
0.00 |
unch |
|
|
|
Apr10 |
080724 |
3.17 |
3.17 |
3.17 |
3.17 |
unch |
|
|
|
Total Volume and Open Interest |
|
|
|
DJIA Index(CBOT) |
Dec09 |
091103 |
9830 |
9830 |
9638 |
9717 |
-18 |
2,781 |
14,814 |
+1,427 |
Mar10 |
091103 |
9700 |
9700 |
9600 |
9656 |
-18 |
23 |
890 |
-2 |
Jun10 |
091103 |
9598 |
9616 |
9598 |
9598 |
-18 |
2 |
1 |
+1 |
Sep10 |
091103 |
9547 |
9565 |
9547 |
9547 |
-18 |
|
|
|
Total Volume and Open Interest |
2,806 |
15,705 |
+1,426 |
S & P 500(CME) |
Dec09 |
091103 |
1039.50 |
1043.50 |
1026.70 |
1041.70 |
+2.60 |
34,566 |
384,090 |
-3,570 |
Mar10 |
091103 |
1038.00 |
1040.00 |
1028.20 |
1036.80 |
+2.60 |
744 |
6,441 |
+311 |
Jun10 |
091103 |
1032.50 |
1032.90 |
1023.90 |
1032.50 |
+2.60 |
0 |
305 |
+0 |
Sep10 |
091103 |
1029.50 |
1029.90 |
1020.90 |
1029.50 |
+2.60 |
|
|
|
Total Volume and Open Interest |
35,310 |
390,841 |
-3,259 |
S & P 500 E-Mini(Globex) |
Dec09 |
091103 |
1039.25 |
1044.00 |
1026.50 |
1041.75 |
+2.75 |
3,376,612 |
2,477,634 |
-8,092 |
Mar10 |
091103 |
1035.25 |
1038.50 |
1022.00 |
1036.75 |
+2.50 |
9,468 |
36,927 |
+3,830 |
Total Volume and Open Interest |
3,386,086 |
2,514,588 |
-4,257 |
NASDAQ 100(CME) |
Dec09 |
091103 |
1671.00 |
1678.00 |
1651.80 |
1675.50 |
+6.50 |
2,932 |
18,471 |
-638 |
Mar10 |
091103 |
1669.00 |
1674.00 |
1666.00 |
1673.00 |
+6.20 |
11 |
8 |
+0 |
Jun10 |
091103 |
1672.00 |
1672.00 |
1670.80 |
1672.00 |
+6.20 |
|
|
|
Total Volume and Open Interest |
2,943 |
18,479 |
-638 |
NASDAQ 100 E-Mini(Globex) |
Dec09 |
091103 |
1670.80 |
1677.50 |
1651.00 |
1675.50 |
+6.50 |
452,709 |
317,504 |
-1,602 |
Mar10 |
091103 |
1671.00 |
1675.00 |
1648.80 |
1673.00 |
+6.20 |
189 |
1,889 |
+35 |
Total Volume and Open Interest |
452,898 |
319,395 |
-1,567 |
S & P Midcap 400(CME) |
Dec09 |
091103 |
657.00 |
669.00 |
654.00 |
668.20 |
+8.60 |
1,316 |
2,746 |
-136 |
Mar10 |
091103 |
666.10 |
666.10 |
666.00 |
666.10 |
+8.60 |
|
|
|
Jun10 |
091103 |
664.10 |
664.10 |
664.00 |
664.10 |
+8.60 |
|
|
|
Total Volume and Open Interest |
1,316 |
2,746 |
-136 |
Russell 2000(CME) |
Dec09 |
090909 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
1,424 |
2,334 |
+56 |
Mar10 |
090909 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
0 |
5,252 |
+3 |
Jun10 |
090909 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
0 |
3,716 |
+0 |
Total Volume and Open Interest |
|
|
|
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Dec09 |
091102 |
9715 |
9830 |
9705 |
9830 |
-180 |
125,201 |
174,454 |
-3,853 |
Mar10 |
091102 |
9770 |
9845 |
9770 |
9845 |
-170 |
37 |
1,036 |
+7 |
Total Volume and Open Interest |
125,619 |
178,275 |
-3,846 |
Nikkei 225(SGX) |
Dec09 |
091102 |
9715 |
9830 |
9705 |
9830 |
-180 |
125,201 |
174,454 |
-3,853 |
Mar10 |
091102 |
9770 |
9845 |
9770 |
9845 |
-170 |
37 |
1,036 |
+7 |
Jun10 |
091102 |
9865 |
9865 |
9865 |
9865 |
-180 |
0 |
321 |
+0 |
Total Volume and Open Interest |
125,619 |
178,275 |
-3,846 |
CAC 40(EURONEXT) |
Nov09 |
091103 |
3590.0 |
3596.0 |
3534.5 |
3571.5 |
-53.0 |
188,786 |
452,681 |
-2,098 |
Dec09 |
091103 |
3601.0 |
3601.0 |
3532.0 |
3564.0 |
-53.0 |
766 |
53,537 |
+577 |
Jan10 |
091103 |
3568.0 |
3568.0 |
3568.0 |
3568.0 |
-52.0 |
|
|
|
Total Volume and Open Interest |
189,561 |
507,852 |
-1,523 |
Hang Seng Index(HKFE) |
Nov09 |
091103 |
21457 |
21617 |
21105 |
21110 |
-275 |
69,736 |
79,660 |
-426 |
Dec09 |
091103 |
21459 |
21600 |
21096 |
21101 |
-291 |
1,942 |
8,350 |
+286 |
Total Volume and Open Interest |
71,895 |
88,403 |
-119 |
DAX(EUREX) |
Dec09 |
091103 |
5387.5 |
5398.0 |
5316.0 |
5368.5 |
-57.0 |
214,550 |
185,274 |
+1,257 |
Mar10 |
091103 |
5397.0 |
5397.0 |
5324.0 |
5373.0 |
-57.5 |
1,606 |
11,417 |
+956 |
Jun10 |
091103 |
5388.0 |
5388.0 |
5330.5 |
5379.5 |
-58.0 |
4 |
1,666 |
-2 |
Total Volume and Open Interest |
216,160 |
198,357 |
+2,211 |
FT-SE 100(EURONEXT) |
Dec09 |
091103 |
5037.00 |
5044.50 |
4954.50 |
5017.00 |
-50.00 |
142,755 |
627,309 |
+3,429 |
Mar10 |
091103 |
4977.00 |
4990.50 |
4915.00 |
4969.50 |
-50.00 |
3,751 |
16,384 |
+3,663 |
Jun10 |
091103 |
4902.00 |
4924.50 |
4902.00 |
4924.50 |
-51.00 |
0 |
627 |
+0 |
Total Volume and Open Interest |
146,506 |
644,325 |
+7,092 |
SPI 200(SFE) |
Dec09 |
091030 |
4556.0 |
4671.0 |
4548.0 |
4624.0 |
+63.0 |
39,623 |
221,280 |
+31 |
Mar10 |
091030 |
4548.0 |
4639.0 |
4548.0 |
4617.0 |
+62.0 |
47 |
4,838 |
+9 |
Jun10 |
091030 |
4638.0 |
4638.0 |
4638.0 |
4638.0 |
+63.0 |
3 |
1,412 |
-3 |
Total Volume and Open Interest |
39,673 |
228,251 |
+37 |
GSCI(CME) |
Nov09 |
091103 |
497.75 |
512.00 |
495.50 |
511.00 |
+9.00 |
755 |
20,488 |
-75 |
Dec09 |
091103 |
518.75 |
519.00 |
504.00 |
518.75 |
+9.25 |
0 |
1 |
+0 |
Jan10 |
091103 |
522.25 |
522.25 |
508.00 |
522.25 |
+9.25 |
|
|
|
Total Volume and Open Interest |
755 |
20,489 |
-75 |
Reuters CCI(ICE) |
Nov09 |
090519 |
424.50 |
424.50 |
424.50 |
424.50 |
unch |
0 |
4 |
|
Jan10 |
090519 |
430.00 |
430.00 |
430.00 |
430.00 |
unch |
0 |
11 |
|
Total Volume and Open Interest |
0 |
146 |
|
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|