|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Wed November 04, 2009 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Nov09 |
091104 |
1005.00 |
1018.00 |
991.75 |
995.50 |
-11.25 |
24,869 |
21,617 |
-4,219 |
| Jan10 |
091104 |
1010.00 |
1022.50 |
995.25 |
999.00 |
-11.50 |
88,653 |
221,879 |
+2,258 |
| Mar10 |
091104 |
1013.00 |
1024.75 |
999.50 |
1002.50 |
-11.00 |
27,962 |
59,307 |
+2,430 |
| May10 |
091104 |
1008.25 |
1018.75 |
997.00 |
999.50 |
-8.75 |
9,960 |
30,222 |
+1,426 |
| Jul10 |
091104 |
1010.00 |
1020.50 |
1000.00 |
1002.25 |
-8.25 |
7,895 |
40,351 |
-276 |
| Aug10 |
091104 |
1016.00 |
1016.00 |
999.75 |
999.75 |
-7.25 |
161 |
1,288 |
+3 |
| Sep10 |
091104 |
998.00 |
998.00 |
989.00 |
989.00 |
-8.00 |
165 |
221 |
+16 |
| Total Volume and Open Interest |
162,348 |
423,412 |
+2,044 |
| Soybean Meal(CBOT) |
| Dec09 |
091104 |
306.50 |
311.00 |
300.00 |
301.60 |
-4.80 |
25,355 |
59,889 |
-1,762 |
| Jan10 |
091104 |
299.20 |
303.40 |
293.90 |
295.50 |
-4.00 |
7,058 |
23,013 |
+1,421 |
| Mar10 |
091104 |
296.60 |
300.00 |
291.80 |
293.50 |
-3.70 |
3,761 |
20,136 |
+645 |
| May10 |
091104 |
293.60 |
296.10 |
289.40 |
290.50 |
-3.30 |
2,794 |
14,994 |
+583 |
| Jul10 |
091104 |
293.70 |
296.00 |
289.40 |
290.90 |
-2.90 |
2,343 |
14,468 |
+152 |
| Aug10 |
091104 |
294.50 |
294.50 |
288.60 |
290.10 |
-2.90 |
258 |
3,590 |
+10 |
| Sep10 |
091104 |
294.30 |
294.30 |
289.10 |
289.10 |
-2.90 |
97 |
3,096 |
+11 |
| Oct10 |
091104 |
291.00 |
291.00 |
285.80 |
285.80 |
-2.20 |
78 |
2,368 |
-21 |
| Total Volume and Open Interest |
42,113 |
149,249 |
+1,155 |
| Soybean Oil(CBOT) |
| Dec09 |
091104 |
37.51 |
38.07 |
37.23 |
37.55 |
+0.02 |
40,955 |
83,794 |
-3,446 |
| Jan10 |
091104 |
37.95 |
38.66 |
37.71 |
38.01 |
+0.02 |
13,395 |
83,661 |
+3,214 |
| Mar10 |
091104 |
38.30 |
38.86 |
38.18 |
38.38 |
+0.02 |
12,109 |
31,602 |
+1,850 |
| May10 |
091104 |
38.58 |
39.16 |
38.33 |
38.66 |
+0.02 |
2,591 |
12,393 |
-96 |
| Jul10 |
091104 |
38.90 |
39.42 |
38.78 |
38.94 |
+0.02 |
2,083 |
11,309 |
-91 |
| Aug10 |
091104 |
39.41 |
39.41 |
38.94 |
39.06 |
+0.03 |
40 |
1,708 |
-1 |
| Sep10 |
091104 |
39.51 |
39.51 |
39.02 |
39.17 |
+0.03 |
13 |
1,051 |
+11 |
| Oct10 |
091104 |
39.35 |
39.45 |
39.12 |
39.25 |
+0.03 |
18 |
709 |
+15 |
| Total Volume and Open Interest |
71,417 |
236,786 |
+1,472 |
| Canola(WCE) |
| Nov09 |
091104 |
412.7 |
412.7 |
397.0 |
398.4 |
-5.4 |
69 |
225 |
-4 |
| Jan10 |
091104 |
403.8 |
411.3 |
396.0 |
396.4 |
-7.4 |
8,514 |
76,140 |
+1,447 |
| Mar10 |
091104 |
411.2 |
415.4 |
402.3 |
402.3 |
-7.8 |
1,152 |
8,168 |
-59 |
| May10 |
091104 |
416.0 |
416.0 |
406.6 |
407.0 |
-6.3 |
513 |
1,341 |
-198 |
| Jul10 |
091104 |
419.5 |
421.9 |
407.7 |
409.1 |
-7.3 |
474 |
1,724 |
+191 |
| Total Volume and Open Interest |
10,937 |
88,143 |
+1,424 |
| Corn(CBOT) |
| Dec09 |
091104 |
388.25 |
398.75 |
383.00 |
384.00 |
-6.00 |
164,534 |
461,237 |
-22,039 |
| Mar10 |
091104 |
401.75 |
412.00 |
396.50 |
397.50 |
-6.00 |
63,191 |
229,796 |
+10,992 |
| May10 |
091104 |
410.00 |
421.00 |
406.00 |
407.25 |
-5.75 |
6,022 |
45,721 |
+1,368 |
| Jul10 |
091104 |
420.25 |
429.75 |
415.00 |
415.75 |
-5.75 |
8,207 |
65,706 |
-750 |
| Sep10 |
091104 |
425.50 |
435.50 |
422.00 |
422.50 |
-6.50 |
1,595 |
17,496 |
+331 |
| Dec10 |
091104 |
435.50 |
444.00 |
430.00 |
430.75 |
-7.00 |
12,238 |
111,010 |
+1,872 |
| Total Volume and Open Interest |
256,319 |
949,247 |
-8,202 |
| Wheat(CBOT) |
| Dec09 |
091104 |
517.00 |
528.25 |
505.00 |
521.00 |
+5.25 |
56,540 |
154,468 |
-5,631 |
| Mar10 |
091104 |
535.75 |
548.00 |
525.00 |
540.75 |
+5.00 |
21,913 |
96,110 |
+7,996 |
| May10 |
091104 |
549.25 |
557.75 |
541.00 |
553.75 |
+5.00 |
1,407 |
11,352 |
+327 |
| Jul10 |
091104 |
560.00 |
570.00 |
549.25 |
564.50 |
+5.00 |
3,885 |
43,725 |
+46 |
| Sep10 |
091104 |
584.75 |
584.75 |
567.75 |
580.75 |
+4.50 |
1,238 |
5,737 |
+795 |
| Total Volume and Open Interest |
88,275 |
343,548 |
+4,465 |
| Wheat(KCBT) |
| Dec09 |
091104 |
520.75 |
531.75 |
509.50 |
526.75 |
+6.75 |
7,811 |
42,991 |
-237 |
| Mar10 |
091104 |
537.50 |
547.75 |
526.50 |
543.25 |
+6.75 |
2,925 |
33,616 |
+925 |
| May10 |
091104 |
550.25 |
559.25 |
538.25 |
555.00 |
+6.75 |
203 |
5,082 |
-28 |
| Jul10 |
091104 |
560.00 |
571.00 |
549.25 |
566.75 |
+6.75 |
2,069 |
22,654 |
+125 |
| Sep10 |
091104 |
571.50 |
580.50 |
565.00 |
578.75 |
+6.75 |
145 |
1,557 |
+22 |
| Total Volume and Open Interest |
15,495 |
128,912 |
+2,310 |
| Wheat(MGE) |
| Dec09 |
091104 |
528.00 |
539.75 |
519.75 |
535.75 |
+6.75 |
2,268 |
15,046 |
+66 |
| Mar10 |
091104 |
546.00 |
556.00 |
537.00 |
552.00 |
+5.50 |
706 |
12,194 |
+320 |
| May10 |
091104 |
558.25 |
568.25 |
549.00 |
564.75 |
+5.75 |
264 |
3,900 |
+58 |
| Jul10 |
091104 |
576.50 |
580.00 |
560.75 |
576.50 |
+6.50 |
252 |
6,898 |
+23 |
| Sep10 |
091104 |
591.50 |
591.75 |
573.25 |
587.75 |
+4.25 |
123 |
2,191 |
+80 |
| Total Volume and Open Interest |
3,700 |
43,938 |
+599 |
| Oats(CBOT) |
| Dec09 |
091104 |
257.00 |
259.25 |
253.50 |
258.00 |
+1.00 |
1,485 |
5,361 |
-439 |
| Mar10 |
091104 |
268.50 |
273.00 |
267.00 |
271.50 |
+0.75 |
1,011 |
7,864 |
+808 |
| May10 |
091104 |
278.25 |
279.50 |
278.25 |
279.50 |
+0.75 |
39 |
60 |
+26 |
| Jul10 |
091104 |
287.50 |
287.50 |
286.75 |
287.50 |
+0.75 |
3 |
21 |
+3 |
| Total Volume and Open Interest |
2,538 |
13,491 |
+398 |
| Rough Rice(CBOT) |
| Nov09 |
091104 |
14.94 |
14.96 |
14.94 |
14.96 |
+0.09 |
168 |
800 |
-38 |
| Jan10 |
091104 |
15.03 |
15.28 |
15.03 |
15.22 |
+0.11 |
1,434 |
9,537 |
+318 |
| Mar10 |
091104 |
15.39 |
15.53 |
15.32 |
15.47 |
+0.11 |
230 |
2,178 |
-15 |
| May10 |
091104 |
15.68 |
15.74 |
15.55 |
15.71 |
+0.10 |
35 |
376 |
+5 |
| Total Volume and Open Interest |
1,909 |
14,032 |
+306 |
| Live Cattle(CME) |
| Dec09 |
091104 |
85.900 |
86.550 |
85.350 |
86.250 |
+0.550 |
20,644 |
121,732 |
-3,704 |
| Feb10 |
091104 |
87.100 |
87.580 |
86.700 |
87.385 |
+0.350 |
13,042 |
71,196 |
+2,565 |
| Apr10 |
091104 |
89.150 |
89.785 |
89.050 |
89.730 |
+0.480 |
5,360 |
45,561 |
+104 |
| Jun10 |
091104 |
85.750 |
86.535 |
85.600 |
86.330 |
+0.430 |
1,259 |
20,781 |
+199 |
| Aug10 |
091104 |
85.550 |
86.150 |
85.450 |
86.050 |
+0.300 |
203 |
5,384 |
-365 |
| Oct10 |
091104 |
88.450 |
89.035 |
88.400 |
88.900 |
+0.450 |
61 |
3,239 |
-18 |
| Total Volume and Open Interest |
40,584 |
269,467 |
-1,215 |
| Feeder Cattle(CME) |
| Nov09 |
091104 |
95.180 |
95.750 |
94.600 |
95.385 |
+0.705 |
1,309 |
4,627 |
-216 |
| Jan10 |
091104 |
95.400 |
96.900 |
95.300 |
96.700 |
+1.415 |
1,586 |
14,599 |
-133 |
| Mar10 |
091104 |
96.000 |
97.000 |
95.900 |
96.700 |
+0.700 |
449 |
3,832 |
+148 |
| Apr10 |
091104 |
96.450 |
97.200 |
96.230 |
97.200 |
+0.700 |
67 |
730 |
+11 |
| May10 |
091104 |
97.650 |
98.300 |
97.400 |
98.230 |
+0.530 |
49 |
1,501 |
+21 |
| Aug10 |
091104 |
98.400 |
99.430 |
98.400 |
99.400 |
+0.650 |
6 |
344 |
+6 |
| Sep10 |
091104 |
98.900 |
99.000 |
98.900 |
99.000 |
+0.150 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
3,466 |
25,634 |
-163 |
| Lean Hogs(CME) |
| Dec09 |
091104 |
57.700 |
58.150 |
57.180 |
57.800 |
+0.250 |
14,485 |
66,233 |
-1,111 |
| Feb10 |
091104 |
64.400 |
64.680 |
63.650 |
64.330 |
-0.205 |
8,464 |
44,499 |
+2,573 |
| Apr10 |
091104 |
67.800 |
68.000 |
67.400 |
67.900 |
+0.050 |
5,415 |
23,707 |
+1,155 |
| May10 |
091104 |
72.035 |
72.400 |
71.700 |
72.350 |
+0.100 |
115 |
1,421 |
+71 |
| Jun10 |
091104 |
75.550 |
75.830 |
75.350 |
75.800 |
+0.150 |
1,474 |
14,054 |
+135 |
| Jul10 |
091104 |
74.930 |
74.975 |
74.600 |
74.950 |
+0.150 |
637 |
4,775 |
+153 |
| Aug10 |
091104 |
74.200 |
74.300 |
73.900 |
74.200 |
+0.300 |
105 |
3,353 |
+47 |
| Oct10 |
091104 |
67.680 |
67.700 |
66.975 |
67.350 |
-0.080 |
109 |
2,272 |
-61 |
| Total Volume and Open Interest |
30,914 |
161,669 |
+2,914 |
| Pork Bellies(CME) |
| Feb10 |
091104 |
87.900 |
88.400 |
87.350 |
87.800 |
-1.350 |
54 |
406 |
+0 |
| Mar10 |
091104 |
86.500 |
86.600 |
85.700 |
85.700 |
-0.800 |
0 |
87 |
+0 |
| May10 |
091104 |
87.700 |
87.700 |
87.600 |
87.700 |
+0.200 |
0 |
79 |
+0 |
| Jul10 |
091104 |
90.000 |
90.000 |
90.000 |
90.000 |
unch |
0 |
20 |
+0 |
| Aug10 |
091104 |
86.000 |
86.000 |
86.000 |
86.000 |
unch |
0 |
15 |
+0 |
| Total Volume and Open Interest |
54 |
607 |
+0 |
| Class III Milk(CME) |
| Nov09 |
091104 |
13.87 |
13.90 |
13.85 |
13.88 |
+0.02 |
51 |
3,988 |
+4 |
| Dec09 |
091104 |
14.75 |
14.79 |
14.66 |
14.77 |
+0.05 |
227 |
4,911 |
-154 |
| Jan10 |
091104 |
14.90 |
15.05 |
14.85 |
15.00 |
+0.05 |
200 |
2,644 |
+57 |
| Feb10 |
091104 |
15.10 |
15.20 |
15.02 |
15.13 |
+0.06 |
87 |
1,770 |
+15 |
| Mar10 |
091104 |
15.13 |
15.30 |
15.13 |
15.25 |
+0.08 |
66 |
1,556 |
+24 |
| Total Volume and Open Interest |
843 |
21,993 |
-53 |
| Cocoa(ICE) |
| Dec09 |
091104 |
3284 |
3315 |
3244 |
3272 |
-2 |
11,571 |
55,190 |
-2,692 |
| Mar10 |
091104 |
3344 |
3360 |
3303 |
3331 |
+9 |
7,126 |
47,935 |
+2,268 |
| May10 |
091104 |
3341 |
3368 |
3327 |
3340 |
+9 |
595 |
15,231 |
-24 |
| Jul10 |
091104 |
3315 |
3345 |
3306 |
3317 |
unch |
89 |
5,847 |
+12 |
| Sep10 |
091104 |
3338 |
3349 |
3295 |
3305 |
-8 |
196 |
4,599 |
+193 |
| Dec10 |
091104 |
3316 |
3330 |
3286 |
3294 |
-10 |
0 |
3,369 |
+0 |
| Mar11 |
091104 |
3320 |
3328 |
3290 |
3297 |
-10 |
5 |
7,006 |
+3 |
| Total Volume and Open Interest |
19,582 |
145,633 |
-240 |
| Coffee "C"(ICE) |
| Dec09 |
091104 |
141.10 |
142.95 |
139.70 |
140.75 |
-0.35 |
21,579 |
63,483 |
-1,559 |
| Mar10 |
091104 |
144.25 |
146.00 |
142.90 |
143.85 |
-0.35 |
7,510 |
36,284 |
+3,475 |
| May10 |
091104 |
146.20 |
147.65 |
144.90 |
145.75 |
-0.40 |
1,375 |
13,412 |
+778 |
| Jul10 |
091104 |
148.05 |
149.05 |
147.35 |
147.35 |
-0.40 |
239 |
3,971 |
+45 |
| Sep10 |
091104 |
149.70 |
150.55 |
148.85 |
148.90 |
-0.45 |
140 |
4,313 |
+40 |
| Dec10 |
091104 |
152.10 |
153.00 |
151.00 |
151.25 |
-0.55 |
76 |
3,452 |
+46 |
| Total Volume and Open Interest |
30,941 |
126,313 |
+2,825 |
| Orange Juice(ICE) |
| Nov09 |
091104 |
110.05 |
111.50 |
110.05 |
110.65 |
+2.90 |
348 |
291 |
-144 |
| Jan10 |
091104 |
111.90 |
115.90 |
111.90 |
114.90 |
+2.95 |
1,665 |
19,479 |
-180 |
| Mar10 |
091104 |
116.75 |
118.75 |
116.75 |
118.35 |
+3.00 |
206 |
6,488 |
+112 |
| May10 |
091104 |
119.00 |
122.00 |
119.00 |
121.65 |
+3.00 |
87 |
2,693 |
+84 |
| Jul10 |
091104 |
124.60 |
124.60 |
124.60 |
124.60 |
+3.00 |
29 |
663 |
+21 |
| Sep10 |
091104 |
127.50 |
127.50 |
127.50 |
127.50 |
+2.95 |
5 |
431 |
+2 |
| Total Volume and Open Interest |
2,340 |
30,286 |
-105 |
| Sugar #11(ICE) |
| Mar10 |
091104 |
23.97 |
24.00 |
23.55 |
23.59 |
-0.38 |
50,248 |
358,619 |
-1,795 |
| May10 |
091104 |
22.72 |
22.87 |
22.50 |
22.55 |
-0.32 |
12,219 |
98,855 |
+1,191 |
| Jul10 |
091104 |
21.36 |
21.48 |
21.10 |
21.21 |
-0.26 |
5,761 |
120,860 |
+11 |
| Oct10 |
091104 |
20.49 |
20.55 |
20.33 |
20.44 |
-0.15 |
2,139 |
86,905 |
+342 |
| Mar11 |
091104 |
19.93 |
20.00 |
19.75 |
19.97 |
-0.06 |
1,421 |
48,827 |
+143 |
| Total Volume and Open Interest |
72,970 |
772,416 |
+550 |
| London Cocoa(LCE) |
| Dec09 |
091016 |
2119 |
2125 |
2087 |
2119 |
-1 |
10,581 |
54,682 |
+1,278 |
| Mar10 |
091104 |
2180 |
2188 |
2169 |
2180 |
+3 |
3,261 |
39,958 |
+1,012 |
| May10 |
091104 |
2201 |
2208 |
2193 |
2201 |
+2 |
1,789 |
47,993 |
+1,022 |
| Jul10 |
091104 |
2130 |
2134 |
2114 |
2130 |
+6 |
121 |
14,235 |
+59 |
| Sep10 |
091104 |
2109 |
2115 |
2091 |
2109 |
+6 |
229 |
5,201 |
+91 |
| Dec10 |
091104 |
2087 |
2093 |
2074 |
2087 |
+4 |
22 |
1,494 |
+15 |
| Mar11 |
091104 |
2072 |
2074 |
2054 |
2072 |
+6 |
9 |
6,211 |
+9 |
| Total Volume and Open Interest |
10,507 |
168,570 |
+1,080 |
| London Sugar(LCE) |
| Dec09 |
091104 |
591.70 |
600.50 |
590.30 |
591.70 |
-2.10 |
6,034 |
16,136 |
-1,131 |
| Mar10 |
091104 |
608.20 |
615.00 |
607.00 |
608.20 |
+1.20 |
5,733 |
31,157 |
+1,095 |
| May10 |
091104 |
603.20 |
607.60 |
601.00 |
603.20 |
+2.20 |
2,485 |
10,881 |
+774 |
| Aug10 |
091104 |
575.50 |
580.50 |
573.50 |
575.50 |
+2.10 |
426 |
8,197 |
-16 |
| Oct10 |
091104 |
547.40 |
550.90 |
546.90 |
547.40 |
+2.00 |
182 |
4,288 |
+1 |
| Total Volume and Open Interest |
14,860 |
71,504 |
+723 |
| Cotton(ICE) |
| Dec09 |
091104 |
67.50 |
68.70 |
67.45 |
68.11 |
+0.66 |
13,725 |
106,184 |
-4,447 |
| Mar10 |
091104 |
70.97 |
72.04 |
70.90 |
71.55 |
+0.73 |
7,042 |
57,701 |
+4,652 |
| May10 |
091104 |
72.61 |
73.17 |
72.59 |
72.81 |
+0.73 |
540 |
4,861 |
+70 |
| Jul10 |
091104 |
73.76 |
74.55 |
73.76 |
74.25 |
+0.73 |
880 |
11,928 |
+364 |
| Oct10 |
091104 |
74.89 |
74.89 |
74.89 |
74.89 |
+0.57 |
0 |
113 |
+0 |
| Dec10 |
091104 |
75.19 |
75.90 |
75.00 |
75.47 |
+0.40 |
546 |
7,056 |
+218 |
| Total Volume and Open Interest |
22,854 |
188,235 |
+936 |
| Lumber(CME) |
| Nov09 |
091104 |
187.1 |
188.9 |
186.0 |
188.3 |
+1.2 |
458 |
1,184 |
-224 |
| Jan10 |
091104 |
209.9 |
211.4 |
208.5 |
210.5 |
+0.6 |
916 |
6,595 |
+27 |
| Mar10 |
091104 |
227.0 |
228.5 |
226.5 |
227.6 |
-0.3 |
303 |
1,475 |
+80 |
| May10 |
091104 |
238.3 |
239.0 |
238.3 |
238.3 |
-1.1 |
25 |
74 |
+21 |
| Total Volume and Open Interest |
1,704 |
9,349 |
-94 |
| Crude Oil(NYM) |
| Dec09 |
091104 |
79.47 |
81.06 |
79.12 |
80.40 |
+0.80 |
371,006 |
314,254 |
-20,202 |
| Jan10 |
091104 |
80.14 |
81.67 |
79.76 |
81.07 |
+0.81 |
77,829 |
166,786 |
+5,366 |
| Feb10 |
091104 |
80.45 |
82.28 |
80.43 |
81.74 |
+0.82 |
26,816 |
70,117 |
-1,851 |
| Mar10 |
091104 |
81.36 |
82.81 |
81.00 |
82.36 |
+0.82 |
21,274 |
56,946 |
+4,543 |
| Apr10 |
091104 |
81.92 |
83.20 |
81.92 |
82.93 |
+0.82 |
6,262 |
21,112 |
-443 |
| May10 |
091104 |
82.39 |
83.67 |
82.39 |
83.44 |
+0.80 |
4,511 |
19,222 |
+122 |
| Jun10 |
091104 |
82.92 |
84.20 |
82.92 |
83.88 |
+0.77 |
14,276 |
94,021 |
+66 |
| Jul10 |
091104 |
83.75 |
84.50 |
83.54 |
84.21 |
+0.76 |
3,273 |
29,594 |
+95 |
| Aug10 |
091104 |
84.73 |
84.73 |
84.20 |
84.51 |
+0.76 |
1,675 |
11,188 |
-34 |
| Sep10 |
091104 |
84.74 |
84.83 |
84.72 |
84.83 |
+0.76 |
2,443 |
24,097 |
+55 |
| Oct10 |
091104 |
85.35 |
85.35 |
85.08 |
85.15 |
+0.75 |
2,074 |
13,446 |
-280 |
| Nov10 |
091104 |
85.63 |
85.63 |
85.50 |
85.50 |
+0.74 |
2,183 |
15,872 |
-1 |
| Dec10 |
091104 |
84.79 |
86.26 |
84.79 |
85.85 |
+0.73 |
14,661 |
110,821 |
+190 |
| Jan11 |
091104 |
86.45 |
86.45 |
86.05 |
86.05 |
+0.74 |
812 |
14,973 |
+222 |
| Feb11 |
091104 |
86.24 |
86.24 |
86.24 |
86.24 |
+0.74 |
178 |
7,077 |
-101 |
| Mar11 |
091104 |
86.43 |
86.43 |
86.43 |
86.43 |
+0.74 |
80 |
5,489 |
+13 |
| Total Volume and Open Interest |
555,171 |
1,194,475 |
-12,248 |
| e-miNY Crude Oil(NYM) |
| Nov09 |
091019 |
78.850 |
79.650 |
78.100 |
79.600 |
+1.075 |
13,305 |
4,430 |
-767 |
| Dec09 |
091104 |
79.450 |
81.075 |
79.150 |
80.400 |
+0.800 |
12,637 |
5,629 |
-1,464 |
| Jan10 |
091104 |
80.150 |
81.625 |
79.875 |
81.075 |
+0.825 |
331 |
692 |
-6 |
| Feb10 |
091104 |
80.800 |
81.975 |
80.600 |
81.750 |
+0.825 |
68 |
236 |
+3 |
| Mar10 |
091104 |
82.350 |
82.350 |
82.350 |
82.350 |
+0.800 |
23 |
170 |
+1 |
| Apr10 |
091104 |
82.000 |
83.100 |
82.000 |
82.925 |
+0.825 |
5 |
4 |
+2 |
| May10 |
091104 |
83.450 |
83.450 |
83.450 |
83.450 |
+0.800 |
0 |
3 |
+0 |
| Jun10 |
091104 |
83.875 |
83.875 |
83.875 |
83.875 |
+0.775 |
0 |
9 |
+0 |
| Jul10 |
091104 |
84.200 |
84.200 |
84.200 |
84.200 |
+0.750 |
0 |
7 |
+0 |
| Aug10 |
091104 |
84.500 |
84.500 |
84.500 |
84.500 |
+0.750 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
13,064 |
6,834 |
-1,351 |
| Heating Oil(NYM) |
| Dec09 |
091104 |
206.59 |
209.96 |
205.66 |
209.02 |
+1.69 |
48,004 |
91,169 |
+1,924 |
| Jan10 |
091104 |
209.45 |
213.45 |
209.30 |
212.60 |
+1.88 |
12,589 |
56,816 |
+1,590 |
| Feb10 |
091104 |
212.10 |
216.30 |
212.10 |
215.46 |
+1.92 |
5,049 |
29,534 |
+480 |
| Mar10 |
091104 |
213.94 |
217.92 |
213.94 |
217.29 |
+1.95 |
5,036 |
21,304 |
+1,627 |
| Apr10 |
091104 |
217.12 |
218.50 |
216.29 |
217.98 |
+1.92 |
1,767 |
12,305 |
-9 |
| May10 |
091104 |
215.50 |
219.22 |
215.50 |
218.65 |
+1.85 |
1,586 |
11,921 |
-56 |
| Jun10 |
091104 |
217.09 |
220.71 |
217.09 |
219.65 |
+1.86 |
3,046 |
23,996 |
+909 |
| Jul10 |
091104 |
221.40 |
221.40 |
221.40 |
221.40 |
+1.85 |
206 |
7,138 |
+18 |
| Aug10 |
091104 |
223.55 |
223.55 |
223.55 |
223.55 |
+1.65 |
158 |
3,356 |
+33 |
| Sep10 |
091104 |
225.90 |
225.90 |
225.90 |
225.90 |
+1.50 |
831 |
6,009 |
-82 |
| Oct10 |
091104 |
228.25 |
228.25 |
228.25 |
228.25 |
+1.45 |
477 |
2,944 |
+90 |
| Nov10 |
091104 |
230.53 |
230.53 |
230.53 |
230.53 |
+1.40 |
675 |
5,523 |
+324 |
| Total Volume and Open Interest |
82,847 |
314,450 |
+8,032 |
| Gasoline(NYMEX) |
| Dec09 |
091104 |
199.88 |
203.17 |
198.62 |
201.27 |
+1.23 |
43,741 |
99,839 |
-1,113 |
| Jan10 |
091104 |
201.55 |
205.53 |
201.17 |
203.82 |
+1.32 |
18,864 |
55,428 |
+3,049 |
| Feb10 |
091104 |
206.00 |
207.68 |
204.10 |
206.43 |
+1.38 |
9,645 |
22,632 |
-193 |
| Mar10 |
091104 |
207.91 |
210.61 |
206.40 |
209.10 |
+1.44 |
7,052 |
22,062 |
+1,544 |
| Apr10 |
091104 |
221.34 |
222.90 |
219.00 |
221.74 |
+1.69 |
2,629 |
12,220 |
+270 |
| May10 |
091104 |
222.66 |
222.66 |
222.55 |
222.55 |
+1.97 |
1,300 |
7,219 |
+79 |
| Jun10 |
091104 |
220.92 |
223.22 |
220.92 |
223.22 |
+2.19 |
962 |
7,073 |
+133 |
| Jul10 |
091104 |
223.74 |
223.74 |
223.74 |
223.74 |
+2.56 |
231 |
2,720 |
+65 |
| Aug10 |
091104 |
224.04 |
224.04 |
224.04 |
224.04 |
+2.81 |
128 |
2,627 |
+57 |
| Sep10 |
091104 |
223.81 |
223.81 |
223.81 |
223.81 |
+3.13 |
147 |
2,613 |
+63 |
| Total Volume and Open Interest |
85,314 |
244,678 |
+4,101 |
| e-miNY RBOB Gasoline(NYM) |
| Dec09 |
091104 |
201.27 |
201.27 |
201.27 |
201.27 |
+1.23 |
0 |
3 |
+0 |
| Jan10 |
091104 |
203.82 |
203.82 |
203.82 |
203.82 |
+1.32 |
|
|
|
| Feb10 |
091104 |
206.43 |
206.43 |
206.43 |
206.43 |
+1.38 |
|
|
|
| Mar10 |
091104 |
209.10 |
209.10 |
209.10 |
209.10 |
+1.44 |
|
|
|
| Total Volume and Open Interest |
0 |
3 |
+0 |
| Natural Gas(NYM) |
| Dec09 |
091104 |
4.925 |
4.984 |
4.710 |
4.725 |
-0.197 |
98,108 |
145,313 |
-7,102 |
| Jan10 |
091104 |
5.251 |
5.300 |
5.054 |
5.068 |
-0.180 |
33,817 |
115,163 |
+1,360 |
| Feb10 |
091104 |
5.260 |
5.335 |
5.111 |
5.126 |
-0.170 |
11,185 |
43,139 |
+426 |
| Mar10 |
091104 |
5.247 |
5.330 |
5.115 |
5.127 |
-0.156 |
10,373 |
59,923 |
+2,148 |
| Apr10 |
091104 |
5.295 |
5.296 |
5.123 |
5.129 |
-0.147 |
8,219 |
46,464 |
-1,059 |
| May10 |
091104 |
5.348 |
5.370 |
5.183 |
5.189 |
-0.144 |
6,844 |
29,740 |
-348 |
| Jun10 |
091104 |
5.391 |
5.440 |
5.284 |
5.284 |
-0.140 |
1,806 |
17,690 |
+153 |
| Jul10 |
091104 |
5.475 |
5.487 |
5.387 |
5.391 |
-0.136 |
3,140 |
14,729 |
+107 |
| Aug10 |
091104 |
5.548 |
5.576 |
5.476 |
5.481 |
-0.133 |
2,040 |
13,767 |
+295 |
| Sep10 |
091104 |
5.616 |
5.633 |
5.539 |
5.539 |
-0.134 |
1,334 |
12,808 |
+134 |
| Oct10 |
091104 |
5.830 |
5.830 |
5.675 |
5.677 |
-0.136 |
2,801 |
29,415 |
-202 |
| Nov10 |
091104 |
6.185 |
6.189 |
6.102 |
6.102 |
-0.116 |
1,895 |
7,320 |
+33 |
| Dec10 |
091104 |
6.598 |
6.598 |
6.482 |
6.482 |
-0.116 |
2,201 |
14,976 |
-986 |
| Jan11 |
091104 |
6.788 |
6.795 |
6.717 |
6.717 |
-0.116 |
2,176 |
11,326 |
+590 |
| Feb11 |
091104 |
6.772 |
6.778 |
6.712 |
6.712 |
-0.116 |
315 |
5,896 |
+113 |
| Mar11 |
091104 |
6.625 |
6.625 |
6.544 |
6.544 |
-0.114 |
1,084 |
16,693 |
-259 |
| Total Volume and Open Interest |
188,450 |
686,967 |
-4,244 |
| Brent Crude Oil(ICE) |
| Dec09 |
091104 |
77.79 |
79.45 |
77.67 |
78.89 |
+0.78 |
147,316 |
203,946 |
-5,511 |
| Jan10 |
091104 |
78.59 |
80.24 |
78.50 |
79.71 |
+0.77 |
59,912 |
132,746 |
+6,522 |
| Feb10 |
091104 |
79.37 |
80.96 |
79.29 |
80.51 |
+0.79 |
18,755 |
55,226 |
+2,674 |
| Mar10 |
091104 |
80.13 |
81.48 |
80.06 |
81.25 |
+0.81 |
6,096 |
27,071 |
+782 |
| Apr10 |
091104 |
81.39 |
82.13 |
81.30 |
81.92 |
+0.80 |
4,017 |
16,161 |
+327 |
| May10 |
091104 |
82.25 |
82.76 |
81.93 |
82.55 |
+0.78 |
3,262 |
13,059 |
+359 |
| Jun10 |
091104 |
82.36 |
83.39 |
82.33 |
83.15 |
+0.75 |
6,622 |
49,956 |
+614 |
| Jul10 |
091104 |
82.88 |
83.82 |
82.88 |
83.68 |
+0.73 |
1,775 |
13,059 |
+293 |
| Aug10 |
091104 |
83.41 |
84.32 |
83.41 |
84.19 |
+0.72 |
1,061 |
8,373 |
-140 |
| Sep10 |
091104 |
84.67 |
84.67 |
84.67 |
84.67 |
+0.72 |
1,263 |
4,648 |
+127 |
| Oct10 |
091104 |
85.09 |
85.09 |
85.07 |
85.07 |
+0.69 |
1,308 |
11,304 |
-139 |
| Nov10 |
091104 |
85.40 |
85.40 |
85.40 |
85.40 |
+0.70 |
980 |
6,939 |
+43 |
| Dec10 |
091104 |
85.00 |
86.08 |
84.78 |
85.72 |
+0.72 |
7,971 |
70,430 |
+195 |
| Jan11 |
091104 |
86.07 |
86.07 |
86.07 |
86.07 |
+0.74 |
65 |
7,028 |
+12 |
| Total Volume and Open Interest |
263,817 |
708,014 |
+7,227 |
| Gas Oil(ICE) |
| Nov09 |
091104 |
631.75 |
643.00 |
631.00 |
641.00 |
+15.75 |
43,239 |
73,671 |
-1,609 |
| Dec09 |
091104 |
637.00 |
651.75 |
637.00 |
649.25 |
+15.50 |
80,463 |
126,211 |
-8,366 |
| Jan10 |
091104 |
650.00 |
661.00 |
649.25 |
658.75 |
+15.50 |
23,123 |
89,955 |
+5,894 |
| Feb10 |
091104 |
662.00 |
668.50 |
658.25 |
666.00 |
+15.00 |
5,258 |
32,429 |
-1,568 |
| Mar10 |
091104 |
664.00 |
674.25 |
664.00 |
672.75 |
+15.25 |
3,292 |
31,478 |
-840 |
| Apr10 |
091104 |
672.75 |
680.25 |
672.75 |
679.25 |
+15.50 |
3,938 |
18,739 |
+686 |
| May10 |
091104 |
679.00 |
686.75 |
679.00 |
685.75 |
+15.75 |
2,033 |
17,383 |
-188 |
| Jun10 |
091104 |
684.75 |
693.75 |
684.75 |
691.50 |
+15.75 |
5,691 |
40,343 |
+1,135 |
| Jul10 |
091104 |
696.00 |
699.75 |
696.00 |
698.75 |
+16.00 |
706 |
13,845 |
-49 |
| Aug10 |
091104 |
701.50 |
705.50 |
701.50 |
705.50 |
+15.75 |
376 |
12,990 |
-11 |
| Total Volume and Open Interest |
173,697 |
584,757 |
+52,198 |
| Ethanol(CBOT) |
| Nov09 |
091104 |
1.970 |
2.000 |
1.970 |
1.970 |
+0.020 |
5 |
151 |
-1 |
| Dec09 |
091104 |
1.860 |
1.874 |
1.840 |
1.866 |
+0.001 |
106 |
699 |
+25 |
| Jan10 |
091104 |
1.860 |
1.862 |
1.831 |
1.843 |
-0.005 |
10 |
1,035 |
+7 |
| Feb10 |
091104 |
1.831 |
1.834 |
1.830 |
1.830 |
-0.003 |
21 |
424 |
+9 |
| Mar10 |
091104 |
1.816 |
1.825 |
1.816 |
1.823 |
-0.012 |
36 |
570 |
+30 |
| Apr10 |
091104 |
1.830 |
1.830 |
1.815 |
1.824 |
-0.008 |
25 |
370 |
+0 |
| May10 |
091104 |
1.810 |
1.815 |
1.805 |
1.809 |
-0.002 |
15 |
229 |
-6 |
| Jun10 |
091104 |
1.810 |
1.810 |
1.805 |
1.805 |
+0.005 |
4 |
268 |
+2 |
| Total Volume and Open Interest |
260 |
5,658 |
+83 |
| US Dollar Index(ICE) |
| Dec09 |
091104 |
76.520 |
76.545 |
75.705 |
75.825 |
-0.745 |
14,262 |
32,172 |
+876 |
| Mar10 |
091104 |
76.760 |
76.760 |
76.085 |
76.185 |
-0.720 |
17 |
2,178 |
-10 |
| Jun10 |
091104 |
76.570 |
76.570 |
76.570 |
76.570 |
-0.720 |
0 |
6 |
+0 |
| Total Volume and Open Interest |
14,279 |
34,356 |
+866 |
| Australian Dollar(CME) |
| Dec09 |
091104 |
89.93 |
91.11 |
89.22 |
91.05 |
+1.31 |
118,215 |
109,990 |
-391 |
| Mar10 |
091104 |
88.91 |
90.21 |
88.47 |
90.19 |
+1.30 |
43 |
1,287 |
+7 |
| Jun10 |
091104 |
89.22 |
89.22 |
87.93 |
89.22 |
+1.29 |
1 |
8 |
+1 |
| Total Volume and Open Interest |
118,259 |
111,302 |
-383 |
| British Pound(CME) |
| Dec09 |
091104 |
164.23 |
166.00 |
163.96 |
165.89 |
+1.91 |
130,234 |
95,498 |
-1,212 |
| Mar10 |
091104 |
163.95 |
165.85 |
163.91 |
165.82 |
+1.91 |
87 |
403 |
+4 |
| Jun10 |
091104 |
165.73 |
165.73 |
163.84 |
165.73 |
+1.89 |
1 |
120 |
+0 |
| Total Volume and Open Interest |
130,322 |
96,041 |
-1,208 |
| Canadian Dollar(CME) |
| Dec09 |
091104 |
93.76 |
94.39 |
93.57 |
94.25 |
+0.58 |
83,903 |
80,484 |
-1,728 |
| Mar10 |
091104 |
93.93 |
94.38 |
93.61 |
94.26 |
+0.59 |
249 |
2,732 |
-25 |
| Jun10 |
091104 |
94.00 |
94.26 |
93.66 |
94.24 |
+0.58 |
12 |
383 |
+6 |
| Sep10 |
091104 |
94.15 |
94.27 |
93.61 |
94.19 |
+0.58 |
0 |
420 |
+0 |
| Total Volume and Open Interest |
84,173 |
84,231 |
-1,739 |
| Japanese Yen(CME) |
| Dec09 |
091104 |
110.71 |
111.07 |
109.42 |
110.14 |
-0.59 |
98,049 |
107,599 |
-1,613 |
| Mar10 |
091104 |
110.20 |
111.10 |
109.54 |
110.21 |
-0.59 |
33 |
280 |
+22 |
| Jun10 |
091104 |
109.83 |
111.07 |
109.83 |
110.32 |
-0.59 |
8 |
14 |
+1 |
| Total Volume and Open Interest |
98,090 |
107,914 |
-1,590 |
| Swiss Franc(CME) |
| Dec09 |
091104 |
97.48 |
98.94 |
97.32 |
98.65 |
+1.28 |
63,108 |
50,527 |
+1,246 |
| Mar10 |
091104 |
97.50 |
98.92 |
97.43 |
98.71 |
+1.27 |
18 |
255 |
+5 |
| Jun10 |
091104 |
98.81 |
98.81 |
97.54 |
98.81 |
+1.27 |
0 |
5 |
+0 |
| Total Volume and Open Interest |
63,126 |
50,788 |
+1,251 |
| EuroFX(CME) |
| Dec09 |
091104 |
147.18 |
149.08 |
147.00 |
148.95 |
+1.94 |
277,473 |
163,095 |
-3,667 |
| Mar10 |
091104 |
147.18 |
148.99 |
146.98 |
148.89 |
+1.94 |
97 |
1,817 |
+11 |
| Jun10 |
091104 |
148.51 |
148.81 |
146.87 |
148.81 |
+1.94 |
0 |
169 |
+0 |
| Total Volume and Open Interest |
277,570 |
165,089 |
-3,656 |
| Mexican Peso(CME) |
| Nov09 |
091104 |
755.2 |
755.2 |
750.5 |
755.2 |
+4.8 |
0 |
1 |
+0 |
| Dec09 |
091104 |
749.5 |
753.0 |
746.2 |
751.2 |
+1.2 |
32,406 |
87,756 |
-8,389 |
| Total Volume and Open Interest |
32,408 |
89,904 |
-8,387 |
| 30-Year T-Bonds(CBOT) |
| Dec09 |
091104 |
119~030 |
119~070 |
117~290 |
118~030 |
-0~310 |
218,274 |
725,909 |
+4,691 |
| Mar10 |
091104 |
118~140 |
118~140 |
117~040 |
117~100 |
-1~010 |
1,156 |
10,722 |
+466 |
| Jun10 |
091104 |
115~280 |
116~290 |
115~280 |
115~280 |
-1~010 |
1 |
9 |
+0 |
| Total Volume and Open Interest |
219,431 |
736,640 |
+5,157 |
| 10-Year T-Notes(CBOT) |
| Dec09 |
091104 |
118~060 |
118~085 |
117~175 |
117~265 |
-0~105 |
744,279 |
1,226,512 |
-3,939 |
| Mar10 |
091104 |
116~270 |
116~280 |
116~065 |
116~140 |
-0~105 |
810 |
21,158 |
+359 |
| Jun10 |
091104 |
115~015 |
115~120 |
115~015 |
115~015 |
-0~105 |
|
|
|
| Total Volume and Open Interest |
745,089 |
1,247,670 |
-3,580 |
| 5-Year T-Notes(CBOT) |
| Dec09 |
091104 |
116~024 |
116~027 |
116~017 |
116~027 |
-0~010 |
377,284 |
774,859 |
+774,859 |
| Mar10 |
091104 |
114~109 |
114~123 |
114~109 |
114~113 |
-0~010 |
432 |
3,638 |
+313 |
| Jun10 |
091104 |
113~071 |
113~081 |
113~071 |
113~071 |
-0~010 |
|
|
|
| Total Volume and Open Interest |
377,716 |
778,497 |
+5,352 |
| 2 Year T-Notes(CBOT) |
| Dec09 |
091103 |
108~100 |
108~112 |
108~097 |
108~102 |
+0~011 |
|
|
|
| Mar10 |
091104 |
108~015 |
108~025 |
108~012 |
108~025 |
+0~003 |
691 |
15,958 |
+176 |
| Jun10 |
091104 |
107~077 |
107~077 |
107~074 |
107~077 |
+0~003 |
0 |
6,830 |
+0 |
| Total Volume and Open Interest |
187,068 |
985,768 |
+7,378 |
| Eurodollars(CME) |
| Dec09 |
091104 |
99.680 |
99.700 |
99.670 |
99.695 |
+0.015 |
109,616 |
1,035,761 |
+1,319 |
| Mar10 |
091104 |
99.490 |
99.530 |
99.475 |
99.520 |
+0.030 |
162,044 |
1,073,006 |
-3,974 |
| Jun10 |
091104 |
99.195 |
99.245 |
99.165 |
99.230 |
+0.040 |
201,651 |
947,886 |
+5,153 |
| Sep10 |
091104 |
98.825 |
98.870 |
98.780 |
98.855 |
+0.035 |
211,238 |
695,617 |
-4,244 |
| Dec10 |
091104 |
98.410 |
98.460 |
98.370 |
98.440 |
+0.030 |
286,925 |
828,521 |
-3,561 |
| Mar11 |
091104 |
98.030 |
98.085 |
97.995 |
98.060 |
+0.025 |
212,542 |
541,712 |
+12,560 |
| Jun11 |
091104 |
97.675 |
97.730 |
97.640 |
97.690 |
+0.015 |
172,999 |
511,889 |
+4,527 |
| Sep11 |
091104 |
97.360 |
97.410 |
97.320 |
97.365 |
+0.010 |
117,917 |
429,722 |
-3,849 |
| Dec11 |
091104 |
97.060 |
97.110 |
97.015 |
97.060 |
+0.005 |
65,065 |
240,525 |
-1,636 |
| Mar12 |
091104 |
96.825 |
96.860 |
96.760 |
96.805 |
-0.010 |
47,069 |
185,749 |
+3,783 |
| Jun12 |
091104 |
96.590 |
96.630 |
96.520 |
96.560 |
-0.025 |
45,469 |
161,267 |
-953 |
| Sep12 |
091104 |
96.390 |
96.430 |
96.320 |
96.355 |
-0.030 |
29,062 |
93,521 |
-1,849 |
| Dec12 |
091104 |
96.200 |
96.235 |
96.125 |
96.155 |
-0.035 |
13,245 |
58,234 |
-281 |
| Mar13 |
091104 |
96.065 |
96.080 |
95.990 |
96.015 |
-0.040 |
9,803 |
53,543 |
+220 |
| Jun13 |
091104 |
95.905 |
95.945 |
95.855 |
95.875 |
-0.045 |
15,485 |
46,032 |
-185 |
| Sep13 |
091104 |
95.795 |
95.815 |
95.715 |
95.740 |
-0.050 |
10,561 |
52,619 |
-1,703 |
| Dec13 |
091104 |
95.630 |
95.670 |
95.580 |
95.600 |
-0.050 |
7,977 |
31,401 |
-3,465 |
| Mar14 |
091104 |
95.535 |
95.575 |
95.485 |
95.500 |
-0.055 |
4,584 |
28,618 |
-1,093 |
| Total Volume and Open Interest |
1,742,452 |
7,210,372 |
-675 |
| 30 Day Federal Funds(CBOT) |
| Nov09 |
091104 |
99.865 |
99.870 |
99.860 |
99.865 |
unch |
3,135 |
75,440 |
+745 |
| Dec09 |
091104 |
99.850 |
99.865 |
99.850 |
99.855 |
unch |
2,438 |
64,459 |
+981 |
| Jan10 |
091104 |
99.830 |
99.845 |
99.825 |
99.840 |
+0.005 |
2,086 |
64,301 |
-467 |
| Feb10 |
091104 |
99.795 |
99.805 |
99.780 |
99.800 |
+0.005 |
3,215 |
73,061 |
-75 |
| Mar10 |
091104 |
99.760 |
99.775 |
99.745 |
99.765 |
+0.005 |
5,543 |
39,087 |
-485 |
| Apr10 |
091104 |
99.715 |
99.745 |
99.705 |
99.730 |
+0.010 |
4,547 |
46,619 |
-795 |
| Total Volume and Open Interest |
27,840 |
490,048 |
+701 |
| 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 |
091104 |
99.50 |
99.50 |
99.49 |
99.50 |
+0.01 |
50 |
4,504 |
+0 |
| Mar10 |
091104 |
99.50 |
99.51 |
99.50 |
99.51 |
+0.01 |
50 |
3,741 |
+0 |
| Jun10 |
091104 |
99.51 |
99.51 |
99.51 |
99.51 |
+0.01 |
0 |
1,879 |
+0 |
| Sep10 |
091104 |
99.50 |
99.50 |
99.50 |
99.50 |
+0.01 |
50 |
1,658 |
+0 |
| Dec10 |
091104 |
99.43 |
99.43 |
99.43 |
99.43 |
+0.01 |
0 |
842 |
+0 |
| Mar11 |
091104 |
99.35 |
99.35 |
99.35 |
99.35 |
+0.01 |
0 |
562 |
+0 |
| Jun11 |
091104 |
99.29 |
99.29 |
99.29 |
99.29 |
+0.01 |
0 |
52 |
+0 |
| Sep11 |
091104 |
99.29 |
99.29 |
99.29 |
99.29 |
+0.01 |
0 |
51 |
+0 |
| Total Volume and Open Interest |
150 |
14,761 |
+0 |
| Japanese Gov't Bonds(SGX) |
| Dec09 |
091102 |
138.09 |
138.30 |
138.09 |
138.30 |
-0.27 |
1,009 |
15,330 |
-259 |
| Mar10 |
091104 |
137.71 |
137.71 |
137.71 |
137.71 |
-0.36 |
|
|
|
| Jun10 |
091104 |
137.71 |
137.71 |
137.71 |
137.71 |
-0.36 |
|
|
|
| Total Volume and Open Interest |
4,871 |
16,174 |
+121 |
| Euro-Bund(EUREX) |
| Dec09 |
091104 |
121.60 |
121.62 |
120.91 |
121.25 |
-0.50 |
646,772 |
936,877 |
-16,468 |
| Mar10 |
091104 |
121.12 |
121.12 |
120.58 |
120.89 |
-0.52 |
273 |
11,716 |
+253 |
| Jun10 |
091104 |
120.15 |
120.15 |
120.15 |
120.15 |
-0.54 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
647,045 |
948,594 |
-16,215 |
| Euro-Bobl(EUREX) |
| Dec09 |
091104 |
115.59 |
115.61 |
115.25 |
115.42 |
-0.24 |
350,911 |
640,634 |
-6,430 |
| Mar10 |
091104 |
115.22 |
115.24 |
115.17 |
115.17 |
-0.26 |
1,859 |
10,546 |
+1,851 |
| Jun10 |
091104 |
114.72 |
114.72 |
114.72 |
114.72 |
-0.24 |
|
|
|
| Total Volume and Open Interest |
352,770 |
651,180 |
-6,155 |
| 3-Mth Euribor(EUREX) |
| Dec09 |
091104 |
99.240 |
99.245 |
99.235 |
99.235 |
-0.010 |
118 |
8,084 |
-19 |
| Mar10 |
091104 |
99.055 |
99.070 |
99.055 |
99.060 |
-0.005 |
88 |
5,177 |
+26 |
| Jun10 |
091104 |
98.740 |
98.740 |
98.730 |
98.730 |
-0.015 |
3 |
4,896 |
+0 |
| Total Volume and Open Interest |
278 |
21,922 |
+5 |
| Long Gilt(LIFFE) |
| Dec09 |
091029 |
118~22 |
118~26 |
117~30 |
118~05 |
-0~16 |
96,622 |
231,108 |
-3,255 |
| Mar10 |
091104 |
115~18 |
115~18 |
115~18 |
115~18 |
-0~17 |
0 |
20 |
+0 |
| Total Volume and Open Interest |
69,567 |
231,199 |
-6,791 |
| 3-Mth Short Sterling(LIFFE) |
| Dec09 |
091104 |
99.40 |
99.40 |
99.37 |
99.37 |
-0.02 |
30,717 |
359,039 |
-603 |
| Mar10 |
091104 |
99.15 |
99.17 |
99.11 |
99.13 |
-0.02 |
44,888 |
369,706 |
-1,117 |
| Jun10 |
091104 |
98.71 |
98.74 |
98.66 |
98.68 |
-0.05 |
48,223 |
361,843 |
-507 |
| Sep10 |
091104 |
98.19 |
98.21 |
98.12 |
98.14 |
-0.07 |
44,567 |
272,933 |
-7,682 |
| Dec10 |
091104 |
97.66 |
97.67 |
97.57 |
97.59 |
-0.08 |
59,724 |
320,175 |
+6,603 |
| Mar11 |
091104 |
97.21 |
97.21 |
97.11 |
97.13 |
-0.08 |
26,229 |
213,847 |
+1,413 |
| Total Volume and Open Interest |
315,270 |
2,369,786 |
+50 |
| 3-Mth Euribor(LIFFE) |
| Dec09 |
091104 |
99.245 |
99.250 |
99.230 |
99.235 |
-0.010 |
49,812 |
584,803 |
-1,429 |
| Mar10 |
091104 |
99.065 |
99.070 |
99.055 |
99.060 |
-0.005 |
88,494 |
629,798 |
-2,892 |
| Jun10 |
091104 |
98.735 |
98.740 |
98.720 |
98.730 |
-0.015 |
82,760 |
536,638 |
-2,373 |
| Total Volume and Open Interest |
527,740 |
3,230,928 |
-6,925 |
| 3-Mth Aus T-Bills(SFE) |
| Dec09 |
091104 |
95.93 |
95.95 |
95.85 |
95.91 |
-0.02 |
43,527 |
332,066 |
-333 |
| Mar10 |
091104 |
95.38 |
95.42 |
95.33 |
95.39 |
unch |
25,969 |
224,460 |
+710 |
| Jun10 |
091104 |
95.02 |
95.04 |
94.93 |
95.00 |
-0.01 |
12,324 |
130,288 |
+3,907 |
| Sep10 |
091104 |
94.72 |
94.73 |
94.63 |
94.70 |
-0.01 |
11,547 |
85,556 |
+4,362 |
| Dec10 |
091104 |
94.46 |
94.47 |
94.38 |
94.45 |
-0.01 |
6,653 |
54,543 |
+3,219 |
| Mar11 |
091104 |
94.28 |
94.28 |
94.20 |
94.25 |
-0.02 |
1,328 |
26,689 |
-413 |
| Jun11 |
091104 |
94.11 |
94.12 |
94.02 |
94.07 |
-0.04 |
1,165 |
19,158 |
-391 |
| Sep11 |
091104 |
93.91 |
93.95 |
93.91 |
93.94 |
-0.06 |
315 |
10,965 |
-383 |
| Dec11 |
091104 |
93.82 |
93.84 |
93.82 |
93.84 |
-0.08 |
145 |
4,949 |
+90 |
| Mar12 |
091104 |
93.76 |
93.76 |
93.76 |
93.76 |
-0.13 |
55 |
1,956 |
+45 |
| Total Volume and Open Interest |
103,038 |
891,291 |
+10,803 |
| 10-Year Aus T-Bonds(SFE) |
| Dec09 |
091104 |
94.50 |
94.53 |
94.38 |
94.44 |
-0.07 |
31,798 |
360,323 |
-8,193 |
| Mar10 |
091104 |
94.44 |
94.44 |
94.44 |
94.44 |
-0.07 |
|
|
|
| Total Volume and Open Interest |
31,798 |
360,323 |
-8,193 |
| 3-Year Aus T-Bonds(SFE) |
| Dec09 |
091104 |
95.00 |
95.03 |
94.92 |
94.99 |
-0.01 |
111,859 |
627,494 |
-6,781 |
| Mar10 |
091104 |
94.99 |
94.99 |
94.99 |
94.99 |
-0.01 |
|
|
|
| Total Volume and Open Interest |
111,859 |
627,494 |
-6,781 |
| Gold(CMX) |
| Dec09 |
091104 |
1085.6 |
1098.5 |
1080.5 |
1087.3 |
+2.4 |
132,632 |
324,088 |
+6,381 |
| Feb10 |
091104 |
1087.5 |
1099.5 |
1082.0 |
1088.5 |
+2.4 |
5,040 |
51,940 |
+2,600 |
| Apr10 |
091104 |
1083.5 |
1100.2 |
1083.2 |
1089.7 |
+2.5 |
2,233 |
33,342 |
+535 |
| Jun10 |
091104 |
1085.7 |
1100.0 |
1084.2 |
1090.8 |
+2.5 |
102 |
14,081 |
+57 |
| Aug10 |
091104 |
1093.0 |
1099.6 |
1092.3 |
1092.3 |
+2.5 |
22 |
7,438 |
+2 |
| Oct10 |
091104 |
1090.0 |
1103.2 |
1090.0 |
1094.1 |
+2.5 |
31 |
4,450 |
-14 |
| Dec10 |
091104 |
1093.4 |
1106.9 |
1089.9 |
1096.4 |
+2.7 |
339 |
18,981 |
+111 |
| Feb11 |
091104 |
1103.8 |
1106.8 |
1099.3 |
1099.3 |
+2.7 |
0 |
2,473 |
+0 |
| Apr11 |
091104 |
1102.5 |
1102.5 |
1099.7 |
1102.5 |
+2.8 |
0 |
1,616 |
+0 |
| Jun11 |
091104 |
450.7 |
450.7 |
447.8 |
450.7 |
+2.9 |
3 |
9,442 |
+0 |
| Aug11 |
091104 |
1110.1 |
1110.1 |
1107.1 |
1110.1 |
+3.0 |
0 |
250 |
+0 |
| Total Volume and Open Interest |
140,871 |
492,016 |
+10,055 |
| Silver(CMX) |
| Dec09 |
091104 |
1751.0 |
1763.5 |
1710.5 |
1740.5 |
+22.5 |
35,091 |
80,251 |
-1,105 |
| Mar10 |
091104 |
1723.5 |
1765.0 |
1715.5 |
1743.9 |
+22.6 |
4,261 |
23,824 |
+1,859 |
| May10 |
091104 |
1730.0 |
1766.5 |
1722.0 |
1745.9 |
+22.8 |
1,055 |
8,538 |
+979 |
| Jul10 |
091104 |
1721.5 |
1761.0 |
1721.0 |
1747.5 |
+22.8 |
62 |
3,794 |
+14 |
| Sep10 |
091104 |
1749.3 |
1749.3 |
1749.3 |
1749.3 |
+22.9 |
5 |
2,367 |
-1 |
| Dec10 |
091104 |
1731.5 |
1772.0 |
1723.5 |
1752.4 |
+23.2 |
300 |
4,506 |
+89 |
| Mar11 |
091104 |
1756.5 |
1756.5 |
1733.1 |
1756.5 |
+23.4 |
0 |
37 |
+0 |
| Total Volume and Open Interest |
40,895 |
132,289 |
+1,862 |
| Platinum(NYMEX) |
| Jan10 |
091104 |
1361.6 |
1379.8 |
1356.0 |
1369.3 |
+13.1 |
1,832 |
29,646 |
-278 |
| Apr10 |
091104 |
1363.6 |
1381.6 |
1361.5 |
1373.1 |
+13.1 |
84 |
937 |
+47 |
| Total Volume and Open Interest |
1,916 |
30,583 |
-231 |
| Palladium(NYMEX) |
| Dec09 |
091104 |
328.30 |
335.00 |
327.50 |
328.80 |
+1.05 |
1,094 |
19,176 |
-278 |
| Mar10 |
091104 |
330.30 |
336.10 |
329.20 |
330.00 |
+1.10 |
389 |
3,106 |
+345 |
| Jun10 |
091104 |
330.25 |
336.50 |
330.25 |
331.05 |
+1.05 |
1 |
26 |
+0 |
| Total Volume and Open Interest |
1,484 |
22,308 |
+67 |
| Copper(CMX) |
| Dec09 |
091104 |
300.30 |
301.85 |
297.60 |
299.30 |
+3.70 |
30,274 |
88,854 |
-5,080 |
| Mar10 |
091104 |
302.45 |
303.65 |
298.00 |
301.25 |
+3.80 |
8,236 |
32,240 |
+3,982 |
| May10 |
091104 |
301.55 |
302.60 |
298.15 |
301.95 |
+3.80 |
582 |
5,215 |
+452 |
| Jul10 |
091104 |
303.10 |
303.10 |
298.60 |
302.40 |
+3.80 |
10 |
2,811 |
+0 |
| Sep10 |
091104 |
302.40 |
302.40 |
298.60 |
302.40 |
+3.80 |
3 |
1,614 |
+0 |
| Total Volume and Open Interest |
40,346 |
138,234 |
-442 |
| 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 |
091104 |
9716 |
9885 |
9716 |
9785 |
+68 |
1,044 |
14,801 |
-13 |
| Mar10 |
091104 |
9696 |
9800 |
9695 |
9724 |
+68 |
15 |
891 |
+1 |
| Jun10 |
091104 |
9666 |
9666 |
9598 |
9666 |
+68 |
0 |
1 |
+0 |
| Sep10 |
091104 |
9615 |
9615 |
9547 |
9615 |
+68 |
|
|
|
| Total Volume and Open Interest |
1,059 |
15,693 |
-12 |
| S & P 500(CME) |
| Dec09 |
091104 |
1041.30 |
1058.30 |
1041.10 |
1047.00 |
+5.30 |
27,007 |
389,681 |
+5,591 |
| Mar10 |
091104 |
1051.70 |
1052.80 |
1036.30 |
1042.10 |
+5.30 |
351 |
6,612 |
+171 |
| Jun10 |
091104 |
1037.80 |
1048.50 |
1032.00 |
1037.80 |
+5.30 |
0 |
305 |
+0 |
| Sep10 |
091104 |
1034.80 |
1045.50 |
1029.00 |
1034.80 |
+5.30 |
|
|
|
| Total Volume and Open Interest |
27,358 |
396,603 |
+5,762 |
| S & P 500 E-Mini(Globex) |
| Dec09 |
091104 |
1041.75 |
1058.50 |
1040.75 |
1047.00 |
+5.25 |
2,783,823 |
2,458,795 |
-18,839 |
| Mar10 |
091104 |
1036.50 |
1053.25 |
1036.50 |
1042.00 |
+5.25 |
3,382 |
38,632 |
+1,705 |
| Total Volume and Open Interest |
2,787,213 |
2,497,459 |
-17,129 |
| NASDAQ 100(CME) |
| Dec09 |
091104 |
1674.50 |
1700.00 |
1674.00 |
1686.80 |
+11.30 |
1,361 |
17,940 |
-531 |
| Mar10 |
091104 |
1684.50 |
1684.50 |
1682.00 |
1684.50 |
+11.50 |
8 |
9 |
+1 |
| Jun10 |
091104 |
1683.50 |
1683.50 |
1681.00 |
1683.50 |
+11.50 |
|
|
|
| Total Volume and Open Interest |
1,369 |
17,949 |
-530 |
| NASDAQ 100 E-Mini(Globex) |
| Dec09 |
091104 |
1675.00 |
1700.00 |
1673.50 |
1686.80 |
+11.30 |
456,628 |
316,949 |
-555 |
| Mar10 |
091104 |
1672.30 |
1697.30 |
1672.00 |
1684.50 |
+11.50 |
285 |
1,913 |
+24 |
| Total Volume and Open Interest |
456,913 |
318,864 |
-531 |
| S & P Midcap 400(CME) |
| Dec09 |
091104 |
672.50 |
676.50 |
664.00 |
667.30 |
-0.90 |
498 |
2,362 |
-384 |
| Mar10 |
091104 |
665.20 |
665.20 |
665.10 |
665.20 |
-0.90 |
|
|
|
| Jun10 |
091104 |
663.20 |
663.20 |
663.10 |
663.20 |
-0.90 |
|
|
|
| Total Volume and Open Interest |
498 |
2,362 |
-384 |
| 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 |
091104 |
9770 |
9845 |
9620 |
9835 |
+5 |
100,485 |
176,615 |
+2,161 |
| Mar10 |
091104 |
9855 |
9855 |
9485 |
9855 |
+10 |
53 |
1,036 |
+0 |
| Total Volume and Open Interest |
100,538 |
180,307 |
+2,032 |
| Nikkei 225(SGX) |
| Dec09 |
091104 |
9770 |
9845 |
9620 |
9835 |
+5 |
100,485 |
176,615 |
+2,161 |
| Mar10 |
091104 |
9855 |
9855 |
9485 |
9855 |
+10 |
53 |
1,036 |
+0 |
| Jun10 |
091104 |
9870 |
9870 |
9870 |
9870 |
+5 |
0 |
321 |
+0 |
| Total Volume and Open Interest |
100,538 |
180,307 |
+2,032 |
| CAC 40(EURONEXT) |
| Nov09 |
091104 |
3588.0 |
3669.0 |
3588.0 |
3656.0 |
+84.5 |
140,424 |
453,511 |
+830 |
| Dec09 |
091104 |
3582.5 |
3660.5 |
3582.5 |
3648.5 |
+84.5 |
1,088 |
54,443 |
+906 |
| Jan10 |
091104 |
3653.0 |
3653.0 |
3653.0 |
3653.0 |
+85.0 |
|
|
|
| Total Volume and Open Interest |
141,528 |
509,592 |
+1,740 |
| Hang Seng Index(HKFE) |
| Nov09 |
091104 |
21378 |
21685 |
21279 |
21536 |
+426 |
72,228 |
80,143 |
+483 |
| Dec09 |
091104 |
21335 |
21665 |
21305 |
21523 |
+422 |
992 |
8,425 |
+75 |
| Total Volume and Open Interest |
73,331 |
88,969 |
+566 |
| DAX(EUREX) |
| Dec09 |
091104 |
5385.0 |
5474.5 |
5376.0 |
5447.5 |
+79.0 |
194,837 |
187,185 |
+1,911 |
| Mar10 |
091104 |
5396.0 |
5472.5 |
5390.0 |
5451.5 |
+78.5 |
264 |
11,445 |
+28 |
| Jun10 |
091104 |
5438.0 |
5473.5 |
5421.5 |
5458.5 |
+79.0 |
60 |
1,673 |
+7 |
| Total Volume and Open Interest |
195,161 |
200,303 |
+1,946 |
| FT-SE 100(EURONEXT) |
| Dec09 |
091104 |
5041.50 |
5103.00 |
5039.00 |
5085.00 |
+68.00 |
119,833 |
620,898 |
-6,411 |
| Mar10 |
091104 |
4998.00 |
5040.00 |
4998.00 |
5037.50 |
+68.00 |
204 |
16,388 |
+4 |
| Jun10 |
091104 |
4960.50 |
5005.50 |
4960.50 |
4992.50 |
+68.00 |
0 |
627 |
+0 |
| Total Volume and Open Interest |
120,037 |
637,918 |
-6,407 |
| 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 |
091104 |
514.00 |
518.50 |
511.00 |
514.25 |
+3.25 |
236 |
20,351 |
-137 |
| Dec09 |
091104 |
520.00 |
524.00 |
518.00 |
522.15 |
+3.40 |
15 |
11 |
+10 |
| Jan10 |
091104 |
525.75 |
527.00 |
522.00 |
525.75 |
+3.50 |
|
|
|
| Total Volume and Open Interest |
251 |
20,362 |
-127 |
| Reuters CCI(ICE) |
| 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. |
|
|