|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Tue November 10, 2009 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Nov09 |
091110 |
965.00 |
968.25 |
946.00 |
961.50 |
-2.75 |
9,260 |
7,470 |
-1,855 |
| Jan10 |
091110 |
972.00 |
975.00 |
952.50 |
968.00 |
-4.00 |
86,586 |
222,963 |
+991 |
| Mar10 |
091110 |
977.75 |
981.00 |
958.00 |
974.00 |
-4.00 |
18,211 |
61,877 |
+1,262 |
| May10 |
091110 |
981.00 |
983.00 |
960.00 |
977.50 |
-3.75 |
7,243 |
32,860 |
+30 |
| Jul10 |
091110 |
984.75 |
990.00 |
964.00 |
983.00 |
-4.00 |
9,008 |
38,766 |
+329 |
| Aug10 |
091110 |
987.00 |
987.00 |
965.00 |
983.00 |
-3.50 |
166 |
1,331 |
-6 |
| Sep10 |
091110 |
972.50 |
980.00 |
972.50 |
979.00 |
-1.00 |
303 |
222 |
-63 |
| Total Volume and Open Interest |
134,723 |
414,384 |
+717 |
| Soybean Meal(CBOT) |
| Dec09 |
091110 |
293.40 |
294.20 |
284.00 |
288.20 |
-6.10 |
23,315 |
53,551 |
-2,072 |
| Jan10 |
091110 |
286.20 |
286.50 |
276.80 |
281.00 |
-6.10 |
10,216 |
24,190 |
+1,653 |
| Mar10 |
091110 |
283.40 |
284.70 |
275.00 |
279.20 |
-6.20 |
3,961 |
21,720 |
+213 |
| May10 |
091110 |
283.90 |
284.10 |
275.30 |
279.00 |
-5.90 |
1,495 |
15,561 |
+176 |
| Jul10 |
091110 |
285.00 |
286.00 |
276.70 |
280.30 |
-6.10 |
1,736 |
14,007 |
+221 |
| Aug10 |
091110 |
285.40 |
285.40 |
277.80 |
280.50 |
-5.90 |
425 |
3,800 |
+75 |
| Sep10 |
091110 |
281.80 |
283.60 |
278.10 |
279.70 |
-6.30 |
126 |
3,183 |
+2 |
| Oct10 |
091110 |
284.00 |
284.00 |
277.10 |
278.20 |
-6.10 |
49 |
2,387 |
+15 |
| Total Volume and Open Interest |
41,587 |
146,337 |
+340 |
| Soybean Oil(CBOT) |
| Dec09 |
091110 |
37.52 |
37.75 |
37.12 |
37.56 |
-0.21 |
24,670 |
73,145 |
-2,042 |
| Jan10 |
091110 |
37.92 |
38.18 |
37.50 |
37.98 |
-0.21 |
13,013 |
85,508 |
-98 |
| Mar10 |
091110 |
38.21 |
38.56 |
37.95 |
38.37 |
-0.21 |
5,273 |
38,316 |
+921 |
| May10 |
091110 |
38.52 |
38.81 |
38.20 |
38.68 |
-0.21 |
1,355 |
12,647 |
+231 |
| Jul10 |
091110 |
38.85 |
39.12 |
38.47 |
38.96 |
-0.20 |
1,268 |
11,727 |
+291 |
| Aug10 |
091110 |
38.78 |
39.10 |
38.60 |
39.06 |
-0.22 |
40 |
1,723 |
+11 |
| Sep10 |
091110 |
39.01 |
39.16 |
39.01 |
39.16 |
-0.23 |
28 |
1,165 |
+16 |
| Oct10 |
091110 |
39.03 |
39.47 |
39.03 |
39.20 |
-0.27 |
24 |
790 |
+11 |
| Total Volume and Open Interest |
45,974 |
235,738 |
-665 |
| Canola(WCE) |
| Nov09 |
091110 |
393.2 |
393.2 |
386.2 |
386.2 |
-7.0 |
|
|
|
| Jan10 |
091110 |
382.0 |
384.9 |
379.0 |
383.2 |
-2.0 |
7,458 |
76,170 |
-692 |
| Mar10 |
091110 |
390.9 |
390.9 |
385.3 |
389.0 |
-2.2 |
519 |
8,535 |
-86 |
| May10 |
091110 |
391.8 |
394.7 |
391.8 |
393.9 |
-2.0 |
184 |
1,471 |
+26 |
| Jul10 |
091110 |
396.0 |
396.0 |
391.7 |
395.7 |
-2.4 |
340 |
2,044 |
+171 |
| Total Volume and Open Interest |
8,660 |
89,027 |
-452 |
| Corn(CBOT) |
| Dec09 |
091110 |
384.00 |
397.00 |
379.25 |
394.50 |
+8.50 |
147,125 |
416,766 |
-22,210 |
| Mar10 |
091110 |
398.00 |
418.50 |
393.50 |
409.00 |
+8.75 |
67,601 |
272,907 |
+24,966 |
| May10 |
091110 |
407.50 |
421.00 |
403.75 |
419.00 |
+8.75 |
10,624 |
57,264 |
+3,611 |
| Jul10 |
091110 |
416.25 |
429.75 |
412.50 |
427.50 |
+8.50 |
14,303 |
73,519 |
+3,425 |
| Sep10 |
091110 |
424.00 |
435.75 |
421.00 |
435.00 |
+8.00 |
1,982 |
18,095 |
+488 |
| Dec10 |
091110 |
433.75 |
444.75 |
429.75 |
443.00 |
+6.25 |
30,306 |
132,460 |
+6,562 |
| Total Volume and Open Interest |
273,120 |
991,075 |
+17,355 |
| Wheat(CBOT) |
| Dec09 |
091110 |
518.00 |
527.00 |
507.50 |
523.00 |
+3.00 |
47,550 |
133,142 |
-11,745 |
| Mar10 |
091110 |
539.50 |
546.75 |
527.75 |
543.00 |
+3.00 |
28,464 |
107,263 |
+9,377 |
| May10 |
091110 |
551.00 |
558.25 |
541.00 |
556.25 |
+3.00 |
8,476 |
17,954 |
+3,020 |
| Jul10 |
091110 |
560.50 |
570.75 |
552.00 |
568.25 |
+3.00 |
6,174 |
43,313 |
-66 |
| Sep10 |
091110 |
578.00 |
585.50 |
570.00 |
585.25 |
+4.25 |
1,608 |
8,970 |
+1,199 |
| Total Volume and Open Interest |
94,468 |
344,944 |
+2,794 |
| Wheat(KCBT) |
| Dec09 |
091110 |
519.50 |
529.75 |
510.50 |
525.50 |
+3.75 |
9,002 |
38,849 |
-2,005 |
| Mar10 |
091110 |
535.00 |
545.75 |
527.50 |
541.50 |
+3.50 |
5,348 |
37,009 |
+1,428 |
| May10 |
091110 |
547.00 |
556.75 |
539.50 |
553.25 |
+3.25 |
353 |
5,651 |
+220 |
| Jul10 |
091110 |
560.00 |
569.50 |
551.25 |
565.25 |
+3.25 |
1,065 |
22,815 |
-173 |
| Sep10 |
091110 |
572.00 |
581.00 |
563.25 |
577.25 |
+3.25 |
123 |
1,590 |
+50 |
| Total Volume and Open Interest |
16,669 |
130,387 |
+103 |
| Wheat(MGE) |
| Dec09 |
091110 |
538.25 |
549.00 |
531.50 |
544.50 |
-1.50 |
2,330 |
13,774 |
-158 |
| Mar10 |
091110 |
556.00 |
564.00 |
547.00 |
559.75 |
-2.50 |
1,304 |
12,930 |
+563 |
| May10 |
091110 |
565.50 |
575.25 |
559.75 |
572.00 |
-2.50 |
136 |
4,247 |
+44 |
| Jul10 |
091110 |
578.75 |
586.75 |
571.50 |
584.75 |
-2.00 |
234 |
6,975 |
+2 |
| Sep10 |
091110 |
590.25 |
600.00 |
583.25 |
595.75 |
-4.25 |
86 |
2,124 |
+13 |
| Total Volume and Open Interest |
4,155 |
44,310 |
+466 |
| Oats(CBOT) |
| Dec09 |
091110 |
260.25 |
265.25 |
258.00 |
263.75 |
+5.25 |
801 |
4,771 |
-343 |
| Mar10 |
091110 |
273.00 |
278.25 |
272.00 |
277.25 |
+5.25 |
489 |
8,388 |
+253 |
| May10 |
091110 |
283.00 |
285.75 |
280.50 |
285.75 |
+5.25 |
81 |
218 |
+75 |
| Jul10 |
091110 |
293.00 |
293.50 |
288.50 |
293.00 |
+4.50 |
0 |
21 |
+0 |
| Total Volume and Open Interest |
1,371 |
13,589 |
-15 |
| Rough Rice(CBOT) |
| Nov09 |
091110 |
15.10 |
15.20 |
15.06 |
15.17 |
+0.11 |
99 |
698 |
-32 |
| Jan10 |
091110 |
15.22 |
15.39 |
15.14 |
15.35 |
+0.12 |
652 |
10,099 |
+236 |
| Mar10 |
091110 |
15.50 |
15.64 |
15.39 |
15.59 |
+0.12 |
148 |
2,525 |
+42 |
| May10 |
091110 |
15.81 |
15.81 |
15.71 |
15.81 |
+0.10 |
9 |
417 |
-2 |
| Total Volume and Open Interest |
923 |
14,917 |
+246 |
| Live Cattle(CME) |
| Dec09 |
091110 |
85.180 |
85.430 |
84.580 |
84.600 |
-0.350 |
30,908 |
101,689 |
-9,554 |
| Feb10 |
091110 |
86.700 |
86.850 |
86.000 |
86.285 |
-0.100 |
19,869 |
82,777 |
+1,903 |
| Apr10 |
091110 |
89.350 |
89.500 |
88.800 |
89.150 |
-0.135 |
9,215 |
50,029 |
+52 |
| Jun10 |
091110 |
85.900 |
86.100 |
85.430 |
85.800 |
-0.085 |
2,400 |
22,427 |
+632 |
| Aug10 |
091110 |
85.850 |
86.000 |
85.430 |
85.830 |
-0.020 |
591 |
5,563 |
+176 |
| Oct10 |
091110 |
88.700 |
89.000 |
88.300 |
88.650 |
-0.050 |
132 |
3,389 |
+57 |
| Total Volume and Open Interest |
63,146 |
267,496 |
-6,721 |
| Feeder Cattle(CME) |
| Nov09 |
091110 |
94.250 |
94.430 |
93.750 |
93.885 |
-0.365 |
1,120 |
3,639 |
-282 |
| Jan10 |
091110 |
95.600 |
95.700 |
94.550 |
94.730 |
-0.970 |
2,076 |
14,473 |
+89 |
| Mar10 |
091110 |
96.230 |
96.450 |
95.430 |
95.700 |
-0.600 |
610 |
4,536 |
+109 |
| Apr10 |
091110 |
96.550 |
97.000 |
95.950 |
96.200 |
-0.450 |
48 |
784 |
+1 |
| May10 |
091110 |
97.635 |
97.980 |
97.250 |
97.500 |
-0.285 |
66 |
1,537 |
-1 |
| Aug10 |
091110 |
98.650 |
98.900 |
98.650 |
98.800 |
-0.150 |
31 |
392 |
+3 |
| Sep10 |
091110 |
99.135 |
99.135 |
99.135 |
99.135 |
unch |
0 |
4 |
+0 |
| Total Volume and Open Interest |
3,951 |
25,365 |
-81 |
| Lean Hogs(CME) |
| Dec09 |
091110 |
55.650 |
56.100 |
55.235 |
55.630 |
-0.170 |
18,788 |
58,679 |
-3,910 |
| Feb10 |
091110 |
63.350 |
63.485 |
62.735 |
63.130 |
-0.200 |
10,790 |
48,087 |
+2,231 |
| Apr10 |
091110 |
67.800 |
68.250 |
67.600 |
67.900 |
-0.200 |
4,496 |
26,624 |
+1,055 |
| May10 |
091110 |
72.300 |
72.500 |
72.100 |
72.285 |
-0.365 |
81 |
1,532 |
+15 |
| Jun10 |
091110 |
75.900 |
76.500 |
75.700 |
76.250 |
+0.070 |
1,756 |
15,618 |
+1,035 |
| Jul10 |
091110 |
75.250 |
75.750 |
75.135 |
75.650 |
-0.100 |
482 |
5,481 |
+403 |
| Aug10 |
091110 |
74.300 |
74.750 |
74.200 |
74.635 |
+0.305 |
241 |
3,634 |
+103 |
| Oct10 |
091110 |
67.475 |
68.000 |
67.350 |
67.800 |
-0.150 |
50 |
2,410 |
+43 |
| Total Volume and Open Interest |
36,705 |
163,483 |
+991 |
| Pork Bellies(CME) |
| Feb10 |
091110 |
83.600 |
84.900 |
83.300 |
84.385 |
-0.215 |
41 |
412 |
-1 |
| Mar10 |
091110 |
82.250 |
83.100 |
82.250 |
82.250 |
-0.250 |
0 |
88 |
+0 |
| May10 |
091110 |
85.050 |
85.050 |
85.050 |
85.050 |
unch |
0 |
79 |
+0 |
| Jul10 |
091110 |
86.750 |
86.750 |
86.750 |
86.750 |
-0.250 |
0 |
20 |
+0 |
| Aug10 |
091110 |
84.250 |
84.250 |
84.250 |
84.250 |
-0.250 |
0 |
15 |
+0 |
| Total Volume and Open Interest |
41 |
614 |
-1 |
| Class III Milk(CME) |
| Nov09 |
091110 |
14.01 |
14.09 |
14.01 |
14.08 |
-0.01 |
130 |
3,898 |
-68 |
| Dec09 |
091110 |
14.48 |
14.82 |
14.41 |
14.82 |
+0.17 |
114 |
5,095 |
+75 |
| Jan10 |
091110 |
14.67 |
14.93 |
14.62 |
14.93 |
+0.16 |
102 |
2,790 |
+18 |
| Feb10 |
091110 |
14.90 |
15.09 |
14.81 |
15.07 |
+0.13 |
83 |
1,894 |
+36 |
| Mar10 |
091110 |
15.01 |
15.23 |
15.00 |
15.19 |
+0.09 |
57 |
1,640 |
+2 |
| Total Volume and Open Interest |
775 |
22,579 |
+36 |
| Cocoa(ICE) |
| Dec09 |
091110 |
3170 |
3178 |
3055 |
3089 |
-73 |
11,069 |
29,447 |
-9,264 |
| Mar10 |
091110 |
3213 |
3228 |
3102 |
3140 |
-74 |
7,844 |
61,696 |
+2,571 |
| May10 |
091110 |
3221 |
3222 |
3120 |
3159 |
-73 |
592 |
16,315 |
+297 |
| Jul10 |
091110 |
3208 |
3208 |
3111 |
3152 |
-66 |
172 |
6,287 |
+22 |
| Sep10 |
091110 |
3146 |
3150 |
3136 |
3144 |
-66 |
91 |
4,906 |
+55 |
| Dec10 |
091110 |
3135 |
3168 |
3134 |
3137 |
-66 |
72 |
3,398 |
+32 |
| Mar11 |
091110 |
3131 |
3131 |
3131 |
3131 |
-70 |
14 |
7,122 |
+4 |
| Total Volume and Open Interest |
19,854 |
135,627 |
-6,283 |
| Coffee "C"(ICE) |
| Dec09 |
091110 |
139.45 |
140.10 |
133.15 |
134.05 |
-6.00 |
15,447 |
52,266 |
-5,680 |
| Mar10 |
091110 |
142.75 |
143.15 |
136.30 |
137.15 |
-6.00 |
7,257 |
47,846 |
+3,748 |
| May10 |
091110 |
144.55 |
144.55 |
138.50 |
139.00 |
-6.00 |
1,298 |
14,077 |
+429 |
| Jul10 |
091110 |
145.85 |
145.95 |
140.40 |
140.70 |
-5.80 |
342 |
4,232 |
+19 |
| Sep10 |
091110 |
148.20 |
148.20 |
142.10 |
142.35 |
-5.70 |
216 |
4,222 |
-11 |
| Dec10 |
091110 |
150.55 |
150.55 |
144.60 |
144.90 |
-5.45 |
197 |
3,835 |
+49 |
| Total Volume and Open Interest |
24,771 |
128,054 |
-1,443 |
| Orange Juice(ICE) |
| Nov09 |
091109 |
113.00 |
113.00 |
112.10 |
112.10 |
+0.50 |
36 |
53 |
+9 |
| Jan10 |
091110 |
115.50 |
116.75 |
113.25 |
115.20 |
-0.80 |
450 |
18,663 |
-79 |
| Mar10 |
091110 |
117.25 |
120.00 |
117.20 |
118.75 |
-0.85 |
188 |
6,771 |
+147 |
| May10 |
091110 |
121.60 |
123.00 |
121.50 |
122.05 |
-0.85 |
11 |
2,671 |
-10 |
| Jul10 |
091110 |
124.00 |
126.10 |
124.00 |
125.05 |
-0.85 |
1 |
671 |
+0 |
| Sep10 |
091110 |
129.20 |
129.20 |
128.00 |
128.00 |
-0.90 |
0 |
384 |
+0 |
| Total Volume and Open Interest |
681 |
29,402 |
+21 |
| Sugar #11(ICE) |
| Mar10 |
091110 |
22.30 |
22.70 |
21.78 |
21.91 |
-0.50 |
39,257 |
356,893 |
-7,810 |
| May10 |
091110 |
21.27 |
21.62 |
20.71 |
20.87 |
-0.46 |
10,098 |
100,279 |
-138 |
| Jul10 |
091110 |
19.90 |
20.24 |
19.35 |
19.55 |
-0.39 |
7,159 |
121,845 |
+99 |
| Oct10 |
091110 |
19.32 |
19.55 |
18.79 |
18.97 |
-0.35 |
3,851 |
87,644 |
+241 |
| Mar11 |
091110 |
19.06 |
19.15 |
18.40 |
18.57 |
-0.36 |
1,937 |
48,096 |
-1,570 |
| Total Volume and Open Interest |
63,775 |
773,895 |
-8,988 |
| London Cocoa(LCE) |
| Dec09 |
091030 |
2127 |
2146 |
2122 |
2127 |
-20 |
3,155 |
54,406 |
-13 |
| Mar10 |
091110 |
2095 |
2104 |
2031 |
2065 |
-34 |
3,314 |
39,583 |
+689 |
| May10 |
091110 |
2121 |
2125 |
2057 |
2085 |
-37 |
1,512 |
49,193 |
+228 |
| Jul10 |
091110 |
2046 |
2051 |
1983 |
2011 |
-40 |
1,240 |
16,315 |
+1,044 |
| Sep10 |
091110 |
2024 |
2024 |
1958 |
1986 |
-40 |
196 |
5,945 |
-170 |
| Dec10 |
091110 |
1945 |
1993 |
1936 |
1968 |
-33 |
75 |
1,834 |
+68 |
| Mar11 |
091110 |
1981 |
1981 |
1943 |
1947 |
-39 |
30 |
6,261 |
+30 |
| Total Volume and Open Interest |
11,806 |
167,099 |
-1,141 |
| London Sugar(LCE) |
| Mar10 |
091110 |
589.80 |
592.30 |
574.10 |
575.50 |
-14.00 |
5,365 |
34,390 |
-143 |
| May10 |
091110 |
582.90 |
584.90 |
569.00 |
570.40 |
-11.80 |
1,635 |
13,023 |
+912 |
| Aug10 |
091110 |
556.00 |
556.30 |
540.10 |
541.70 |
-11.40 |
446 |
8,600 |
+129 |
| Oct10 |
091110 |
526.20 |
527.10 |
513.00 |
515.20 |
-9.90 |
28 |
4,331 |
+7 |
| Dec10 |
091110 |
513.50 |
513.50 |
503.20 |
503.20 |
-8.10 |
0 |
770 |
+0 |
| Total Volume and Open Interest |
11,322 |
75,199 |
+1,358 |
| Cotton(ICE) |
| Dec09 |
091110 |
67.61 |
69.23 |
67.25 |
69.05 |
+1.44 |
14,314 |
88,662 |
-9,171 |
| Mar10 |
091110 |
71.55 |
73.04 |
71.10 |
72.84 |
+1.39 |
8,916 |
72,054 |
+6,879 |
| May10 |
091110 |
73.00 |
74.50 |
73.00 |
74.43 |
+1.48 |
981 |
5,802 |
+398 |
| Jul10 |
091110 |
74.48 |
75.88 |
74.40 |
75.79 |
+1.43 |
1,557 |
15,613 |
+1,275 |
| Oct10 |
091110 |
76.01 |
76.35 |
75.99 |
76.35 |
+1.35 |
0 |
113 |
+0 |
| Dec10 |
091110 |
75.75 |
77.10 |
75.75 |
77.05 |
+1.41 |
141 |
7,507 |
+84 |
| Total Volume and Open Interest |
25,909 |
190,171 |
-535 |
| Lumber(CME) |
| Nov09 |
091110 |
186.0 |
189.8 |
184.9 |
187.5 |
+2.5 |
118 |
848 |
-93 |
| Jan10 |
091110 |
210.1 |
212.1 |
208.0 |
209.2 |
+2.0 |
338 |
6,705 |
-2 |
| Mar10 |
091110 |
228.8 |
229.1 |
226.6 |
227.3 |
+0.8 |
156 |
1,784 |
+93 |
| May10 |
091110 |
237.9 |
237.9 |
237.5 |
237.5 |
+1.1 |
4 |
79 |
+4 |
| Total Volume and Open Interest |
616 |
9,439 |
+2 |
| Crude Oil(NYM) |
| Dec09 |
091110 |
79.24 |
80.51 |
77.89 |
79.05 |
-0.38 |
4,713 |
291,668 |
-14,628 |
| Jan10 |
091110 |
79.83 |
81.12 |
78.52 |
79.64 |
-0.43 |
837 |
194,939 |
+15,554 |
| Feb10 |
091110 |
80.64 |
81.73 |
79.21 |
80.27 |
-0.45 |
584 |
70,727 |
-2,798 |
| Mar10 |
091110 |
81.31 |
82.29 |
79.78 |
80.89 |
-0.47 |
23 |
61,153 |
+3,068 |
| Apr10 |
091110 |
81.95 |
82.85 |
80.59 |
81.49 |
-0.48 |
94 |
22,417 |
+458 |
| May10 |
091110 |
82.24 |
83.36 |
81.38 |
82.04 |
-0.48 |
5,381 |
22,654 |
+1,046 |
| Jun10 |
091110 |
82.55 |
83.79 |
81.41 |
82.47 |
-0.49 |
378 |
93,905 |
+1,176 |
| Jul10 |
091110 |
83.58 |
84.14 |
81.88 |
82.81 |
-0.50 |
9 |
28,973 |
-65 |
| Aug10 |
091110 |
83.00 |
83.14 |
83.00 |
83.14 |
-0.51 |
9 |
12,235 |
+153 |
| Sep10 |
091110 |
84.39 |
84.39 |
82.60 |
83.46 |
-0.51 |
1,702 |
24,216 |
+212 |
| Oct10 |
091110 |
83.80 |
83.80 |
83.80 |
83.80 |
-0.50 |
1,534 |
14,979 |
-53 |
| Nov10 |
091110 |
84.15 |
84.15 |
84.15 |
84.15 |
-0.50 |
5,010 |
16,063 |
+86 |
| Dec10 |
091110 |
84.99 |
85.81 |
83.46 |
84.51 |
-0.50 |
1 |
109,397 |
-542 |
| Jan11 |
091110 |
84.72 |
84.72 |
84.72 |
84.72 |
-0.50 |
2 |
14,604 |
-168 |
| Feb11 |
091110 |
84.93 |
84.93 |
84.93 |
84.93 |
-0.50 |
230 |
7,189 |
-12 |
| Mar11 |
091110 |
85.12 |
85.12 |
85.12 |
85.12 |
-0.50 |
173 |
5,552 |
+22 |
| Total Volume and Open Interest |
624,113 |
1,215,873 |
+6,150 |
| e-miNY Crude Oil(NYM) |
| Nov09 |
091019 |
78.850 |
79.650 |
78.100 |
79.600 |
+1.075 |
9,026 |
4,656 |
+226 |
| Dec09 |
091110 |
79.200 |
80.500 |
77.875 |
79.050 |
+1.625 |
7,992 |
4,804 |
-1,361 |
| Jan10 |
091110 |
79.975 |
81.125 |
78.525 |
79.650 |
-0.425 |
365 |
872 |
+125 |
| Feb10 |
091110 |
80.275 |
81.400 |
79.450 |
80.275 |
-0.450 |
24 |
245 |
+8 |
| Mar10 |
091110 |
80.750 |
80.900 |
80.025 |
80.900 |
-0.450 |
5 |
163 |
+2 |
| Apr10 |
091110 |
81.500 |
81.500 |
81.500 |
81.500 |
-0.475 |
0 |
4 |
+0 |
| May10 |
091110 |
82.050 |
82.050 |
82.050 |
82.050 |
-0.475 |
0 |
2 |
+0 |
| Jun10 |
091110 |
82.475 |
82.475 |
82.475 |
82.475 |
-0.475 |
0 |
8 |
+0 |
| Jul10 |
091110 |
82.800 |
82.800 |
82.800 |
82.800 |
-0.500 |
0 |
6 |
+0 |
| Aug10 |
091110 |
83.150 |
83.150 |
83.150 |
83.150 |
-0.500 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
16,082 |
7,476 |
+1,423 |
| Heating Oil(NYM) |
| Dec09 |
091110 |
205.49 |
209.05 |
202.95 |
205.23 |
-1.04 |
334 |
75,281 |
-10,945 |
| Jan10 |
091110 |
209.11 |
211.21 |
206.45 |
208.67 |
-1.38 |
152 |
66,877 |
+2,324 |
| Feb10 |
091110 |
211.28 |
215.36 |
209.15 |
211.27 |
-1.68 |
16 |
31,850 |
+547 |
| Mar10 |
091110 |
213.63 |
217.34 |
211.34 |
213.22 |
-1.73 |
4,307 |
23,370 |
+908 |
| Apr10 |
091110 |
217.97 |
217.97 |
212.45 |
213.96 |
-1.74 |
2,396 |
12,346 |
+116 |
| May10 |
091110 |
216.45 |
216.84 |
214.71 |
214.81 |
-1.68 |
1,453 |
11,640 |
+351 |
| Jun10 |
091110 |
216.00 |
220.01 |
213.70 |
215.88 |
-1.63 |
4,916 |
26,964 |
+468 |
| Jul10 |
091110 |
219.15 |
220.90 |
217.43 |
217.43 |
-1.75 |
1,065 |
8,427 |
+305 |
| Aug10 |
091110 |
221.42 |
223.52 |
217.77 |
219.43 |
-1.85 |
648 |
3,600 |
-2 |
| Sep10 |
091110 |
225.18 |
225.18 |
220.75 |
221.73 |
-1.90 |
695 |
6,741 |
+116 |
| Oct10 |
091110 |
227.37 |
227.37 |
221.96 |
224.03 |
-1.95 |
631 |
3,242 |
+10 |
| Nov10 |
091110 |
229.90 |
229.90 |
226.28 |
226.28 |
-1.92 |
97 |
5,419 |
+15 |
| Total Volume and Open Interest |
119,539 |
319,956 |
-5,040 |
| Gasoline(NYMEX) |
| Dec09 |
091110 |
197.42 |
201.74 |
194.80 |
197.74 |
-0.44 |
270 |
80,266 |
-6,362 |
| Jan10 |
091110 |
200.52 |
204.40 |
197.56 |
200.51 |
-0.53 |
66 |
64,468 |
+4,913 |
| Feb10 |
091110 |
201.69 |
206.86 |
200.25 |
202.98 |
-0.73 |
138 |
22,471 |
+677 |
| Mar10 |
091110 |
209.16 |
209.16 |
202.90 |
205.48 |
-0.87 |
18 |
23,113 |
-15 |
| Apr10 |
091110 |
219.01 |
221.18 |
215.38 |
217.88 |
-0.96 |
3,347 |
14,710 |
+1,094 |
| May10 |
091110 |
219.35 |
219.60 |
218.48 |
218.73 |
-1.01 |
1,628 |
8,048 |
+267 |
| Jun10 |
091110 |
218.87 |
222.40 |
216.72 |
219.43 |
-1.06 |
2,056 |
9,260 |
+50 |
| Jul10 |
091110 |
219.84 |
219.84 |
219.84 |
219.84 |
-1.10 |
307 |
3,453 |
+39 |
| Aug10 |
091110 |
219.89 |
219.89 |
219.89 |
219.89 |
-1.12 |
268 |
3,285 |
+282 |
| Sep10 |
091110 |
219.36 |
219.36 |
219.36 |
219.36 |
-1.20 |
281 |
3,581 |
+31 |
| Total Volume and Open Interest |
125,334 |
250,372 |
+2,574 |
| e-miNY RBOB Gasoline(NYM) |
| Dec09 |
091110 |
197.74 |
197.74 |
197.74 |
197.74 |
-0.44 |
0 |
3 |
+0 |
| Jan10 |
091110 |
200.51 |
200.51 |
200.51 |
200.51 |
-0.53 |
|
|
|
| Feb10 |
091110 |
202.98 |
202.98 |
202.98 |
202.98 |
-0.73 |
|
|
|
| Mar10 |
091110 |
205.48 |
205.48 |
205.48 |
205.48 |
-0.87 |
|
|
|
| Total Volume and Open Interest |
0 |
3 |
+0 |
| Natural Gas(NYM) |
| Dec09 |
091110 |
4.635 |
4.665 |
4.436 |
4.467 |
-0.203 |
449 |
144,953 |
+2,733 |
| Jan10 |
091110 |
4.993 |
5.035 |
4.828 |
4.861 |
-0.169 |
73 |
121,959 |
+2,575 |
| Feb10 |
091110 |
5.096 |
5.099 |
4.905 |
4.935 |
-0.161 |
22 |
46,056 |
+2,106 |
| Mar10 |
091110 |
5.082 |
5.082 |
4.919 |
4.953 |
-0.162 |
15,017 |
68,061 |
+4,016 |
| Apr10 |
091110 |
5.116 |
5.116 |
4.940 |
4.967 |
-0.164 |
9,662 |
46,769 |
-454 |
| May10 |
091110 |
5.100 |
5.120 |
5.001 |
5.030 |
-0.163 |
4,047 |
27,509 |
-57 |
| Jun10 |
091110 |
5.198 |
5.198 |
5.119 |
5.133 |
-0.162 |
2,211 |
19,931 |
+509 |
| Jul10 |
091110 |
5.310 |
5.310 |
5.220 |
5.249 |
-0.158 |
1,834 |
15,266 |
+36 |
| Aug10 |
091110 |
5.404 |
5.415 |
5.324 |
5.343 |
-0.158 |
1,787 |
14,465 |
-31 |
| Sep10 |
091110 |
5.500 |
5.500 |
5.387 |
5.411 |
-0.156 |
1,838 |
13,201 |
-48 |
| Oct10 |
091110 |
5.616 |
5.616 |
5.511 |
5.539 |
-0.152 |
3,399 |
29,895 |
+19 |
| Nov10 |
091110 |
6.030 |
6.040 |
5.943 |
5.961 |
-0.150 |
1,125 |
7,607 |
+8 |
| Dec10 |
091110 |
6.468 |
6.468 |
6.330 |
6.348 |
-0.143 |
978 |
15,258 |
-40 |
| Jan11 |
091110 |
6.661 |
6.661 |
6.563 |
6.582 |
-0.142 |
1,328 |
11,647 |
+399 |
| Feb11 |
091110 |
6.593 |
6.595 |
6.570 |
6.577 |
-0.142 |
22 |
5,905 |
+6 |
| Mar11 |
091110 |
6.400 |
6.433 |
6.400 |
6.412 |
-0.142 |
1,069 |
15,903 |
-303 |
| Total Volume and Open Interest |
203,940 |
708,816 |
+11,656 |
| Brent Crude Oil(ICE) |
| Dec09 |
091110 |
77.50 |
78.92 |
76.36 |
77.50 |
-0.27 |
168,069 |
141,251 |
-13,900 |
| Jan10 |
091110 |
78.35 |
79.71 |
77.15 |
78.28 |
-0.29 |
96,320 |
161,205 |
+3,529 |
| Feb10 |
091110 |
79.05 |
80.47 |
77.92 |
79.04 |
-0.30 |
41,534 |
79,753 |
+5,114 |
| Mar10 |
091110 |
79.78 |
81.09 |
78.73 |
79.76 |
-0.30 |
13,010 |
35,403 |
+567 |
| Apr10 |
091110 |
80.42 |
81.74 |
79.46 |
80.43 |
-0.29 |
5,784 |
16,698 |
-1,542 |
| May10 |
091110 |
81.05 |
82.35 |
80.09 |
81.06 |
-0.29 |
3,212 |
14,091 |
+794 |
| Jun10 |
091110 |
81.69 |
82.95 |
80.70 |
81.66 |
-0.30 |
6,784 |
51,393 |
+1,150 |
| Jul10 |
091110 |
81.85 |
83.19 |
81.25 |
82.21 |
-0.30 |
1,432 |
13,567 |
+223 |
| Aug10 |
091110 |
82.45 |
83.58 |
82.45 |
82.73 |
-0.32 |
920 |
8,877 |
+109 |
| Sep10 |
091110 |
83.26 |
83.26 |
83.24 |
83.24 |
-0.32 |
1,261 |
5,610 |
+28 |
| Oct10 |
091110 |
83.53 |
83.69 |
83.53 |
83.69 |
-0.33 |
1,542 |
11,270 |
+95 |
| Nov10 |
091110 |
84.05 |
84.05 |
84.05 |
84.05 |
-0.33 |
1,610 |
7,236 |
+111 |
| Dec10 |
091110 |
84.30 |
85.69 |
83.35 |
84.40 |
-0.32 |
8,659 |
69,548 |
-894 |
| Jan11 |
091110 |
84.76 |
84.76 |
84.76 |
84.76 |
-0.32 |
740 |
6,993 |
-490 |
| Total Volume and Open Interest |
353,083 |
712,058 |
-4,363 |
| Gas Oil(ICE) |
| Nov09 |
091110 |
625.50 |
637.00 |
619.00 |
628.50 |
-0.50 |
48,074 |
42,498 |
-10,839 |
| Dec09 |
091110 |
635.00 |
646.00 |
627.50 |
637.50 |
-1.25 |
114,153 |
122,475 |
+2,781 |
| Jan10 |
091110 |
644.25 |
655.25 |
637.50 |
647.25 |
-1.75 |
56,715 |
103,706 |
+4,288 |
| Feb10 |
091110 |
648.25 |
662.75 |
645.00 |
654.50 |
-2.25 |
18,492 |
39,389 |
+3,119 |
| Mar10 |
091110 |
656.00 |
668.75 |
651.75 |
660.75 |
-2.75 |
9,261 |
32,912 |
+1,107 |
| Apr10 |
091110 |
664.25 |
675.25 |
659.25 |
667.00 |
-2.75 |
3,871 |
19,662 |
-151 |
| May10 |
091110 |
668.25 |
679.75 |
664.25 |
673.00 |
-2.75 |
3,624 |
17,908 |
+269 |
| Jun10 |
091110 |
676.25 |
687.00 |
669.75 |
678.75 |
-2.75 |
10,022 |
41,310 |
-1,054 |
| Jul10 |
091110 |
688.25 |
694.00 |
678.00 |
686.00 |
-2.50 |
1,472 |
14,656 |
+161 |
| Aug10 |
091110 |
692.00 |
701.25 |
692.00 |
693.00 |
-2.50 |
1,161 |
14,041 |
+821 |
| Total Volume and Open Interest |
272,585 |
576,684 |
+552 |
| Ethanol(CBOT) |
| Nov09 |
091104 |
1.970 |
2.000 |
1.970 |
1.970 |
+0.020 |
5 |
151 |
-1 |
| Dec09 |
091110 |
1.924 |
1.945 |
1.914 |
1.944 |
+0.029 |
49 |
661 |
-12 |
| Jan10 |
091110 |
1.845 |
1.880 |
1.845 |
1.877 |
+0.021 |
32 |
995 |
+5 |
| Feb10 |
091110 |
1.845 |
1.865 |
1.845 |
1.863 |
+0.008 |
23 |
450 |
+3 |
| Mar10 |
091110 |
1.845 |
1.860 |
1.845 |
1.852 |
+0.017 |
9 |
621 |
+9 |
| Apr10 |
091110 |
1.849 |
1.849 |
1.849 |
1.849 |
+0.019 |
16 |
384 |
-1 |
| May10 |
091110 |
1.815 |
1.835 |
1.815 |
1.835 |
+0.013 |
9 |
221 |
-6 |
| Jun10 |
091110 |
1.835 |
1.835 |
1.832 |
1.833 |
+0.013 |
9 |
261 |
-3 |
| Total Volume and Open Interest |
187 |
5,634 |
+24 |
| US Dollar Index(ICE) |
| Dec09 |
091110 |
75.160 |
75.375 |
75.035 |
75.110 |
-0.025 |
19,608 |
33,418 |
-761 |
| Mar10 |
091110 |
75.465 |
75.635 |
75.330 |
75.430 |
-0.030 |
297 |
2,430 |
-34 |
| Jun10 |
091110 |
75.815 |
75.815 |
75.815 |
75.815 |
-0.030 |
0 |
6 |
+0 |
| Total Volume and Open Interest |
19,905 |
35,854 |
-795 |
| Australian Dollar(CME) |
| Dec09 |
091110 |
92.76 |
92.93 |
92.26 |
92.75 |
+0.04 |
108,632 |
111,689 |
+1,031 |
| Mar10 |
091110 |
91.81 |
91.97 |
91.38 |
91.85 |
+0.04 |
102 |
1,343 |
-18 |
| Jun10 |
091110 |
90.83 |
90.83 |
90.80 |
90.83 |
+0.03 |
0 |
8 |
+0 |
| Total Volume and Open Interest |
108,734 |
113,057 |
+1,013 |
| British Pound(CME) |
| Dec09 |
091110 |
167.58 |
167.84 |
165.97 |
167.34 |
-0.15 |
106,676 |
100,623 |
-2,096 |
| Mar10 |
091110 |
167.50 |
167.72 |
165.93 |
167.25 |
-0.15 |
63 |
520 |
+22 |
| Jun10 |
091110 |
167.15 |
167.46 |
165.88 |
167.15 |
-0.16 |
0 |
120 |
+0 |
| Total Volume and Open Interest |
106,739 |
101,283 |
-2,074 |
| Canadian Dollar(CME) |
| Dec09 |
091110 |
94.71 |
95.39 |
94.26 |
95.31 |
+0.46 |
89,249 |
80,859 |
+240 |
| Mar10 |
091110 |
94.59 |
95.37 |
94.30 |
95.31 |
+0.46 |
220 |
2,911 |
+62 |
| Jun10 |
091110 |
94.75 |
95.28 |
94.40 |
95.28 |
+0.45 |
24 |
401 |
+14 |
| Sep10 |
091110 |
95.24 |
95.25 |
94.35 |
95.24 |
+0.46 |
0 |
421 |
+0 |
| Total Volume and Open Interest |
89,494 |
84,816 |
+316 |
| Japanese Yen(CME) |
| Dec09 |
091110 |
111.19 |
111.58 |
110.88 |
111.43 |
+0.29 |
127,960 |
116,859 |
+6,624 |
| Mar10 |
091110 |
111.21 |
111.62 |
110.98 |
111.50 |
+0.29 |
61 |
607 |
+13 |
| Jun10 |
091110 |
111.45 |
111.60 |
111.28 |
111.60 |
+0.29 |
0 |
15 |
+0 |
| Total Volume and Open Interest |
128,021 |
117,502 |
+6,637 |
| Swiss Franc(CME) |
| Dec09 |
091110 |
99.25 |
99.41 |
98.93 |
99.23 |
+0.02 |
50,544 |
49,945 |
-145 |
| Mar10 |
091110 |
99.27 |
99.45 |
99.02 |
99.29 |
+0.02 |
0 |
256 |
+0 |
| Jun10 |
091110 |
99.37 |
99.37 |
99.32 |
99.37 |
+0.02 |
0 |
5 |
+0 |
| Total Volume and Open Interest |
50,544 |
50,207 |
-145 |
| EuroFX(CME) |
| Dec09 |
091110 |
149.96 |
150.19 |
149.36 |
149.79 |
-0.17 |
260,485 |
160,356 |
-6,007 |
| Mar10 |
091110 |
150.00 |
150.12 |
149.32 |
149.73 |
-0.17 |
719 |
2,472 |
+169 |
| Jun10 |
091110 |
149.64 |
149.83 |
149.42 |
149.64 |
-0.19 |
7 |
169 |
-2 |
| Total Volume and Open Interest |
261,211 |
163,006 |
-5,840 |
| Mexican Peso(CME) |
| Nov09 |
091110 |
756.8 |
756.8 |
755.0 |
756.8 |
+1.8 |
0 |
6 |
+5 |
| Dec09 |
091110 |
751.0 |
755.8 |
746.0 |
752.8 |
+1.8 |
22,316 |
73,325 |
-2,829 |
| Total Volume and Open Interest |
22,326 |
75,484 |
-2,820 |
| 30-Year T-Bonds(CBOT) |
| Dec09 |
091110 |
118~150 |
119~110 |
118~040 |
118~130 |
-0~050 |
|
|
|
| Mar10 |
091110 |
117~170 |
118~160 |
117~120 |
117~180 |
-0~040 |
1,826 |
12,843 |
+631 |
| Jun10 |
091110 |
116~010 |
116~060 |
116~010 |
116~010 |
-0~050 |
1 |
37 |
+1 |
| Total Volume and Open Interest |
371,827 |
746,548 |
+18,693 |
| 10-Year T-Notes(CBOT) |
| Dec09 |
091110 |
118~165 |
118~290 |
118~130 |
118~185 |
+0~015 |
1,204,699 |
1,276,384 |
+30,083 |
| Mar10 |
091110 |
117~030 |
117~145 |
117~010 |
117~060 |
+0~025 |
1,605 |
25,285 |
+248 |
| Jun10 |
091110 |
115~255 |
115~255 |
115~220 |
115~255 |
+0~035 |
|
|
|
| Total Volume and Open Interest |
1,206,304 |
1,301,669 |
+30,331 |
| 5-Year T-Notes(CBOT) |
| Dec09 |
091110 |
116~106 |
116~106 |
116~093 |
116~094 |
+0~003 |
|
|
|
| Mar10 |
091110 |
115~063 |
115~063 |
115~049 |
115~052 |
+0~003 |
713 |
3,961 |
+322 |
| Jun10 |
091110 |
114~010 |
114~010 |
114~007 |
114~010 |
+0~003 |
|
|
|
| Total Volume and Open Interest |
613,452 |
831,508 |
+5,766 |
| 2 Year T-Notes(CBOT) |
| Dec09 |
091110 |
108~123 |
108~123 |
108~122 |
108~122 |
+0~005 |
|
|
|
| Mar10 |
091110 |
108~048 |
108~048 |
108~042 |
108~046 |
+0~004 |
1,892 |
19,882 |
+1,502 |
| Jun10 |
091110 |
107~094 |
107~094 |
107~091 |
107~094 |
+0~003 |
0 |
6,830 |
+0 |
| Total Volume and Open Interest |
342,890 |
1,059,486 |
+63,337 |
| Eurodollars(CME) |
| Dec09 |
091110 |
99.710 |
99.715 |
99.705 |
99.705 |
unch |
102,854 |
1,028,330 |
-2,579 |
| Mar10 |
091110 |
99.575 |
99.600 |
99.570 |
99.595 |
+0.020 |
308,906 |
1,032,247 |
-33,825 |
| Jun10 |
091110 |
99.335 |
99.370 |
99.330 |
99.365 |
+0.030 |
367,947 |
937,566 |
-2,094 |
| Sep10 |
091110 |
98.990 |
99.020 |
98.975 |
99.015 |
+0.025 |
286,779 |
709,914 |
+2,809 |
| Dec10 |
091110 |
98.585 |
98.620 |
98.575 |
98.610 |
+0.020 |
360,764 |
858,120 |
+11,428 |
| Mar11 |
091110 |
98.195 |
98.235 |
98.185 |
98.225 |
+0.025 |
249,682 |
571,520 |
-8,628 |
| Jun11 |
091110 |
97.830 |
97.870 |
97.815 |
97.860 |
+0.030 |
200,261 |
526,619 |
+7,473 |
| Sep11 |
091110 |
97.505 |
97.555 |
97.495 |
97.535 |
+0.030 |
166,992 |
433,124 |
-7,760 |
| Dec11 |
091110 |
97.200 |
97.255 |
97.190 |
97.230 |
+0.030 |
89,479 |
255,048 |
+5,129 |
| Mar12 |
091110 |
96.950 |
97.005 |
96.940 |
96.980 |
+0.030 |
67,943 |
189,801 |
+4,066 |
| Jun12 |
091110 |
96.705 |
96.770 |
96.700 |
96.735 |
+0.025 |
42,734 |
161,544 |
+1,324 |
| Sep12 |
091110 |
96.495 |
96.565 |
96.490 |
96.525 |
+0.020 |
32,715 |
99,425 |
+1,510 |
| Dec12 |
091110 |
96.290 |
96.365 |
96.285 |
96.320 |
+0.015 |
17,701 |
58,799 |
+590 |
| Mar13 |
091110 |
96.165 |
96.220 |
96.140 |
96.175 |
+0.015 |
8,420 |
56,169 |
+385 |
| Jun13 |
091110 |
96.045 |
96.075 |
95.995 |
96.025 |
+0.010 |
6,631 |
47,739 |
+560 |
| Sep13 |
091110 |
95.885 |
95.930 |
95.855 |
95.885 |
+0.005 |
6,450 |
51,657 |
-835 |
| Dec13 |
091110 |
95.725 |
95.780 |
95.705 |
95.735 |
+0.005 |
7,318 |
29,223 |
-1,328 |
| Mar14 |
091110 |
95.660 |
95.675 |
95.595 |
95.625 |
+0.005 |
5,482 |
27,312 |
-470 |
| Total Volume and Open Interest |
2,341,823 |
7,269,237 |
-21,005 |
| 30 Day Federal Funds(CBOT) |
| Nov09 |
091110 |
99.870 |
99.870 |
99.868 |
99.868 |
unch |
2,242 |
74,096 |
+8 |
| Dec09 |
091110 |
99.865 |
99.870 |
99.860 |
99.865 |
+0.005 |
3,958 |
62,433 |
-434 |
| Jan10 |
091110 |
99.850 |
99.855 |
99.845 |
99.850 |
unch |
9,645 |
64,204 |
+1,002 |
| Feb10 |
091110 |
99.825 |
99.830 |
99.820 |
99.825 |
unch |
16,846 |
72,484 |
+425 |
| Mar10 |
091110 |
99.795 |
99.805 |
99.795 |
99.800 |
unch |
8,184 |
48,000 |
+326 |
| Apr10 |
091110 |
99.770 |
99.780 |
99.765 |
99.775 |
+0.010 |
13,380 |
52,658 |
+2,817 |
| Total Volume and Open Interest |
81,621 |
515,731 |
+6,084 |
| 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 |
091110 |
99.50 |
99.50 |
99.50 |
99.50 |
unch |
|
|
|
| Mar10 |
091110 |
99.54 |
99.54 |
99.54 |
99.54 |
+0.03 |
|
|
|
| Jun10 |
091110 |
99.54 |
99.54 |
99.54 |
99.54 |
+0.01 |
|
|
|
| Sep10 |
091110 |
99.51 |
99.51 |
99.51 |
99.51 |
unch |
|
|
|
| Dec10 |
091110 |
99.50 |
99.50 |
99.50 |
99.50 |
+0.05 |
|
|
|
| Mar11 |
091110 |
99.45 |
99.45 |
99.45 |
99.45 |
+0.09 |
|
|
|
| Jun11 |
091110 |
99.31 |
99.31 |
99.31 |
99.31 |
unch |
|
|
|
| Sep11 |
091110 |
99.31 |
99.31 |
99.31 |
99.31 |
unch |
|
|
|
| Dec11 |
091110 |
99.11 |
99.11 |
99.11 |
99.11 |
unch |
|
|
|
| Mar12 |
091110 |
99.08 |
99.08 |
99.08 |
99.08 |
+0.01 |
|
|
|
| Total Volume and Open Interest |
|
|
|
| 3-Mth Euro-Yen(SGX) |
| Dec09 |
091110 |
99.50 |
99.50 |
99.50 |
99.50 |
unch |
620 |
3,992 |
-561 |
| Mar10 |
091110 |
99.53 |
99.54 |
99.53 |
99.54 |
+0.01 |
100 |
3,429 |
-200 |
| Jun10 |
091110 |
99.53 |
99.54 |
99.53 |
99.54 |
+0.01 |
1 |
1,786 |
+0 |
| Sep10 |
091110 |
99.51 |
99.51 |
99.51 |
99.51 |
+0.00 |
0 |
1,658 |
+0 |
| Dec10 |
091110 |
99.46 |
99.46 |
99.46 |
99.46 |
+0.01 |
0 |
842 |
+0 |
| Mar11 |
091110 |
99.37 |
99.37 |
99.37 |
99.37 |
+0.01 |
0 |
562 |
+0 |
| Jun11 |
091110 |
99.31 |
99.31 |
99.31 |
99.31 |
+0.00 |
0 |
52 |
+0 |
| Sep11 |
091110 |
99.31 |
99.31 |
99.31 |
99.31 |
+0.00 |
0 |
51 |
+0 |
| Total Volume and Open Interest |
721 |
13,844 |
-761 |
| Japanese Gov't Bonds(SGX) |
| Dec09 |
091109 |
137.43 |
137.64 |
137.30 |
137.38 |
-0.92 |
4,871 |
16,174 |
+0 |
| Mar10 |
091110 |
136.78 |
137.35 |
136.78 |
137.35 |
+0.20 |
0 |
1 |
+1 |
| Jun10 |
091110 |
137.35 |
137.35 |
137.35 |
137.35 |
+0.20 |
|
|
|
| Total Volume and Open Interest |
1,692 |
15,845 |
-71 |
| Euro-Bund(EUREX) |
| Dec09 |
091110 |
121.29 |
121.81 |
121.18 |
121.72 |
+0.39 |
844,860 |
925,366 |
-8,348 |
| Mar10 |
091110 |
121.09 |
121.40 |
121.09 |
121.38 |
+0.45 |
2,101 |
17,149 |
+153 |
| Jun10 |
091110 |
120.57 |
120.57 |
120.57 |
120.57 |
+0.39 |
0 |
3 |
+0 |
| Total Volume and Open Interest |
846,961 |
942,518 |
-8,195 |
| Euro-Bobl(EUREX) |
| Dec09 |
091110 |
115.64 |
115.86 |
115.57 |
115.81 |
+0.15 |
439,680 |
651,551 |
-2,889 |
| Mar10 |
091110 |
115.40 |
115.52 |
115.40 |
115.52 |
+0.14 |
141 |
10,876 |
+127 |
| Jun10 |
091110 |
115.11 |
115.11 |
115.11 |
115.11 |
+0.15 |
|
|
|
| Total Volume and Open Interest |
439,821 |
662,427 |
-2,762 |
| 3-Mth Euribor(EUREX) |
| Dec09 |
091110 |
99.270 |
99.275 |
99.265 |
99.265 |
-0.005 |
164 |
8,140 |
+106 |
| Mar10 |
091110 |
99.155 |
99.170 |
99.155 |
99.160 |
unch |
36 |
5,199 |
+7 |
| Jun10 |
091110 |
98.820 |
98.830 |
98.820 |
98.830 |
+0.015 |
12 |
4,860 |
+12 |
| Total Volume and Open Interest |
250 |
21,970 |
+150 |
| Long Gilt(LIFFE) |
| Dec09 |
091030 |
118~04 |
118~24 |
118~03 |
118~17 |
+0~12 |
71,599 |
233,584 |
+2,104 |
| Mar10 |
091110 |
115~14 |
115~20 |
115~14 |
115~20 |
+0~15 |
0 |
20 |
+0 |
| Total Volume and Open Interest |
78,586 |
237,461 |
-2,457 |
| 3-Mth Short Sterling(LIFFE) |
| Dec09 |
091110 |
99.36 |
99.38 |
99.35 |
99.37 |
+0.01 |
42,778 |
339,869 |
-6,755 |
| Mar10 |
091110 |
99.21 |
99.23 |
99.20 |
99.22 |
+0.01 |
77,035 |
374,777 |
+4,840 |
| Jun10 |
091110 |
98.81 |
98.85 |
98.79 |
98.84 |
+0.02 |
93,082 |
357,265 |
-6,062 |
| Sep10 |
091110 |
98.30 |
98.34 |
98.27 |
98.33 |
+0.02 |
107,903 |
270,813 |
+4,156 |
| Dec10 |
091110 |
97.77 |
97.80 |
97.72 |
97.79 |
+0.02 |
123,545 |
299,778 |
-149 |
| Mar11 |
091110 |
97.27 |
97.31 |
97.24 |
97.30 |
+0.01 |
80,355 |
205,543 |
-1,547 |
| Total Volume and Open Interest |
741,354 |
2,382,354 |
+40,506 |
| 3-Mth Euribor(LIFFE) |
| Dec09 |
091110 |
99.270 |
99.275 |
99.265 |
99.265 |
-0.005 |
120,203 |
596,768 |
+7,408 |
| Mar10 |
091110 |
99.165 |
99.170 |
99.150 |
99.160 |
unch |
221,148 |
656,326 |
+3,855 |
| Jun10 |
091110 |
98.815 |
98.840 |
98.810 |
98.830 |
+0.015 |
201,338 |
578,295 |
+5,137 |
| Total Volume and Open Interest |
1,041,766 |
3,313,769 |
+14,844 |
| 3-Mth Aus T-Bills(SFE) |
| Dec09 |
091110 |
95.84 |
95.86 |
95.81 |
95.86 |
+0.01 |
10,634 |
318,286 |
-155 |
| Mar10 |
091110 |
95.30 |
95.31 |
95.24 |
95.28 |
-0.03 |
13,546 |
208,713 |
+130 |
| Jun10 |
091110 |
94.91 |
94.92 |
94.84 |
94.89 |
-0.02 |
7,719 |
133,651 |
+2,577 |
| Sep10 |
091110 |
94.59 |
94.60 |
94.52 |
94.57 |
-0.02 |
2,783 |
85,604 |
+10 |
| Dec10 |
091110 |
94.32 |
94.32 |
94.25 |
94.30 |
-0.01 |
822 |
53,042 |
-204 |
| Mar11 |
091110 |
94.11 |
94.11 |
94.04 |
94.07 |
-0.02 |
172 |
25,948 |
-47 |
| Jun11 |
091110 |
93.95 |
93.95 |
93.87 |
93.90 |
-0.02 |
88 |
19,092 |
-246 |
| Sep11 |
091110 |
93.73 |
93.77 |
93.73 |
93.77 |
-0.01 |
253 |
11,653 |
-41 |
| Dec11 |
091110 |
93.66 |
93.66 |
93.66 |
93.66 |
-0.02 |
11 |
4,778 |
+0 |
| Mar12 |
091110 |
93.60 |
93.60 |
93.60 |
93.60 |
-0.02 |
0 |
2,156 |
+0 |
| Total Volume and Open Interest |
36,028 |
863,864 |
+2,024 |
| 10-Year Aus T-Bonds(SFE) |
| Dec09 |
091110 |
94.32 |
94.34 |
94.29 |
94.34 |
+0.02 |
20,130 |
366,487 |
+4,408 |
| Mar10 |
091110 |
94.34 |
94.34 |
94.34 |
94.34 |
+0.02 |
|
|
|
| Total Volume and Open Interest |
20,130 |
366,487 |
+4,408 |
| 3-Year Aus T-Bonds(SFE) |
| Dec09 |
091110 |
94.83 |
94.86 |
94.78 |
94.85 |
+0.02 |
55,747 |
658,394 |
-43,364 |
| Mar10 |
091110 |
94.85 |
94.85 |
94.85 |
94.85 |
+0.02 |
|
|
|
| Total Volume and Open Interest |
55,747 |
658,394 |
-43,364 |
| Gold(CMX) |
| Dec09 |
091110 |
1103.7 |
1109.7 |
1097.2 |
1102.5 |
+1.1 |
1,048 |
320,497 |
-5,511 |
| Feb10 |
091110 |
1105.8 |
1110.9 |
1098.6 |
1103.9 |
+1.1 |
21,913 |
80,515 |
+14,219 |
| Apr10 |
091110 |
1106.9 |
1111.8 |
1099.9 |
1105.0 |
+1.1 |
1,565 |
33,757 |
+441 |
| Jun10 |
091110 |
1107.3 |
1113.0 |
1101.8 |
1106.2 |
+1.1 |
910 |
15,659 |
+413 |
| Aug10 |
091110 |
1104.2 |
1108.9 |
1104.1 |
1107.6 |
+1.1 |
10 |
7,273 |
+10 |
| Oct10 |
091110 |
1105.3 |
1109.3 |
1105.3 |
1109.3 |
+1.1 |
7 |
4,430 |
-1 |
| Dec10 |
091110 |
1112.8 |
1116.1 |
1107.8 |
1111.3 |
+1.0 |
939 |
20,519 |
+654 |
| Feb11 |
091110 |
1114.6 |
1116.2 |
1112.9 |
1113.8 |
+0.9 |
2 |
2,475 |
+0 |
| Apr11 |
091110 |
1116.7 |
1116.7 |
1115.8 |
1116.7 |
+0.9 |
0 |
1,617 |
+0 |
| Jun11 |
091110 |
457.7 |
464.5 |
457.7 |
464.5 |
+1.0 |
6 |
9,452 |
-11 |
| Aug11 |
091110 |
1123.7 |
1123.7 |
1122.6 |
1123.7 |
+1.1 |
0 |
300 |
+50 |
| Total Volume and Open Interest |
200,380 |
521,455 |
+10,711 |
| Silver(CMX) |
| Dec09 |
091110 |
1758.5 |
1765.0 |
1716.0 |
1722.2 |
-25.8 |
1,048 |
76,248 |
-1,463 |
| Mar10 |
091110 |
1760.5 |
1766.5 |
1720.0 |
1725.7 |
-25.9 |
5,939 |
28,068 |
+900 |
| May10 |
091110 |
1768.5 |
1768.5 |
1722.0 |
1727.5 |
-25.9 |
208 |
9,594 |
+155 |
| Jul10 |
091110 |
1767.0 |
1767.0 |
1729.1 |
1729.1 |
-25.9 |
5 |
4,017 |
+162 |
| Sep10 |
091110 |
1741.5 |
1756.8 |
1730.8 |
1730.8 |
-26.0 |
25 |
2,558 |
+35 |
| Dec10 |
091110 |
1770.0 |
1773.5 |
1730.0 |
1733.9 |
-26.1 |
814 |
9,245 |
+871 |
| Mar11 |
091110 |
1737.3 |
1763.5 |
1737.3 |
1737.3 |
-26.2 |
0 |
37 |
+0 |
| Total Volume and Open Interest |
45,591 |
140,144 |
+714 |
| Platinum(NYMEX) |
| Jan10 |
091110 |
1365.0 |
1368.0 |
1346.1 |
1351.2 |
-16.0 |
1,359 |
31,191 |
+100 |
| Apr10 |
091110 |
1367.4 |
1367.4 |
1353.5 |
1355.2 |
-13.5 |
27 |
1,259 |
+21 |
| Jul10 |
091110 |
1360.2 |
1360.2 |
1360.2 |
1360.2 |
|
|
|
|
| Palladium(NYMEX) |
| Dec09 |
091110 |
335.50 |
335.60 |
331.00 |
335.20 |
-0.75 |
864 |
17,159 |
-273 |
| Mar10 |
091110 |
336.85 |
336.85 |
333.35 |
336.50 |
-0.80 |
333 |
5,128 |
+261 |
| Jun10 |
091110 |
337.35 |
337.35 |
337.35 |
337.35 |
-0.80 |
7 |
51 |
+5 |
| Total Volume and Open Interest |
1,364 |
22,339 |
-7 |
| Copper(CMX) |
| Dec09 |
091110 |
297.20 |
299.65 |
293.70 |
296.15 |
-0.60 |
180 |
74,357 |
-7,912 |
| Mar10 |
091110 |
302.00 |
302.00 |
296.15 |
298.60 |
-0.60 |
10,348 |
45,718 |
+5,750 |
| May10 |
091110 |
298.75 |
300.60 |
298.50 |
299.50 |
-0.60 |
795 |
6,593 |
+524 |
| Jul10 |
091110 |
299.00 |
301.00 |
298.00 |
300.00 |
-0.65 |
89 |
3,185 |
+65 |
| Sep10 |
091110 |
300.75 |
300.75 |
299.75 |
300.10 |
-0.65 |
7 |
2,079 |
+2 |
| Total Volume and Open Interest |
52,390 |
139,686 |
-1,059 |
| 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 |
091110 |
10185 |
10230 |
10154 |
10217 |
+25 |
825 |
15,233 |
+191 |
| Mar10 |
091110 |
10130 |
10155 |
10102 |
10155 |
+25 |
90 |
914 |
+28 |
| Jun10 |
091110 |
10090 |
10090 |
10072 |
10090 |
+18 |
0 |
1 |
+0 |
| Sep10 |
091110 |
10040 |
10040 |
10022 |
10040 |
+18 |
|
|
|
| Total Volume and Open Interest |
915 |
16,148 |
+219 |
| S & P 500(CME) |
| Dec09 |
091110 |
1091.50 |
1094.50 |
1085.20 |
1091.90 |
+0.20 |
16,990 |
383,256 |
-4,109 |
| Mar10 |
091110 |
1082.70 |
1089.00 |
1079.80 |
1087.00 |
+0.20 |
54 |
6,677 |
+30 |
| Jun10 |
091110 |
1082.70 |
1083.30 |
1075.50 |
1082.70 |
+0.20 |
0 |
305 |
+0 |
| Sep10 |
091110 |
1079.70 |
1080.30 |
1072.50 |
1079.70 |
+0.20 |
|
|
|
| Total Volume and Open Interest |
17,044 |
390,243 |
-4,079 |
| S & P 500 E-Mini(Globex) |
| Dec09 |
091110 |
1091.50 |
1094.50 |
1085.00 |
1092.00 |
+0.25 |
2,082,058 |
2,525,359 |
+13,212 |
| Mar10 |
091110 |
1086.75 |
1089.25 |
1080.25 |
1087.00 |
+0.25 |
2,591 |
50,305 |
+1,278 |
| Total Volume and Open Interest |
2,084,665 |
2,575,701 |
+14,487 |
| NASDAQ 100(CME) |
| Dec09 |
091110 |
1766.00 |
1777.00 |
1759.50 |
1772.50 |
+6.00 |
2,584 |
17,319 |
+10 |
| Mar10 |
091110 |
1772.00 |
1772.00 |
1770.50 |
1770.50 |
+6.00 |
5 |
13 |
+3 |
| Jun10 |
091110 |
1769.50 |
1769.50 |
1769.50 |
1769.50 |
+6.00 |
|
|
|
| Total Volume and Open Interest |
2,589 |
17,332 |
+13 |
| NASDAQ 100 E-Mini(Globex) |
| Dec09 |
091110 |
1766.00 |
1776.50 |
1759.00 |
1772.50 |
+6.00 |
293,095 |
298,522 |
-22,904 |
| Mar10 |
091110 |
1763.80 |
1774.00 |
1757.50 |
1770.50 |
+6.00 |
779 |
3,085 |
+362 |
| Total Volume and Open Interest |
293,875 |
301,610 |
-22,542 |
| S & P Midcap 400(CME) |
| Dec09 |
091110 |
694.50 |
699.00 |
691.50 |
696.50 |
+1.90 |
167 |
2,224 |
-53 |
| Mar10 |
091110 |
694.00 |
694.00 |
693.10 |
694.00 |
+1.90 |
1 |
1 |
+1 |
| Jun10 |
091110 |
692.00 |
692.00 |
691.10 |
692.00 |
+1.90 |
|
|
|
| Total Volume and Open Interest |
168 |
2,225 |
-52 |
| 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 |
091110 |
9810 |
9985 |
9810 |
9880 |
+95 |
99,445 |
168,374 |
+3,874 |
| Mar10 |
091110 |
9880 |
9880 |
9880 |
9880 |
+75 |
2 |
1,346 |
+125 |
| Total Volume and Open Interest |
99,747 |
173,147 |
+4,672 |
| Nikkei 225(SGX) |
| Dec09 |
091110 |
9810 |
9985 |
9810 |
9880 |
+95 |
99,445 |
168,374 |
+3,874 |
| Mar10 |
091110 |
9880 |
9880 |
9880 |
9880 |
+75 |
2 |
1,346 |
+125 |
| Jun10 |
091110 |
9915 |
9915 |
9915 |
9915 |
+95 |
0 |
321 |
+0 |
| Total Volume and Open Interest |
99,747 |
173,147 |
+4,672 |
| CAC 40(EURONEXT) |
| Nov09 |
091110 |
3776.0 |
3789.0 |
3759.5 |
3770.5 |
+1.5 |
139,290 |
515,982 |
+9,287 |
| Dec09 |
091110 |
3768.5 |
3782.0 |
3753.5 |
3764.0 |
+2.0 |
928 |
79,737 |
-2,531 |
| Jan10 |
091110 |
3770.5 |
3770.5 |
3770.5 |
3770.5 |
+3.0 |
|
|
|
| Total Volume and Open Interest |
140,272 |
597,439 |
+6,754 |
| Hang Seng Index(HKFE) |
| Nov09 |
091110 |
22510 |
22528 |
22167 |
22255 |
+121 |
54,324 |
79,951 |
+1,081 |
| Dec09 |
091110 |
22519 |
22519 |
22160 |
22240 |
+121 |
1,104 |
8,424 |
-96 |
| Total Volume and Open Interest |
55,489 |
88,785 |
+969 |
| DAX(EUREX) |
| Dec09 |
091110 |
5635.0 |
5654.0 |
5597.0 |
5619.0 |
-1.0 |
177,124 |
187,706 |
-2,479 |
| Mar10 |
091110 |
5654.5 |
5654.5 |
5604.0 |
5623.0 |
-1.5 |
554 |
11,638 |
+63 |
| Jun10 |
091110 |
5628.5 |
5629.5 |
5615.5 |
5629.5 |
-1.0 |
171 |
1,752 |
-21 |
| Total Volume and Open Interest |
177,849 |
201,096 |
-2,437 |
| FT-SE 100(EURONEXT) |
| Dec09 |
091110 |
5224.50 |
5246.50 |
5201.00 |
5220.50 |
+6.00 |
100,793 |
607,003 |
-4,830 |
| Mar10 |
091110 |
5193.00 |
5194.00 |
5162.00 |
5173.50 |
+6.00 |
690 |
18,836 |
+307 |
| Jun10 |
091110 |
5122.50 |
5129.00 |
5122.50 |
5129.00 |
+4.00 |
0 |
663 |
+0 |
| Total Volume and Open Interest |
101,483 |
626,507 |
-4,523 |
| 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 |
091110 |
506.70 |
510.00 |
500.00 |
503.50 |
-3.50 |
3,240 |
16,819 |
-2,850 |
| Dec09 |
091110 |
515.00 |
517.00 |
508.00 |
511.75 |
-3.50 |
3,042 |
3,141 |
+2,887 |
| Jan10 |
091110 |
519.50 |
520.50 |
511.00 |
516.00 |
-2.50 |
2 |
1 |
+0 |
| Total Volume and Open Interest |
6,284 |
19,961 |
+37 |
| 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. |
|
|