|
MRCI's End of Day Prices |
Daily Futures Price Listing Wed November 11, 2009 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Nov09 |
091111 |
958.75 |
978.75 |
957.00 |
963.75 |
+2.25 |
9,342 |
5,312 |
-2,158 |
Jan10 |
091111 |
965.25 |
986.50 |
964.00 |
972.00 |
+4.00 |
84,025 |
227,599 |
+4,636 |
Mar10 |
091111 |
971.00 |
991.75 |
970.00 |
979.00 |
+5.00 |
20,332 |
66,889 |
+5,012 |
May10 |
091111 |
975.00 |
995.25 |
975.00 |
983.75 |
+6.25 |
7,734 |
32,853 |
-7 |
Jul10 |
091111 |
980.75 |
1000.50 |
980.00 |
989.50 |
+6.50 |
8,750 |
38,153 |
-613 |
Aug10 |
091111 |
991.25 |
991.25 |
983.00 |
990.00 |
+7.00 |
281 |
1,352 |
+21 |
Sep10 |
091111 |
985.50 |
985.50 |
979.00 |
985.50 |
+6.50 |
129 |
230 |
+8 |
Total Volume and Open Interest |
135,850 |
422,309 |
+7,925 |
Soybean Meal(CBOT) |
Dec09 |
091111 |
288.70 |
295.00 |
286.50 |
289.10 |
+0.90 |
32,487 |
55,077 |
+1,526 |
Jan10 |
091111 |
281.00 |
287.90 |
278.70 |
281.50 |
+0.50 |
13,524 |
26,167 |
+1,977 |
Mar10 |
091111 |
279.20 |
285.70 |
277.40 |
280.10 |
+0.90 |
5,261 |
22,717 |
+997 |
May10 |
091111 |
280.70 |
285.70 |
277.70 |
280.50 |
+1.50 |
2,258 |
15,863 |
+302 |
Jul10 |
091111 |
280.50 |
287.10 |
279.10 |
282.00 |
+1.70 |
1,605 |
13,998 |
-9 |
Aug10 |
091111 |
286.80 |
286.80 |
280.00 |
282.20 |
+1.70 |
270 |
3,833 |
+33 |
Sep10 |
091111 |
287.90 |
287.90 |
282.00 |
282.00 |
+2.30 |
209 |
3,201 |
+18 |
Oct10 |
091111 |
283.50 |
283.50 |
278.20 |
280.00 |
+1.80 |
198 |
2,394 |
+7 |
Total Volume and Open Interest |
59,407 |
152,816 |
+6,479 |
Soybean Oil(CBOT) |
Dec09 |
091111 |
37.56 |
38.40 |
37.46 |
38.37 |
+0.81 |
34,672 |
73,234 |
+89 |
Jan10 |
091111 |
37.94 |
38.83 |
37.94 |
38.79 |
+0.81 |
15,580 |
85,853 |
+345 |
Mar10 |
091111 |
38.67 |
39.20 |
38.63 |
39.18 |
+0.81 |
8,204 |
41,328 |
+3,012 |
May10 |
091111 |
39.07 |
39.52 |
38.98 |
39.49 |
+0.81 |
1,785 |
12,465 |
-182 |
Jul10 |
091111 |
39.35 |
39.79 |
39.30 |
39.77 |
+0.81 |
1,827 |
12,111 |
+384 |
Aug10 |
091111 |
39.48 |
39.87 |
39.06 |
39.87 |
+0.81 |
45 |
1,758 |
+35 |
Sep10 |
091111 |
39.76 |
39.97 |
39.16 |
39.97 |
+0.81 |
98 |
1,165 |
+0 |
Oct10 |
091111 |
39.78 |
40.03 |
39.78 |
40.03 |
+0.83 |
90 |
814 |
+24 |
Total Volume and Open Interest |
64,473 |
240,648 |
+4,910 |
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 |
091111 |
393.25 |
403.00 |
391.50 |
394.00 |
-0.50 |
174,312 |
406,598 |
-10,168 |
Mar10 |
091111 |
407.00 |
418.00 |
406.50 |
409.25 |
+0.25 |
77,969 |
282,150 |
+9,243 |
May10 |
091111 |
417.75 |
427.75 |
417.00 |
419.25 |
+0.25 |
14,428 |
60,035 |
+2,771 |
Jul10 |
091111 |
426.00 |
436.00 |
425.00 |
427.75 |
+0.25 |
16,331 |
75,852 |
+2,333 |
Sep10 |
091111 |
433.50 |
441.50 |
432.25 |
434.75 |
-0.25 |
2,446 |
18,802 |
+707 |
Dec10 |
091111 |
440.00 |
448.00 |
439.50 |
442.75 |
-0.25 |
25,008 |
140,847 |
+8,387 |
Total Volume and Open Interest |
311,031 |
1,004,686 |
+13,611 |
Wheat(CBOT) |
Dec09 |
091111 |
521.75 |
540.00 |
519.50 |
531.75 |
+8.75 |
55,787 |
125,557 |
-7,585 |
Mar10 |
091111 |
542.50 |
560.00 |
539.25 |
552.00 |
+9.00 |
24,434 |
112,381 |
+5,118 |
May10 |
091111 |
555.00 |
572.75 |
554.25 |
565.00 |
+8.75 |
10,537 |
19,581 |
+1,627 |
Jul10 |
091111 |
567.50 |
584.50 |
565.75 |
576.50 |
+8.25 |
11,059 |
46,044 |
+2,731 |
Sep10 |
091111 |
593.00 |
600.00 |
588.75 |
593.50 |
+8.25 |
2,629 |
10,388 |
+1,418 |
Total Volume and Open Interest |
109,419 |
351,014 |
+6,070 |
Wheat(KCBT) |
Dec09 |
091111 |
523.50 |
544.75 |
522.00 |
535.25 |
+9.75 |
13,365 |
36,806 |
-2,043 |
Mar10 |
091111 |
538.75 |
560.75 |
538.25 |
551.50 |
+10.00 |
5,438 |
39,731 |
+2,722 |
May10 |
091111 |
562.50 |
571.50 |
557.50 |
562.75 |
+9.50 |
450 |
5,856 |
+205 |
Jul10 |
091111 |
562.75 |
584.50 |
562.75 |
574.75 |
+9.50 |
2,714 |
23,546 |
+731 |
Sep10 |
091111 |
585.00 |
596.50 |
582.00 |
586.75 |
+9.50 |
148 |
1,601 |
+11 |
Total Volume and Open Interest |
24,359 |
133,683 |
+3,296 |
Wheat(MGE) |
Dec09 |
091111 |
541.75 |
558.00 |
540.75 |
550.75 |
+6.25 |
8,650 |
15,062 |
+1,288 |
Mar10 |
091111 |
557.00 |
575.00 |
557.00 |
567.00 |
+7.25 |
2,429 |
13,878 |
+948 |
May10 |
091111 |
580.00 |
586.25 |
573.75 |
578.50 |
+6.50 |
1,669 |
4,746 |
+499 |
Jul10 |
091111 |
585.75 |
598.00 |
582.75 |
590.50 |
+5.75 |
3,051 |
8,688 |
+1,713 |
Sep10 |
091111 |
596.50 |
610.00 |
596.50 |
602.50 |
+6.75 |
810 |
2,372 |
+248 |
Total Volume and Open Interest |
18,849 |
50,635 |
+6,325 |
Oats(CBOT) |
Dec09 |
091111 |
263.75 |
273.00 |
262.50 |
266.50 |
+2.75 |
354 |
4,732 |
-39 |
Mar10 |
091111 |
276.25 |
286.50 |
276.00 |
280.00 |
+2.75 |
280 |
8,385 |
-3 |
May10 |
091111 |
290.25 |
290.25 |
285.75 |
288.25 |
+2.50 |
26 |
243 |
+25 |
Jul10 |
091111 |
295.75 |
295.75 |
293.00 |
295.75 |
+2.75 |
0 |
21 |
+0 |
Total Volume and Open Interest |
662 |
13,572 |
-17 |
Rough Rice(CBOT) |
Nov09 |
091111 |
14.90 |
15.17 |
14.90 |
14.90 |
-0.27 |
92 |
610 |
-88 |
Jan10 |
091111 |
15.34 |
15.44 |
15.11 |
15.13 |
-0.22 |
858 |
10,196 |
+97 |
Mar10 |
091111 |
15.56 |
15.68 |
15.38 |
15.38 |
-0.21 |
160 |
2,577 |
+52 |
May10 |
091111 |
15.89 |
15.90 |
15.62 |
15.62 |
-0.19 |
12 |
407 |
-10 |
Total Volume and Open Interest |
1,176 |
14,981 |
+64 |
Live Cattle(CME) |
Dec09 |
091111 |
84.730 |
84.730 |
83.450 |
83.650 |
-0.950 |
28,028 |
91,573 |
-10,116 |
Feb10 |
091111 |
86.080 |
86.300 |
85.680 |
85.930 |
-0.355 |
18,258 |
87,210 |
+4,433 |
Apr10 |
091111 |
89.035 |
89.080 |
88.230 |
88.350 |
-0.800 |
8,577 |
52,690 |
+2,661 |
Jun10 |
091111 |
85.750 |
85.885 |
85.250 |
85.535 |
-0.265 |
2,443 |
22,841 |
+414 |
Aug10 |
091111 |
85.750 |
85.750 |
85.385 |
85.650 |
-0.180 |
273 |
5,601 |
+38 |
Oct10 |
091111 |
88.500 |
88.600 |
88.200 |
88.400 |
-0.250 |
92 |
3,462 |
+73 |
Total Volume and Open Interest |
57,695 |
265,015 |
-2,481 |
Feeder Cattle(CME) |
Nov09 |
091111 |
93.750 |
93.930 |
93.250 |
93.330 |
-0.555 |
883 |
3,358 |
-281 |
Jan10 |
091111 |
94.750 |
94.800 |
93.350 |
93.480 |
-1.250 |
1,865 |
14,412 |
-61 |
Mar10 |
091111 |
95.300 |
95.480 |
93.900 |
93.980 |
-1.720 |
1,112 |
4,880 |
+344 |
Apr10 |
091111 |
96.035 |
96.050 |
94.750 |
94.750 |
-1.450 |
195 |
826 |
+42 |
May10 |
091111 |
97.150 |
97.150 |
96.050 |
96.200 |
-1.300 |
93 |
1,564 |
+27 |
Aug10 |
091111 |
98.400 |
98.400 |
97.600 |
98.050 |
-0.750 |
6 |
394 |
+2 |
Sep10 |
091111 |
98.700 |
98.800 |
98.700 |
98.700 |
-0.435 |
0 |
4 |
+0 |
Total Volume and Open Interest |
4,154 |
25,438 |
+73 |
Lean Hogs(CME) |
Dec09 |
091111 |
55.830 |
56.450 |
55.535 |
55.600 |
-0.030 |
18,698 |
52,570 |
-6,109 |
Feb10 |
091111 |
63.485 |
63.735 |
62.950 |
63.180 |
+0.050 |
11,312 |
49,627 |
+1,540 |
Apr10 |
091111 |
67.900 |
68.285 |
67.680 |
67.900 |
unch |
7,769 |
29,333 |
+2,709 |
May10 |
091111 |
72.385 |
72.400 |
72.035 |
72.250 |
-0.035 |
40 |
1,545 |
+13 |
Jun10 |
091111 |
76.150 |
76.450 |
76.000 |
76.250 |
unch |
1,757 |
16,050 |
+432 |
Jul10 |
091111 |
75.600 |
75.750 |
75.180 |
75.385 |
-0.265 |
409 |
5,647 |
+166 |
Aug10 |
091111 |
74.330 |
74.800 |
74.330 |
74.535 |
-0.100 |
207 |
3,755 |
+121 |
Oct10 |
091111 |
67.800 |
67.800 |
67.150 |
67.300 |
-0.500 |
24 |
2,424 |
+14 |
Total Volume and Open Interest |
40,231 |
162,383 |
-1,100 |
Pork Bellies(CME) |
Feb10 |
091111 |
85.000 |
87.385 |
84.850 |
85.500 |
+1.115 |
33 |
398 |
-14 |
Mar10 |
091111 |
84.500 |
85.250 |
82.400 |
83.550 |
+1.300 |
1 |
88 |
+0 |
May10 |
091111 |
86.000 |
87.100 |
85.750 |
86.000 |
+0.950 |
0 |
79 |
+0 |
Jul10 |
091111 |
86.750 |
86.750 |
86.750 |
86.750 |
unch |
0 |
20 |
+0 |
Aug10 |
091111 |
84.250 |
85.500 |
84.250 |
84.250 |
unch |
0 |
15 |
+0 |
Total Volume and Open Interest |
34 |
600 |
-14 |
Class III Milk(CME) |
Nov09 |
091111 |
14.06 |
14.09 |
14.04 |
14.04 |
-0.04 |
46 |
3,876 |
-22 |
Dec09 |
091111 |
14.82 |
14.84 |
14.47 |
14.61 |
-0.21 |
168 |
5,175 |
+80 |
Jan10 |
091111 |
14.94 |
14.97 |
14.53 |
14.64 |
-0.29 |
176 |
2,849 |
+59 |
Feb10 |
091111 |
15.08 |
15.09 |
14.80 |
14.87 |
-0.20 |
158 |
1,928 |
+34 |
Mar10 |
091111 |
15.13 |
15.20 |
15.02 |
15.04 |
-0.15 |
88 |
1,665 |
+25 |
Total Volume and Open Interest |
803 |
22,770 |
+191 |
Cocoa(ICE) |
Dec09 |
091111 |
3094 |
3158 |
3074 |
3152 |
+63 |
15,544 |
21,956 |
-7,491 |
Mar10 |
091111 |
3144 |
3211 |
3130 |
3205 |
+65 |
9,329 |
63,764 |
+2,068 |
May10 |
091111 |
3149 |
3225 |
3149 |
3225 |
+66 |
1,011 |
16,766 |
+451 |
Jul10 |
091111 |
3142 |
3222 |
3142 |
3222 |
+70 |
358 |
6,277 |
-10 |
Sep10 |
091111 |
3216 |
3216 |
3216 |
3216 |
+72 |
33 |
4,912 |
+6 |
Dec10 |
091111 |
3135 |
3212 |
3135 |
3212 |
+75 |
23 |
3,411 |
+13 |
Mar11 |
091111 |
3129 |
3205 |
3129 |
3205 |
+74 |
31 |
7,138 |
+16 |
Total Volume and Open Interest |
26,329 |
130,680 |
-4,947 |
Coffee "C"(ICE) |
Dec09 |
091111 |
134.55 |
136.00 |
132.00 |
132.70 |
-1.35 |
11,538 |
49,399 |
-2,867 |
Mar10 |
091111 |
137.60 |
139.10 |
135.10 |
135.80 |
-1.35 |
7,869 |
51,653 |
+3,807 |
May10 |
091111 |
139.00 |
140.95 |
136.95 |
137.55 |
-1.45 |
1,284 |
14,842 |
+765 |
Jul10 |
091111 |
140.70 |
141.75 |
138.70 |
139.25 |
-1.45 |
110 |
4,382 |
+150 |
Sep10 |
091111 |
143.35 |
143.35 |
140.40 |
140.95 |
-1.40 |
30 |
4,238 |
+16 |
Dec10 |
091111 |
145.95 |
146.35 |
142.85 |
143.35 |
-1.55 |
31 |
3,854 |
+19 |
Total Volume and Open Interest |
20,867 |
129,949 |
+1,895 |
Orange Juice(ICE) |
Jan10 |
091111 |
115.50 |
116.30 |
114.45 |
116.00 |
+0.80 |
493 |
18,679 |
+16 |
Mar10 |
091111 |
118.75 |
119.75 |
118.75 |
119.50 |
+0.75 |
128 |
6,859 |
+88 |
May10 |
091111 |
122.00 |
122.70 |
121.80 |
122.70 |
+0.65 |
24 |
2,692 |
+21 |
Jul10 |
091111 |
125.00 |
125.60 |
125.00 |
125.60 |
+0.55 |
0 |
671 |
+0 |
Sep10 |
091111 |
128.00 |
128.50 |
128.00 |
128.45 |
+0.45 |
0 |
384 |
+0 |
Nov10 |
091111 |
130.85 |
130.85 |
130.85 |
130.85 |
+0.45 |
0 |
46 |
+0 |
Total Volume and Open Interest |
645 |
29,511 |
+109 |
Sugar #11(ICE) |
Mar10 |
091111 |
22.15 |
22.87 |
22.10 |
22.67 |
+0.76 |
56,581 |
354,169 |
-2,724 |
May10 |
091111 |
21.04 |
21.77 |
21.04 |
21.57 |
+0.70 |
20,576 |
99,240 |
-1,039 |
Jul10 |
091111 |
19.78 |
20.30 |
19.75 |
20.17 |
+0.62 |
23,323 |
116,409 |
-5,436 |
Oct10 |
091111 |
19.22 |
19.61 |
19.15 |
19.51 |
+0.54 |
3,123 |
87,507 |
-137 |
Mar11 |
091111 |
18.90 |
19.19 |
18.75 |
19.11 |
+0.54 |
1,778 |
47,910 |
-186 |
Total Volume and Open Interest |
106,265 |
764,367 |
-9,528 |
London Cocoa(LCE) |
Dec09 |
091030 |
2127 |
2146 |
2122 |
2127 |
-20 |
3,155 |
54,406 |
-13 |
Mar10 |
091111 |
2064 |
2137 |
2062 |
2132 |
+67 |
3,811 |
39,145 |
-438 |
May10 |
091111 |
2084 |
2155 |
2082 |
2150 |
+65 |
1,579 |
49,328 |
+135 |
Jul10 |
091111 |
2018 |
2078 |
2008 |
2076 |
+65 |
613 |
16,623 |
+308 |
Sep10 |
091111 |
1994 |
2060 |
1991 |
2060 |
+74 |
22 |
5,940 |
-5 |
Dec10 |
091111 |
1975 |
2045 |
1971 |
2045 |
+77 |
76 |
1,893 |
+59 |
Mar11 |
091111 |
1956 |
2026 |
1956 |
2024 |
+77 |
0 |
6,261 |
+0 |
Total Volume and Open Interest |
10,088 |
166,778 |
-321 |
London Sugar(LCE) |
Mar10 |
091111 |
583.20 |
595.50 |
581.10 |
590.00 |
+14.50 |
4,098 |
34,704 |
+314 |
May10 |
091111 |
577.40 |
588.40 |
576.00 |
583.00 |
+12.60 |
1,059 |
13,344 |
+321 |
Aug10 |
091111 |
549.90 |
559.00 |
546.90 |
553.90 |
+12.20 |
365 |
8,527 |
-73 |
Oct10 |
091111 |
524.00 |
531.10 |
524.00 |
526.40 |
+11.20 |
156 |
4,311 |
-20 |
Dec10 |
091111 |
510.00 |
514.00 |
510.00 |
514.00 |
+10.80 |
0 |
770 |
+0 |
Total Volume and Open Interest |
9,073 |
75,154 |
-45 |
Cotton(ICE) |
Dec09 |
091111 |
69.10 |
70.61 |
67.23 |
67.30 |
-1.75 |
9,975 |
82,395 |
-6,267 |
Mar10 |
091111 |
72.93 |
74.27 |
70.99 |
71.07 |
-1.77 |
6,918 |
77,365 |
+5,311 |
May10 |
091111 |
74.54 |
75.70 |
72.54 |
72.62 |
-1.81 |
874 |
6,323 |
+521 |
Jul10 |
091111 |
75.82 |
76.85 |
73.80 |
73.95 |
-1.84 |
749 |
15,948 |
+335 |
Oct10 |
091111 |
74.51 |
74.51 |
74.51 |
74.51 |
-1.84 |
0 |
113 |
+0 |
Dec10 |
091111 |
77.00 |
78.13 |
75.42 |
75.42 |
-1.63 |
148 |
7,606 |
+99 |
Total Volume and Open Interest |
18,696 |
190,200 |
+29 |
Lumber(CME) |
Nov09 |
091111 |
187.5 |
189.7 |
186.2 |
187.6 |
+0.1 |
243 |
762 |
-86 |
Jan10 |
091111 |
209.1 |
211.0 |
208.0 |
209.2 |
unch |
502 |
6,694 |
-11 |
Mar10 |
091111 |
226.5 |
228.3 |
226.4 |
227.0 |
-0.3 |
158 |
1,857 |
+73 |
May10 |
091111 |
238.5 |
238.5 |
237.0 |
237.5 |
unch |
6 |
78 |
-1 |
Total Volume and Open Interest |
913 |
9,416 |
-23 |
Crude Oil(NYM) |
Dec09 |
091111 |
78.88 |
80.10 |
78.57 |
79.28 |
+0.23 |
327,402 |
258,226 |
-33,442 |
Jan10 |
091111 |
79.86 |
80.70 |
79.18 |
79.92 |
+0.28 |
118,325 |
221,728 |
+26,789 |
Feb10 |
091111 |
80.31 |
81.35 |
79.85 |
80.59 |
+0.32 |
26,119 |
72,751 |
+2,024 |
Mar10 |
091111 |
80.92 |
81.95 |
80.50 |
81.25 |
+0.36 |
12,967 |
62,711 |
+1,558 |
Apr10 |
091111 |
81.99 |
82.48 |
81.36 |
81.88 |
+0.39 |
5,070 |
22,244 |
-173 |
May10 |
091111 |
82.50 |
82.96 |
81.78 |
82.45 |
+0.41 |
4,804 |
23,804 |
+1,150 |
Jun10 |
091111 |
82.56 |
83.46 |
82.14 |
82.90 |
+0.43 |
10,227 |
94,818 |
+913 |
Jul10 |
091111 |
82.99 |
83.69 |
82.61 |
83.26 |
+0.45 |
3,417 |
28,720 |
-253 |
Aug10 |
091111 |
83.58 |
83.60 |
83.39 |
83.59 |
+0.45 |
3,538 |
12,960 |
+725 |
Sep10 |
091111 |
84.00 |
84.00 |
83.92 |
83.92 |
+0.46 |
2,932 |
24,326 |
+110 |
Oct10 |
091111 |
84.27 |
84.27 |
84.27 |
84.27 |
+0.47 |
2,909 |
15,518 |
+539 |
Nov10 |
091111 |
84.64 |
84.64 |
84.64 |
84.64 |
+0.49 |
3,738 |
15,521 |
-542 |
Dec10 |
091111 |
84.52 |
85.57 |
84.25 |
85.02 |
+0.51 |
12,585 |
108,121 |
-1,276 |
Jan11 |
091111 |
85.25 |
85.25 |
85.25 |
85.25 |
+0.53 |
553 |
14,552 |
-52 |
Feb11 |
091111 |
85.46 |
85.46 |
85.46 |
85.46 |
+0.53 |
105 |
7,245 |
+56 |
Mar11 |
091111 |
85.66 |
85.66 |
85.66 |
85.66 |
+0.54 |
23 |
5,567 |
+15 |
Total Volume and Open Interest |
540,894 |
1,215,240 |
-633 |
e-miNY Crude Oil(NYM) |
Nov09 |
091019 |
78.850 |
79.650 |
78.100 |
79.600 |
+1.075 |
9,026 |
4,656 |
+226 |
Dec09 |
091111 |
78.900 |
80.100 |
78.600 |
79.275 |
+0.225 |
9,340 |
5,040 |
+236 |
Jan10 |
091111 |
79.500 |
80.725 |
79.250 |
79.925 |
+0.275 |
454 |
974 |
+102 |
Feb10 |
091111 |
80.125 |
80.850 |
79.875 |
80.600 |
+0.325 |
33 |
244 |
-1 |
Mar10 |
091111 |
81.250 |
81.250 |
81.250 |
81.250 |
+0.350 |
1 |
162 |
-1 |
Apr10 |
091111 |
81.250 |
81.875 |
81.250 |
81.875 |
+0.375 |
3 |
5 |
+1 |
May10 |
091111 |
82.450 |
82.450 |
82.450 |
82.450 |
+0.400 |
0 |
2 |
+0 |
Jun10 |
091111 |
82.900 |
82.900 |
82.900 |
82.900 |
+0.425 |
1 |
9 |
+1 |
Jul10 |
091111 |
83.700 |
83.700 |
83.250 |
83.250 |
+0.450 |
0 |
6 |
+0 |
Aug10 |
091111 |
83.600 |
83.600 |
83.600 |
83.600 |
+0.450 |
0 |
1 |
+0 |
Total Volume and Open Interest |
9,833 |
6,526 |
-950 |
Heating Oil(NYM) |
Dec09 |
091111 |
204.55 |
207.96 |
203.72 |
205.58 |
+0.35 |
45,509 |
73,643 |
-1,638 |
Jan10 |
091111 |
208.30 |
211.30 |
207.18 |
209.03 |
+0.36 |
19,731 |
70,465 |
+3,588 |
Feb10 |
091111 |
211.17 |
213.68 |
210.12 |
211.61 |
+0.34 |
6,614 |
32,328 |
+478 |
Mar10 |
091111 |
213.22 |
215.69 |
212.00 |
213.65 |
+0.43 |
4,718 |
23,910 |
+540 |
Apr10 |
091111 |
214.16 |
215.60 |
212.82 |
214.48 |
+0.52 |
2,535 |
12,546 |
+200 |
May10 |
091111 |
213.61 |
215.36 |
213.61 |
215.36 |
+0.55 |
2,743 |
11,807 |
+167 |
Jun10 |
091111 |
215.88 |
218.36 |
214.86 |
216.46 |
+0.58 |
5,280 |
28,229 |
+1,265 |
Jul10 |
091111 |
217.93 |
218.01 |
217.93 |
218.01 |
+0.58 |
316 |
8,490 |
+63 |
Aug10 |
091111 |
220.00 |
220.03 |
219.70 |
220.03 |
+0.60 |
123 |
3,655 |
+55 |
Sep10 |
091111 |
223.69 |
223.69 |
222.14 |
222.38 |
+0.65 |
382 |
6,810 |
+69 |
Oct10 |
091111 |
224.50 |
224.73 |
224.50 |
224.73 |
+0.70 |
477 |
3,220 |
-22 |
Nov10 |
091111 |
227.22 |
227.22 |
227.03 |
227.03 |
+0.75 |
54 |
5,433 |
+14 |
Total Volume and Open Interest |
90,767 |
324,884 |
+4,928 |
Gasoline(NYMEX) |
Dec09 |
091111 |
197.20 |
201.08 |
196.64 |
199.27 |
+1.53 |
51,008 |
72,702 |
-7,564 |
Jan10 |
091111 |
201.34 |
203.64 |
199.90 |
201.88 |
+1.37 |
27,125 |
71,315 |
+6,847 |
Feb10 |
091111 |
203.43 |
205.96 |
202.58 |
204.26 |
+1.28 |
9,173 |
21,584 |
-887 |
Mar10 |
091111 |
207.52 |
208.34 |
205.10 |
206.64 |
+1.16 |
4,995 |
23,363 |
+250 |
Apr10 |
091111 |
220.20 |
220.35 |
218.30 |
219.04 |
+1.16 |
1,717 |
14,466 |
-244 |
May10 |
091111 |
220.07 |
221.00 |
218.35 |
219.89 |
+1.16 |
1,622 |
8,405 |
+357 |
Jun10 |
091111 |
219.43 |
222.00 |
219.04 |
220.57 |
+1.14 |
1,633 |
9,321 |
+61 |
Jul10 |
091111 |
220.50 |
221.05 |
219.52 |
220.92 |
+1.08 |
573 |
3,467 |
+14 |
Aug10 |
091111 |
220.87 |
220.87 |
220.87 |
220.87 |
+0.98 |
497 |
3,407 |
+122 |
Sep10 |
091111 |
220.32 |
220.32 |
220.32 |
220.32 |
+0.96 |
289 |
3,627 |
+46 |
Total Volume and Open Interest |
100,855 |
250,598 |
+226 |
e-miNY RBOB Gasoline(NYM) |
Dec09 |
091111 |
199.27 |
199.27 |
199.27 |
199.27 |
+1.53 |
0 |
3 |
+0 |
Jan10 |
091111 |
201.88 |
201.88 |
201.88 |
201.88 |
+1.37 |
|
|
|
Feb10 |
091111 |
204.26 |
204.26 |
204.26 |
204.26 |
+1.28 |
|
|
|
Mar10 |
091111 |
206.64 |
206.64 |
206.64 |
206.64 |
+1.16 |
|
|
|
Total Volume and Open Interest |
0 |
3 |
+0 |
Natural Gas(NYM) |
Dec09 |
091111 |
4.467 |
4.566 |
4.433 |
4.503 |
+0.036 |
105,091 |
139,851 |
-5,102 |
Jan10 |
091111 |
4.842 |
4.961 |
4.832 |
4.901 |
+0.040 |
49,649 |
123,479 |
+1,520 |
Feb10 |
091111 |
4.946 |
5.028 |
4.911 |
4.974 |
+0.039 |
16,027 |
46,498 |
+442 |
Mar10 |
091111 |
4.966 |
5.045 |
4.926 |
4.994 |
+0.041 |
16,761 |
69,704 |
+1,643 |
Apr10 |
091111 |
4.973 |
5.053 |
4.944 |
5.008 |
+0.041 |
14,754 |
47,448 |
+679 |
May10 |
091111 |
5.035 |
5.106 |
5.008 |
5.068 |
+0.038 |
5,555 |
27,532 |
+23 |
Jun10 |
091111 |
5.111 |
5.200 |
5.111 |
5.169 |
+0.036 |
2,361 |
20,155 |
+224 |
Jul10 |
091111 |
5.250 |
5.321 |
5.231 |
5.283 |
+0.034 |
1,597 |
15,247 |
-19 |
Aug10 |
091111 |
5.375 |
5.418 |
5.356 |
5.373 |
+0.030 |
4,160 |
13,748 |
-717 |
Sep10 |
091111 |
5.471 |
5.471 |
5.425 |
5.440 |
+0.029 |
6,957 |
14,873 |
+1,672 |
Oct10 |
091111 |
5.535 |
5.602 |
5.514 |
5.570 |
+0.031 |
7,490 |
30,116 |
+221 |
Nov10 |
091111 |
5.957 |
6.017 |
5.957 |
5.985 |
+0.024 |
693 |
7,757 |
+150 |
Dec10 |
091111 |
6.327 |
6.410 |
6.327 |
6.368 |
+0.020 |
834 |
15,395 |
+137 |
Jan11 |
091111 |
6.573 |
6.634 |
6.573 |
6.603 |
+0.021 |
775 |
11,585 |
-62 |
Feb11 |
091111 |
6.575 |
6.650 |
6.575 |
6.598 |
+0.021 |
76 |
5,905 |
+0 |
Mar11 |
091111 |
6.406 |
6.462 |
6.406 |
6.433 |
+0.021 |
335 |
15,826 |
-77 |
Total Volume and Open Interest |
233,671 |
709,868 |
+1,052 |
Brent Crude Oil(ICE) |
Dec09 |
091111 |
77.70 |
78.62 |
77.07 |
77.95 |
+0.45 |
120,608 |
119,689 |
-21,562 |
Jan10 |
091111 |
78.36 |
79.35 |
77.84 |
78.70 |
+0.42 |
84,088 |
182,059 |
+20,854 |
Feb10 |
091111 |
79.25 |
80.09 |
78.71 |
79.45 |
+0.41 |
28,040 |
82,815 |
+3,062 |
Mar10 |
091111 |
79.81 |
80.77 |
79.43 |
80.16 |
+0.40 |
7,760 |
36,037 |
+634 |
Apr10 |
091111 |
80.48 |
81.43 |
80.19 |
80.83 |
+0.40 |
3,567 |
16,455 |
-243 |
May10 |
091111 |
81.11 |
81.94 |
80.82 |
81.47 |
+0.41 |
2,488 |
14,631 |
+540 |
Jun10 |
091111 |
81.72 |
82.70 |
81.41 |
82.09 |
+0.43 |
4,666 |
51,354 |
-39 |
Jul10 |
091111 |
82.20 |
82.86 |
82.20 |
82.64 |
+0.43 |
1,383 |
13,411 |
-156 |
Aug10 |
091111 |
82.71 |
83.30 |
82.71 |
83.17 |
+0.44 |
1,228 |
8,743 |
-134 |
Sep10 |
091111 |
83.67 |
83.67 |
83.67 |
83.67 |
+0.43 |
925 |
5,891 |
+281 |
Oct10 |
091111 |
84.12 |
84.12 |
84.12 |
84.12 |
+0.43 |
897 |
11,621 |
+351 |
Nov10 |
091111 |
84.49 |
84.49 |
84.49 |
84.49 |
+0.44 |
530 |
7,214 |
-22 |
Dec10 |
091111 |
84.65 |
85.39 |
84.18 |
84.85 |
+0.45 |
4,803 |
69,590 |
+42 |
Jan11 |
091111 |
85.23 |
85.23 |
85.23 |
85.23 |
+0.47 |
25 |
6,993 |
+0 |
Total Volume and Open Interest |
263,885 |
715,881 |
+3,823 |
Gas Oil(ICE) |
Nov09 |
091111 |
625.25 |
631.50 |
620.00 |
624.75 |
-3.75 |
25,216 |
34,575 |
-7,923 |
Dec09 |
091111 |
635.75 |
642.00 |
630.00 |
635.25 |
-2.25 |
75,364 |
117,576 |
-4,899 |
Jan10 |
091111 |
643.25 |
652.00 |
640.75 |
645.75 |
-1.50 |
37,034 |
107,424 |
+3,718 |
Feb10 |
091111 |
653.00 |
659.75 |
648.75 |
653.50 |
-1.00 |
9,662 |
40,818 |
+1,429 |
Mar10 |
091111 |
656.75 |
665.50 |
656.75 |
659.75 |
-1.00 |
2,863 |
32,658 |
-254 |
Apr10 |
091111 |
666.75 |
672.00 |
665.75 |
666.00 |
-1.00 |
1,607 |
19,513 |
-149 |
May10 |
091111 |
672.75 |
678.00 |
672.00 |
672.00 |
-1.00 |
1,534 |
18,093 |
+185 |
Jun10 |
091111 |
674.50 |
684.00 |
673.75 |
677.50 |
-1.25 |
3,938 |
41,335 |
+25 |
Jul10 |
091111 |
690.50 |
690.50 |
684.50 |
684.50 |
-1.50 |
1,187 |
14,694 |
+38 |
Aug10 |
091111 |
694.00 |
697.50 |
691.50 |
691.50 |
-1.50 |
411 |
14,045 |
+4 |
Total Volume and Open Interest |
163,243 |
569,005 |
-7,679 |
Ethanol(CBOT) |
Nov09 |
091104 |
1.970 |
2.000 |
1.970 |
1.970 |
+0.020 |
5 |
151 |
-1 |
Dec09 |
091111 |
1.970 |
1.980 |
1.955 |
1.975 |
+0.031 |
51 |
668 |
+7 |
Jan10 |
091111 |
1.894 |
1.898 |
1.872 |
1.894 |
+0.017 |
81 |
958 |
-37 |
Feb10 |
091111 |
1.850 |
1.872 |
1.850 |
1.870 |
+0.007 |
4 |
451 |
+1 |
Mar10 |
091111 |
1.864 |
1.864 |
1.864 |
1.864 |
+0.012 |
8 |
624 |
+3 |
Apr10 |
091111 |
1.859 |
1.859 |
1.859 |
1.859 |
+0.010 |
5 |
389 |
+5 |
May10 |
091111 |
1.835 |
1.835 |
1.835 |
1.835 |
unch |
23 |
203 |
-18 |
Jun10 |
091111 |
1.850 |
1.850 |
1.832 |
1.835 |
+0.002 |
13 |
256 |
-5 |
Total Volume and Open Interest |
217 |
5,616 |
-18 |
US Dollar Index(ICE) |
Dec09 |
091111 |
75.020 |
75.325 |
74.855 |
75.260 |
+0.150 |
16,212 |
34,802 |
+1,384 |
Mar10 |
091111 |
75.310 |
75.600 |
75.210 |
75.570 |
+0.140 |
111 |
2,438 |
+8 |
Jun10 |
091111 |
75.700 |
75.955 |
75.700 |
75.955 |
+0.140 |
0 |
6 |
+0 |
Total Volume and Open Interest |
16,323 |
37,246 |
+1,392 |
Australian Dollar(CME) |
Dec09 |
091111 |
92.69 |
93.15 |
92.42 |
92.60 |
-0.15 |
62,926 |
109,917 |
-1,772 |
Mar10 |
091111 |
91.90 |
92.21 |
91.55 |
91.71 |
-0.14 |
560 |
1,478 |
+135 |
Jun10 |
091111 |
90.59 |
90.67 |
90.59 |
90.67 |
-0.16 |
0 |
8 |
+0 |
Total Volume and Open Interest |
63,486 |
111,420 |
-1,637 |
British Pound(CME) |
Dec09 |
091111 |
167.39 |
167.95 |
165.31 |
165.53 |
-1.81 |
103,151 |
102,780 |
+2,157 |
Mar10 |
091111 |
167.30 |
167.84 |
165.24 |
165.44 |
-1.81 |
129 |
509 |
-11 |
Jun10 |
091111 |
165.35 |
167.54 |
165.35 |
165.35 |
-1.80 |
1 |
119 |
-1 |
Total Volume and Open Interest |
103,331 |
103,478 |
+2,195 |
Canadian Dollar(CME) |
Dec09 |
091111 |
95.23 |
95.85 |
95.20 |
95.57 |
+0.26 |
68,680 |
81,848 |
+989 |
Mar10 |
091111 |
95.23 |
95.85 |
95.23 |
95.57 |
+0.26 |
186 |
2,988 |
+77 |
Jun10 |
091111 |
95.54 |
95.78 |
95.29 |
95.54 |
+0.26 |
12 |
429 |
+28 |
Sep10 |
091111 |
95.50 |
95.71 |
95.34 |
95.49 |
+0.25 |
9 |
430 |
+9 |
Total Volume and Open Interest |
68,887 |
85,919 |
+1,103 |
Japanese Yen(CME) |
Dec09 |
091111 |
111.36 |
112.02 |
111.07 |
111.25 |
-0.18 |
64,831 |
116,703 |
-156 |
Mar10 |
091111 |
111.65 |
112.06 |
111.16 |
111.31 |
-0.19 |
4 |
606 |
-1 |
Jun10 |
091111 |
111.40 |
111.97 |
111.40 |
111.40 |
-0.20 |
1 |
16 |
+1 |
Total Volume and Open Interest |
64,836 |
117,346 |
-156 |
Swiss Franc(CME) |
Dec09 |
091111 |
99.26 |
99.67 |
99.04 |
99.09 |
-0.14 |
41,376 |
53,013 |
+3,068 |
Mar10 |
091111 |
99.60 |
99.70 |
99.11 |
99.15 |
-0.14 |
20 |
261 |
+5 |
Jun10 |
091111 |
99.22 |
99.61 |
99.22 |
99.22 |
-0.15 |
0 |
5 |
+0 |
Total Volume and Open Interest |
41,396 |
53,280 |
+3,073 |
EuroFX(CME) |
Dec09 |
091111 |
149.83 |
150.48 |
149.51 |
149.62 |
-0.17 |
194,821 |
160,367 |
+11 |
Mar10 |
091111 |
149.90 |
150.39 |
149.47 |
149.56 |
-0.17 |
580 |
2,350 |
-122 |
Jun10 |
091111 |
149.47 |
150.10 |
149.47 |
149.47 |
-0.17 |
0 |
169 |
+0 |
Total Volume and Open Interest |
195,401 |
162,895 |
-111 |
Mexican Peso(CME) |
Nov09 |
091111 |
761.5 |
761.5 |
761.5 |
761.5 |
+4.8 |
5 |
1 |
-5 |
Dec09 |
091111 |
754.2 |
759.8 |
754.2 |
757.5 |
+4.8 |
27,770 |
65,400 |
-7,925 |
Total Volume and Open Interest |
27,778 |
67,557 |
-7,927 |
30-Year T-Bonds(CBOT) |
Dec09 |
091111 |
118~140 |
119~140 |
118~050 |
119~120 |
+0~310 |
194,803 |
728,678 |
+728,678 |
Mar10 |
091111 |
117~160 |
118~190 |
117~140 |
118~190 |
+1~010 |
8,909 |
16,808 |
+3,965 |
Jun10 |
091111 |
117~010 |
117~010 |
117~010 |
117~010 |
+1~000 |
0 |
37 |
+0 |
Total Volume and Open Interest |
203,712 |
745,523 |
-1,025 |
10-Year T-Notes(CBOT) |
Dec09 |
091111 |
118~200 |
119~040 |
118~150 |
119~010 |
+0~145 |
551,117 |
1,266,355 |
-10,029 |
Mar10 |
091111 |
117~065 |
117~230 |
117~040 |
117~205 |
+0~145 |
9,178 |
29,342 |
+4,057 |
Jun10 |
091111 |
116~080 |
116~080 |
116~080 |
116~080 |
+0~145 |
|
|
|
Total Volume and Open Interest |
560,295 |
1,295,697 |
-5,972 |
5-Year T-Notes(CBOT) |
Dec09 |
091110 |
116~106 |
116~106 |
116~093 |
116~094 |
+0~003 |
|
|
|
Mar10 |
091111 |
115~053 |
115~086 |
115~053 |
115~086 |
+0~034 |
1,219 |
4,285 |
+324 |
Jun10 |
091111 |
114~044 |
114~044 |
114~044 |
114~044 |
+0~034 |
|
|
|
Total Volume and Open Interest |
286,842 |
838,351 |
+6,843 |
2 Year T-Notes(CBOT) |
Dec09 |
091110 |
108~123 |
108~123 |
108~122 |
108~122 |
+0~005 |
|
|
|
Mar10 |
091111 |
108~045 |
108~058 |
108~045 |
108~058 |
+0~012 |
2,539 |
20,651 |
+769 |
Jun10 |
091111 |
107~105 |
107~105 |
107~105 |
107~105 |
+0~011 |
30 |
6,840 |
+10 |
Total Volume and Open Interest |
130,089 |
1,057,347 |
-2,139 |
Eurodollars(CME) |
Dec09 |
091111 |
99.715 |
99.720 |
99.705 |
99.720 |
+0.015 |
58,659 |
1,026,082 |
-2,248 |
Mar10 |
091111 |
99.595 |
99.630 |
99.590 |
99.625 |
+0.030 |
136,424 |
1,009,748 |
-22,499 |
Jun10 |
091111 |
99.365 |
99.415 |
99.355 |
99.405 |
+0.040 |
154,607 |
924,329 |
-13,237 |
Sep10 |
091111 |
99.020 |
99.075 |
99.010 |
99.065 |
+0.050 |
144,915 |
714,418 |
+4,504 |
Dec10 |
091111 |
98.615 |
98.670 |
98.605 |
98.665 |
+0.055 |
195,223 |
870,320 |
+12,200 |
Mar11 |
091111 |
98.235 |
98.290 |
98.220 |
98.285 |
+0.060 |
126,726 |
574,768 |
+3,248 |
Jun11 |
091111 |
97.870 |
97.930 |
97.855 |
97.925 |
+0.065 |
109,551 |
538,345 |
+11,726 |
Sep11 |
091111 |
97.550 |
97.610 |
97.530 |
97.605 |
+0.070 |
91,941 |
437,818 |
+4,694 |
Dec11 |
091111 |
97.245 |
97.310 |
97.225 |
97.305 |
+0.075 |
41,964 |
255,310 |
+262 |
Mar12 |
091111 |
96.990 |
97.060 |
96.970 |
97.060 |
+0.080 |
38,516 |
189,602 |
-199 |
Jun12 |
091111 |
96.750 |
96.820 |
96.730 |
96.820 |
+0.085 |
28,132 |
161,285 |
-259 |
Sep12 |
091111 |
96.525 |
96.615 |
96.520 |
96.610 |
+0.085 |
24,106 |
99,219 |
-206 |
Dec12 |
091111 |
96.325 |
96.410 |
96.320 |
96.405 |
+0.085 |
10,918 |
59,377 |
+578 |
Mar13 |
091111 |
96.180 |
96.260 |
96.170 |
96.260 |
+0.085 |
6,583 |
56,072 |
-97 |
Jun13 |
091111 |
96.030 |
96.110 |
96.020 |
96.110 |
+0.085 |
9,098 |
49,230 |
+1,491 |
Sep13 |
091111 |
95.890 |
95.965 |
95.880 |
95.965 |
+0.080 |
6,564 |
51,511 |
-146 |
Dec13 |
091111 |
95.740 |
95.815 |
95.740 |
95.815 |
+0.080 |
5,430 |
29,102 |
-121 |
Mar14 |
091111 |
95.630 |
95.705 |
95.625 |
95.705 |
+0.080 |
4,437 |
27,287 |
-25 |
Total Volume and Open Interest |
1,208,361 |
7,270,899 |
+1,662 |
30 Day Federal Funds(CBOT) |
Nov09 |
091111 |
99.870 |
99.870 |
99.868 |
99.868 |
unch |
2,039 |
74,854 |
+758 |
Dec09 |
091111 |
99.860 |
99.870 |
99.860 |
99.865 |
unch |
1,367 |
62,542 |
+109 |
Jan10 |
091111 |
99.855 |
99.860 |
99.850 |
99.850 |
unch |
1,297 |
63,718 |
-486 |
Feb10 |
091111 |
99.830 |
99.835 |
99.825 |
99.825 |
unch |
3,113 |
71,962 |
-522 |
Mar10 |
091111 |
99.805 |
99.820 |
99.805 |
99.810 |
+0.010 |
2,829 |
47,910 |
-90 |
Apr10 |
091111 |
99.780 |
99.800 |
99.780 |
99.790 |
+0.015 |
2,082 |
53,003 |
+345 |
Total Volume and Open Interest |
21,113 |
516,134 |
+403 |
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 |
091111 |
99.50 |
99.50 |
99.50 |
99.50 |
unch |
268 |
3,784 |
-208 |
Mar10 |
091111 |
99.54 |
99.54 |
99.54 |
99.54 |
unch |
0 |
3,567 |
+138 |
Jun10 |
091111 |
99.54 |
99.54 |
99.54 |
99.54 |
unch |
0 |
1,706 |
-80 |
Sep10 |
091111 |
99.54 |
99.54 |
99.51 |
99.51 |
unch |
0 |
1,658 |
+0 |
Dec10 |
091111 |
99.46 |
99.46 |
99.46 |
99.46 |
unch |
0 |
842 |
+0 |
Mar11 |
091111 |
99.37 |
99.37 |
99.37 |
99.37 |
unch |
0 |
562 |
+0 |
Jun11 |
091111 |
99.31 |
99.31 |
99.31 |
99.31 |
unch |
0 |
52 |
+0 |
Sep11 |
091111 |
99.31 |
99.31 |
99.31 |
99.31 |
unch |
0 |
51 |
+0 |
Total Volume and Open Interest |
268 |
13,694 |
-150 |
Japanese Gov't Bonds(SGX) |
Dec09 |
091109 |
137.43 |
137.64 |
137.30 |
137.38 |
-0.92 |
4,871 |
16,174 |
+0 |
Mar10 |
091111 |
137.55 |
137.55 |
137.55 |
137.55 |
+0.20 |
1 |
1 |
+0 |
Jun10 |
091111 |
137.55 |
137.55 |
137.55 |
137.55 |
+0.20 |
|
|
|
Total Volume and Open Interest |
2,023 |
16,210 |
+365 |
Euro-Bund(EUREX) |
Dec09 |
091111 |
121.58 |
121.76 |
121.24 |
121.71 |
-0.01 |
540,296 |
907,916 |
-17,450 |
Mar10 |
091111 |
121.12 |
121.35 |
120.89 |
121.34 |
-0.04 |
256 |
17,202 |
+53 |
Jun10 |
091111 |
120.51 |
120.51 |
120.51 |
120.51 |
-0.06 |
0 |
3 |
+0 |
Total Volume and Open Interest |
540,552 |
925,121 |
-17,397 |
Euro-Bobl(EUREX) |
Dec09 |
091111 |
115.75 |
115.82 |
115.57 |
115.79 |
-0.02 |
290,183 |
657,839 |
+6,288 |
Mar10 |
091111 |
115.29 |
115.51 |
115.28 |
115.51 |
-0.01 |
9 |
10,878 |
+2 |
Jun10 |
091111 |
115.09 |
115.09 |
115.09 |
115.09 |
-0.02 |
|
|
|
Total Volume and Open Interest |
290,192 |
668,717 |
+6,290 |
3-Mth Euribor(EUREX) |
Dec09 |
091111 |
99.265 |
99.265 |
99.260 |
99.265 |
unch |
546 |
8,449 |
+309 |
Mar10 |
091111 |
99.150 |
99.175 |
99.150 |
99.175 |
+0.015 |
47 |
5,189 |
-10 |
Jun10 |
091111 |
98.820 |
98.855 |
98.820 |
98.855 |
+0.025 |
273 |
4,712 |
-148 |
Total Volume and Open Interest |
929 |
22,149 |
+179 |
Long Gilt(LIFFE) |
Dec09 |
091111 |
116~32 |
117~21 |
116~20 |
117~18 |
-0~31 |
73,487 |
237,970 |
+4,386 |
Mar10 |
091111 |
115~31 |
115~31 |
115~31 |
115~31 |
+0~11 |
0 |
20 |
+0 |
Total Volume and Open Interest |
60,866 |
233,678 |
-3,783 |
3-Mth Short Sterling(LIFFE) |
Dec09 |
091111 |
99.36 |
99.40 |
99.35 |
99.36 |
-0.01 |
16,743 |
338,212 |
-1,657 |
Mar10 |
091111 |
99.21 |
99.29 |
99.19 |
99.26 |
+0.04 |
32,162 |
373,181 |
-1,596 |
Jun10 |
091111 |
98.82 |
98.95 |
98.78 |
98.94 |
+0.10 |
44,302 |
356,657 |
-608 |
Sep10 |
091111 |
98.32 |
98.48 |
98.25 |
98.47 |
+0.14 |
43,606 |
277,592 |
+6,779 |
Dec10 |
091111 |
97.78 |
97.93 |
97.69 |
97.93 |
+0.14 |
64,580 |
314,136 |
+14,358 |
Mar11 |
091111 |
97.28 |
97.44 |
97.19 |
97.43 |
+0.13 |
36,179 |
209,265 |
+3,722 |
Total Volume and Open Interest |
292,881 |
2,400,064 |
+17,710 |
3-Mth Euribor(LIFFE) |
Dec09 |
091111 |
99.265 |
99.270 |
99.255 |
99.265 |
unch |
60,207 |
599,517 |
+2,749 |
Mar10 |
091111 |
99.160 |
99.190 |
99.145 |
99.175 |
+0.015 |
89,692 |
657,132 |
+806 |
Jun10 |
091111 |
98.825 |
98.870 |
98.810 |
98.855 |
+0.025 |
136,074 |
614,430 |
+36,135 |
Total Volume and Open Interest |
766,134 |
3,370,950 |
+57,181 |
3-Mth Aus T-Bills(SFE) |
Dec09 |
091111 |
95.84 |
95.86 |
95.83 |
95.86 |
unch |
11,567 |
322,848 |
+4,562 |
Mar10 |
091111 |
95.28 |
95.28 |
95.24 |
95.27 |
-0.01 |
12,595 |
211,693 |
+2,980 |
Jun10 |
091111 |
94.89 |
94.89 |
94.83 |
94.89 |
unch |
7,048 |
135,122 |
+1,471 |
Sep10 |
091111 |
94.56 |
94.58 |
94.50 |
94.58 |
+0.01 |
3,310 |
86,516 |
+912 |
Dec10 |
091111 |
94.27 |
94.32 |
94.24 |
94.32 |
+0.02 |
1,153 |
52,427 |
-615 |
Mar11 |
091111 |
94.04 |
94.10 |
94.03 |
94.10 |
+0.03 |
543 |
25,903 |
-45 |
Jun11 |
091111 |
93.87 |
93.93 |
93.85 |
93.92 |
+0.02 |
325 |
19,183 |
+91 |
Sep11 |
091111 |
93.72 |
93.80 |
93.72 |
93.80 |
+0.03 |
408 |
11,978 |
+325 |
Dec11 |
091111 |
93.66 |
93.71 |
93.66 |
93.71 |
+0.05 |
0 |
4,778 |
+0 |
Mar12 |
091111 |
93.65 |
93.65 |
93.65 |
93.65 |
+0.05 |
0 |
2,156 |
+0 |
Total Volume and Open Interest |
36,949 |
873,545 |
+9,681 |
10-Year Aus T-Bonds(SFE) |
Dec09 |
091111 |
94.34 |
94.38 |
94.28 |
94.38 |
+0.04 |
15,244 |
369,027 |
+2,540 |
Mar10 |
091111 |
94.38 |
94.38 |
94.38 |
94.38 |
+0.04 |
|
|
|
Total Volume and Open Interest |
15,244 |
369,027 |
+2,540 |
3-Year Aus T-Bonds(SFE) |
Dec09 |
091111 |
94.85 |
94.87 |
94.78 |
94.87 |
+0.02 |
70,779 |
679,496 |
+21,102 |
Mar10 |
091111 |
94.87 |
94.87 |
94.87 |
94.87 |
+0.02 |
|
|
|
Total Volume and Open Interest |
70,779 |
679,496 |
+21,102 |
Gold(CMX) |
Dec09 |
091111 |
1106.0 |
1119.1 |
1105.6 |
1114.6 |
+12.1 |
137,533 |
310,383 |
-10,114 |
Feb10 |
091111 |
1110.0 |
1120.6 |
1103.9 |
1116.0 |
+12.1 |
17,059 |
88,093 |
+7,578 |
Apr10 |
091111 |
1110.9 |
1121.5 |
1105.0 |
1117.1 |
+12.1 |
2,990 |
33,916 |
+159 |
Jun10 |
091111 |
1111.5 |
1122.5 |
1106.2 |
1118.2 |
+12.0 |
2,503 |
17,475 |
+1,816 |
Aug10 |
091111 |
1121.4 |
1121.5 |
1107.6 |
1119.6 |
+12.0 |
323 |
7,454 |
+181 |
Oct10 |
091111 |
1122.4 |
1122.4 |
1109.3 |
1121.3 |
+12.0 |
96 |
4,425 |
-5 |
Dec10 |
091111 |
1115.8 |
1127.6 |
1111.3 |
1123.3 |
+12.0 |
1,494 |
21,023 |
+504 |
Feb11 |
091111 |
1125.8 |
1125.8 |
1113.8 |
1125.8 |
+12.0 |
0 |
2,474 |
-1 |
Apr11 |
091111 |
1128.6 |
1128.6 |
1116.7 |
1128.6 |
+11.9 |
0 |
1,617 |
+0 |
Jun11 |
091111 |
476.4 |
476.4 |
464.5 |
476.4 |
+11.9 |
300 |
9,502 |
+50 |
Aug11 |
091111 |
1135.6 |
1135.6 |
1123.7 |
1135.6 |
+11.9 |
0 |
250 |
-50 |
Total Volume and Open Interest |
164,004 |
521,618 |
+163 |
Silver(CMX) |
Dec09 |
091111 |
1734.5 |
1772.5 |
1733.0 |
1753.7 |
+31.5 |
30,100 |
73,004 |
-3,244 |
Mar10 |
091111 |
1739.0 |
1775.5 |
1725.7 |
1757.3 |
+31.6 |
6,688 |
30,938 |
+2,870 |
May10 |
091111 |
1747.5 |
1773.5 |
1727.5 |
1759.1 |
+31.6 |
541 |
9,992 |
+398 |
Jul10 |
091111 |
1744.0 |
1778.0 |
1729.1 |
1760.6 |
+31.5 |
59 |
4,046 |
+29 |
Sep10 |
091111 |
1762.3 |
1762.3 |
1730.8 |
1762.3 |
+31.5 |
18 |
2,574 |
+16 |
Dec10 |
091111 |
1771.0 |
1783.0 |
1733.9 |
1765.4 |
+31.5 |
433 |
9,279 |
+34 |
Mar11 |
091111 |
1768.7 |
1768.7 |
1737.3 |
1768.7 |
+31.4 |
0 |
37 |
+0 |
Total Volume and Open Interest |
38,039 |
140,275 |
+131 |
Platinum(NYMEX) |
Jan10 |
091111 |
1354.0 |
1379.9 |
1354.0 |
1369.6 |
+18.4 |
1,745 |
31,258 |
+67 |
Apr10 |
091111 |
1361.8 |
1381.0 |
1361.8 |
1372.3 |
+17.1 |
320 |
1,501 |
+242 |
Jul10 |
091111 |
1376.3 |
1376.3 |
1376.3 |
1376.3 |
+16.1 |
|
|
|
Total Volume and Open Interest |
2,065 |
32,759 |
|
Palladium(NYMEX) |
Dec09 |
091111 |
334.00 |
349.00 |
334.00 |
345.40 |
+10.20 |
2,048 |
16,334 |
-825 |
Mar10 |
091111 |
340.00 |
348.15 |
339.80 |
346.65 |
+10.15 |
1,221 |
6,084 |
+956 |
Jun10 |
091111 |
339.00 |
347.80 |
339.00 |
347.45 |
+10.10 |
14 |
47 |
-4 |
Total Volume and Open Interest |
3,283 |
22,466 |
+127 |
Copper(CMX) |
Dec09 |
091111 |
295.90 |
303.75 |
295.05 |
296.60 |
+0.45 |
28,923 |
67,309 |
-7,048 |
Mar10 |
091111 |
297.90 |
305.50 |
297.60 |
299.10 |
+0.50 |
13,259 |
53,658 |
+7,940 |
May10 |
091111 |
303.70 |
305.05 |
299.70 |
300.00 |
+0.50 |
885 |
7,031 |
+438 |
Jul10 |
091111 |
304.90 |
304.90 |
300.55 |
300.55 |
+0.55 |
239 |
3,186 |
+1 |
Sep10 |
091111 |
300.70 |
300.70 |
300.10 |
300.70 |
+0.60 |
45 |
2,103 |
+24 |
Total Volume and Open Interest |
43,752 |
140,807 |
+1,121 |
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 |
091111 |
10231 |
10305 |
10215 |
10259 |
+42 |
652 |
15,188 |
-45 |
Mar10 |
091111 |
10160 |
10215 |
10160 |
10197 |
+42 |
26 |
933 |
+19 |
Jun10 |
091111 |
10132 |
10132 |
10090 |
10132 |
+42 |
0 |
1 |
+0 |
Sep10 |
091111 |
10082 |
10082 |
10040 |
10082 |
+42 |
|
|
|
Total Volume and Open Interest |
678 |
16,122 |
-26 |
S & P 500(CME) |
Dec09 |
091111 |
1091.80 |
1103.20 |
1091.20 |
1096.30 |
+4.40 |
19,433 |
382,094 |
-1,162 |
Mar10 |
091111 |
1097.70 |
1098.00 |
1086.50 |
1091.40 |
+4.40 |
231 |
6,922 |
+245 |
Jun10 |
091111 |
1087.10 |
1093.70 |
1082.20 |
1087.10 |
+4.40 |
2 |
307 |
+2 |
Sep10 |
091111 |
1084.10 |
1090.70 |
1079.20 |
1084.10 |
+4.40 |
|
|
|
Total Volume and Open Interest |
19,666 |
389,328 |
-915 |
S & P 500 E-Mini(Globex) |
Dec09 |
091111 |
1091.75 |
1103.25 |
1091.25 |
1096.25 |
+4.25 |
1,833,896 |
2,503,851 |
-21,508 |
Mar10 |
091111 |
1088.75 |
1098.25 |
1086.75 |
1091.50 |
+4.50 |
3,715 |
51,674 |
+1,369 |
Total Volume and Open Interest |
1,837,633 |
2,555,580 |
-20,121 |
NASDAQ 100(CME) |
Dec09 |
091111 |
1774.00 |
1793.00 |
1770.00 |
1783.80 |
+11.30 |
6,892 |
20,024 |
+2,705 |
Mar10 |
091111 |
1781.80 |
1781.80 |
1780.50 |
1781.80 |
+11.30 |
41 |
34 |
+21 |
Jun10 |
091111 |
1780.80 |
1780.80 |
1779.50 |
1780.80 |
+11.30 |
|
|
|
Total Volume and Open Interest |
6,933 |
20,058 |
+2,726 |
NASDAQ 100 E-Mini(Globex) |
Dec09 |
091111 |
1772.30 |
1792.50 |
1770.80 |
1783.80 |
+11.30 |
276,685 |
298,034 |
-488 |
Mar10 |
091111 |
1775.00 |
1790.80 |
1769.00 |
1781.80 |
+11.30 |
337 |
3,117 |
+32 |
Total Volume and Open Interest |
277,022 |
301,153 |
-457 |
S & P Midcap 400(CME) |
Dec09 |
091111 |
701.50 |
706.00 |
697.00 |
700.90 |
+4.40 |
33 |
2,207 |
-17 |
Mar10 |
091111 |
698.40 |
698.40 |
697.50 |
698.40 |
+4.40 |
0 |
1 |
+0 |
Jun10 |
091111 |
696.40 |
696.40 |
695.50 |
696.40 |
+4.40 |
|
|
|
Total Volume and Open Interest |
33 |
2,208 |
-17 |
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 |
091111 |
9865 |
9960 |
9850 |
9890 |
+10 |
94,189 |
172,268 |
+3,894 |
Mar10 |
091111 |
9885 |
9885 |
9885 |
9885 |
+5 |
310 |
1,618 |
+272 |
Total Volume and Open Interest |
95,609 |
177,739 |
+4,592 |
Nikkei 225(SGX) |
Dec09 |
091111 |
9865 |
9960 |
9850 |
9890 |
+10 |
94,189 |
172,268 |
+3,894 |
Mar10 |
091111 |
9885 |
9885 |
9885 |
9885 |
+5 |
310 |
1,618 |
+272 |
Jun10 |
091111 |
9925 |
9925 |
9925 |
9925 |
+10 |
0 |
321 |
+0 |
Total Volume and Open Interest |
95,609 |
177,739 |
+4,592 |
CAC 40(EURONEXT) |
Nov09 |
091111 |
3798.0 |
3829.0 |
3786.5 |
3800.5 |
+30.0 |
94,202 |
517,604 |
+1,622 |
Dec09 |
091111 |
3779.0 |
3821.5 |
3779.0 |
3794.0 |
+30.0 |
2,704 |
79,013 |
-724 |
Jan10 |
091111 |
3800.5 |
3800.5 |
3800.5 |
3800.5 |
+30.0 |
|
|
|
Total Volume and Open Interest |
96,981 |
598,363 |
+924 |
Hang Seng Index(HKFE) |
Nov09 |
091111 |
22477 |
22666 |
22363 |
22665 |
+410 |
55,804 |
81,708 |
+1,757 |
Dec09 |
091111 |
22426 |
22650 |
22355 |
22650 |
+410 |
691 |
8,496 |
+72 |
Total Volume and Open Interest |
56,634 |
90,651 |
+1,866 |
DAX(EUREX) |
Dec09 |
091111 |
5657.0 |
5708.5 |
5646.0 |
5669.5 |
+50.5 |
129,725 |
188,373 |
+667 |
Mar10 |
091111 |
5660.0 |
5704.0 |
5660.0 |
5674.0 |
+51.0 |
838 |
11,912 |
+274 |
Jun10 |
091111 |
5679.5 |
5710.0 |
5675.5 |
5680.0 |
+50.5 |
30 |
1,766 |
+14 |
Total Volume and Open Interest |
130,593 |
202,051 |
+955 |
FT-SE 100(EURONEXT) |
Dec09 |
091111 |
5253.50 |
5290.00 |
5238.50 |
5248.50 |
+28.00 |
81,122 |
607,418 |
+415 |
Mar10 |
091111 |
5220.00 |
5236.00 |
5200.00 |
5202.50 |
+29.00 |
262 |
18,690 |
-146 |
Jun10 |
091111 |
5156.00 |
5156.00 |
5156.00 |
5156.00 |
+27.00 |
1 |
663 |
+0 |
Total Volume and Open Interest |
81,386 |
626,777 |
+270 |
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 |
091111 |
510.00 |
510.50 |
505.00 |
506.00 |
+2.50 |
3,113 |
14,005 |
-2,814 |
Dec09 |
091111 |
518.30 |
519.00 |
513.00 |
514.50 |
+2.75 |
2,994 |
5,929 |
+2,788 |
Jan10 |
091111 |
521.00 |
522.00 |
517.00 |
518.50 |
+2.50 |
0 |
1 |
+0 |
Total Volume and Open Interest |
6,107 |
19,935 |
-26 |
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. |
|
|