|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Tue November 17, 2009 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Jan10 |
091117 |
1007.00 |
1031.75 |
1003.00 |
1029.50 |
+19.50 |
80,992 |
233,174 |
+5,070 |
| Mar10 |
091117 |
1012.00 |
1038.00 |
1009.25 |
1035.75 |
+20.00 |
16,151 |
68,142 |
+2,165 |
| May10 |
091117 |
1013.75 |
1040.00 |
1011.50 |
1038.00 |
+19.75 |
6,678 |
33,584 |
+159 |
| Jul10 |
091117 |
1019.75 |
1044.00 |
1016.00 |
1042.00 |
+18.75 |
9,419 |
34,889 |
-555 |
| Aug10 |
091117 |
1025.25 |
1041.50 |
1022.50 |
1041.50 |
+18.00 |
80 |
1,456 |
-4 |
| Sep10 |
091117 |
1015.00 |
1034.00 |
1015.00 |
1034.00 |
+16.00 |
9 |
255 |
+0 |
| Nov10 |
091117 |
1014.50 |
1031.75 |
1009.00 |
1030.00 |
+14.25 |
5,008 |
48,754 |
+867 |
| Total Volume and Open Interest |
118,449 |
422,686 |
+6,692 |
| Soybean Meal(CBOT) |
| Dec09 |
091117 |
304.00 |
308.80 |
302.20 |
308.70 |
+4.30 |
31,358 |
50,192 |
+1,495 |
| Jan10 |
091117 |
291.90 |
301.70 |
290.90 |
301.70 |
+9.30 |
18,201 |
32,156 |
+1,114 |
| Mar10 |
091117 |
288.10 |
298.20 |
286.60 |
298.20 |
+10.30 |
8,314 |
25,977 |
+1,837 |
| May10 |
091117 |
287.00 |
297.20 |
286.50 |
297.20 |
+10.00 |
4,765 |
16,437 |
+157 |
| Jul10 |
091117 |
288.40 |
297.90 |
287.70 |
297.90 |
+9.50 |
5,942 |
15,288 |
+86 |
| Aug10 |
091117 |
291.00 |
297.90 |
291.00 |
297.90 |
+9.20 |
773 |
4,358 |
+377 |
| Sep10 |
091117 |
289.00 |
297.50 |
289.00 |
297.50 |
+8.90 |
1,114 |
3,413 |
+193 |
| Oct10 |
091117 |
288.00 |
294.00 |
285.70 |
294.00 |
+8.30 |
194 |
2,615 |
+23 |
| Total Volume and Open Interest |
72,398 |
159,670 |
+5,288 |
| Soybean Oil(CBOT) |
| Dec09 |
091117 |
39.69 |
40.02 |
39.10 |
39.81 |
+0.04 |
29,626 |
62,898 |
-311 |
| Jan10 |
091117 |
40.14 |
40.44 |
39.85 |
40.24 |
+0.06 |
21,317 |
93,372 |
+1,584 |
| Mar10 |
091117 |
40.51 |
40.89 |
40.22 |
40.60 |
+0.04 |
8,472 |
47,911 |
+2,176 |
| May10 |
091117 |
40.78 |
41.09 |
40.48 |
40.88 |
+0.04 |
4,069 |
13,564 |
+967 |
| Jul10 |
091117 |
41.01 |
41.34 |
40.71 |
41.14 |
+0.05 |
4,510 |
13,486 |
+224 |
| Aug10 |
091117 |
40.88 |
41.30 |
40.87 |
41.24 |
+0.05 |
85 |
1,846 |
-19 |
| Sep10 |
091117 |
41.05 |
41.34 |
40.00 |
41.33 |
+0.05 |
72 |
1,250 |
+39 |
| Oct10 |
091117 |
41.24 |
41.54 |
41.03 |
41.38 |
+0.06 |
106 |
877 |
+11 |
| Total Volume and Open Interest |
70,418 |
247,146 |
+4,855 |
| Canola(WCE) |
| Nov09 |
091113 |
393.7 |
393.7 |
393.7 |
393.7 |
+3.0 |
5 |
0 |
+0 |
| Jan10 |
091117 |
397.0 |
403.8 |
396.9 |
402.5 |
+4.6 |
5,118 |
74,756 |
+171 |
| Mar10 |
091117 |
403.5 |
409.2 |
403.5 |
408.4 |
+4.5 |
339 |
8,821 |
+127 |
| May10 |
091117 |
406.9 |
416.0 |
406.9 |
414.0 |
+4.4 |
26 |
1,515 |
+25 |
| Jul10 |
091117 |
413.5 |
417.6 |
410.9 |
416.5 |
+3.7 |
81 |
2,410 |
+72 |
| Total Volume and Open Interest |
5,569 |
88,455 |
+400 |
| Corn(CBOT) |
| Dec09 |
091117 |
400.50 |
404.25 |
396.75 |
402.00 |
-0.25 |
100,914 |
311,251 |
-13,702 |
| Mar10 |
091117 |
416.00 |
419.50 |
412.00 |
417.50 |
unch |
38,259 |
367,380 |
+6,236 |
| May10 |
091117 |
425.00 |
429.00 |
422.00 |
427.25 |
-0.25 |
7,765 |
76,367 |
+2,124 |
| Jul10 |
091117 |
433.00 |
436.50 |
430.00 |
434.75 |
-0.75 |
8,617 |
77,763 |
-2 |
| Sep10 |
091117 |
440.00 |
446.50 |
436.25 |
440.50 |
-1.00 |
2,145 |
20,263 |
+160 |
| Dec10 |
091117 |
445.75 |
448.75 |
442.00 |
446.50 |
-1.50 |
11,135 |
145,564 |
+496 |
| Total Volume and Open Interest |
169,326 |
1,021,519 |
-4,422 |
| Wheat(CBOT) |
| Dec09 |
091117 |
562.25 |
575.50 |
555.25 |
574.75 |
+12.50 |
35,850 |
86,054 |
-3,621 |
| Mar10 |
091117 |
583.50 |
597.00 |
577.00 |
596.50 |
+12.75 |
19,212 |
147,052 |
+2,769 |
| May10 |
091117 |
596.00 |
609.00 |
589.00 |
608.75 |
+12.75 |
4,514 |
23,087 |
+1,095 |
| Jul10 |
091117 |
606.50 |
619.00 |
600.25 |
618.75 |
+11.50 |
4,813 |
50,555 |
+638 |
| Sep10 |
091117 |
620.25 |
634.00 |
617.00 |
634.00 |
+11.50 |
772 |
13,342 |
+489 |
| Total Volume and Open Interest |
66,362 |
360,485 |
+1,492 |
| Wheat(KCBT) |
| Dec09 |
091117 |
559.00 |
574.00 |
555.25 |
574.00 |
+13.75 |
5,757 |
25,018 |
-894 |
| Mar10 |
091117 |
575.00 |
590.25 |
571.00 |
590.25 |
+13.75 |
4,168 |
50,139 |
+1,303 |
| May10 |
091117 |
587.00 |
602.00 |
584.50 |
602.00 |
+13.75 |
912 |
6,426 |
+424 |
| Jul10 |
091117 |
599.00 |
613.75 |
595.50 |
613.75 |
+13.50 |
1,605 |
25,682 |
+622 |
| Sep10 |
091117 |
608.50 |
625.50 |
608.50 |
625.50 |
+13.50 |
203 |
1,677 |
+48 |
| Total Volume and Open Interest |
13,964 |
138,466 |
+2,430 |
| Wheat(MGE) |
| Dec09 |
091117 |
572.00 |
582.50 |
566.50 |
582.00 |
+7.75 |
2,182 |
10,287 |
-8 |
| Mar10 |
091117 |
586.50 |
599.25 |
584.50 |
598.25 |
+7.75 |
1,412 |
16,113 |
+344 |
| May10 |
091117 |
598.25 |
610.00 |
597.25 |
610.00 |
+7.00 |
179 |
4,486 |
+48 |
| Jul10 |
091117 |
611.00 |
622.25 |
608.00 |
621.75 |
+7.25 |
174 |
8,134 |
-49 |
| Sep10 |
091117 |
620.00 |
635.00 |
620.00 |
635.00 |
+7.50 |
156 |
2,344 |
+28 |
| Total Volume and Open Interest |
4,433 |
47,506 |
+640 |
| Oats(CBOT) |
| Dec09 |
091117 |
264.50 |
264.50 |
258.25 |
261.50 |
-2.50 |
1,509 |
4,697 |
+41 |
| Mar10 |
091117 |
277.50 |
278.25 |
272.00 |
275.00 |
-2.50 |
591 |
8,907 |
+79 |
| May10 |
091117 |
285.50 |
285.75 |
283.25 |
283.25 |
-2.50 |
39 |
305 |
+20 |
| Jul10 |
091117 |
290.75 |
293.25 |
290.75 |
290.75 |
-2.50 |
0 |
23 |
+0 |
| Total Volume and Open Interest |
2,159 |
14,301 |
+141 |
| Rough Rice(CBOT) |
| Nov09 |
091113 |
14.65 |
14.67 |
14.56 |
14.67 |
+0.19 |
374 |
383 |
+125 |
| Jan10 |
091117 |
15.20 |
15.24 |
15.00 |
15.16 |
-0.10 |
565 |
10,256 |
-112 |
| Mar10 |
091117 |
15.46 |
15.49 |
15.25 |
15.40 |
-0.10 |
73 |
2,636 |
-8 |
| May10 |
091117 |
15.62 |
15.64 |
15.62 |
15.64 |
-0.09 |
86 |
372 |
-42 |
| Total Volume and Open Interest |
822 |
14,506 |
-279 |
| Live Cattle(CME) |
| Dec09 |
091117 |
83.600 |
84.150 |
83.300 |
84.080 |
+0.500 |
15,766 |
62,050 |
-4,411 |
| Feb10 |
091117 |
85.150 |
85.700 |
84.850 |
85.650 |
+0.515 |
16,726 |
111,103 |
+2,608 |
| Apr10 |
091117 |
87.500 |
88.150 |
87.250 |
88.050 |
+0.500 |
5,323 |
55,268 |
+1,134 |
| Jun10 |
091117 |
84.700 |
85.285 |
84.450 |
85.135 |
+0.555 |
2,868 |
24,644 |
+244 |
| Aug10 |
091117 |
85.050 |
85.550 |
84.885 |
85.400 |
+0.250 |
1,496 |
6,707 |
+634 |
| Oct10 |
091117 |
87.750 |
88.300 |
87.750 |
88.200 |
+0.370 |
126 |
3,916 |
+2 |
| Total Volume and Open Interest |
42,505 |
265,637 |
+302 |
| Feeder Cattle(CME) |
| Nov09 |
091117 |
93.400 |
93.400 |
93.000 |
93.150 |
+0.050 |
435 |
1,452 |
-268 |
| Jan10 |
091117 |
92.400 |
93.350 |
92.250 |
92.785 |
+0.400 |
1,182 |
15,800 |
+223 |
| Mar10 |
091117 |
93.600 |
94.100 |
93.385 |
93.650 |
+0.350 |
374 |
5,350 |
-36 |
| Apr10 |
091117 |
94.550 |
95.080 |
94.400 |
94.800 |
+0.450 |
63 |
844 |
-8 |
| May10 |
091117 |
95.400 |
95.900 |
95.250 |
95.785 |
+0.635 |
177 |
1,711 |
+36 |
| Aug10 |
091117 |
97.200 |
97.700 |
97.180 |
97.700 |
+0.600 |
32 |
402 |
-3 |
| Sep10 |
091117 |
97.885 |
97.885 |
97.885 |
97.885 |
-0.015 |
0 |
4 |
+0 |
| Total Volume and Open Interest |
2,263 |
25,563 |
-56 |
| Lean Hogs(CME) |
| Dec09 |
091117 |
55.050 |
56.550 |
54.550 |
56.400 |
+1.450 |
12,798 |
34,163 |
-3,865 |
| Feb10 |
091117 |
62.600 |
64.250 |
61.800 |
63.985 |
+1.635 |
10,606 |
63,863 |
+3,403 |
| Apr10 |
091117 |
67.300 |
68.180 |
66.600 |
68.100 |
+0.900 |
3,135 |
31,496 |
+927 |
| May10 |
091117 |
71.800 |
72.975 |
71.500 |
72.950 |
+1.225 |
24 |
1,694 |
+11 |
| Jun10 |
091117 |
75.500 |
76.250 |
74.975 |
76.225 |
+0.645 |
908 |
16,671 |
+9 |
| Jul10 |
091117 |
75.000 |
75.400 |
74.400 |
75.330 |
+0.480 |
269 |
6,001 |
+76 |
| Aug10 |
091117 |
74.500 |
75.000 |
74.000 |
74.900 |
+0.400 |
191 |
4,317 |
+57 |
| Oct10 |
091117 |
67.150 |
67.950 |
67.000 |
67.950 |
+0.600 |
29 |
2,651 |
-3 |
| Total Volume and Open Interest |
27,976 |
162,299 |
+622 |
| Pork Bellies(CME) |
| Feb10 |
091117 |
86.250 |
89.200 |
86.000 |
88.600 |
+1.200 |
25 |
393 |
-3 |
| Mar10 |
091117 |
86.000 |
86.000 |
84.500 |
86.000 |
+0.800 |
0 |
88 |
+0 |
| May10 |
091117 |
89.250 |
89.250 |
88.250 |
88.250 |
-1.000 |
0 |
79 |
+0 |
| Jul10 |
091117 |
87.000 |
87.000 |
87.000 |
87.000 |
unch |
0 |
20 |
+0 |
| Aug10 |
091117 |
84.750 |
84.750 |
84.500 |
84.750 |
+0.500 |
0 |
15 |
+0 |
| Total Volume and Open Interest |
25 |
595 |
-3 |
| Class III Milk(CME) |
| Nov09 |
091117 |
14.06 |
14.10 |
14.06 |
14.07 |
-0.01 |
11 |
3,870 |
+6 |
| Dec09 |
091117 |
14.53 |
14.60 |
14.41 |
14.53 |
unch |
300 |
5,277 |
+87 |
| Jan10 |
091117 |
14.59 |
14.65 |
14.49 |
14.60 |
unch |
433 |
3,133 |
+69 |
| Feb10 |
091117 |
14.75 |
14.82 |
14.63 |
14.74 |
+0.02 |
339 |
2,120 |
+110 |
| Mar10 |
091117 |
14.91 |
15.05 |
14.88 |
15.05 |
+0.04 |
161 |
1,776 |
+26 |
| Total Volume and Open Interest |
1,599 |
23,716 |
+436 |
| Cocoa(ICE) |
| Dec09 |
091117 |
3102 |
3103 |
3072 |
3086 |
-6 |
5,898 |
2,521 |
-5,453 |
| Mar10 |
091117 |
3156 |
3163 |
3110 |
3137 |
-19 |
8,841 |
74,240 |
-273 |
| May10 |
091117 |
3160 |
3180 |
3138 |
3162 |
-16 |
761 |
17,343 |
+82 |
| Jul10 |
091117 |
3144 |
3166 |
3139 |
3160 |
-11 |
439 |
6,539 |
+119 |
| Sep10 |
091117 |
3153 |
3161 |
3145 |
3154 |
-6 |
235 |
4,944 |
+32 |
| Dec10 |
091117 |
3132 |
3148 |
3132 |
3140 |
unch |
124 |
3,528 |
+70 |
| Mar11 |
091117 |
3123 |
3135 |
3123 |
3135 |
+1 |
37 |
7,459 |
+6 |
| Total Volume and Open Interest |
16,335 |
123,030 |
-5,417 |
| Coffee "C"(ICE) |
| Dec09 |
091117 |
136.50 |
136.50 |
134.20 |
135.75 |
-0.60 |
13,820 |
22,772 |
-2,788 |
| Mar10 |
091117 |
139.25 |
139.45 |
137.25 |
138.85 |
-0.60 |
15,559 |
65,445 |
+4,317 |
| May10 |
091117 |
141.05 |
141.05 |
139.25 |
140.60 |
-0.65 |
1,747 |
17,181 |
+340 |
| Jul10 |
091117 |
142.75 |
142.75 |
141.60 |
142.15 |
-0.75 |
489 |
4,330 |
-16 |
| Sep10 |
091117 |
144.20 |
144.20 |
142.80 |
143.70 |
-0.80 |
160 |
4,332 |
+65 |
| Dec10 |
091117 |
145.50 |
146.20 |
145.15 |
146.20 |
-0.75 |
78 |
3,946 |
+30 |
| Total Volume and Open Interest |
31,854 |
119,687 |
+2,008 |
| Orange Juice(ICE) |
| Jan10 |
091117 |
112.75 |
115.50 |
111.65 |
112.40 |
-0.80 |
1,300 |
18,503 |
-376 |
| Mar10 |
091117 |
116.00 |
118.50 |
115.55 |
115.90 |
-0.85 |
513 |
7,433 |
+341 |
| May10 |
091117 |
119.40 |
121.40 |
119.20 |
119.30 |
-0.80 |
74 |
2,684 |
-43 |
| Jul10 |
091117 |
122.50 |
122.50 |
122.10 |
122.15 |
-0.95 |
51 |
730 |
-2 |
| Sep10 |
091117 |
124.60 |
124.60 |
124.60 |
124.60 |
-1.10 |
10 |
414 |
+10 |
| Nov10 |
091117 |
126.70 |
126.70 |
126.70 |
126.70 |
-1.05 |
0 |
47 |
+0 |
| Total Volume and Open Interest |
1,948 |
30,011 |
-70 |
| Sugar #11(ICE) |
| Mar10 |
091117 |
23.14 |
23.22 |
22.82 |
23.10 |
-0.13 |
20,805 |
357,485 |
-1,479 |
| May10 |
091117 |
22.03 |
22.19 |
21.82 |
22.09 |
-0.05 |
9,523 |
99,781 |
-651 |
| Jul10 |
091117 |
20.69 |
20.75 |
20.47 |
20.63 |
-0.11 |
6,298 |
113,264 |
+92 |
| Oct10 |
091117 |
19.85 |
19.98 |
19.78 |
19.91 |
-0.07 |
1,762 |
88,014 |
+113 |
| Mar11 |
091117 |
19.35 |
19.51 |
19.35 |
19.48 |
-0.06 |
982 |
47,383 |
+152 |
| Total Volume and Open Interest |
39,982 |
766,009 |
-1,375 |
| London Cocoa(LCE) |
| Dec09 |
091030 |
2127 |
2146 |
2122 |
2127 |
-20 |
3,155 |
54,406 |
-13 |
| Mar10 |
091117 |
2058 |
2065 |
2041 |
2058 |
-5 |
5,243 |
44,305 |
-94 |
| May10 |
091117 |
2077 |
2080 |
2063 |
2079 |
-4 |
683 |
49,420 |
+35 |
| Jul10 |
091117 |
2010 |
2016 |
2000 |
2014 |
unch |
167 |
16,627 |
+41 |
| Sep10 |
091117 |
1993 |
2002 |
1987 |
1998 |
+2 |
543 |
6,585 |
+410 |
| Dec10 |
091117 |
1980 |
1985 |
1974 |
1985 |
+3 |
1,517 |
5,431 |
+1,130 |
| Mar11 |
091117 |
1960 |
1965 |
1960 |
1965 |
+5 |
1,603 |
7,657 |
+1,399 |
| Total Volume and Open Interest |
18,197 |
172,930 |
+5,165 |
| London Sugar(LCE) |
| Mar10 |
091117 |
606.90 |
612.00 |
602.50 |
611.30 |
+3.70 |
3,913 |
34,261 |
-50 |
| May10 |
091117 |
596.50 |
600.30 |
591.60 |
599.40 |
+2.90 |
309 |
15,739 |
+35 |
| Aug10 |
091117 |
568.00 |
569.10 |
562.20 |
568.80 |
+1.80 |
147 |
8,535 |
+15 |
| Oct10 |
091117 |
535.60 |
539.00 |
535.00 |
538.30 |
-0.50 |
0 |
4,362 |
+0 |
| Dec10 |
091117 |
522.00 |
523.60 |
522.00 |
523.60 |
+0.80 |
0 |
790 |
+0 |
| Total Volume and Open Interest |
4,369 |
63,762 |
-8,976 |
| Cotton(ICE) |
| Dec09 |
091117 |
68.22 |
68.57 |
67.51 |
67.89 |
-0.55 |
14,854 |
37,115 |
-16,430 |
| Mar10 |
091117 |
72.49 |
72.75 |
71.70 |
71.97 |
-0.70 |
12,969 |
101,624 |
+4,847 |
| May10 |
091117 |
73.57 |
74.05 |
73.04 |
73.13 |
-0.90 |
652 |
8,968 |
+360 |
| Jul10 |
091117 |
74.67 |
75.10 |
74.02 |
74.09 |
-0.99 |
599 |
16,951 |
-37 |
| Oct10 |
091117 |
74.79 |
74.79 |
74.79 |
74.79 |
-1.03 |
0 |
113 |
+0 |
| Dec10 |
091117 |
76.10 |
76.59 |
75.55 |
75.59 |
-0.89 |
224 |
8,533 |
+147 |
| Total Volume and Open Interest |
29,301 |
173,911 |
-11,113 |
| Lumber(CME) |
| Jan10 |
091117 |
230.0 |
239.5 |
230.0 |
239.5 |
+10.0 |
790 |
7,078 |
+70 |
| Mar10 |
091117 |
248.0 |
257.1 |
247.5 |
257.0 |
+8.1 |
276 |
2,467 |
+141 |
| May10 |
091117 |
252.0 |
258.5 |
252.0 |
258.0 |
+5.0 |
45 |
129 |
+36 |
| Jul10 |
091117 |
263.7 |
263.7 |
260.1 |
260.1 |
+3.1 |
0 |
23 |
+0 |
| Total Volume and Open Interest |
1,111 |
9,699 |
+53 |
| Crude Oil(NYM) |
| Dec09 |
091117 |
78.93 |
79.73 |
78.14 |
79.14 |
+0.24 |
335,366 |
188,471 |
-22,550 |
| Jan10 |
091117 |
79.48 |
80.33 |
78.75 |
79.72 |
+0.19 |
140,732 |
300,522 |
+7,860 |
| Feb10 |
091117 |
80.28 |
81.03 |
79.45 |
80.44 |
+0.22 |
32,893 |
76,303 |
+2,675 |
| Mar10 |
091117 |
80.89 |
81.74 |
80.17 |
81.16 |
+0.23 |
17,845 |
65,898 |
+1,332 |
| Apr10 |
091117 |
81.46 |
82.24 |
80.86 |
81.84 |
+0.25 |
5,540 |
24,762 |
+469 |
| May10 |
091117 |
81.78 |
82.96 |
81.48 |
82.47 |
+0.27 |
4,642 |
27,206 |
+348 |
| Jun10 |
091117 |
82.47 |
83.52 |
82.08 |
83.00 |
+0.29 |
14,948 |
101,937 |
+340 |
| Jul10 |
091117 |
82.85 |
83.78 |
82.47 |
83.42 |
+0.31 |
1,980 |
28,925 |
-90 |
| Aug10 |
091117 |
83.80 |
83.80 |
83.80 |
83.80 |
+0.33 |
1,591 |
12,689 |
+60 |
| Sep10 |
091117 |
84.19 |
84.19 |
84.18 |
84.18 |
+0.34 |
1,767 |
24,896 |
-23 |
| Oct10 |
091117 |
83.96 |
84.58 |
83.96 |
84.58 |
+0.35 |
1,384 |
15,043 |
-109 |
| Nov10 |
091117 |
84.29 |
85.25 |
84.29 |
85.00 |
+0.37 |
1,431 |
15,154 |
-191 |
| Dec10 |
091117 |
85.07 |
85.94 |
84.45 |
85.43 |
+0.39 |
13,447 |
116,561 |
+507 |
| Jan11 |
091117 |
86.00 |
86.00 |
85.69 |
85.69 |
+0.40 |
829 |
15,719 |
-337 |
| Feb11 |
091117 |
85.93 |
85.93 |
85.93 |
85.93 |
+0.41 |
120 |
7,398 |
+39 |
| Mar11 |
091117 |
86.16 |
86.16 |
86.16 |
86.16 |
+0.42 |
55 |
5,548 |
-33 |
| Total Volume and Open Interest |
582,013 |
1,255,374 |
-9,361 |
| e-miNY Crude Oil(NYM) |
| Nov09 |
091019 |
78.850 |
79.650 |
78.100 |
79.600 |
+1.075 |
9,026 |
4,656 |
+226 |
| Dec09 |
091117 |
78.950 |
79.750 |
78.125 |
79.150 |
+0.250 |
11,701 |
4,292 |
-586 |
| Jan10 |
091117 |
79.250 |
80.300 |
78.775 |
79.725 |
+0.200 |
997 |
1,358 |
+148 |
| Feb10 |
091117 |
79.950 |
81.000 |
79.675 |
80.450 |
+0.225 |
43 |
238 |
+1 |
| Mar10 |
091117 |
80.450 |
81.150 |
80.325 |
81.150 |
+0.225 |
4 |
166 |
+3 |
| Apr10 |
091117 |
81.850 |
81.850 |
81.850 |
81.850 |
+0.250 |
1 |
7 |
+1 |
| May10 |
091117 |
82.475 |
82.475 |
82.475 |
82.475 |
+0.275 |
0 |
2 |
+0 |
| Jun10 |
091117 |
83.000 |
83.000 |
83.000 |
83.000 |
+0.300 |
0 |
9 |
+0 |
| Jul10 |
091117 |
83.425 |
83.425 |
83.425 |
83.425 |
+0.325 |
0 |
6 |
+0 |
| Aug10 |
091117 |
83.800 |
83.800 |
83.800 |
83.800 |
+0.325 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
12,746 |
6,162 |
-433 |
| Heating Oil(NYM) |
| Dec09 |
091117 |
203.26 |
206.96 |
201.92 |
205.85 |
+2.65 |
41,893 |
49,807 |
-6,379 |
| Jan10 |
091117 |
207.00 |
210.53 |
205.68 |
209.43 |
+2.43 |
18,993 |
78,215 |
-107 |
| Feb10 |
091117 |
209.37 |
213.12 |
208.50 |
212.17 |
+2.27 |
7,499 |
35,117 |
+538 |
| Mar10 |
091117 |
211.45 |
214.92 |
211.31 |
214.17 |
+2.10 |
4,690 |
25,872 |
+945 |
| Apr10 |
091117 |
212.60 |
215.74 |
212.60 |
215.19 |
+2.01 |
4,506 |
15,443 |
+1,681 |
| May10 |
091117 |
214.30 |
216.75 |
213.17 |
216.30 |
+1.92 |
1,562 |
12,277 |
+228 |
| Jun10 |
091117 |
214.86 |
218.50 |
214.58 |
217.40 |
+1.82 |
4,222 |
30,387 |
+437 |
| Jul10 |
091117 |
217.00 |
219.75 |
216.32 |
218.95 |
+1.77 |
721 |
9,208 |
+19 |
| Aug10 |
091117 |
219.18 |
221.26 |
219.18 |
220.80 |
+1.77 |
308 |
3,875 |
+61 |
| Sep10 |
091117 |
221.66 |
223.50 |
221.66 |
223.20 |
+1.67 |
559 |
7,226 |
+127 |
| Oct10 |
091117 |
224.18 |
225.70 |
224.18 |
225.70 |
+1.62 |
714 |
3,446 |
+101 |
| Nov10 |
091117 |
228.45 |
228.45 |
228.20 |
228.20 |
+1.57 |
1,014 |
5,739 |
+147 |
| Total Volume and Open Interest |
88,201 |
320,339 |
-2,442 |
| Gasoline(NYMEX) |
| Dec09 |
091117 |
198.02 |
202.20 |
196.85 |
200.49 |
+1.81 |
34,851 |
47,322 |
-3,290 |
| Jan10 |
091117 |
201.50 |
205.18 |
199.99 |
203.54 |
+1.77 |
19,725 |
93,151 |
+1,152 |
| Feb10 |
091117 |
203.50 |
207.15 |
203.27 |
206.19 |
+1.66 |
8,721 |
23,064 |
+658 |
| Mar10 |
091117 |
206.00 |
209.99 |
206.00 |
208.84 |
+1.58 |
4,642 |
24,803 |
+848 |
| Apr10 |
091117 |
218.41 |
221.87 |
218.41 |
220.91 |
+1.29 |
2,525 |
17,695 |
+1,112 |
| May10 |
091117 |
219.80 |
221.87 |
219.40 |
221.87 |
+1.34 |
1,956 |
8,975 |
+534 |
| Jun10 |
091117 |
220.00 |
223.00 |
219.89 |
222.50 |
+1.34 |
1,566 |
9,139 |
+49 |
| Jul10 |
091117 |
221.00 |
222.78 |
220.75 |
222.78 |
+1.31 |
1,627 |
4,542 |
+845 |
| Aug10 |
091117 |
220.75 |
222.68 |
220.52 |
222.68 |
+1.20 |
848 |
3,535 |
+148 |
| Sep10 |
091117 |
220.25 |
222.18 |
220.02 |
222.18 |
+1.27 |
416 |
3,931 |
-113 |
| Total Volume and Open Interest |
78,362 |
255,868 |
+2,450 |
| e-miNY RBOB Gasoline(NYM) |
| Dec09 |
091117 |
200.50 |
200.50 |
200.49 |
200.50 |
+1.80 |
0 |
3 |
+0 |
| Jan10 |
091117 |
203.50 |
203.54 |
203.50 |
203.50 |
+1.70 |
|
|
|
| Feb10 |
091117 |
206.20 |
206.20 |
206.19 |
206.20 |
+1.70 |
|
|
|
| Mar10 |
091117 |
208.80 |
208.84 |
208.80 |
208.80 |
+1.50 |
|
|
|
| Total Volume and Open Interest |
0 |
3 |
+0 |
| Natural Gas(NYM) |
| Dec09 |
091117 |
4.632 |
4.734 |
4.511 |
4.530 |
-0.084 |
140,113 |
107,765 |
-5,770 |
| Jan10 |
091117 |
5.005 |
5.084 |
4.880 |
4.907 |
-0.084 |
83,289 |
158,207 |
+5,716 |
| Feb10 |
091117 |
5.091 |
5.147 |
4.968 |
4.994 |
-0.072 |
16,741 |
53,062 |
+614 |
| Mar10 |
091117 |
5.100 |
5.161 |
4.986 |
5.015 |
-0.066 |
12,439 |
77,850 |
+2,604 |
| Apr10 |
091117 |
5.100 |
5.167 |
5.003 |
5.025 |
-0.066 |
10,093 |
49,060 |
-145 |
| May10 |
091117 |
5.128 |
5.215 |
5.059 |
5.079 |
-0.061 |
3,488 |
30,167 |
+330 |
| Jun10 |
091117 |
5.277 |
5.301 |
5.155 |
5.175 |
-0.058 |
1,322 |
19,256 |
+267 |
| Jul10 |
091117 |
5.403 |
5.413 |
5.255 |
5.281 |
-0.057 |
1,201 |
15,561 |
+80 |
| Aug10 |
091117 |
5.459 |
5.459 |
5.335 |
5.359 |
-0.059 |
1,502 |
14,246 |
+43 |
| Sep10 |
091117 |
5.532 |
5.534 |
5.390 |
5.416 |
-0.060 |
984 |
15,076 |
+83 |
| Oct10 |
091117 |
5.585 |
5.668 |
5.521 |
5.550 |
-0.056 |
4,260 |
29,856 |
-555 |
| Nov10 |
091117 |
6.017 |
6.060 |
5.945 |
5.970 |
-0.041 |
955 |
8,000 |
+236 |
| Dec10 |
091117 |
6.460 |
6.460 |
6.330 |
6.355 |
-0.038 |
1,278 |
15,967 |
-17 |
| Jan11 |
091117 |
6.665 |
6.665 |
6.575 |
6.580 |
-0.038 |
1,701 |
12,010 |
-20 |
| Feb11 |
091117 |
6.642 |
6.642 |
6.550 |
6.570 |
-0.038 |
245 |
6,005 |
+96 |
| Mar11 |
091117 |
6.469 |
6.469 |
6.390 |
6.400 |
-0.033 |
729 |
16,226 |
+13 |
| Total Volume and Open Interest |
281,225 |
734,864 |
+4,039 |
| Brent Crude Oil(ICE) |
| Jan10 |
091117 |
78.80 |
79.56 |
78.02 |
78.97 |
+0.21 |
139,155 |
220,413 |
-5,173 |
| Feb10 |
091117 |
79.60 |
80.32 |
78.80 |
79.76 |
+0.26 |
30,222 |
116,953 |
+3,892 |
| Mar10 |
091117 |
80.31 |
81.06 |
79.54 |
80.51 |
+0.29 |
14,260 |
40,458 |
+2,281 |
| Apr10 |
091117 |
80.97 |
81.62 |
80.22 |
81.20 |
+0.32 |
7,176 |
17,827 |
-279 |
| May10 |
091117 |
81.51 |
82.20 |
80.85 |
81.84 |
+0.33 |
5,439 |
15,297 |
+82 |
| Jun10 |
091117 |
81.84 |
82.91 |
81.46 |
82.47 |
+0.36 |
9,298 |
53,015 |
-286 |
| Jul10 |
091117 |
82.28 |
83.39 |
82.21 |
83.02 |
+0.36 |
2,627 |
13,235 |
-79 |
| Aug10 |
091117 |
82.81 |
83.91 |
82.56 |
83.55 |
+0.36 |
2,014 |
8,482 |
+27 |
| Sep10 |
091117 |
83.31 |
84.40 |
83.07 |
84.04 |
+0.34 |
1,719 |
6,901 |
+338 |
| Oct10 |
091117 |
84.45 |
84.51 |
84.45 |
84.51 |
+0.33 |
933 |
12,481 |
-114 |
| Nov10 |
091117 |
84.91 |
84.91 |
84.91 |
84.91 |
+0.34 |
836 |
8,631 |
-114 |
| Dec10 |
091117 |
84.61 |
85.80 |
84.32 |
85.30 |
+0.35 |
6,592 |
70,670 |
+962 |
| Jan11 |
091117 |
85.71 |
85.71 |
85.71 |
85.71 |
+0.37 |
423 |
6,445 |
-223 |
| Feb11 |
091117 |
86.09 |
86.09 |
86.09 |
86.09 |
+0.38 |
63 |
3,697 |
+25 |
| Total Volume and Open Interest |
224,664 |
680,876 |
-27,683 |
| Gas Oil(ICE) |
| Dec09 |
091117 |
629.00 |
640.50 |
626.00 |
631.25 |
+2.75 |
59,594 |
105,882 |
-7,160 |
| Jan10 |
091117 |
640.00 |
651.50 |
637.00 |
642.50 |
+3.00 |
52,979 |
116,932 |
+477 |
| Feb10 |
091117 |
645.75 |
659.50 |
645.00 |
650.75 |
+3.25 |
15,787 |
47,206 |
+1,035 |
| Mar10 |
091117 |
652.75 |
665.00 |
652.75 |
657.75 |
+3.25 |
9,315 |
33,206 |
-985 |
| Apr10 |
091117 |
660.25 |
669.25 |
660.25 |
664.25 |
+3.25 |
3,368 |
20,776 |
+763 |
| May10 |
091117 |
666.25 |
672.00 |
666.25 |
670.50 |
+3.00 |
3,219 |
19,960 |
+1,071 |
| Jun10 |
091117 |
671.75 |
685.00 |
671.00 |
676.50 |
+3.00 |
7,234 |
42,077 |
+504 |
| Jul10 |
091117 |
680.50 |
689.25 |
680.00 |
683.75 |
+3.00 |
2,035 |
15,664 |
+153 |
| Aug10 |
091117 |
688.00 |
696.50 |
685.50 |
691.00 |
+3.25 |
1,679 |
15,585 |
+682 |
| Sep10 |
091117 |
692.50 |
703.00 |
691.75 |
697.25 |
+3.25 |
237 |
12,374 |
+85 |
| Total Volume and Open Interest |
160,603 |
549,046 |
-2,775 |
| Ethanol(CBOT) |
| Nov09 |
091104 |
1.970 |
2.000 |
1.970 |
1.970 |
+0.020 |
5 |
151 |
-1 |
| Dec09 |
091117 |
2.075 |
2.105 |
2.075 |
2.101 |
+0.019 |
69 |
614 |
-14 |
| Jan10 |
091117 |
1.967 |
2.006 |
1.955 |
2.002 |
+0.022 |
48 |
816 |
-7 |
| Feb10 |
091117 |
1.945 |
1.964 |
1.945 |
1.962 |
+0.013 |
5 |
457 |
-3 |
| Mar10 |
091117 |
1.952 |
1.952 |
1.950 |
1.951 |
+0.012 |
9 |
727 |
-10 |
| Apr10 |
091117 |
1.936 |
1.936 |
1.925 |
1.930 |
+0.005 |
55 |
443 |
+44 |
| May10 |
091117 |
1.880 |
1.913 |
1.880 |
1.900 |
+0.017 |
13 |
388 |
-2 |
| Jun10 |
091117 |
1.860 |
1.887 |
1.860 |
1.878 |
+0.005 |
4 |
266 |
+4 |
| Total Volume and Open Interest |
253 |
5,852 |
+33 |
| US Dollar Index(ICE) |
| Dec09 |
091117 |
74.935 |
75.720 |
74.930 |
75.465 |
+0.545 |
17,570 |
40,610 |
+3,618 |
| Mar10 |
091117 |
75.235 |
76.000 |
75.235 |
75.775 |
+0.525 |
63 |
2,448 |
-8 |
| Jun10 |
091117 |
76.160 |
76.160 |
76.160 |
76.160 |
+0.525 |
0 |
6 |
+0 |
| Total Volume and Open Interest |
17,633 |
43,064 |
+3,610 |
| Australian Dollar(CME) |
| Dec09 |
091117 |
93.36 |
93.56 |
92.13 |
92.59 |
-0.95 |
86,337 |
116,798 |
+698 |
| Mar10 |
091117 |
92.35 |
92.64 |
91.27 |
91.71 |
-0.93 |
306 |
6,711 |
-53 |
| Jun10 |
091117 |
90.68 |
91.59 |
90.68 |
90.68 |
-0.91 |
0 |
10 |
+0 |
| Total Volume and Open Interest |
86,643 |
123,536 |
+645 |
| British Pound(CME) |
| Dec09 |
091117 |
168.20 |
168.70 |
167.51 |
167.93 |
-0.41 |
111,219 |
99,197 |
-3,355 |
| Mar10 |
091117 |
168.17 |
168.58 |
167.43 |
167.82 |
-0.42 |
111 |
522 |
-1 |
| Jun10 |
091117 |
167.71 |
168.17 |
167.68 |
167.71 |
-0.42 |
0 |
119 |
+0 |
| Total Volume and Open Interest |
111,330 |
99,908 |
-3,356 |
| Canadian Dollar(CME) |
| Dec09 |
091117 |
95.46 |
95.57 |
94.16 |
95.03 |
-0.51 |
63,889 |
85,230 |
+92 |
| Mar10 |
091117 |
95.43 |
95.54 |
94.18 |
95.04 |
-0.51 |
187 |
2,910 |
+14 |
| Jun10 |
091117 |
94.43 |
95.52 |
94.18 |
95.02 |
-0.50 |
27 |
392 |
-4 |
| Sep10 |
091117 |
94.65 |
95.30 |
94.17 |
94.97 |
-0.50 |
19 |
438 |
+7 |
| Total Volume and Open Interest |
64,122 |
89,267 |
+109 |
| Japanese Yen(CME) |
| Dec09 |
091117 |
112.22 |
112.71 |
111.69 |
112.01 |
-0.41 |
97,732 |
120,428 |
+5,200 |
| Mar10 |
091117 |
112.29 |
112.76 |
111.77 |
112.07 |
-0.41 |
124 |
2,851 |
+31 |
| Jun10 |
091117 |
112.15 |
112.62 |
112.09 |
112.15 |
-0.41 |
0 |
16 |
+0 |
| Total Volume and Open Interest |
97,856 |
123,316 |
+5,231 |
| Swiss Franc(CME) |
| Dec09 |
091117 |
99.19 |
99.40 |
97.96 |
98.29 |
-1.05 |
53,916 |
52,686 |
+334 |
| Mar10 |
091117 |
98.44 |
99.42 |
98.04 |
98.34 |
-1.05 |
5 |
265 |
+0 |
| Jun10 |
091117 |
98.40 |
99.45 |
98.40 |
98.40 |
-1.05 |
0 |
5 |
+0 |
| Total Volume and Open Interest |
53,921 |
52,957 |
+334 |
| EuroFX(CME) |
| Dec09 |
091117 |
149.65 |
149.98 |
148.06 |
148.53 |
-1.30 |
246,095 |
160,481 |
-2,034 |
| Mar10 |
091117 |
149.69 |
149.89 |
148.00 |
148.45 |
-1.31 |
291 |
2,244 |
-8 |
| Jun10 |
091117 |
148.36 |
149.68 |
148.17 |
148.36 |
-1.32 |
0 |
185 |
+0 |
| Total Volume and Open Interest |
246,387 |
162,920 |
-2,041 |
| Mexican Peso(CME) |
| Nov09 |
091116 |
770.5 |
770.5 |
765.5 |
770.5 |
+5.0 |
1 |
0 |
-1 |
| Dec09 |
091117 |
766.0 |
769.5 |
758.5 |
764.8 |
-4.5 |
24,563 |
71,451 |
+2,193 |
| Total Volume and Open Interest |
24,769 |
73,814 |
+2,372 |
| 30-Year T-Bonds(CBOT) |
| Dec09 |
091117 |
120~220 |
121~070 |
120~050 |
121~020 |
+0~070 |
216,598 |
733,367 |
-8,240 |
| Mar10 |
091117 |
120~020 |
120~170 |
119~150 |
120~120 |
+0~080 |
6,740 |
20,946 |
+2,421 |
| Jun10 |
091117 |
118~150 |
118~250 |
118~150 |
118~250 |
+0~090 |
0 |
37 |
+0 |
| Total Volume and Open Interest |
223,338 |
754,350 |
-5,819 |
| 10-Year T-Notes(CBOT) |
| Dec09 |
091117 |
119~195 |
119~275 |
119~100 |
119~240 |
+0~020 |
629,928 |
1,277,065 |
-7,772 |
| Mar10 |
091117 |
118~060 |
118~160 |
117~310 |
118~125 |
+0~020 |
6,272 |
41,100 |
+1,862 |
| Jun10 |
091117 |
117~010 |
117~010 |
116~310 |
117~010 |
+0~020 |
|
|
|
| Total Volume and Open Interest |
636,200 |
1,318,165 |
-5,910 |
| 5-Year T-Notes(CBOT) |
| Dec09 |
091117 |
117~028 |
117~052 |
117~027 |
117~051 |
+0~007 |
|
|
|
| Mar10 |
091117 |
116~016 |
116~019 |
115~110 |
116~012 |
+0~008 |
1,546 |
6,443 |
+820 |
| Jun10 |
091117 |
114~101 |
114~101 |
114~092 |
114~101 |
+0~009 |
|
|
|
| Total Volume and Open Interest |
314,105 |
841,804 |
+2,913 |
| 2 Year T-Notes(CBOT) |
| Dec09 |
091117 |
109~018 |
109~018 |
109~017 |
109~017 |
+0~021 |
|
|
|
| Mar10 |
091117 |
108~068 |
108~075 |
108~065 |
108~073 |
+0~003 |
7,147 |
42,526 |
+3,624 |
| Jun10 |
091117 |
107~127 |
107~127 |
107~121 |
107~127 |
+0~006 |
0 |
6,840 |
+0 |
| Total Volume and Open Interest |
175,587 |
1,100,290 |
+7,069 |
| Eurodollars(CME) |
| Dec09 |
091117 |
99.723 |
99.725 |
99.720 |
99.723 |
+0.003 |
74,983 |
998,507 |
-2,671 |
| Mar10 |
091117 |
99.645 |
99.660 |
99.630 |
99.645 |
-0.005 |
128,489 |
1,044,400 |
-1,728 |
| Jun10 |
091117 |
99.460 |
99.470 |
99.435 |
99.460 |
-0.005 |
145,815 |
1,012,777 |
-9,601 |
| Sep10 |
091117 |
99.135 |
99.165 |
99.105 |
99.150 |
unch |
149,666 |
730,929 |
+2,913 |
| Dec10 |
091117 |
98.750 |
98.795 |
98.715 |
98.775 |
+0.015 |
151,886 |
825,891 |
-27,503 |
| Mar11 |
091117 |
98.380 |
98.435 |
98.345 |
98.415 |
+0.025 |
114,188 |
548,265 |
-6,081 |
| Jun11 |
091117 |
98.025 |
98.080 |
97.990 |
98.060 |
+0.025 |
90,681 |
546,069 |
-6,590 |
| Sep11 |
091117 |
97.715 |
97.770 |
97.670 |
97.750 |
+0.025 |
72,350 |
453,930 |
+268 |
| Dec11 |
091117 |
97.420 |
97.475 |
97.375 |
97.455 |
+0.025 |
39,544 |
265,607 |
+954 |
| Mar12 |
091117 |
97.175 |
97.230 |
97.125 |
97.210 |
+0.025 |
30,643 |
195,176 |
+1,748 |
| Jun12 |
091117 |
96.930 |
96.990 |
96.890 |
96.970 |
+0.025 |
24,825 |
166,665 |
+1,064 |
| Sep12 |
091117 |
96.725 |
96.785 |
96.680 |
96.765 |
+0.025 |
21,975 |
103,664 |
+1,607 |
| Dec12 |
091117 |
96.520 |
96.585 |
96.485 |
96.565 |
+0.025 |
7,572 |
59,666 |
+36 |
| Mar13 |
091117 |
96.360 |
96.440 |
96.340 |
96.420 |
+0.025 |
4,320 |
56,767 |
+61 |
| Jun13 |
091117 |
96.210 |
96.290 |
96.195 |
96.270 |
+0.020 |
3,791 |
50,283 |
-102 |
| Sep13 |
091117 |
96.065 |
96.155 |
96.055 |
96.130 |
+0.015 |
3,534 |
52,480 |
+857 |
| Dec13 |
091117 |
95.935 |
96.010 |
95.910 |
95.985 |
+0.015 |
3,042 |
28,765 |
-111 |
| Mar14 |
091117 |
95.825 |
95.900 |
95.810 |
95.880 |
+0.015 |
2,965 |
27,406 |
+180 |
| Total Volume and Open Interest |
1,078,086 |
7,301,818 |
-104,615 |
| 30 Day Federal Funds(CBOT) |
| Nov09 |
091117 |
99.872 |
99.878 |
99.872 |
99.875 |
+0.003 |
558 |
74,917 |
+436 |
| Dec09 |
091117 |
99.870 |
99.880 |
99.870 |
99.870 |
unch |
1,154 |
65,005 |
+300 |
| Jan10 |
091117 |
99.860 |
99.865 |
99.855 |
99.855 |
unch |
2,843 |
63,340 |
-327 |
| Feb10 |
091117 |
99.840 |
99.845 |
99.835 |
99.835 |
unch |
2,952 |
70,340 |
+815 |
| Mar10 |
091117 |
99.825 |
99.830 |
99.815 |
99.820 |
unch |
2,515 |
47,205 |
-566 |
| Apr10 |
091117 |
99.815 |
99.815 |
99.800 |
99.810 |
unch |
2,993 |
56,784 |
-87 |
| Total Volume and Open Interest |
24,620 |
529,154 |
+294 |
| 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 |
091117 |
99.49 |
99.49 |
99.49 |
99.49 |
unch |
|
|
|
| Mar10 |
091117 |
99.52 |
99.52 |
99.52 |
99.52 |
-0.02 |
|
|
|
| Jun10 |
091117 |
99.54 |
99.54 |
99.54 |
99.54 |
unch |
|
|
|
| Sep10 |
091117 |
99.54 |
99.54 |
99.54 |
99.54 |
unch |
|
|
|
| Dec10 |
091117 |
99.48 |
99.48 |
99.48 |
99.48 |
unch |
|
|
|
| Mar11 |
091117 |
99.39 |
99.39 |
99.39 |
99.39 |
-0.06 |
|
|
|
| Jun11 |
091117 |
99.33 |
99.33 |
99.33 |
99.33 |
unch |
|
|
|
| Sep11 |
091117 |
99.33 |
99.33 |
99.33 |
99.33 |
unch |
|
|
|
| Dec11 |
091117 |
99.14 |
99.14 |
99.14 |
99.14 |
unch |
|
|
|
| Mar12 |
091117 |
99.10 |
99.10 |
99.10 |
99.10 |
+0.02 |
|
|
|
| Total Volume and Open Interest |
|
|
|
| 3-Mth Euro-Yen(SGX) |
| Dec09 |
091117 |
99.49 |
99.49 |
99.49 |
99.49 |
unch |
75 |
3,806 |
+0 |
| Mar10 |
091117 |
99.52 |
99.52 |
99.52 |
99.52 |
unch |
36 |
3,499 |
+0 |
| Jun10 |
091117 |
99.54 |
99.54 |
99.54 |
99.54 |
unch |
0 |
1,706 |
+0 |
| Sep10 |
091117 |
99.53 |
99.54 |
99.53 |
99.54 |
unch |
0 |
1,693 |
+0 |
| Dec10 |
091117 |
99.47 |
99.47 |
99.47 |
99.47 |
unch |
0 |
892 |
+50 |
| Mar11 |
091117 |
99.39 |
99.39 |
99.39 |
99.39 |
unch |
0 |
562 |
+0 |
| Jun11 |
091117 |
99.33 |
99.33 |
99.33 |
99.33 |
unch |
0 |
52 |
+0 |
| Sep11 |
091117 |
99.33 |
99.33 |
99.33 |
99.33 |
unch |
0 |
51 |
+0 |
| Total Volume and Open Interest |
111 |
13,733 |
+50 |
| Japanese Gov't Bonds(SGX) |
| Dec09 |
091112 |
137.73 |
138.69 |
137.73 |
138.66 |
+0.88 |
1,385 |
15,579 |
-630 |
| Mar10 |
091117 |
138.41 |
138.62 |
138.41 |
138.62 |
+0.28 |
0 |
1 |
+0 |
| Jun10 |
091117 |
138.62 |
138.62 |
138.62 |
138.62 |
+0.28 |
|
|
|
| Total Volume and Open Interest |
3,889 |
14,270 |
+512 |
| Euro-Bund(EUREX) |
| Dec09 |
091117 |
122.04 |
122.34 |
121.82 |
122.24 |
+0.43 |
792,876 |
948,600 |
-55,992 |
| Mar10 |
091117 |
121.69 |
121.90 |
121.45 |
121.85 |
+0.41 |
972 |
18,351 |
+526 |
| Jun10 |
091117 |
120.91 |
120.91 |
120.91 |
120.91 |
+0.43 |
0 |
3 |
+0 |
| Total Volume and Open Interest |
793,848 |
966,954 |
-55,466 |
| Euro-Bobl(EUREX) |
| Dec09 |
091117 |
116.07 |
116.18 |
115.93 |
116.13 |
+0.15 |
402,437 |
697,437 |
-1,202 |
| Mar10 |
091117 |
115.72 |
115.90 |
115.71 |
115.88 |
+0.14 |
144 |
11,992 |
+86 |
| Jun10 |
091117 |
115.43 |
115.43 |
115.43 |
115.43 |
+0.15 |
|
|
|
| Total Volume and Open Interest |
402,581 |
709,429 |
-1,116 |
| 3-Mth Euribor(EUREX) |
| Dec09 |
091117 |
99.270 |
99.270 |
99.265 |
99.265 |
-0.010 |
108 |
8,341 |
-8 |
| Mar10 |
091117 |
99.205 |
99.205 |
99.195 |
99.200 |
-0.005 |
716 |
5,359 |
-12 |
| Jun10 |
091117 |
98.935 |
98.935 |
98.910 |
98.925 |
-0.005 |
136 |
4,737 |
+0 |
| Total Volume and Open Interest |
1,100 |
22,473 |
+11 |
| Long Gilt(LIFFE) |
| Dec09 |
091111 |
116~32 |
117~21 |
116~20 |
117~18 |
-0~31 |
73,487 |
237,970 |
+4,386 |
| Mar10 |
091117 |
116~26 |
116~26 |
116~26 |
116~26 |
+0~25 |
0 |
20 |
+0 |
| Total Volume and Open Interest |
81,930 |
228,279 |
-44 |
| 3-Mth Short Sterling(LIFFE) |
| Dec09 |
091117 |
99.35 |
99.36 |
99.34 |
99.36 |
+0.01 |
7,244 |
343,959 |
-1,120 |
| Mar10 |
091117 |
99.23 |
99.25 |
99.22 |
99.25 |
+0.02 |
27,121 |
370,824 |
-3,352 |
| Jun10 |
091117 |
98.92 |
98.96 |
98.91 |
98.94 |
+0.03 |
41,814 |
387,527 |
-3,297 |
| Sep10 |
091117 |
98.46 |
98.50 |
98.43 |
98.48 |
+0.04 |
39,594 |
293,662 |
+465 |
| Dec10 |
091117 |
97.94 |
97.99 |
97.90 |
97.97 |
+0.06 |
41,531 |
310,089 |
+309 |
| Mar11 |
091117 |
97.46 |
97.53 |
97.43 |
97.51 |
+0.08 |
33,586 |
217,333 |
+1,803 |
| Total Volume and Open Interest |
272,550 |
2,455,547 |
-20,728 |
| 3-Mth Euribor(LIFFE) |
| Dec09 |
091117 |
99.270 |
99.275 |
99.260 |
99.265 |
-0.010 |
60,646 |
613,748 |
+2,051 |
| Mar10 |
091117 |
99.215 |
99.215 |
99.175 |
99.200 |
-0.005 |
103,579 |
671,403 |
-2,285 |
| Jun10 |
091117 |
98.945 |
98.945 |
98.895 |
98.925 |
-0.005 |
123,401 |
662,246 |
-2,047 |
| Total Volume and Open Interest |
662,282 |
3,473,175 |
-4,557 |
| 3-Mth Aus T-Bills(SFE) |
| Dec09 |
091117 |
95.87 |
95.91 |
95.85 |
95.91 |
+0.04 |
16,209 |
316,278 |
-8,696 |
| Mar10 |
091117 |
95.29 |
95.41 |
95.28 |
95.40 |
+0.11 |
25,222 |
223,641 |
+1,601 |
| Jun10 |
091117 |
94.89 |
95.03 |
94.87 |
95.02 |
+0.13 |
8,316 |
140,176 |
-823 |
| Sep10 |
091117 |
94.58 |
94.73 |
94.56 |
94.72 |
+0.13 |
5,798 |
86,560 |
+395 |
| Dec10 |
091117 |
94.31 |
94.47 |
94.31 |
94.47 |
+0.13 |
938 |
54,370 |
-1,200 |
| Mar11 |
091117 |
94.12 |
94.27 |
94.12 |
94.27 |
+0.13 |
201 |
25,332 |
-1,104 |
| Jun11 |
091117 |
93.98 |
94.12 |
93.98 |
94.11 |
+0.12 |
173 |
19,150 |
-462 |
| Sep11 |
091117 |
93.92 |
94.02 |
93.92 |
94.01 |
+0.13 |
567 |
11,883 |
-459 |
| Dec11 |
091117 |
93.95 |
93.96 |
93.95 |
93.95 |
+0.14 |
50 |
5,088 |
+50 |
| Mar12 |
091117 |
93.84 |
93.92 |
93.84 |
93.92 |
+0.15 |
50 |
2,156 |
+0 |
| Total Volume and Open Interest |
57,524 |
885,575 |
-10,698 |
| 10-Year Aus T-Bonds(SFE) |
| Dec09 |
091117 |
94.41 |
94.55 |
94.39 |
94.53 |
+0.12 |
15,088 |
367,620 |
-7,259 |
| Mar10 |
091117 |
94.53 |
94.53 |
94.53 |
94.53 |
+0.12 |
|
|
|
| Total Volume and Open Interest |
15,088 |
367,620 |
-7,259 |
| 3-Year Aus T-Bonds(SFE) |
| Dec09 |
091117 |
94.89 |
95.03 |
94.87 |
95.02 |
+0.12 |
59,163 |
710,576 |
-4,686 |
| Mar10 |
091117 |
95.02 |
95.02 |
95.02 |
95.02 |
+0.12 |
|
|
|
| Total Volume and Open Interest |
59,163 |
710,576 |
-4,686 |
| Gold(CMX) |
| Dec09 |
091117 |
1140.1 |
1142.0 |
1127.8 |
1139.4 |
+0.2 |
149,129 |
279,592 |
-6,925 |
| Feb10 |
091117 |
1142.3 |
1143.5 |
1129.2 |
1140.9 |
+0.2 |
16,599 |
109,859 |
+7,857 |
| Apr10 |
091117 |
1142.6 |
1144.6 |
1130.7 |
1142.0 |
+0.2 |
2,805 |
37,153 |
+712 |
| Jun10 |
091117 |
1141.9 |
1144.7 |
1132.8 |
1143.2 |
+0.2 |
689 |
16,716 |
-189 |
| Aug10 |
091117 |
1136.9 |
1144.6 |
1136.9 |
1144.6 |
+0.1 |
11 |
8,636 |
+11 |
| Oct10 |
091117 |
1146.2 |
1146.2 |
1140.0 |
1146.2 |
+0.1 |
92 |
4,553 |
+73 |
| Dec10 |
091117 |
1146.5 |
1150.3 |
1137.7 |
1148.2 |
+0.1 |
570 |
22,229 |
+31 |
| Feb11 |
091117 |
1151.1 |
1151.1 |
1149.9 |
1150.6 |
unch |
6 |
2,533 |
-1 |
| Apr11 |
091117 |
1152.9 |
1153.3 |
1152.9 |
1153.3 |
-0.1 |
1 |
1,716 |
+0 |
| Jun11 |
091117 |
500.6 |
500.9 |
500.1 |
500.9 |
-0.3 |
376 |
10,557 |
+278 |
| Aug11 |
091117 |
1159.8 |
1160.1 |
1159.6 |
1160.1 |
-0.3 |
0 |
250 |
+0 |
| Total Volume and Open Interest |
170,472 |
519,961 |
+1,891 |
| Silver(CMX) |
| Dec09 |
091117 |
1840.0 |
1843.5 |
1808.5 |
1838.7 |
-1.3 |
35,470 |
60,760 |
-2,332 |
| Mar10 |
091117 |
1845.0 |
1847.0 |
1813.0 |
1842.3 |
-1.4 |
7,044 |
39,602 |
+2,936 |
| May10 |
091117 |
1842.0 |
1848.5 |
1816.0 |
1844.3 |
-1.4 |
730 |
10,559 |
+430 |
| Jul10 |
091117 |
1830.0 |
1849.5 |
1821.5 |
1845.9 |
-1.4 |
191 |
4,117 |
-43 |
| Sep10 |
091117 |
1842.0 |
1847.6 |
1842.0 |
1847.6 |
-1.4 |
283 |
2,640 |
+74 |
| Dec10 |
091117 |
1846.0 |
1855.0 |
1825.0 |
1850.6 |
-1.4 |
627 |
7,926 |
+139 |
| Mar11 |
091117 |
1847.0 |
1853.6 |
1847.0 |
1853.6 |
-1.6 |
5 |
42 |
+5 |
| Total Volume and Open Interest |
44,697 |
135,239 |
+1,252 |
| Platinum(NYMEX) |
| Jan10 |
091117 |
1453.7 |
1464.6 |
1433.5 |
1462.5 |
+17.9 |
3,466 |
32,180 |
+411 |
| Apr10 |
091117 |
1456.4 |
1466.0 |
1438.8 |
1465.0 |
+17.6 |
255 |
1,939 |
+126 |
| Jul10 |
091117 |
1468.0 |
1468.0 |
1468.0 |
1468.0 |
+17.6 |
80 |
103 |
+80 |
| Total Volume and Open Interest |
3,801 |
34,222 |
+617 |
| Palladium(NYMEX) |
| Dec09 |
091117 |
372.40 |
378.50 |
367.65 |
372.00 |
-4.00 |
1,466 |
14,070 |
-505 |
| Mar10 |
091117 |
378.75 |
379.20 |
369.25 |
373.35 |
-3.85 |
1,175 |
8,395 |
+874 |
| Jun10 |
091117 |
380.00 |
380.00 |
370.00 |
374.15 |
-4.05 |
14 |
53 |
+5 |
| Total Volume and Open Interest |
2,655 |
22,519 |
+374 |
| Copper(CMX) |
| Dec09 |
091117 |
310.10 |
312.40 |
307.45 |
310.85 |
+0.50 |
25,151 |
42,887 |
-5,567 |
| Mar10 |
091117 |
312.65 |
314.55 |
310.00 |
313.30 |
+0.45 |
11,328 |
81,621 |
+5,093 |
| May10 |
091117 |
311.80 |
315.05 |
311.10 |
314.05 |
+0.35 |
470 |
9,166 |
+111 |
| Jul10 |
091117 |
314.35 |
314.55 |
314.35 |
314.55 |
+0.35 |
345 |
3,561 |
+263 |
| Sep10 |
091117 |
314.80 |
314.80 |
314.80 |
314.80 |
+0.35 |
10 |
2,080 |
+0 |
| Total Volume and Open Interest |
37,735 |
146,953 |
+21 |
| 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 |
091117 |
10363 |
10405 |
10336 |
10398 |
+30 |
354 |
15,114 |
+104 |
| Mar10 |
091117 |
10295 |
10350 |
10295 |
10336 |
+31 |
2 |
960 |
+1 |
| Jun10 |
091117 |
10273 |
10273 |
10243 |
10273 |
+30 |
0 |
1 |
+0 |
| Sep10 |
091117 |
10221 |
10221 |
10191 |
10221 |
+30 |
|
|
|
| Total Volume and Open Interest |
356 |
16,075 |
+105 |
| S & P 500(CME) |
| Dec09 |
091117 |
1106.50 |
1109.00 |
1100.00 |
1107.40 |
+1.10 |
10,407 |
383,191 |
-3,235 |
| Mar10 |
091117 |
1095.80 |
1104.00 |
1095.80 |
1102.50 |
+1.10 |
5 |
6,819 |
-49 |
| Jun10 |
091117 |
1097.70 |
1099.10 |
1091.60 |
1097.70 |
+1.10 |
0 |
305 |
+0 |
| Sep10 |
091117 |
1094.20 |
1095.60 |
1088.10 |
1094.20 |
+1.10 |
|
|
|
| Total Volume and Open Interest |
10,412 |
390,320 |
-3,284 |
| S & P 500 E-Mini(Globex) |
| Dec09 |
091117 |
1106.25 |
1109.00 |
1100.00 |
1107.50 |
+1.25 |
1,478,254 |
2,546,421 |
+25,377 |
| Mar10 |
091117 |
1101.50 |
1104.00 |
1095.25 |
1102.50 |
+1.00 |
2,636 |
56,328 |
-238 |
| Total Volume and Open Interest |
1,480,892 |
2,602,818 |
+25,140 |
| NASDAQ 100(CME) |
| Dec09 |
091117 |
1801.80 |
1812.00 |
1795.80 |
1808.80 |
+5.30 |
2,532 |
21,198 |
+638 |
| Mar10 |
091117 |
1806.30 |
1806.30 |
1806.30 |
1806.30 |
+5.00 |
0 |
35 |
+0 |
| Jun10 |
091117 |
1805.30 |
1805.30 |
1805.30 |
1805.30 |
+5.00 |
|
|
|
| Total Volume and Open Interest |
2,532 |
21,233 |
+638 |
| NASDAQ 100 E-Mini(Globex) |
| Dec09 |
091117 |
1802.80 |
1811.80 |
1795.30 |
1808.80 |
+5.30 |
253,483 |
324,672 |
+10,977 |
| Mar10 |
091117 |
1791.30 |
1808.80 |
1791.30 |
1806.30 |
+5.00 |
285 |
2,886 |
-24 |
| Total Volume and Open Interest |
253,768 |
327,560 |
+10,953 |
| S & P Midcap 400(CME) |
| Dec09 |
091117 |
707.00 |
709.50 |
704.00 |
707.20 |
-0.60 |
11 |
2,152 |
-38 |
| Mar10 |
091117 |
704.80 |
704.80 |
704.50 |
704.80 |
-0.70 |
0 |
1 |
+0 |
| Jun10 |
091117 |
702.80 |
702.80 |
702.50 |
702.80 |
-0.70 |
|
|
|
| Total Volume and Open Interest |
11 |
2,153 |
-38 |
| 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 |
091117 |
9820 |
9890 |
9715 |
9740 |
-65 |
111,185 |
178,517 |
+2,472 |
| Mar10 |
091117 |
9725 |
9735 |
9725 |
9735 |
-75 |
65 |
2,127 |
+6 |
| Total Volume and Open Interest |
111,250 |
181,608 |
+2,478 |
| Nikkei 225(SGX) |
| Dec09 |
091117 |
9820 |
9890 |
9715 |
9740 |
-65 |
111,185 |
178,517 |
+2,472 |
| Mar10 |
091117 |
9725 |
9735 |
9725 |
9735 |
-75 |
65 |
2,127 |
+6 |
| Jun10 |
091117 |
9775 |
9775 |
9775 |
9775 |
-60 |
0 |
424 |
+0 |
| Total Volume and Open Interest |
111,250 |
181,608 |
+2,478 |
| CAC 40(EURONEXT) |
| Nov09 |
091117 |
3839.0 |
3858.5 |
3819.5 |
3827.5 |
-36.0 |
117,411 |
453,768 |
-2,789 |
| Dec09 |
091117 |
3837.0 |
3852.5 |
3815.0 |
3821.0 |
-36.5 |
27,183 |
124,295 |
+14,712 |
| Jan10 |
091117 |
3824.0 |
3824.0 |
3824.0 |
3824.0 |
-39.5 |
|
|
|
| Total Volume and Open Interest |
144,594 |
579,987 |
+11,921 |
| Hang Seng Index(HKFE) |
| Nov09 |
091117 |
22919 |
22933 |
22746 |
22876 |
+30 |
61,751 |
87,561 |
+1,834 |
| Dec09 |
091117 |
22900 |
22921 |
22738 |
22860 |
+31 |
1,016 |
8,943 |
+445 |
| Total Volume and Open Interest |
62,810 |
97,030 |
+2,294 |
| DAX(EUREX) |
| Dec09 |
091117 |
5787.0 |
5814.0 |
5763.0 |
5782.5 |
-20.0 |
129,319 |
183,429 |
-5,912 |
| Mar10 |
091117 |
5789.0 |
5815.5 |
5770.0 |
5787.0 |
-20.0 |
3,244 |
17,371 |
+3,043 |
| Jun10 |
091117 |
5795.0 |
5822.0 |
5786.5 |
5793.0 |
-19.5 |
49 |
1,792 |
+12 |
| Total Volume and Open Interest |
132,612 |
202,592 |
-2,857 |
| FT-SE 100(EURONEXT) |
| Dec09 |
091117 |
5350.50 |
5362.00 |
5325.00 |
5339.00 |
-25.00 |
70,239 |
617,794 |
-2,569 |
| Mar10 |
091117 |
5285.50 |
5312.00 |
5284.50 |
5294.50 |
-25.00 |
901 |
20,162 |
+826 |
| Jun10 |
091117 |
5247.00 |
5247.00 |
5247.00 |
5247.00 |
-25.00 |
185 |
827 |
+154 |
| Total Volume and Open Interest |
71,325 |
638,789 |
-1,589 |
| 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) |
| Dec09 |
091117 |
515.50 |
522.00 |
515.25 |
521.00 |
+1.50 |
2,125 |
18,494 |
+1,541 |
| Jan10 |
091117 |
520.00 |
526.00 |
520.00 |
525.00 |
+3.00 |
0 |
1 |
+0 |
| Feb10 |
091117 |
529.00 |
530.00 |
524.00 |
529.00 |
+3.00 |
|
|
|
| Total Volume and Open Interest |
4,320 |
20,608 |
|
| 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. |
|
|