|
MRCI's End of Day Prices |
Daily Futures Price Listing Wed November 18, 2009 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jan10 |
091118 |
1027.00 |
1049.00 |
1023.50 |
1027.00 |
-2.50 |
76,950 |
236,931 |
+3,757 |
Mar10 |
091118 |
1033.75 |
1054.75 |
1030.25 |
1033.25 |
-2.50 |
19,480 |
69,756 |
+1,614 |
May10 |
091118 |
1037.00 |
1056.00 |
1031.75 |
1035.25 |
-2.75 |
7,110 |
33,560 |
-24 |
Jul10 |
091118 |
1040.00 |
1060.50 |
1035.00 |
1039.25 |
-2.75 |
9,694 |
34,120 |
-769 |
Aug10 |
091118 |
1047.00 |
1058.00 |
1037.50 |
1037.50 |
-4.00 |
16 |
1,445 |
-11 |
Sep10 |
091118 |
1040.00 |
1041.00 |
1025.50 |
1025.50 |
-8.50 |
13 |
253 |
-2 |
Nov10 |
091118 |
1025.00 |
1043.75 |
1018.00 |
1019.50 |
-10.50 |
2,418 |
49,194 |
+440 |
Total Volume and Open Interest |
115,854 |
427,704 |
+5,018 |
Soybean Meal(CBOT) |
Dec09 |
091118 |
306.50 |
315.00 |
306.00 |
310.50 |
+1.80 |
15,924 |
49,157 |
-1,035 |
Jan10 |
091118 |
299.90 |
307.30 |
298.70 |
302.10 |
+0.40 |
14,589 |
33,824 |
+1,668 |
Mar10 |
091118 |
296.80 |
303.30 |
295.10 |
297.10 |
-1.10 |
4,737 |
26,328 |
+351 |
May10 |
091118 |
295.30 |
302.00 |
294.00 |
295.60 |
-1.60 |
2,066 |
16,887 |
+450 |
Jul10 |
091118 |
296.00 |
302.10 |
294.30 |
296.00 |
-1.90 |
2,107 |
15,563 |
+275 |
Aug10 |
091118 |
300.60 |
302.20 |
295.30 |
296.00 |
-1.90 |
456 |
4,472 |
+114 |
Sep10 |
091118 |
296.90 |
301.80 |
294.50 |
294.50 |
-3.00 |
102 |
3,442 |
+29 |
Oct10 |
091118 |
293.00 |
294.00 |
289.00 |
289.00 |
-5.00 |
95 |
2,647 |
+32 |
Total Volume and Open Interest |
40,353 |
161,552 |
+1,882 |
Soybean Oil(CBOT) |
Dec09 |
091118 |
39.82 |
40.36 |
39.60 |
39.75 |
-0.06 |
35,076 |
62,559 |
-339 |
Jan10 |
091118 |
40.20 |
40.78 |
40.04 |
40.18 |
-0.06 |
24,657 |
95,860 |
+2,488 |
Mar10 |
091118 |
40.55 |
41.16 |
40.40 |
40.54 |
-0.06 |
13,023 |
49,792 |
+1,881 |
May10 |
091118 |
40.90 |
41.40 |
40.76 |
40.81 |
-0.07 |
3,332 |
13,971 |
+407 |
Jul10 |
091118 |
41.20 |
41.66 |
40.99 |
41.08 |
-0.06 |
2,402 |
13,907 |
+421 |
Aug10 |
091118 |
41.66 |
41.66 |
41.17 |
41.17 |
-0.07 |
3 |
1,844 |
-2 |
Sep10 |
091118 |
41.19 |
41.75 |
41.14 |
41.25 |
-0.08 |
1 |
1,251 |
+1 |
Oct10 |
091118 |
41.87 |
41.87 |
41.30 |
41.30 |
-0.08 |
30 |
891 |
+14 |
Total Volume and Open Interest |
78,625 |
252,001 |
+4,855 |
Canola(WCE) |
Nov09 |
091113 |
393.7 |
393.7 |
393.7 |
393.7 |
+3.0 |
5 |
0 |
+0 |
Jan10 |
091118 |
402.9 |
408.7 |
402.5 |
404.4 |
+1.9 |
4,682 |
74,886 |
+130 |
Mar10 |
091118 |
409.0 |
414.0 |
408.5 |
411.0 |
+2.6 |
968 |
9,179 |
+358 |
May10 |
091118 |
414.1 |
420.0 |
414.1 |
416.9 |
+2.9 |
379 |
1,633 |
+118 |
Jul10 |
091118 |
417.6 |
421.5 |
417.6 |
419.8 |
+3.3 |
559 |
2,716 |
+306 |
Total Volume and Open Interest |
6,919 |
89,479 |
+1,024 |
Corn(CBOT) |
Dec09 |
091118 |
401.25 |
409.50 |
397.50 |
398.00 |
-4.00 |
125,197 |
302,388 |
-8,863 |
Mar10 |
091118 |
416.75 |
425.00 |
413.00 |
413.75 |
-3.75 |
56,472 |
381,602 |
+14,222 |
May10 |
091118 |
426.50 |
434.50 |
422.75 |
423.50 |
-3.75 |
5,685 |
77,118 |
+751 |
Jul10 |
091118 |
434.00 |
441.75 |
430.25 |
430.75 |
-4.00 |
10,185 |
79,034 |
+1,271 |
Sep10 |
091118 |
438.50 |
445.25 |
435.50 |
435.50 |
-5.00 |
2,670 |
20,732 |
+469 |
Dec10 |
091118 |
445.50 |
450.00 |
440.00 |
440.50 |
-6.00 |
18,394 |
150,319 |
+4,755 |
Total Volume and Open Interest |
221,400 |
1,035,599 |
+14,080 |
Wheat(CBOT) |
Dec09 |
091118 |
573.00 |
583.50 |
564.50 |
566.25 |
-8.50 |
80,556 |
83,096 |
-2,958 |
Mar10 |
091118 |
595.25 |
605.00 |
586.00 |
588.00 |
-8.50 |
54,797 |
157,687 |
+10,635 |
May10 |
091118 |
605.25 |
616.50 |
598.50 |
599.50 |
-9.25 |
2,934 |
22,688 |
-399 |
Jul10 |
091118 |
615.75 |
626.25 |
609.00 |
609.50 |
-9.25 |
6,313 |
50,487 |
-68 |
Sep10 |
091118 |
630.50 |
639.75 |
623.75 |
624.50 |
-9.50 |
1,673 |
14,098 |
+756 |
Total Volume and Open Interest |
149,929 |
369,705 |
+9,220 |
Wheat(KCBT) |
Dec09 |
091118 |
571.25 |
579.75 |
562.25 |
565.25 |
-8.75 |
9,723 |
24,246 |
-772 |
Mar10 |
091118 |
586.00 |
595.75 |
577.75 |
580.75 |
-9.50 |
7,384 |
51,651 |
+1,512 |
May10 |
091118 |
600.00 |
606.75 |
590.50 |
592.25 |
-9.75 |
483 |
6,591 |
+165 |
Jul10 |
091118 |
608.75 |
618.25 |
600.75 |
603.50 |
-10.25 |
1,355 |
25,368 |
-314 |
Sep10 |
091118 |
620.50 |
630.25 |
612.50 |
615.00 |
-10.50 |
163 |
1,713 |
+36 |
Total Volume and Open Interest |
20,818 |
139,977 |
+1,511 |
Wheat(MGE) |
Dec09 |
091118 |
579.75 |
587.00 |
562.00 |
570.25 |
-11.75 |
3,054 |
10,165 |
-122 |
Mar10 |
091118 |
596.75 |
603.75 |
581.25 |
586.50 |
-11.75 |
2,156 |
16,391 |
+278 |
May10 |
091118 |
610.00 |
615.25 |
595.00 |
597.25 |
-12.75 |
143 |
4,500 |
+14 |
Jul10 |
091118 |
625.00 |
627.50 |
605.00 |
611.25 |
-10.50 |
197 |
8,168 |
+34 |
Sep10 |
091118 |
631.00 |
640.00 |
620.00 |
621.50 |
-13.50 |
251 |
2,407 |
+63 |
Total Volume and Open Interest |
6,060 |
47,913 |
+407 |
Oats(CBOT) |
Dec09 |
091118 |
263.00 |
266.25 |
259.50 |
259.50 |
-2.00 |
1,044 |
4,467 |
-230 |
Mar10 |
091118 |
275.00 |
280.00 |
273.00 |
273.00 |
-2.00 |
231 |
8,914 |
+7 |
May10 |
091118 |
283.50 |
283.50 |
281.25 |
281.25 |
-2.00 |
5 |
306 |
+1 |
Jul10 |
091118 |
288.75 |
290.75 |
288.75 |
288.75 |
-2.00 |
0 |
23 |
+0 |
Total Volume and Open Interest |
1,291 |
14,085 |
-216 |
Rough Rice(CBOT) |
Nov09 |
091113 |
14.65 |
14.67 |
14.56 |
14.67 |
+0.19 |
374 |
383 |
+125 |
Jan10 |
091118 |
15.10 |
15.39 |
15.10 |
15.20 |
+0.04 |
653 |
10,338 |
+82 |
Mar10 |
091118 |
15.37 |
15.62 |
15.37 |
15.45 |
+0.05 |
252 |
2,703 |
+67 |
May10 |
091118 |
15.81 |
15.81 |
15.70 |
15.70 |
+0.06 |
21 |
374 |
+2 |
Total Volume and Open Interest |
955 |
14,666 |
+160 |
Live Cattle(CME) |
Dec09 |
091118 |
84.100 |
84.150 |
82.950 |
83.080 |
-1.000 |
12,947 |
57,186 |
-4,864 |
Feb10 |
091118 |
85.650 |
85.750 |
84.700 |
84.980 |
-0.670 |
12,208 |
113,312 |
+2,209 |
Apr10 |
091118 |
88.100 |
88.200 |
87.400 |
87.885 |
-0.165 |
4,102 |
56,369 |
+1,101 |
Jun10 |
091118 |
85.285 |
85.300 |
84.580 |
84.800 |
-0.335 |
1,687 |
25,148 |
+504 |
Aug10 |
091118 |
85.450 |
85.600 |
85.035 |
85.135 |
-0.265 |
334 |
6,769 |
+62 |
Oct10 |
091118 |
88.385 |
88.480 |
87.980 |
88.100 |
-0.100 |
131 |
3,982 |
+66 |
Total Volume and Open Interest |
31,479 |
264,781 |
-856 |
Feeder Cattle(CME) |
Nov09 |
091118 |
93.100 |
93.250 |
92.750 |
92.950 |
-0.200 |
383 |
1,298 |
-154 |
Jan10 |
091118 |
92.950 |
93.050 |
91.650 |
91.730 |
-1.055 |
1,376 |
16,117 |
+317 |
Mar10 |
091118 |
93.800 |
93.950 |
92.700 |
92.930 |
-0.720 |
542 |
5,463 |
+113 |
Apr10 |
091118 |
94.950 |
94.950 |
93.830 |
94.035 |
-0.765 |
85 |
847 |
+3 |
May10 |
091118 |
95.700 |
95.700 |
94.600 |
95.100 |
-0.685 |
94 |
1,741 |
+30 |
Aug10 |
091118 |
96.800 |
96.800 |
96.750 |
96.750 |
-0.950 |
17 |
401 |
-1 |
Sep10 |
091118 |
97.800 |
97.850 |
97.800 |
97.800 |
-0.085 |
0 |
4 |
+0 |
Total Volume and Open Interest |
2,497 |
25,871 |
+308 |
Lean Hogs(CME) |
Dec09 |
091118 |
56.400 |
56.800 |
56.150 |
56.450 |
+0.050 |
11,364 |
30,088 |
-4,075 |
Feb10 |
091118 |
64.150 |
64.700 |
63.800 |
64.225 |
+0.240 |
9,309 |
65,760 |
+1,897 |
Apr10 |
091118 |
68.180 |
68.385 |
67.550 |
67.850 |
-0.250 |
1,521 |
31,984 |
+488 |
May10 |
091118 |
72.385 |
72.600 |
71.900 |
72.500 |
-0.450 |
38 |
1,701 |
+7 |
Jun10 |
091118 |
76.180 |
76.400 |
75.650 |
76.135 |
-0.090 |
786 |
16,899 |
+228 |
Jul10 |
091118 |
75.330 |
75.600 |
75.150 |
75.350 |
+0.020 |
170 |
6,058 |
+57 |
Aug10 |
091118 |
74.975 |
75.150 |
74.475 |
75.000 |
+0.100 |
173 |
4,385 |
+68 |
Oct10 |
091118 |
68.000 |
68.000 |
67.700 |
67.900 |
-0.050 |
5 |
2,651 |
+0 |
Total Volume and Open Interest |
23,373 |
160,972 |
-1,327 |
Pork Bellies(CME) |
Feb10 |
091118 |
88.600 |
89.300 |
87.400 |
88.650 |
+0.050 |
50 |
383 |
-10 |
Mar10 |
091118 |
86.000 |
87.000 |
86.000 |
86.000 |
unch |
0 |
88 |
+0 |
May10 |
091118 |
88.250 |
88.900 |
88.250 |
88.250 |
unch |
0 |
79 |
+0 |
Jul10 |
091118 |
87.000 |
87.000 |
87.000 |
87.000 |
unch |
0 |
20 |
+0 |
Aug10 |
091118 |
85.000 |
85.000 |
85.000 |
85.000 |
+0.250 |
0 |
15 |
+0 |
Total Volume and Open Interest |
50 |
585 |
-10 |
Class III Milk(CME) |
Nov09 |
091118 |
14.08 |
14.09 |
14.03 |
14.05 |
-0.02 |
34 |
3,845 |
-25 |
Dec09 |
091118 |
14.56 |
14.60 |
14.34 |
14.34 |
-0.19 |
78 |
5,295 |
+18 |
Jan10 |
091118 |
14.65 |
14.67 |
14.45 |
14.49 |
-0.11 |
73 |
3,144 |
+11 |
Feb10 |
091118 |
14.76 |
14.83 |
14.55 |
14.60 |
-0.14 |
73 |
2,094 |
-26 |
Mar10 |
091118 |
15.08 |
15.08 |
14.94 |
15.00 |
-0.05 |
47 |
1,787 |
+11 |
Total Volume and Open Interest |
505 |
23,674 |
-42 |
Cocoa(ICE) |
Dec09 |
091118 |
3115 |
3229 |
3099 |
3199 |
+113 |
1,078 |
1,534 |
-987 |
Mar10 |
091118 |
3160 |
3279 |
3146 |
3258 |
+121 |
3,781 |
74,524 |
+284 |
May10 |
091118 |
3180 |
3299 |
3175 |
3280 |
+118 |
391 |
17,373 |
+30 |
Jul10 |
091118 |
3182 |
3296 |
3173 |
3279 |
+119 |
269 |
6,435 |
-104 |
Sep10 |
091118 |
3250 |
3277 |
3250 |
3272 |
+118 |
152 |
4,974 |
+30 |
Dec10 |
091118 |
3164 |
3262 |
3164 |
3262 |
+122 |
433 |
3,777 |
+249 |
Mar11 |
091118 |
3153 |
3253 |
3153 |
3253 |
+118 |
240 |
7,502 |
+43 |
Total Volume and Open Interest |
6,344 |
122,575 |
-455 |
Coffee "C"(ICE) |
Dec09 |
091118 |
136.05 |
140.00 |
136.05 |
138.05 |
+2.30 |
13,717 |
17,899 |
-4,873 |
Mar10 |
091118 |
139.50 |
142.75 |
139.10 |
140.55 |
+1.70 |
18,674 |
69,522 |
+4,077 |
May10 |
091118 |
141.40 |
144.35 |
141.40 |
142.25 |
+1.65 |
1,814 |
17,541 |
+360 |
Jul10 |
091118 |
144.10 |
145.85 |
143.65 |
143.75 |
+1.60 |
1,380 |
4,853 |
+523 |
Sep10 |
091118 |
146.00 |
147.35 |
145.25 |
145.25 |
+1.55 |
98 |
4,346 |
+14 |
Dec10 |
091118 |
148.45 |
149.00 |
147.55 |
147.55 |
+1.35 |
176 |
3,971 |
+25 |
Total Volume and Open Interest |
35,859 |
119,753 |
+66 |
Orange Juice(ICE) |
Jan10 |
091118 |
112.30 |
113.65 |
111.25 |
112.85 |
+0.45 |
1,146 |
17,919 |
-584 |
Mar10 |
091118 |
115.40 |
116.85 |
115.00 |
116.30 |
+0.40 |
241 |
7,567 |
+134 |
May10 |
091118 |
120.10 |
120.10 |
119.75 |
119.75 |
+0.45 |
31 |
2,700 |
+16 |
Jul10 |
091118 |
121.75 |
122.65 |
121.75 |
122.65 |
+0.50 |
46 |
772 |
+42 |
Sep10 |
091118 |
125.15 |
125.15 |
125.15 |
125.15 |
+0.55 |
3 |
414 |
+0 |
Nov10 |
091118 |
127.10 |
127.10 |
127.10 |
127.10 |
+0.40 |
0 |
47 |
+0 |
Total Volume and Open Interest |
1,467 |
29,619 |
-392 |
Sugar #11(ICE) |
Mar10 |
091118 |
23.15 |
23.67 |
23.08 |
23.30 |
+0.20 |
41,791 |
358,619 |
+1,134 |
May10 |
091118 |
22.21 |
22.70 |
22.12 |
22.33 |
+0.24 |
13,126 |
101,606 |
+1,825 |
Jul10 |
091118 |
20.67 |
21.18 |
20.62 |
20.87 |
+0.24 |
10,278 |
113,440 |
+176 |
Oct10 |
091118 |
20.01 |
20.36 |
20.00 |
20.11 |
+0.20 |
3,898 |
88,471 |
+457 |
Mar11 |
091118 |
19.65 |
19.87 |
19.53 |
19.67 |
+0.19 |
2,850 |
47,857 |
+474 |
Total Volume and Open Interest |
74,195 |
770,362 |
+4,353 |
London Cocoa(LCE) |
Dec09 |
091030 |
2127 |
2146 |
2122 |
2127 |
-20 |
3,155 |
54,406 |
-13 |
Mar10 |
091118 |
2063 |
2124 |
2056 |
2120 |
+62 |
2,914 |
44,841 |
+536 |
May10 |
091118 |
2082 |
2143 |
2080 |
2141 |
+62 |
453 |
49,306 |
-114 |
Jul10 |
091118 |
2017 |
2077 |
2016 |
2076 |
+62 |
494 |
16,855 |
+228 |
Sep10 |
091118 |
2012 |
2053 |
2000 |
2053 |
+55 |
376 |
6,671 |
+86 |
Dec10 |
091118 |
2000 |
2042 |
2000 |
2039 |
+54 |
388 |
5,741 |
+310 |
Mar11 |
091118 |
2024 |
2024 |
2024 |
2024 |
+59 |
16 |
7,661 |
+4 |
Total Volume and Open Interest |
5,955 |
173,583 |
+653 |
London Sugar(LCE) |
Mar10 |
091118 |
610.30 |
626.00 |
610.00 |
624.50 |
+13.20 |
5,292 |
35,125 |
+864 |
May10 |
091118 |
598.40 |
612.40 |
598.30 |
611.20 |
+11.80 |
2,286 |
16,542 |
+803 |
Aug10 |
091118 |
568.00 |
580.10 |
568.00 |
579.60 |
+10.80 |
468 |
8,535 |
+0 |
Oct10 |
091118 |
538.00 |
549.60 |
538.00 |
548.60 |
+10.30 |
66 |
4,362 |
+0 |
Dec10 |
091118 |
526.00 |
530.00 |
526.00 |
530.00 |
+6.40 |
30 |
811 |
+21 |
Total Volume and Open Interest |
8,142 |
65,450 |
+1,688 |
Cotton(ICE) |
Dec09 |
091118 |
68.00 |
69.18 |
67.81 |
68.54 |
+0.65 |
13,188 |
26,925 |
-10,190 |
Mar10 |
091118 |
72.05 |
73.39 |
71.78 |
72.55 |
+0.58 |
14,527 |
108,039 |
+6,415 |
May10 |
091118 |
74.02 |
74.55 |
73.49 |
73.78 |
+0.65 |
1,011 |
9,658 |
+690 |
Jul10 |
091118 |
75.19 |
75.50 |
74.47 |
74.81 |
+0.72 |
480 |
16,897 |
-54 |
Oct10 |
091118 |
75.51 |
75.51 |
75.51 |
75.51 |
+0.72 |
0 |
113 |
+0 |
Dec10 |
091118 |
76.45 |
76.90 |
76.01 |
76.35 |
+0.76 |
171 |
8,633 |
+100 |
Total Volume and Open Interest |
29,389 |
170,883 |
-3,028 |
Lumber(CME) |
Jan10 |
091118 |
237.1 |
238.3 |
229.2 |
230.5 |
-9.0 |
594 |
6,968 |
-110 |
Mar10 |
091118 |
252.5 |
254.5 |
246.5 |
249.0 |
-8.0 |
440 |
2,647 |
+180 |
May10 |
091118 |
251.6 |
252.7 |
247.0 |
250.7 |
-7.3 |
80 |
197 |
+68 |
Jul10 |
091118 |
257.8 |
258.0 |
255.0 |
258.0 |
-2.1 |
8 |
30 |
+7 |
Total Volume and Open Interest |
1,126 |
9,848 |
+149 |
Crude Oil(NYM) |
Dec09 |
091118 |
79.38 |
80.33 |
78.67 |
79.58 |
+0.44 |
361,387 |
162,516 |
-25,955 |
Jan10 |
091118 |
79.87 |
80.88 |
79.23 |
80.10 |
+0.38 |
158,557 |
311,053 |
+10,531 |
Feb10 |
091118 |
80.44 |
81.59 |
79.97 |
80.82 |
+0.38 |
33,930 |
77,340 |
+1,037 |
Mar10 |
091118 |
80.50 |
82.30 |
80.50 |
81.57 |
+0.41 |
18,626 |
68,643 |
+2,745 |
Apr10 |
091118 |
82.50 |
82.99 |
81.68 |
82.27 |
+0.43 |
6,271 |
24,575 |
-187 |
May10 |
091118 |
83.10 |
83.45 |
82.14 |
82.91 |
+0.44 |
3,358 |
27,420 |
+214 |
Jun10 |
091118 |
83.00 |
84.08 |
82.65 |
83.46 |
+0.46 |
13,579 |
103,933 |
+1,996 |
Jul10 |
091118 |
83.80 |
84.47 |
83.40 |
83.90 |
+0.48 |
1,502 |
28,716 |
-209 |
Aug10 |
091118 |
84.23 |
84.45 |
83.80 |
84.30 |
+0.50 |
1,337 |
12,609 |
-80 |
Sep10 |
091118 |
84.69 |
84.86 |
84.24 |
84.70 |
+0.52 |
1,255 |
24,899 |
+3 |
Oct10 |
091118 |
85.09 |
85.29 |
84.68 |
85.12 |
+0.54 |
1,147 |
15,305 |
+262 |
Nov10 |
091118 |
85.55 |
85.75 |
85.13 |
85.58 |
+0.58 |
1,178 |
15,018 |
-136 |
Dec10 |
091118 |
85.70 |
86.61 |
85.20 |
86.04 |
+0.61 |
12,271 |
115,430 |
-1,131 |
Jan11 |
091118 |
86.27 |
86.33 |
86.27 |
86.33 |
+0.64 |
1,147 |
15,461 |
-258 |
Feb11 |
091118 |
86.59 |
86.59 |
86.59 |
86.59 |
+0.66 |
340 |
7,482 |
+84 |
Mar11 |
091118 |
86.83 |
86.83 |
86.83 |
86.83 |
+0.67 |
755 |
5,651 |
+103 |
Total Volume and Open Interest |
622,512 |
1,244,695 |
-10,679 |
e-miNY Crude Oil(NYM) |
Nov09 |
091019 |
78.850 |
79.650 |
78.100 |
79.600 |
+1.075 |
9,026 |
4,656 |
+226 |
Dec09 |
091118 |
79.350 |
80.450 |
78.675 |
79.575 |
+0.425 |
11,910 |
3,800 |
-492 |
Jan10 |
091118 |
79.950 |
81.000 |
79.225 |
80.100 |
+0.375 |
1,473 |
1,524 |
+166 |
Feb10 |
091118 |
80.925 |
81.500 |
80.000 |
80.825 |
+0.375 |
180 |
241 |
+3 |
Mar10 |
091118 |
82.100 |
82.225 |
81.575 |
81.575 |
+0.425 |
155 |
139 |
-27 |
Apr10 |
091118 |
82.450 |
82.450 |
82.275 |
82.275 |
+0.425 |
1 |
6 |
-1 |
May10 |
091118 |
82.900 |
82.900 |
82.900 |
82.900 |
+0.425 |
2 |
2 |
+0 |
Jun10 |
091118 |
83.450 |
83.450 |
83.450 |
83.450 |
+0.450 |
1 |
7 |
-2 |
Jul10 |
091118 |
83.900 |
83.900 |
83.900 |
83.900 |
+0.475 |
0 |
6 |
+0 |
Aug10 |
091118 |
84.300 |
84.300 |
84.300 |
84.300 |
+0.500 |
0 |
1 |
+0 |
Total Volume and Open Interest |
13,722 |
5,809 |
-353 |
Heating Oil(NYM) |
Dec09 |
091118 |
206.23 |
209.09 |
203.28 |
204.86 |
-0.99 |
43,254 |
47,042 |
-2,765 |
Jan10 |
091118 |
209.50 |
212.65 |
207.04 |
208.52 |
-0.91 |
22,044 |
81,374 |
+3,159 |
Feb10 |
091118 |
213.25 |
215.26 |
209.85 |
211.28 |
-0.89 |
5,282 |
36,039 |
+922 |
Mar10 |
091118 |
215.22 |
217.04 |
212.05 |
213.39 |
-0.78 |
3,874 |
26,943 |
+1,071 |
Apr10 |
091118 |
217.80 |
217.80 |
213.28 |
214.49 |
-0.70 |
1,282 |
15,639 |
+196 |
May10 |
091118 |
218.01 |
218.61 |
214.70 |
215.69 |
-0.61 |
954 |
12,366 |
+89 |
Jun10 |
091118 |
218.79 |
219.51 |
215.84 |
216.89 |
-0.51 |
5,692 |
31,030 |
+643 |
Jul10 |
091118 |
220.47 |
220.52 |
217.45 |
218.44 |
-0.51 |
293 |
9,236 |
+28 |
Aug10 |
091118 |
220.60 |
221.30 |
219.66 |
220.29 |
-0.51 |
417 |
3,956 |
+81 |
Sep10 |
091118 |
223.50 |
223.76 |
222.10 |
222.74 |
-0.46 |
664 |
7,536 |
+310 |
Oct10 |
091118 |
225.50 |
225.50 |
224.71 |
225.29 |
-0.41 |
420 |
3,412 |
-34 |
Nov10 |
091118 |
227.84 |
227.84 |
227.24 |
227.84 |
-0.36 |
457 |
5,750 |
+11 |
Total Volume and Open Interest |
87,044 |
324,178 |
+3,839 |
Gasoline(NYMEX) |
Dec09 |
091118 |
201.80 |
205.22 |
199.70 |
201.14 |
+0.65 |
42,474 |
43,847 |
-3,475 |
Jan10 |
091118 |
204.39 |
207.85 |
202.46 |
203.95 |
+0.41 |
29,662 |
98,948 |
+5,797 |
Feb10 |
091118 |
207.50 |
210.00 |
205.20 |
206.58 |
+0.39 |
8,412 |
24,392 |
+1,328 |
Mar10 |
091118 |
210.15 |
212.52 |
208.09 |
209.28 |
+0.44 |
4,019 |
25,411 |
+608 |
Apr10 |
091118 |
223.32 |
223.46 |
220.23 |
221.31 |
+0.40 |
2,870 |
18,024 |
+329 |
May10 |
091118 |
224.16 |
224.34 |
221.13 |
222.32 |
+0.45 |
1,082 |
8,950 |
-25 |
Jun10 |
091118 |
224.07 |
224.85 |
221.70 |
223.09 |
+0.59 |
701 |
9,337 |
+198 |
Jul10 |
091118 |
223.40 |
224.37 |
223.40 |
223.40 |
+0.62 |
216 |
4,516 |
-26 |
Aug10 |
091118 |
222.00 |
224.42 |
222.00 |
223.35 |
+0.67 |
601 |
3,896 |
+361 |
Sep10 |
091118 |
222.90 |
223.99 |
222.90 |
222.90 |
+0.72 |
101 |
3,940 |
+9 |
Total Volume and Open Interest |
91,078 |
261,118 |
+5,250 |
e-miNY RBOB Gasoline(NYM) |
Dec09 |
091117 |
200.50 |
200.50 |
200.49 |
200.50 |
+1.80 |
0 |
3 |
+0 |
Jan10 |
091118 |
204.00 |
204.00 |
203.95 |
204.00 |
+0.50 |
|
|
|
Feb10 |
091118 |
206.60 |
206.60 |
206.58 |
206.60 |
+0.40 |
|
|
|
Mar10 |
091118 |
209.30 |
209.30 |
209.28 |
209.30 |
+0.50 |
|
|
|
Total Volume and Open Interest |
0 |
3 |
+0 |
Natural Gas(NYM) |
Dec09 |
091118 |
4.540 |
4.578 |
4.229 |
4.254 |
-0.276 |
124,217 |
96,096 |
-11,669 |
Jan10 |
091118 |
4.920 |
4.946 |
4.629 |
4.659 |
-0.248 |
61,205 |
168,620 |
+10,413 |
Feb10 |
091118 |
5.010 |
5.035 |
4.728 |
4.754 |
-0.240 |
15,150 |
53,547 |
+485 |
Mar10 |
091118 |
5.046 |
5.047 |
4.770 |
4.797 |
-0.218 |
12,532 |
77,369 |
-481 |
Apr10 |
091118 |
5.057 |
5.057 |
4.801 |
4.827 |
-0.198 |
10,007 |
50,243 |
+1,183 |
May10 |
091118 |
5.028 |
5.060 |
4.864 |
4.890 |
-0.189 |
2,865 |
30,211 |
+44 |
Jun10 |
091118 |
5.120 |
5.135 |
4.966 |
4.992 |
-0.183 |
1,409 |
19,425 |
+169 |
Jul10 |
091118 |
5.270 |
5.270 |
5.074 |
5.104 |
-0.177 |
1,232 |
15,663 |
+102 |
Aug10 |
091118 |
5.355 |
5.355 |
5.169 |
5.182 |
-0.177 |
617 |
14,348 |
+102 |
Sep10 |
091118 |
5.360 |
5.360 |
5.226 |
5.239 |
-0.177 |
1,602 |
15,597 |
+521 |
Oct10 |
091118 |
5.508 |
5.508 |
5.357 |
5.374 |
-0.176 |
3,763 |
30,166 |
+310 |
Nov10 |
091118 |
5.899 |
5.906 |
5.795 |
5.809 |
-0.161 |
787 |
8,196 |
+196 |
Dec10 |
091118 |
6.330 |
6.334 |
6.180 |
6.199 |
-0.156 |
1,053 |
15,874 |
-93 |
Jan11 |
091118 |
6.560 |
6.560 |
6.419 |
6.426 |
-0.154 |
973 |
12,259 |
+249 |
Feb11 |
091118 |
6.500 |
6.500 |
6.395 |
6.416 |
-0.154 |
31 |
6,015 |
+10 |
Mar11 |
091118 |
6.315 |
6.315 |
6.250 |
6.251 |
-0.149 |
227 |
16,255 |
+29 |
Total Volume and Open Interest |
239,154 |
736,883 |
+2,019 |
Brent Crude Oil(ICE) |
Jan10 |
091118 |
79.45 |
80.14 |
78.67 |
79.47 |
+0.50 |
135,428 |
231,547 |
+11,134 |
Feb10 |
091118 |
80.35 |
80.92 |
79.50 |
80.27 |
+0.51 |
45,164 |
120,357 |
+3,404 |
Mar10 |
091118 |
81.23 |
81.64 |
80.23 |
81.04 |
+0.53 |
19,734 |
42,267 |
+1,809 |
Apr10 |
091118 |
81.82 |
82.29 |
81.00 |
81.73 |
+0.53 |
8,199 |
18,944 |
+1,117 |
May10 |
091118 |
82.43 |
82.96 |
81.64 |
82.39 |
+0.55 |
4,133 |
15,120 |
-177 |
Jun10 |
091118 |
83.09 |
83.55 |
82.25 |
83.02 |
+0.55 |
7,160 |
53,784 |
+769 |
Jul10 |
091118 |
83.63 |
84.14 |
83.40 |
83.59 |
+0.57 |
1,388 |
13,509 |
+274 |
Aug10 |
091118 |
84.12 |
84.49 |
83.94 |
84.13 |
+0.58 |
1,546 |
8,846 |
+364 |
Sep10 |
091118 |
84.99 |
85.02 |
84.62 |
84.64 |
+0.60 |
1,538 |
6,547 |
-354 |
Oct10 |
091118 |
85.10 |
85.12 |
85.10 |
85.12 |
+0.61 |
1,119 |
12,552 |
+71 |
Nov10 |
091118 |
85.54 |
85.54 |
85.54 |
85.54 |
+0.63 |
744 |
8,678 |
+47 |
Dec10 |
091118 |
85.97 |
86.47 |
85.17 |
85.95 |
+0.65 |
6,328 |
71,070 |
+400 |
Jan11 |
091118 |
86.36 |
86.36 |
86.36 |
86.36 |
+0.65 |
388 |
6,526 |
+81 |
Feb11 |
091118 |
86.75 |
86.75 |
86.75 |
86.75 |
+0.66 |
63 |
3,702 |
+5 |
Total Volume and Open Interest |
234,645 |
700,077 |
+19,201 |
Gas Oil(ICE) |
Dec09 |
091118 |
638.00 |
645.50 |
630.25 |
643.00 |
+11.75 |
43,690 |
108,906 |
+3,024 |
Jan10 |
091118 |
649.25 |
656.75 |
641.50 |
653.75 |
+11.25 |
35,525 |
118,929 |
+1,997 |
Feb10 |
091118 |
662.00 |
664.50 |
649.50 |
662.00 |
+11.25 |
10,772 |
48,022 |
+816 |
Mar10 |
091118 |
666.00 |
671.25 |
657.00 |
669.00 |
+11.25 |
3,266 |
33,209 |
+3 |
Apr10 |
091118 |
672.50 |
677.00 |
672.50 |
675.50 |
+11.25 |
1,414 |
20,947 |
+171 |
May10 |
091118 |
679.00 |
681.75 |
678.75 |
681.75 |
+11.25 |
1,552 |
20,401 |
+441 |
Jun10 |
091118 |
685.00 |
688.75 |
676.50 |
687.75 |
+11.25 |
6,328 |
41,644 |
-433 |
Jul10 |
091118 |
693.50 |
695.25 |
693.00 |
695.25 |
+11.50 |
663 |
15,757 |
+93 |
Aug10 |
091118 |
700.75 |
703.00 |
697.50 |
702.50 |
+11.50 |
401 |
15,514 |
-71 |
Sep10 |
091118 |
707.00 |
708.75 |
704.00 |
708.75 |
+11.50 |
1,080 |
12,329 |
-45 |
Total Volume and Open Interest |
108,711 |
555,055 |
+6,009 |
Ethanol(CBOT) |
Nov09 |
091104 |
1.970 |
2.000 |
1.970 |
1.970 |
+0.020 |
5 |
151 |
-1 |
Dec09 |
091118 |
2.130 |
2.130 |
2.100 |
2.120 |
+0.019 |
88 |
606 |
-8 |
Jan10 |
091118 |
2.015 |
2.015 |
1.980 |
2.009 |
+0.007 |
74 |
780 |
-36 |
Feb10 |
091118 |
1.960 |
1.965 |
1.950 |
1.963 |
+0.001 |
19 |
472 |
+15 |
Mar10 |
091118 |
1.936 |
1.954 |
1.935 |
1.951 |
unch |
6 |
733 |
+6 |
Apr10 |
091118 |
1.920 |
1.940 |
1.920 |
1.937 |
+0.007 |
15 |
445 |
+2 |
May10 |
091118 |
1.890 |
1.910 |
1.886 |
1.898 |
-0.002 |
16 |
388 |
+0 |
Jun10 |
091118 |
1.905 |
1.906 |
1.867 |
1.890 |
+0.012 |
5 |
267 |
+1 |
Total Volume and Open Interest |
252 |
5,841 |
-11 |
US Dollar Index(ICE) |
Dec09 |
091118 |
75.340 |
75.430 |
74.985 |
75.265 |
-0.200 |
18,318 |
40,305 |
-305 |
Mar10 |
091118 |
75.695 |
75.695 |
75.310 |
75.580 |
-0.195 |
99 |
2,477 |
+29 |
Jun10 |
091118 |
76.010 |
76.010 |
75.965 |
75.965 |
-0.195 |
0 |
6 |
+0 |
Total Volume and Open Interest |
18,417 |
42,788 |
-276 |
Australian Dollar(CME) |
Dec09 |
091118 |
92.79 |
93.15 |
92.42 |
92.48 |
-0.11 |
77,509 |
115,551 |
-1,247 |
Mar10 |
091118 |
92.00 |
92.27 |
91.56 |
91.60 |
-0.11 |
982 |
7,009 |
+298 |
Jun10 |
091118 |
90.57 |
90.68 |
90.57 |
90.57 |
-0.11 |
0 |
10 |
+0 |
Total Volume and Open Interest |
78,491 |
122,587 |
-949 |
British Pound(CME) |
Dec09 |
091118 |
168.00 |
168.44 |
167.11 |
167.15 |
-0.78 |
113,314 |
97,777 |
-1,420 |
Mar10 |
091118 |
167.82 |
168.32 |
167.04 |
167.06 |
-0.76 |
484 |
880 |
+358 |
Jun10 |
091118 |
166.96 |
167.93 |
166.96 |
166.96 |
-0.75 |
0 |
119 |
+0 |
Total Volume and Open Interest |
113,798 |
98,846 |
-1,062 |
Canadian Dollar(CME) |
Dec09 |
091118 |
95.14 |
95.69 |
94.48 |
94.61 |
-0.42 |
69,187 |
88,339 |
+3,109 |
Mar10 |
091118 |
95.00 |
95.67 |
94.50 |
94.62 |
-0.42 |
713 |
3,389 |
+479 |
Jun10 |
091118 |
95.30 |
95.57 |
94.50 |
94.59 |
-0.43 |
25 |
404 |
+12 |
Sep10 |
091118 |
95.06 |
95.45 |
94.46 |
94.54 |
-0.43 |
3 |
438 |
+0 |
Total Volume and Open Interest |
69,939 |
92,876 |
+3,609 |
Japanese Yen(CME) |
Dec09 |
091118 |
111.97 |
112.36 |
111.76 |
111.78 |
-0.23 |
93,879 |
124,244 |
+3,816 |
Mar10 |
091118 |
112.05 |
112.39 |
111.81 |
111.83 |
-0.24 |
470 |
2,878 |
+27 |
Jun10 |
091118 |
111.90 |
112.23 |
111.90 |
111.90 |
-0.25 |
0 |
16 |
+0 |
Total Volume and Open Interest |
94,349 |
127,159 |
+3,843 |
Swiss Franc(CME) |
Dec09 |
091118 |
98.40 |
99.26 |
98.36 |
98.88 |
+0.59 |
57,904 |
55,532 |
+2,846 |
Mar10 |
091118 |
99.02 |
99.28 |
98.34 |
98.93 |
+0.59 |
263 |
474 |
+209 |
Jun10 |
091118 |
98.99 |
99.10 |
98.40 |
98.99 |
+0.59 |
0 |
5 |
+0 |
Total Volume and Open Interest |
58,167 |
56,012 |
+3,055 |
EuroFX(CME) |
Dec09 |
091118 |
148.63 |
149.90 |
148.62 |
149.38 |
+0.85 |
279,006 |
160,004 |
-477 |
Mar10 |
091118 |
148.75 |
149.81 |
148.60 |
149.29 |
+0.84 |
1,858 |
2,544 |
+300 |
Jun10 |
091118 |
149.19 |
149.47 |
148.36 |
149.19 |
+0.83 |
4 |
182 |
-3 |
Total Volume and Open Interest |
280,868 |
162,740 |
-180 |
Mexican Peso(CME) |
Dec09 |
091118 |
763.0 |
770.2 |
763.0 |
765.5 |
+0.8 |
14,695 |
70,908 |
-543 |
Jan10 |
091118 |
761.5 |
761.5 |
760.8 |
761.5 |
+0.8 |
|
|
|
Total Volume and Open Interest |
14,745 |
73,297 |
-517 |
30-Year T-Bonds(CBOT) |
Dec09 |
091118 |
121~010 |
121~090 |
120~100 |
120~160 |
-0~180 |
313,893 |
751,765 |
+18,398 |
Mar10 |
091118 |
120~090 |
120~180 |
119~200 |
119~260 |
-0~180 |
12,434 |
25,967 |
+5,021 |
Jun10 |
091118 |
118~070 |
118~250 |
118~070 |
118~070 |
-0~180 |
7 |
38 |
+1 |
Total Volume and Open Interest |
326,334 |
777,770 |
+23,420 |
10-Year T-Notes(CBOT) |
Dec09 |
091118 |
119~245 |
119~260 |
119~120 |
119~140 |
-0~100 |
849,933 |
1,297,548 |
+20,483 |
Mar10 |
091118 |
118~110 |
118~140 |
118~015 |
118~030 |
-0~095 |
17,068 |
42,634 |
+1,534 |
Jun10 |
091118 |
116~240 |
117~010 |
116~240 |
116~240 |
-0~090 |
|
|
|
Total Volume and Open Interest |
867,001 |
1,340,182 |
+22,017 |
5-Year T-Notes(CBOT) |
Dec09 |
091118 |
117~038 |
117~048 |
117~037 |
117~040 |
-0~011 |
|
|
|
Mar10 |
091118 |
116~009 |
116~020 |
115~121 |
116~000 |
-0~012 |
4,758 |
9,613 |
+3,170 |
Jun10 |
091118 |
114~088 |
114~101 |
114~088 |
114~088 |
-0~013 |
|
|
|
Total Volume and Open Interest |
412,350 |
859,588 |
+17,784 |
2 Year T-Notes(CBOT) |
Dec09 |
091118 |
109~015 |
109~022 |
109~015 |
109~020 |
+0~003 |
|
|
|
Mar10 |
091118 |
108~072 |
108~081 |
108~068 |
108~078 |
+0~005 |
14,156 |
49,578 |
+7,052 |
Jun10 |
091118 |
108~004 |
108~004 |
107~127 |
108~004 |
+0~005 |
25 |
6,865 |
+25 |
Total Volume and Open Interest |
248,355 |
1,101,765 |
+1,475 |
Eurodollars(CME) |
Dec09 |
091118 |
99.723 |
99.730 |
99.723 |
99.728 |
+0.005 |
112,128 |
1,009,243 |
+10,736 |
Mar10 |
091118 |
99.645 |
99.665 |
99.635 |
99.655 |
+0.010 |
198,926 |
1,069,964 |
+25,564 |
Jun10 |
091118 |
99.460 |
99.500 |
99.445 |
99.485 |
+0.025 |
235,321 |
1,029,304 |
+16,527 |
Sep10 |
091118 |
99.145 |
99.205 |
99.130 |
99.180 |
+0.030 |
265,097 |
739,051 |
+8,122 |
Dec10 |
091118 |
98.775 |
98.840 |
98.745 |
98.795 |
+0.020 |
300,203 |
842,650 |
+16,759 |
Mar11 |
091118 |
98.410 |
98.475 |
98.380 |
98.420 |
+0.005 |
204,052 |
560,820 |
+12,555 |
Jun11 |
091118 |
98.055 |
98.120 |
98.020 |
98.055 |
-0.005 |
128,230 |
560,442 |
+14,373 |
Sep11 |
091118 |
97.745 |
97.800 |
97.710 |
97.735 |
-0.015 |
115,234 |
454,887 |
+957 |
Dec11 |
091118 |
97.445 |
97.500 |
97.415 |
97.430 |
-0.025 |
62,847 |
264,669 |
-938 |
Mar12 |
091118 |
97.205 |
97.245 |
97.165 |
97.180 |
-0.030 |
53,468 |
195,858 |
+682 |
Jun12 |
091118 |
96.965 |
97.005 |
96.915 |
96.935 |
-0.035 |
43,898 |
167,283 |
+618 |
Sep12 |
091118 |
96.760 |
96.795 |
96.705 |
96.720 |
-0.045 |
39,700 |
106,009 |
+2,345 |
Dec12 |
091118 |
96.555 |
96.585 |
96.500 |
96.515 |
-0.050 |
15,005 |
61,494 |
+1,828 |
Mar13 |
091118 |
96.390 |
96.430 |
96.345 |
96.365 |
-0.055 |
7,521 |
56,763 |
-4 |
Jun13 |
091118 |
96.240 |
96.275 |
96.190 |
96.210 |
-0.060 |
5,196 |
50,250 |
-33 |
Sep13 |
091118 |
96.115 |
96.130 |
96.045 |
96.065 |
-0.065 |
4,776 |
52,977 |
+497 |
Dec13 |
091118 |
95.945 |
95.980 |
95.895 |
95.915 |
-0.070 |
2,380 |
28,652 |
-113 |
Mar14 |
091118 |
95.865 |
95.870 |
95.785 |
95.805 |
-0.075 |
2,318 |
27,178 |
-228 |
Total Volume and Open Interest |
1,805,719 |
7,412,499 |
+110,681 |
30 Day Federal Funds(CBOT) |
Nov09 |
091118 |
99.875 |
99.878 |
99.875 |
99.875 |
unch |
686 |
75,111 |
+194 |
Dec09 |
091118 |
99.870 |
99.875 |
99.870 |
99.870 |
unch |
2,191 |
65,534 |
+529 |
Jan10 |
091118 |
99.860 |
99.865 |
99.855 |
99.860 |
+0.005 |
4,793 |
62,228 |
-1,112 |
Feb10 |
091118 |
99.840 |
99.850 |
99.835 |
99.840 |
+0.005 |
5,613 |
70,896 |
+556 |
Mar10 |
091118 |
99.825 |
99.835 |
99.820 |
99.830 |
+0.010 |
10,370 |
49,526 |
+2,321 |
Apr10 |
091118 |
99.810 |
99.825 |
99.800 |
99.815 |
+0.005 |
10,035 |
59,097 |
+2,313 |
Total Volume and Open Interest |
57,851 |
539,222 |
+10,068 |
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 |
091118 |
99.50 |
99.50 |
99.50 |
99.50 |
+0.01 |
|
|
|
Mar10 |
091118 |
99.53 |
99.53 |
99.53 |
99.53 |
+0.01 |
|
|
|
Jun10 |
091118 |
99.54 |
99.54 |
99.54 |
99.54 |
unch |
|
|
|
Sep10 |
091118 |
99.54 |
99.54 |
99.54 |
99.54 |
unch |
|
|
|
Dec10 |
091118 |
99.48 |
99.48 |
99.48 |
99.48 |
unch |
|
|
|
Mar11 |
091118 |
99.39 |
99.39 |
99.39 |
99.39 |
unch |
|
|
|
Jun11 |
091118 |
99.33 |
99.33 |
99.33 |
99.33 |
unch |
|
|
|
Sep11 |
091118 |
99.33 |
99.33 |
99.33 |
99.33 |
unch |
|
|
|
Dec11 |
091118 |
99.14 |
99.14 |
99.14 |
99.14 |
unch |
|
|
|
Mar12 |
091118 |
99.11 |
99.11 |
99.11 |
99.11 |
+0.01 |
|
|
|
Total Volume and Open Interest |
|
|
|
3-Mth Euro-Yen(SGX) |
Dec09 |
091118 |
99.50 |
99.50 |
99.50 |
99.50 |
+0.01 |
49 |
3,806 |
+0 |
Mar10 |
091118 |
99.53 |
99.53 |
99.53 |
99.53 |
+0.01 |
0 |
3,499 |
+0 |
Jun10 |
091118 |
99.54 |
99.54 |
99.54 |
99.54 |
+0.00 |
11 |
1,706 |
+0 |
Sep10 |
091118 |
99.54 |
99.54 |
99.54 |
99.54 |
+0.00 |
0 |
1,694 |
+1 |
Dec10 |
091118 |
99.48 |
99.48 |
99.48 |
99.48 |
+0.01 |
50 |
892 |
+0 |
Mar11 |
091118 |
99.39 |
99.39 |
99.39 |
99.39 |
+0.00 |
0 |
562 |
+0 |
Jun11 |
091118 |
99.33 |
99.33 |
99.33 |
99.33 |
+0.00 |
0 |
52 |
+0 |
Sep11 |
091118 |
99.33 |
99.33 |
99.33 |
99.33 |
+0.00 |
0 |
51 |
+0 |
Total Volume and Open Interest |
110 |
13,734 |
+1 |
Japanese Gov't Bonds(SGX) |
Dec09 |
091112 |
137.73 |
138.69 |
137.73 |
138.66 |
+0.88 |
1,385 |
15,579 |
-630 |
Mar10 |
091118 |
138.62 |
138.73 |
138.54 |
138.73 |
+0.11 |
2 |
2 |
+1 |
Jun10 |
091118 |
138.73 |
138.73 |
138.73 |
138.73 |
+0.11 |
|
|
|
Total Volume and Open Interest |
3,242 |
14,942 |
+672 |
Euro-Bund(EUREX) |
Dec09 |
091118 |
122.31 |
122.34 |
121.92 |
122.24 |
unch |
638,192 |
957,988 |
+9,388 |
Mar10 |
091118 |
121.82 |
121.95 |
121.52 |
121.85 |
unch |
3,555 |
20,151 |
+1,800 |
Jun10 |
091118 |
120.91 |
120.91 |
120.91 |
120.91 |
unch |
240 |
3 |
+0 |
Total Volume and Open Interest |
641,987 |
978,142 |
+11,188 |
Euro-Bobl(EUREX) |
Dec09 |
091118 |
116.18 |
116.18 |
115.97 |
116.11 |
-0.02 |
360,381 |
712,162 |
+14,725 |
Mar10 |
091118 |
115.86 |
115.88 |
115.74 |
115.86 |
-0.02 |
1,397 |
13,049 |
+1,057 |
Jun10 |
091118 |
115.41 |
115.41 |
115.41 |
115.41 |
-0.02 |
|
|
|
Total Volume and Open Interest |
361,778 |
725,211 |
+15,782 |
3-Mth Euribor(EUREX) |
Dec09 |
091118 |
99.265 |
99.265 |
99.265 |
99.265 |
unch |
400 |
8,336 |
-5 |
Mar10 |
091118 |
99.200 |
99.200 |
99.195 |
99.195 |
-0.005 |
429 |
5,329 |
-30 |
Jun10 |
091118 |
98.915 |
98.915 |
98.915 |
98.915 |
-0.010 |
7 |
4,739 |
+2 |
Total Volume and Open Interest |
924 |
22,454 |
-19 |
Long Gilt(LIFFE) |
Dec09 |
091111 |
116~32 |
117~21 |
116~20 |
117~18 |
-0~31 |
73,487 |
237,970 |
+4,386 |
Mar10 |
091118 |
116~27 |
116~27 |
116~23 |
116~23 |
-0~03 |
0 |
20 |
+0 |
Total Volume and Open Interest |
59,288 |
228,038 |
-241 |
3-Mth Short Sterling(LIFFE) |
Dec09 |
091118 |
99.35 |
99.46 |
99.35 |
99.40 |
+0.04 |
15,310 |
346,544 |
+2,585 |
Mar10 |
091118 |
99.25 |
99.37 |
99.23 |
99.32 |
+0.07 |
32,194 |
367,114 |
-3,710 |
Jun10 |
091118 |
98.96 |
99.07 |
98.91 |
99.03 |
+0.09 |
49,763 |
396,672 |
+9,145 |
Sep10 |
091118 |
98.49 |
98.60 |
98.44 |
98.58 |
+0.10 |
30,595 |
296,689 |
+3,027 |
Dec10 |
091118 |
97.97 |
98.09 |
97.94 |
98.06 |
+0.09 |
31,869 |
313,881 |
+3,792 |
Mar11 |
091118 |
97.52 |
97.62 |
97.47 |
97.59 |
+0.08 |
21,431 |
217,182 |
-151 |
Total Volume and Open Interest |
242,170 |
2,471,929 |
+16,382 |
3-Mth Euribor(LIFFE) |
Dec09 |
091118 |
99.265 |
99.270 |
99.255 |
99.265 |
unch |
78,907 |
608,614 |
-5,134 |
Mar10 |
091118 |
99.205 |
99.210 |
99.185 |
99.195 |
-0.005 |
119,602 |
657,492 |
-13,911 |
Jun10 |
091118 |
98.925 |
98.935 |
98.905 |
98.915 |
-0.010 |
115,652 |
677,074 |
+14,828 |
Total Volume and Open Interest |
789,252 |
3,467,889 |
-5,286 |
3-Mth Aus T-Bills(SFE) |
Dec09 |
091118 |
95.90 |
95.91 |
95.84 |
95.88 |
-0.03 |
25,500 |
318,857 |
+2,579 |
Mar10 |
091118 |
95.40 |
95.41 |
95.34 |
95.40 |
unch |
32,111 |
227,682 |
+4,041 |
Jun10 |
091118 |
95.02 |
95.03 |
94.95 |
95.03 |
+0.01 |
13,095 |
142,280 |
+2,104 |
Sep10 |
091118 |
94.71 |
94.74 |
94.65 |
94.73 |
+0.01 |
11,315 |
89,227 |
+2,667 |
Dec10 |
091118 |
94.45 |
94.50 |
94.39 |
94.49 |
+0.02 |
2,554 |
55,002 |
+632 |
Mar11 |
091118 |
94.26 |
94.30 |
94.20 |
94.30 |
+0.03 |
1,190 |
25,559 |
+227 |
Jun11 |
091118 |
94.10 |
94.14 |
94.05 |
94.14 |
+0.03 |
852 |
19,150 |
+0 |
Sep11 |
091118 |
93.96 |
94.03 |
93.96 |
94.03 |
+0.02 |
387 |
12,031 |
+148 |
Dec11 |
091118 |
93.96 |
93.96 |
93.96 |
93.96 |
+0.01 |
30 |
5,098 |
+10 |
Mar12 |
091118 |
93.94 |
93.94 |
93.94 |
93.94 |
+0.02 |
170 |
2,321 |
+165 |
Total Volume and Open Interest |
87,534 |
898,478 |
+12,903 |
10-Year Aus T-Bonds(SFE) |
Dec09 |
091118 |
94.52 |
94.53 |
94.46 |
94.51 |
-0.02 |
35,299 |
330,975 |
-36,645 |
Mar10 |
091118 |
94.51 |
94.51 |
94.51 |
94.51 |
-0.02 |
|
|
|
Total Volume and Open Interest |
35,299 |
330,975 |
-36,645 |
3-Year Aus T-Bonds(SFE) |
Dec09 |
091118 |
95.01 |
95.02 |
94.94 |
95.00 |
-0.02 |
124,617 |
752,107 |
+41,531 |
Mar10 |
091118 |
95.00 |
95.00 |
95.00 |
95.00 |
-0.02 |
|
|
|
Total Volume and Open Interest |
124,617 |
752,107 |
+41,531 |
Gold(CMX) |
Dec09 |
091118 |
1140.9 |
1153.4 |
1136.0 |
1141.2 |
+1.8 |
188,594 |
269,945 |
-9,647 |
Feb10 |
091118 |
1142.8 |
1154.7 |
1138.0 |
1142.7 |
+1.8 |
27,179 |
118,940 |
+9,081 |
Apr10 |
091118 |
1146.0 |
1155.7 |
1139.8 |
1143.8 |
+1.8 |
2,881 |
37,725 |
+572 |
Jun10 |
091118 |
1147.4 |
1156.4 |
1140.0 |
1145.0 |
+1.8 |
1,120 |
16,593 |
-123 |
Aug10 |
091118 |
1152.0 |
1153.6 |
1146.3 |
1146.3 |
+1.7 |
2,011 |
9,438 |
+802 |
Oct10 |
091118 |
1156.2 |
1156.2 |
1147.8 |
1147.8 |
+1.6 |
15 |
4,558 |
+5 |
Dec10 |
091118 |
1152.0 |
1161.0 |
1146.2 |
1149.7 |
+1.5 |
3,135 |
22,716 |
+487 |
Feb11 |
091118 |
1152.9 |
1160.1 |
1152.0 |
1152.0 |
+1.4 |
10 |
2,533 |
+0 |
Apr11 |
091118 |
1162.2 |
1162.2 |
1154.7 |
1154.7 |
+1.4 |
0 |
1,716 |
+0 |
Jun11 |
091118 |
511.1 |
511.1 |
502.3 |
502.3 |
+1.4 |
374 |
10,709 |
+152 |
Aug11 |
091118 |
1168.5 |
1168.5 |
1161.2 |
1161.2 |
+1.1 |
0 |
250 |
+0 |
Total Volume and Open Interest |
227,534 |
522,332 |
+2,371 |
Silver(CMX) |
Dec09 |
091118 |
1842.5 |
1885.5 |
1832.5 |
1841.5 |
+2.8 |
54,538 |
61,741 |
+981 |
Mar10 |
091118 |
1847.0 |
1888.5 |
1837.0 |
1845.1 |
+2.8 |
9,073 |
41,747 |
+2,145 |
May10 |
091118 |
1853.5 |
1885.0 |
1840.5 |
1847.1 |
+2.8 |
543 |
10,910 |
+351 |
Jul10 |
091118 |
1872.5 |
1881.0 |
1848.7 |
1848.7 |
+2.8 |
83 |
4,111 |
-6 |
Sep10 |
091118 |
1850.4 |
1850.4 |
1850.4 |
1850.4 |
+2.8 |
92 |
2,729 |
+89 |
Dec10 |
091118 |
1862.0 |
1890.5 |
1846.0 |
1853.2 |
+2.6 |
632 |
7,870 |
-56 |
Mar11 |
091118 |
1856.0 |
1856.0 |
1856.0 |
1856.0 |
+2.4 |
0 |
42 |
+0 |
Total Volume and Open Interest |
65,303 |
138,664 |
+3,425 |
Platinum(NYMEX) |
Jan10 |
091118 |
1463.0 |
1471.7 |
1442.5 |
1452.0 |
-10.5 |
4,951 |
32,291 |
+111 |
Apr10 |
091118 |
1463.8 |
1472.3 |
1446.0 |
1454.5 |
-10.5 |
177 |
2,066 |
+127 |
Jul10 |
091118 |
1466.2 |
1466.4 |
1450.0 |
1457.5 |
-10.5 |
13 |
116 |
+13 |
Total Volume and Open Interest |
5,141 |
34,473 |
+251 |
Palladium(NYMEX) |
Dec09 |
091118 |
374.45 |
380.00 |
370.00 |
374.15 |
+2.15 |
2,204 |
13,557 |
-513 |
Mar10 |
091118 |
375.15 |
379.95 |
371.50 |
375.50 |
+2.15 |
875 |
8,733 |
+338 |
Jun10 |
091118 |
377.20 |
380.15 |
374.00 |
376.50 |
+2.35 |
11 |
54 |
+1 |
Total Volume and Open Interest |
3,091 |
22,345 |
-174 |
Copper(CMX) |
Dec09 |
091118 |
311.60 |
317.20 |
309.45 |
311.05 |
+0.20 |
42,111 |
41,518 |
-1,369 |
Mar10 |
091118 |
314.00 |
319.30 |
311.90 |
313.55 |
+0.25 |
17,061 |
87,100 |
+5,479 |
May10 |
091118 |
314.00 |
319.65 |
314.00 |
314.25 |
+0.20 |
570 |
9,279 |
+113 |
Jul10 |
091118 |
314.00 |
319.50 |
314.00 |
314.75 |
+0.20 |
259 |
3,710 |
+149 |
Sep10 |
091118 |
319.65 |
319.65 |
315.00 |
315.00 |
+0.20 |
6 |
2,078 |
-2 |
Total Volume and Open Interest |
61,382 |
151,366 |
+4,413 |
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 |
091118 |
10424 |
10424 |
10340 |
10404 |
+6 |
670 |
15,100 |
-14 |
Mar10 |
091118 |
10348 |
10349 |
10290 |
10342 |
+6 |
120 |
992 |
+32 |
Jun10 |
091118 |
10279 |
10279 |
10273 |
10279 |
+6 |
0 |
1 |
+0 |
Sep10 |
091118 |
10227 |
10227 |
10221 |
10227 |
+6 |
|
|
|
Total Volume and Open Interest |
790 |
16,093 |
+18 |
S & P 500(CME) |
Dec09 |
091118 |
1107.30 |
1110.80 |
1101.00 |
1108.50 |
+1.10 |
23,446 |
388,843 |
+5,652 |
Mar10 |
091118 |
1102.10 |
1104.30 |
1097.00 |
1103.60 |
+1.10 |
256 |
6,805 |
-14 |
Jun10 |
091118 |
1098.80 |
1099.50 |
1092.20 |
1098.80 |
+1.10 |
103 |
418 |
+113 |
Sep10 |
091118 |
1094.80 |
1096.00 |
1088.70 |
1094.80 |
+0.60 |
|
|
|
Total Volume and Open Interest |
23,805 |
396,071 |
+5,751 |
S & P 500 E-Mini(Globex) |
Dec09 |
091118 |
1107.50 |
1110.75 |
1100.75 |
1108.50 |
+1.00 |
1,992,105 |
2,556,245 |
+9,824 |
Mar10 |
091118 |
1103.00 |
1105.50 |
1096.25 |
1103.50 |
+1.00 |
6,837 |
57,261 |
+933 |
Total Volume and Open Interest |
1,998,953 |
2,613,561 |
+10,743 |
NASDAQ 100(CME) |
Dec09 |
091118 |
1808.80 |
1812.80 |
1788.00 |
1800.50 |
-8.30 |
1,506 |
21,134 |
-64 |
Mar10 |
091118 |
1798.00 |
1799.30 |
1798.00 |
1798.00 |
-8.30 |
0 |
31 |
-4 |
Jun10 |
091118 |
1797.00 |
1798.30 |
1797.00 |
1797.00 |
-8.30 |
|
|
|
Total Volume and Open Interest |
1,506 |
21,165 |
-68 |
NASDAQ 100 E-Mini(Globex) |
Dec09 |
091118 |
1808.80 |
1813.30 |
1788.80 |
1800.50 |
-8.30 |
294,545 |
326,554 |
+1,882 |
Mar10 |
091118 |
1809.00 |
1810.30 |
1786.80 |
1798.00 |
-8.30 |
539 |
2,925 |
+39 |
Total Volume and Open Interest |
295,089 |
329,481 |
+1,921 |
S & P Midcap 400(CME) |
Dec09 |
091118 |
707.00 |
708.70 |
701.80 |
704.00 |
-3.20 |
105 |
2,241 |
+89 |
Mar10 |
091118 |
701.60 |
701.80 |
701.60 |
701.60 |
-3.20 |
1 |
1 |
+0 |
Jun10 |
091118 |
699.60 |
699.80 |
699.60 |
699.60 |
-3.20 |
|
|
|
Total Volume and Open Interest |
106 |
2,242 |
+89 |
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 |
091118 |
9750 |
9800 |
9630 |
9685 |
-55 |
91,358 |
185,212 |
+6,695 |
Mar10 |
091118 |
9745 |
9785 |
9650 |
9675 |
-60 |
53 |
2,223 |
+96 |
Total Volume and Open Interest |
91,411 |
188,399 |
+6,791 |
Nikkei 225(SGX) |
Dec09 |
091118 |
9750 |
9800 |
9630 |
9685 |
-55 |
91,358 |
185,212 |
+6,695 |
Mar10 |
091118 |
9745 |
9785 |
9650 |
9675 |
-60 |
53 |
2,223 |
+96 |
Jun10 |
091118 |
9715 |
9715 |
9715 |
9715 |
-60 |
0 |
424 |
+0 |
Total Volume and Open Interest |
91,411 |
188,399 |
+6,791 |
CAC 40(EURONEXT) |
Nov09 |
091118 |
3854.0 |
3862.5 |
3814.0 |
3828.5 |
+1.0 |
135,571 |
414,154 |
-39,614 |
Dec09 |
091118 |
3850.0 |
3856.0 |
3807.5 |
3822.5 |
+1.5 |
34,871 |
129,850 |
+5,555 |
Jan10 |
091118 |
3825.0 |
3825.0 |
3825.0 |
3825.0 |
+1.0 |
|
|
|
Total Volume and Open Interest |
170,485 |
545,951 |
-34,036 |
Hang Seng Index(HKFE) |
Nov09 |
091118 |
22866 |
23110 |
22627 |
22767 |
-109 |
61,189 |
85,860 |
-1,701 |
Dec09 |
091118 |
22867 |
23100 |
22620 |
22747 |
-113 |
1,608 |
9,012 |
+69 |
Total Volume and Open Interest |
62,860 |
95,397 |
-1,633 |
DAX(EUREX) |
Dec09 |
091118 |
5809.5 |
5847.5 |
5772.0 |
5798.5 |
+16.0 |
137,114 |
192,364 |
+8,935 |
Mar10 |
091118 |
5818.0 |
5850.0 |
5780.0 |
5803.0 |
+16.0 |
371 |
17,509 |
+138 |
Jun10 |
091118 |
5825.0 |
5855.0 |
5798.5 |
5809.0 |
+16.0 |
158 |
1,816 |
+24 |
Total Volume and Open Interest |
137,643 |
211,689 |
+9,097 |
FT-SE 100(EURONEXT) |
Dec09 |
091118 |
5366.00 |
5372.50 |
5329.50 |
5344.00 |
+5.00 |
90,491 |
615,574 |
-2,220 |
Mar10 |
091118 |
5312.00 |
5326.00 |
5293.50 |
5299.50 |
+5.00 |
335 |
20,316 |
+154 |
Jun10 |
091118 |
5275.50 |
5275.50 |
5252.00 |
5252.00 |
+5.00 |
5 |
831 |
+4 |
Total Volume and Open Interest |
90,831 |
636,727 |
-2,062 |
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 |
091118 |
523.50 |
525.00 |
517.00 |
519.00 |
-2.00 |
808 |
18,903 |
+409 |
Jan10 |
091118 |
523.50 |
529.00 |
521.00 |
523.50 |
-1.50 |
0 |
1 |
+0 |
Feb10 |
091118 |
527.80 |
533.00 |
525.00 |
527.80 |
-1.20 |
|
|
|
Total Volume and Open Interest |
808 |
18,904 |
-1,704 |
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. |
|
|