|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Fri November 20, 2009 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Jan10 |
091120 |
1041.00 |
1050.00 |
1031.50 |
1046.00 |
+7.00 |
99,039 |
243,220 |
-679 |
| Mar10 |
091120 |
1044.75 |
1054.75 |
1037.00 |
1050.25 |
+5.50 |
26,073 |
75,931 |
+3,228 |
| May10 |
091120 |
1046.25 |
1055.75 |
1039.00 |
1050.50 |
+4.25 |
10,941 |
34,917 |
+567 |
| Jul10 |
091120 |
1050.00 |
1058.25 |
1041.00 |
1053.50 |
+3.50 |
15,988 |
35,643 |
+1,468 |
| Aug10 |
091120 |
1041.00 |
1050.00 |
1041.00 |
1049.50 |
+3.00 |
258 |
1,429 |
-18 |
| Sep10 |
091120 |
1027.50 |
1032.00 |
1022.00 |
1032.00 |
+3.00 |
159 |
278 |
+13 |
| Nov10 |
091120 |
1020.00 |
1029.25 |
1013.25 |
1022.50 |
+1.00 |
8,925 |
52,701 |
+1,718 |
| Total Volume and Open Interest |
161,747 |
446,656 |
+6,363 |
| Soybean Meal(CBOT) |
| Dec09 |
091120 |
317.50 |
319.50 |
314.30 |
317.10 |
-1.30 |
25,271 |
43,662 |
-1,037 |
| Jan10 |
091120 |
309.30 |
312.30 |
306.00 |
310.10 |
-1.00 |
30,122 |
38,050 |
+2,317 |
| Mar10 |
091120 |
304.60 |
306.40 |
300.70 |
304.00 |
-1.60 |
8,985 |
29,952 |
+1,233 |
| May10 |
091120 |
301.80 |
303.60 |
298.30 |
301.40 |
-2.20 |
4,447 |
16,554 |
-306 |
| Jul10 |
091120 |
303.00 |
303.90 |
298.00 |
301.60 |
-2.50 |
4,712 |
16,685 |
+529 |
| Aug10 |
091120 |
300.00 |
303.80 |
299.90 |
301.20 |
-2.60 |
284 |
4,440 |
-20 |
| Sep10 |
091120 |
300.00 |
302.10 |
297.20 |
299.00 |
-3.10 |
240 |
3,709 |
+40 |
| Oct10 |
091120 |
292.60 |
296.60 |
292.60 |
292.60 |
-4.00 |
130 |
2,615 |
-19 |
| Total Volume and Open Interest |
75,096 |
165,112 |
+2,754 |
| Soybean Oil(CBOT) |
| Dec09 |
091120 |
39.44 |
39.85 |
39.23 |
39.71 |
+0.26 |
35,860 |
56,328 |
-4,385 |
| Jan10 |
091120 |
39.85 |
40.29 |
39.66 |
40.15 |
+0.26 |
39,967 |
105,863 |
+4,438 |
| Mar10 |
091120 |
40.30 |
40.66 |
40.05 |
40.55 |
+0.27 |
12,178 |
51,894 |
-319 |
| May10 |
091120 |
40.67 |
40.95 |
40.39 |
40.84 |
+0.26 |
5,787 |
14,404 |
+189 |
| Jul10 |
091120 |
41.04 |
41.22 |
40.63 |
41.11 |
+0.25 |
4,915 |
14,424 |
+425 |
| Aug10 |
091120 |
41.05 |
41.19 |
40.90 |
41.19 |
+0.24 |
107 |
1,904 |
+6 |
| Sep10 |
091120 |
41.00 |
41.26 |
40.94 |
41.26 |
+0.24 |
152 |
1,215 |
-49 |
| Oct10 |
091120 |
40.99 |
41.31 |
40.99 |
41.31 |
+0.25 |
96 |
1,048 |
+41 |
| Total Volume and Open Interest |
99,776 |
259,438 |
+534 |
| Canola(WCE) |
| Nov09 |
091113 |
393.7 |
393.7 |
393.7 |
393.7 |
+3.0 |
5 |
0 |
+0 |
| Jan10 |
091120 |
402.2 |
407.2 |
402.1 |
406.8 |
+3.0 |
10,310 |
75,072 |
-1,555 |
| Mar10 |
091120 |
408.4 |
414.0 |
408.4 |
413.4 |
+2.7 |
5,077 |
11,030 |
+1,874 |
| May10 |
091120 |
416.9 |
419.8 |
415.2 |
418.9 |
+2.3 |
198 |
1,739 |
+88 |
| Jul10 |
091120 |
418.8 |
423.1 |
417.4 |
422.3 |
+3.0 |
340 |
2,815 |
+103 |
| Total Volume and Open Interest |
16,128 |
92,033 |
+687 |
| Corn(CBOT) |
| Dec09 |
091120 |
394.75 |
399.00 |
389.00 |
391.00 |
-4.00 |
127,149 |
272,459 |
-20,308 |
| Mar10 |
091120 |
410.50 |
414.75 |
405.00 |
407.00 |
-3.75 |
78,408 |
409,548 |
+12,707 |
| May10 |
091120 |
419.75 |
427.75 |
416.00 |
417.00 |
-3.50 |
10,754 |
80,646 |
+957 |
| Jul10 |
091120 |
428.00 |
432.75 |
424.25 |
425.50 |
-3.25 |
17,128 |
81,579 |
+672 |
| Sep10 |
091120 |
434.00 |
437.25 |
429.50 |
430.25 |
-2.75 |
4,113 |
21,769 |
+560 |
| Dec10 |
091120 |
438.00 |
442.50 |
434.00 |
435.50 |
-2.75 |
21,110 |
156,852 |
+3,834 |
| Total Volume and Open Interest |
259,447 |
1,049,243 |
-1,088 |
| Wheat(CBOT) |
| Dec09 |
091120 |
563.25 |
572.25 |
553.25 |
559.75 |
-2.75 |
57,575 |
71,195 |
-8,690 |
| Mar10 |
091120 |
584.00 |
593.75 |
574.50 |
580.75 |
-3.25 |
44,848 |
170,840 |
+4,560 |
| May10 |
091120 |
597.50 |
604.25 |
587.25 |
592.25 |
-3.25 |
3,533 |
23,425 |
+524 |
| Jul10 |
091120 |
605.25 |
615.75 |
597.50 |
602.75 |
-3.00 |
8,450 |
51,509 |
-18 |
| Sep10 |
091120 |
620.00 |
624.50 |
612.50 |
617.50 |
-2.50 |
1,256 |
14,982 |
+659 |
| Total Volume and Open Interest |
119,899 |
375,836 |
-1,704 |
| Wheat(KCBT) |
| Dec09 |
091120 |
560.75 |
570.50 |
552.50 |
556.75 |
-4.25 |
9,293 |
20,719 |
-1,155 |
| Mar10 |
091120 |
575.50 |
585.75 |
568.75 |
572.75 |
-3.75 |
8,036 |
52,734 |
+916 |
| May10 |
091120 |
584.00 |
587.25 |
580.50 |
583.75 |
-4.25 |
980 |
7,198 |
+307 |
| Jul10 |
091120 |
599.00 |
608.75 |
592.00 |
595.00 |
-4.00 |
2,364 |
25,853 |
+279 |
| Sep10 |
091120 |
610.00 |
610.00 |
603.25 |
606.25 |
-4.00 |
284 |
1,897 |
+140 |
| Total Volume and Open Interest |
22,211 |
138,781 |
+515 |
| Wheat(MGE) |
| Dec09 |
091120 |
566.75 |
575.00 |
560.00 |
564.00 |
-4.50 |
4,554 |
8,306 |
-1,121 |
| Mar10 |
091120 |
584.25 |
591.75 |
577.25 |
581.25 |
-4.00 |
3,725 |
18,681 |
+1,038 |
| May10 |
091120 |
600.00 |
600.00 |
590.00 |
592.25 |
-4.50 |
398 |
4,324 |
-157 |
| Jul10 |
091120 |
613.50 |
613.50 |
601.50 |
606.75 |
-2.25 |
591 |
8,148 |
+3 |
| Sep10 |
091120 |
619.00 |
620.00 |
614.25 |
617.50 |
-2.75 |
294 |
2,579 |
+155 |
| Total Volume and Open Interest |
10,172 |
49,004 |
+355 |
| Oats(CBOT) |
| Dec09 |
091120 |
260.00 |
262.50 |
256.50 |
258.00 |
-1.50 |
923 |
4,271 |
-91 |
| Mar10 |
091120 |
273.75 |
276.25 |
270.00 |
271.50 |
-1.50 |
757 |
9,379 |
+231 |
| May10 |
091120 |
281.00 |
281.25 |
279.75 |
279.75 |
-1.50 |
101 |
390 |
+67 |
| Jul10 |
091120 |
287.25 |
288.75 |
287.25 |
287.25 |
-1.50 |
0 |
23 |
+0 |
| Total Volume and Open Interest |
1,782 |
14,439 |
+207 |
| Rough Rice(CBOT) |
| Jan10 |
091120 |
15.23 |
15.29 |
15.05 |
15.17 |
-0.11 |
746 |
10,232 |
-80 |
| Mar10 |
091120 |
15.52 |
15.52 |
15.30 |
15.42 |
-0.11 |
351 |
3,065 |
+281 |
| May10 |
091120 |
15.71 |
15.78 |
15.57 |
15.65 |
-0.12 |
1 |
375 |
+1 |
| Jul10 |
091120 |
15.84 |
15.90 |
15.83 |
15.89 |
-0.12 |
11 |
555 |
+0 |
| Total Volume and Open Interest |
1,139 |
14,941 |
+219 |
| Live Cattle(CME) |
| Dec09 |
091120 |
83.900 |
84.150 |
83.480 |
83.950 |
+0.270 |
15,291 |
50,234 |
-5,689 |
| Feb10 |
091120 |
85.500 |
85.800 |
85.080 |
85.430 |
+0.045 |
14,832 |
117,961 |
-1,144 |
| Apr10 |
091120 |
87.900 |
88.250 |
87.750 |
88.050 |
+0.165 |
6,195 |
58,291 |
+648 |
| Jun10 |
091120 |
84.900 |
85.330 |
84.750 |
85.180 |
+0.295 |
1,890 |
26,039 |
+270 |
| Aug10 |
091120 |
85.150 |
85.635 |
85.150 |
85.500 |
+0.200 |
289 |
6,909 |
+75 |
| Oct10 |
091120 |
88.250 |
88.350 |
88.135 |
88.300 |
+0.120 |
53 |
4,065 |
+29 |
| Total Volume and Open Interest |
38,571 |
265,524 |
-5,804 |
| Feeder Cattle(CME) |
| Jan10 |
091120 |
91.930 |
92.850 |
91.885 |
92.680 |
+0.850 |
2,194 |
16,760 |
+366 |
| Mar10 |
091120 |
92.800 |
93.830 |
92.800 |
93.580 |
+0.730 |
396 |
5,567 |
+58 |
| Apr10 |
091120 |
94.150 |
94.950 |
94.100 |
94.930 |
+0.930 |
85 |
840 |
+16 |
| May10 |
091120 |
95.050 |
95.900 |
95.050 |
95.900 |
+0.900 |
176 |
1,812 |
+37 |
| Aug10 |
091120 |
97.100 |
98.100 |
97.050 |
98.100 |
+1.100 |
10 |
405 |
+3 |
| Sep10 |
091120 |
98.000 |
98.000 |
97.900 |
98.000 |
+0.200 |
0 |
4 |
+0 |
| Oct10 |
091120 |
97.700 |
97.700 |
97.550 |
97.700 |
+0.200 |
|
|
|
| Total Volume and Open Interest |
3,230 |
26,432 |
+154 |
| Lean Hogs(CME) |
| Dec09 |
091120 |
56.180 |
57.850 |
56.100 |
57.600 |
+1.615 |
8,732 |
26,554 |
-3,823 |
| Feb10 |
091120 |
63.500 |
65.000 |
63.330 |
64.385 |
+1.100 |
8,669 |
67,724 |
-18 |
| Apr10 |
091120 |
67.400 |
68.950 |
67.300 |
68.750 |
+1.400 |
3,949 |
33,525 |
+153 |
| May10 |
091120 |
72.600 |
73.150 |
72.200 |
73.135 |
+0.805 |
60 |
1,754 |
+19 |
| Jun10 |
091120 |
75.950 |
76.650 |
75.900 |
76.600 |
+0.670 |
1,399 |
18,246 |
+23 |
| Jul10 |
091120 |
75.225 |
76.150 |
75.225 |
76.135 |
+0.885 |
296 |
6,430 |
+8 |
| Aug10 |
091120 |
75.050 |
75.550 |
74.885 |
75.550 |
+0.415 |
403 |
4,822 |
+122 |
| Oct10 |
091120 |
67.830 |
68.400 |
67.700 |
68.400 |
+0.500 |
306 |
2,961 |
+156 |
| Total Volume and Open Interest |
24,092 |
163,736 |
-3,167 |
| Pork Bellies(CME) |
| Feb10 |
091120 |
87.200 |
88.750 |
87.000 |
87.135 |
+0.055 |
16 |
388 |
-7 |
| Mar10 |
091120 |
84.900 |
86.500 |
84.500 |
84.500 |
unch |
0 |
88 |
+0 |
| May10 |
091120 |
88.885 |
88.885 |
86.700 |
86.700 |
-0.050 |
0 |
79 |
+0 |
| Jul10 |
091120 |
87.000 |
87.000 |
87.000 |
87.000 |
unch |
0 |
20 |
+0 |
| Aug10 |
091120 |
84.000 |
84.750 |
84.000 |
84.000 |
unch |
0 |
15 |
+0 |
| Total Volume and Open Interest |
16 |
590 |
-7 |
| Class III Milk(CME) |
| Nov09 |
091120 |
14.05 |
14.08 |
14.05 |
14.06 |
unch |
48 |
3,907 |
+40 |
| Dec09 |
091120 |
14.25 |
14.75 |
14.17 |
14.72 |
+0.52 |
61 |
5,304 |
+10 |
| Jan10 |
091120 |
14.31 |
14.87 |
14.30 |
14.86 |
+0.51 |
96 |
3,171 |
+14 |
| Feb10 |
091120 |
14.54 |
15.07 |
14.53 |
14.95 |
+0.42 |
111 |
2,139 |
+27 |
| Mar10 |
091120 |
15.00 |
15.29 |
14.90 |
15.24 |
+0.34 |
51 |
1,813 |
+16 |
| Total Volume and Open Interest |
548 |
23,961 |
+156 |
| Cocoa(ICE) |
| Dec09 |
091120 |
3144 |
3261 |
3133 |
3245 |
+104 |
147 |
491 |
-37 |
| Mar10 |
091120 |
3240 |
3319 |
3175 |
3299 |
+102 |
8,985 |
74,924 |
+941 |
| May10 |
091120 |
3246 |
3330 |
3200 |
3320 |
+101 |
949 |
17,720 |
+169 |
| Jul10 |
091120 |
3221 |
3330 |
3220 |
3323 |
+104 |
181 |
6,549 |
+100 |
| Sep10 |
091120 |
3322 |
3322 |
3300 |
3309 |
+96 |
40 |
4,971 |
-1 |
| Dec10 |
091120 |
3207 |
3300 |
3207 |
3293 |
+88 |
18 |
3,821 |
+2 |
| Mar11 |
091120 |
3195 |
3283 |
3195 |
3283 |
+87 |
13 |
7,434 |
-43 |
| Total Volume and Open Interest |
10,333 |
122,366 |
+1,131 |
| Coffee "C"(ICE) |
| Dec09 |
091120 |
135.05 |
136.25 |
134.00 |
134.60 |
-0.45 |
7,473 |
5,694 |
-3,483 |
| Mar10 |
091120 |
137.75 |
137.90 |
134.85 |
135.75 |
-1.30 |
15,061 |
73,430 |
+1,812 |
| May10 |
091120 |
138.15 |
139.50 |
136.65 |
137.45 |
-1.30 |
1,056 |
18,164 |
+126 |
| Jul10 |
091120 |
140.00 |
140.00 |
138.95 |
138.95 |
-1.35 |
428 |
4,881 |
-10 |
| Sep10 |
091120 |
141.25 |
141.40 |
140.30 |
140.50 |
-1.25 |
275 |
4,427 |
+72 |
| Dec10 |
091120 |
143.65 |
143.65 |
142.70 |
142.70 |
-1.30 |
197 |
4,066 |
+78 |
| Total Volume and Open Interest |
24,684 |
112,362 |
-1,405 |
| Orange Juice(ICE) |
| Jan10 |
091120 |
114.25 |
114.30 |
111.75 |
112.65 |
-1.30 |
577 |
17,342 |
-202 |
| Mar10 |
091120 |
117.65 |
117.70 |
115.30 |
116.10 |
-1.25 |
103 |
7,759 |
+93 |
| May10 |
091120 |
121.00 |
121.00 |
118.80 |
119.40 |
-1.35 |
1 |
2,749 |
+0 |
| Jul10 |
091120 |
122.30 |
122.30 |
122.30 |
122.30 |
-1.35 |
4 |
820 |
+4 |
| Sep10 |
091120 |
124.80 |
124.80 |
124.80 |
124.80 |
-1.25 |
0 |
414 |
+0 |
| Nov10 |
091120 |
126.90 |
126.90 |
126.90 |
126.90 |
-1.05 |
0 |
47 |
+0 |
| Total Volume and Open Interest |
685 |
29,331 |
-105 |
| Sugar #11(ICE) |
| Mar10 |
091120 |
22.76 |
23.00 |
22.23 |
22.47 |
-0.27 |
46,185 |
358,702 |
+1,858 |
| May10 |
091120 |
21.84 |
22.09 |
21.43 |
21.67 |
-0.19 |
18,266 |
103,158 |
+1,007 |
| Jul10 |
091120 |
20.45 |
20.64 |
20.01 |
20.34 |
-0.09 |
10,443 |
115,309 |
+891 |
| Oct10 |
091120 |
19.75 |
19.92 |
19.39 |
19.64 |
-0.09 |
3,430 |
88,858 |
+369 |
| Mar11 |
091120 |
19.48 |
19.50 |
19.00 |
19.22 |
-0.11 |
1,855 |
48,309 |
+381 |
| Total Volume and Open Interest |
81,894 |
775,195 |
+4,642 |
| London Cocoa(LCE) |
| Dec09 |
091030 |
2127 |
2146 |
2122 |
2127 |
-20 |
3,155 |
54,406 |
-13 |
| Mar10 |
091120 |
2109 |
2194 |
2103 |
2174 |
+76 |
4,607 |
45,554 |
+549 |
| May10 |
091120 |
2130 |
2214 |
2124 |
2192 |
+73 |
428 |
49,530 |
+82 |
| Jul10 |
091120 |
2067 |
2154 |
2061 |
2138 |
+83 |
196 |
16,840 |
+40 |
| Sep10 |
091120 |
2045 |
2138 |
2045 |
2113 |
+74 |
98 |
6,716 |
+35 |
| Dec10 |
091120 |
2034 |
2128 |
2034 |
2100 |
+74 |
279 |
6,744 |
+212 |
| Mar11 |
091120 |
2095 |
2095 |
2082 |
2084 |
+74 |
0 |
7,661 |
+0 |
| Total Volume and Open Interest |
8,054 |
174,384 |
+366 |
| London Sugar(LCE) |
| Mar10 |
091120 |
610.50 |
612.40 |
594.90 |
597.70 |
-10.90 |
6,310 |
35,776 |
+872 |
| May10 |
091120 |
596.90 |
598.20 |
584.80 |
586.10 |
-8.70 |
3,919 |
18,779 |
+986 |
| Aug10 |
091120 |
568.30 |
568.30 |
554.90 |
556.90 |
-7.70 |
1,306 |
9,111 |
+511 |
| Oct10 |
091120 |
537.00 |
537.10 |
527.40 |
530.70 |
-4.80 |
221 |
4,501 |
+27 |
| Dec10 |
091120 |
513.80 |
513.80 |
513.80 |
513.80 |
-3.30 |
159 |
821 |
+9 |
| Total Volume and Open Interest |
11,915 |
69,063 |
+2,405 |
| Cotton(ICE) |
| Dec09 |
091120 |
68.99 |
70.92 |
68.95 |
70.41 |
+1.59 |
9,114 |
12,444 |
-8,514 |
| Mar10 |
091120 |
72.97 |
74.19 |
72.97 |
74.04 |
+1.07 |
14,031 |
119,207 |
+6,243 |
| May10 |
091120 |
74.50 |
75.44 |
74.50 |
75.31 |
+1.04 |
913 |
10,569 |
+555 |
| Jul10 |
091120 |
75.70 |
76.37 |
75.50 |
76.26 |
+0.85 |
392 |
17,225 |
+196 |
| Oct10 |
091120 |
76.25 |
77.02 |
76.25 |
77.02 |
+0.87 |
0 |
113 |
+0 |
| Dec10 |
091120 |
76.95 |
77.60 |
76.83 |
77.47 |
+0.74 |
169 |
8,904 |
+73 |
| Total Volume and Open Interest |
24,635 |
169,088 |
-1,439 |
| Lumber(CME) |
| Jan10 |
091120 |
229.6 |
231.4 |
221.5 |
222.2 |
-6.9 |
930 |
7,140 |
+58 |
| Mar10 |
091120 |
248.8 |
249.4 |
243.2 |
246.0 |
-2.9 |
425 |
3,153 |
+130 |
| May10 |
091120 |
249.3 |
250.5 |
245.6 |
250.0 |
-1.7 |
91 |
279 |
+34 |
| Jul10 |
091120 |
250.9 |
254.8 |
249.8 |
254.8 |
-2.2 |
4 |
34 |
+3 |
| Total Volume and Open Interest |
1,460 |
10,622 |
+235 |
| Crude Oil(NYM) |
| Dec09 |
091120 |
77.59 |
77.99 |
76.20 |
76.72 |
-0.74 |
253,658 |
70,506 |
-25,771 |
| Jan10 |
091120 |
78.41 |
78.61 |
76.76 |
77.47 |
-0.58 |
187,950 |
326,019 |
+6,089 |
| Feb10 |
091120 |
79.00 |
79.39 |
77.57 |
78.30 |
-0.54 |
41,312 |
82,362 |
+1,492 |
| Mar10 |
091120 |
79.95 |
80.13 |
78.38 |
79.11 |
-0.52 |
25,537 |
75,125 |
+4,521 |
| Apr10 |
091120 |
80.77 |
80.78 |
79.18 |
79.85 |
-0.51 |
7,748 |
24,113 |
-1,337 |
| May10 |
091120 |
81.38 |
81.38 |
79.79 |
80.54 |
-0.48 |
4,339 |
27,273 |
-377 |
| Jun10 |
091120 |
81.60 |
81.75 |
80.41 |
81.14 |
-0.45 |
13,266 |
104,693 |
-334 |
| Jul10 |
091120 |
81.29 |
81.92 |
81.25 |
81.63 |
-0.41 |
1,475 |
28,929 |
-195 |
| Aug10 |
091120 |
81.47 |
82.21 |
81.47 |
82.09 |
-0.38 |
1,263 |
12,737 |
+23 |
| Sep10 |
091120 |
82.53 |
82.53 |
82.52 |
82.52 |
-0.37 |
2,383 |
24,847 |
-60 |
| Oct10 |
091120 |
82.96 |
82.96 |
82.96 |
82.96 |
-0.37 |
1,852 |
15,005 |
-26 |
| Nov10 |
091120 |
83.45 |
83.45 |
83.45 |
83.45 |
-0.36 |
1,450 |
15,413 |
+335 |
| Dec10 |
091120 |
84.45 |
84.87 |
83.26 |
83.94 |
-0.36 |
17,046 |
117,660 |
+2,047 |
| Jan11 |
091120 |
84.26 |
84.26 |
84.25 |
84.26 |
-0.35 |
2,042 |
16,528 |
+949 |
| Feb11 |
091120 |
84.55 |
84.55 |
84.54 |
84.55 |
-0.35 |
1,043 |
7,698 |
+109 |
| Mar11 |
091120 |
84.86 |
84.86 |
84.86 |
84.86 |
-0.33 |
849 |
5,984 |
+375 |
| Total Volume and Open Interest |
571,520 |
1,188,627 |
-10,714 |
| e-miNY Crude Oil(NYM) |
| Nov09 |
091019 |
78.850 |
79.650 |
78.100 |
79.600 |
+1.075 |
9,026 |
4,656 |
+226 |
| Dec09 |
091119 |
79.700 |
79.925 |
77.050 |
77.450 |
-2.125 |
9,328 |
3,959 |
+159 |
| Jan10 |
091120 |
78.475 |
78.625 |
76.750 |
77.475 |
-0.575 |
2,396 |
2,137 |
+303 |
| Feb10 |
091120 |
79.200 |
79.350 |
77.600 |
78.300 |
-0.550 |
89 |
269 |
-4 |
| Mar10 |
091120 |
79.900 |
80.100 |
78.625 |
79.100 |
-0.525 |
15 |
139 |
+2 |
| Apr10 |
091120 |
79.675 |
80.000 |
79.675 |
79.850 |
-0.500 |
2 |
6 |
+0 |
| May10 |
091120 |
80.550 |
80.550 |
80.550 |
80.550 |
-0.475 |
0 |
2 |
+0 |
| Jun10 |
091120 |
81.150 |
81.150 |
81.150 |
81.150 |
-0.450 |
0 |
8 |
+2 |
| Jul10 |
091120 |
81.625 |
81.625 |
81.625 |
81.625 |
-0.425 |
0 |
6 |
+0 |
| Aug10 |
091120 |
82.100 |
82.100 |
82.100 |
82.100 |
-0.375 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
11,222 |
6,224 |
-93 |
| Heating Oil(NYM) |
| Dec09 |
091120 |
199.98 |
200.77 |
195.89 |
197.56 |
-2.08 |
43,149 |
40,706 |
-4,165 |
| Jan10 |
091120 |
203.89 |
204.47 |
199.66 |
201.30 |
-2.07 |
31,238 |
87,174 |
+3,250 |
| Feb10 |
091120 |
207.02 |
207.28 |
202.73 |
204.25 |
-1.97 |
9,242 |
34,911 |
-575 |
| Mar10 |
091120 |
206.00 |
209.26 |
205.00 |
206.57 |
-1.89 |
5,881 |
28,659 |
+1,003 |
| Apr10 |
091120 |
206.86 |
208.68 |
206.24 |
207.65 |
-1.89 |
3,277 |
16,273 |
+521 |
| May10 |
091120 |
209.62 |
211.54 |
207.50 |
208.91 |
-1.91 |
1,525 |
12,256 |
+100 |
| Jun10 |
091120 |
212.17 |
212.80 |
208.73 |
210.16 |
-1.96 |
4,658 |
31,238 |
-158 |
| Jul10 |
091120 |
211.75 |
212.21 |
210.52 |
211.75 |
-1.99 |
706 |
9,142 |
+160 |
| Aug10 |
091120 |
212.44 |
214.52 |
212.44 |
213.63 |
-2.01 |
523 |
4,234 |
+311 |
| Sep10 |
091120 |
217.25 |
217.25 |
214.85 |
216.05 |
-2.04 |
168 |
7,408 |
+50 |
| Oct10 |
091120 |
217.65 |
218.86 |
217.65 |
218.75 |
-1.96 |
58 |
3,550 |
-3 |
| Nov10 |
091120 |
221.10 |
221.76 |
220.30 |
221.45 |
-1.89 |
156 |
5,802 |
+67 |
| Total Volume and Open Interest |
104,662 |
325,123 |
+667 |
| Gasoline(NYMEX) |
| Dec09 |
091120 |
197.00 |
199.09 |
194.40 |
198.06 |
+1.11 |
46,284 |
37,181 |
-5,475 |
| Jan10 |
091120 |
200.24 |
201.39 |
197.05 |
200.14 |
+0.41 |
37,573 |
108,698 |
+5,475 |
| Feb10 |
091120 |
202.50 |
203.66 |
199.81 |
202.42 |
-0.03 |
9,791 |
25,990 |
+345 |
| Mar10 |
091120 |
203.90 |
205.98 |
202.24 |
204.80 |
-0.30 |
6,377 |
26,721 |
+454 |
| Apr10 |
091120 |
214.62 |
217.54 |
214.45 |
216.54 |
-0.57 |
2,291 |
18,691 |
+120 |
| May10 |
091120 |
216.80 |
218.20 |
215.61 |
217.70 |
-0.48 |
2,061 |
8,595 |
+121 |
| Jun10 |
091120 |
219.03 |
219.03 |
217.08 |
218.60 |
-0.43 |
3,837 |
9,859 |
+342 |
| Jul10 |
091120 |
217.12 |
219.41 |
217.12 |
218.97 |
-0.39 |
754 |
5,003 |
+298 |
| Aug10 |
091120 |
218.17 |
219.50 |
216.96 |
219.04 |
-0.31 |
669 |
4,391 |
+391 |
| Sep10 |
091120 |
218.75 |
218.75 |
218.39 |
218.39 |
-0.53 |
282 |
4,090 |
+54 |
| Total Volume and Open Interest |
112,334 |
269,513 |
+2,707 |
| e-miNY RBOB Gasoline(NYM) |
| Dec09 |
091117 |
200.50 |
200.50 |
200.49 |
200.50 |
+1.80 |
0 |
3 |
+0 |
| Jan10 |
091120 |
200.10 |
200.14 |
200.10 |
200.10 |
+0.40 |
|
|
|
| Feb10 |
091120 |
202.40 |
202.42 |
202.40 |
202.40 |
-0.10 |
|
|
|
| Mar10 |
091120 |
204.80 |
204.80 |
204.80 |
204.80 |
-0.30 |
|
|
|
| Total Volume and Open Interest |
0 |
3 |
+0 |
| Natural Gas(NYM) |
| Dec09 |
091120 |
4.350 |
4.450 |
4.220 |
4.424 |
+0.082 |
129,886 |
58,890 |
-31,514 |
| Jan10 |
091120 |
4.726 |
4.779 |
4.569 |
4.758 |
+0.043 |
76,887 |
185,756 |
+10,302 |
| Feb10 |
091120 |
4.826 |
4.861 |
4.657 |
4.845 |
+0.037 |
17,938 |
57,863 |
+2,790 |
| Mar10 |
091120 |
4.863 |
4.904 |
4.697 |
4.888 |
+0.036 |
14,050 |
79,324 |
+589 |
| Apr10 |
091120 |
4.880 |
4.942 |
4.738 |
4.930 |
+0.037 |
11,461 |
50,330 |
-635 |
| May10 |
091120 |
4.886 |
4.999 |
4.809 |
4.993 |
+0.033 |
4,551 |
31,468 |
+1,026 |
| Jun10 |
091120 |
5.056 |
5.098 |
4.914 |
5.090 |
+0.028 |
1,417 |
20,454 |
+648 |
| Jul10 |
091120 |
5.105 |
5.206 |
5.020 |
5.198 |
+0.024 |
1,557 |
15,900 |
+153 |
| Aug10 |
091120 |
5.251 |
5.282 |
5.116 |
5.278 |
+0.028 |
1,552 |
14,169 |
-60 |
| Sep10 |
091120 |
5.266 |
5.345 |
5.175 |
5.337 |
+0.029 |
1,010 |
15,678 |
+133 |
| Oct10 |
091120 |
5.367 |
5.484 |
5.299 |
5.475 |
+0.032 |
3,661 |
30,622 |
+433 |
| Nov10 |
091120 |
5.815 |
5.928 |
5.748 |
5.915 |
+0.035 |
690 |
8,344 |
+96 |
| Dec10 |
091120 |
6.258 |
6.317 |
6.141 |
6.310 |
+0.035 |
1,432 |
16,195 |
+378 |
| Jan11 |
091120 |
6.442 |
6.540 |
6.386 |
6.532 |
+0.032 |
1,322 |
12,656 |
+361 |
| Feb11 |
091120 |
6.440 |
6.525 |
6.397 |
6.519 |
+0.029 |
41 |
6,033 |
+5 |
| Mar11 |
091120 |
6.280 |
6.360 |
6.232 |
6.354 |
+0.029 |
132 |
16,193 |
-49 |
| Total Volume and Open Interest |
269,036 |
727,622 |
-14,561 |
| Brent Crude Oil(ICE) |
| Jan10 |
091120 |
77.93 |
78.15 |
76.50 |
77.20 |
-0.44 |
136,198 |
243,875 |
+13,053 |
| Feb10 |
091120 |
78.67 |
78.98 |
77.30 |
77.99 |
-0.47 |
51,481 |
123,267 |
+1,959 |
| Mar10 |
091120 |
79.48 |
79.75 |
78.08 |
78.77 |
-0.48 |
29,577 |
48,006 |
+5,304 |
| Apr10 |
091120 |
80.15 |
80.21 |
78.91 |
79.50 |
-0.46 |
13,285 |
21,922 |
+2,251 |
| May10 |
091120 |
80.90 |
81.01 |
79.59 |
80.20 |
-0.44 |
5,803 |
16,020 |
+456 |
| Jun10 |
091120 |
81.65 |
81.71 |
80.24 |
80.88 |
-0.42 |
7,078 |
52,396 |
-3,670 |
| Jul10 |
091120 |
82.05 |
82.05 |
80.87 |
81.49 |
-0.39 |
1,314 |
13,631 |
+134 |
| Aug10 |
091120 |
81.86 |
82.23 |
81.46 |
82.06 |
-0.37 |
1,086 |
9,504 |
+66 |
| Sep10 |
091120 |
83.13 |
83.13 |
82.00 |
82.60 |
-0.35 |
1,237 |
6,483 |
-227 |
| Oct10 |
091120 |
83.20 |
83.20 |
83.11 |
83.11 |
-0.34 |
1,097 |
12,773 |
+183 |
| Nov10 |
091120 |
83.57 |
83.57 |
83.57 |
83.57 |
-0.33 |
1,891 |
8,791 |
+162 |
| Dec10 |
091120 |
84.49 |
84.49 |
83.37 |
84.03 |
-0.32 |
6,874 |
70,665 |
-916 |
| Jan11 |
091120 |
84.49 |
84.49 |
84.49 |
84.49 |
-0.31 |
434 |
6,723 |
-28 |
| Feb11 |
091120 |
84.91 |
84.91 |
84.91 |
84.91 |
-0.33 |
156 |
3,734 |
+27 |
| Total Volume and Open Interest |
259,531 |
725,875 |
+19,586 |
| Gas Oil(ICE) |
| Dec09 |
091120 |
618.50 |
622.25 |
605.75 |
609.25 |
-11.75 |
50,750 |
112,120 |
+5,343 |
| Jan10 |
091120 |
631.25 |
634.00 |
618.25 |
621.75 |
-11.00 |
46,770 |
127,046 |
+1,781 |
| Feb10 |
091120 |
642.75 |
642.75 |
627.75 |
631.25 |
-10.50 |
13,569 |
47,189 |
+25 |
| Mar10 |
091120 |
647.50 |
648.25 |
635.50 |
639.00 |
-10.00 |
6,200 |
32,806 |
-6 |
| Apr10 |
091120 |
654.00 |
656.75 |
643.00 |
646.00 |
-9.50 |
3,741 |
21,143 |
-349 |
| May10 |
091120 |
663.25 |
663.25 |
649.75 |
652.50 |
-9.50 |
1,345 |
20,166 |
+49 |
| Jun10 |
091120 |
666.50 |
669.50 |
655.25 |
659.25 |
-9.00 |
6,309 |
43,169 |
-503 |
| Jul10 |
091120 |
673.75 |
676.75 |
664.50 |
667.00 |
-8.50 |
541 |
15,890 |
-222 |
| Aug10 |
091120 |
680.00 |
680.00 |
671.75 |
674.25 |
-8.50 |
1,023 |
15,392 |
+105 |
| Sep10 |
091120 |
687.75 |
687.75 |
679.25 |
681.25 |
-8.00 |
1,171 |
12,996 |
+220 |
| Total Volume and Open Interest |
137,803 |
568,451 |
+6,347 |
| Ethanol(CBOT) |
| Nov09 |
091104 |
1.970 |
2.000 |
1.970 |
1.970 |
+0.020 |
5 |
151 |
-1 |
| Dec09 |
091120 |
2.100 |
2.100 |
2.085 |
2.091 |
-0.030 |
69 |
554 |
-25 |
| Jan10 |
091120 |
1.990 |
1.990 |
1.978 |
1.979 |
-0.027 |
56 |
777 |
+1 |
| Feb10 |
091120 |
1.935 |
1.935 |
1.925 |
1.935 |
-0.018 |
36 |
502 |
+15 |
| Mar10 |
091120 |
1.910 |
1.923 |
1.910 |
1.920 |
-0.016 |
26 |
762 |
+19 |
| Apr10 |
091120 |
1.910 |
1.912 |
1.910 |
1.910 |
-0.019 |
15 |
451 |
+1 |
| May10 |
091120 |
1.870 |
1.900 |
1.865 |
1.884 |
-0.006 |
33 |
381 |
-10 |
| Jun10 |
091120 |
1.865 |
1.880 |
1.865 |
1.876 |
-0.004 |
32 |
287 |
+17 |
| Total Volume and Open Interest |
321 |
5,882 |
+45 |
| US Dollar Index(ICE) |
| Dec09 |
091120 |
75.375 |
76.500 |
75.285 |
75.730 |
+0.360 |
12,025 |
40,085 |
+320 |
| Mar10 |
091120 |
75.905 |
76.500 |
75.660 |
76.085 |
+0.385 |
58 |
2,517 |
+23 |
| Jun10 |
091120 |
76.470 |
76.470 |
76.470 |
76.470 |
+0.385 |
1 |
7 |
+1 |
| Total Volume and Open Interest |
12,084 |
42,609 |
+344 |
| Australian Dollar(CME) |
| Dec09 |
091120 |
91.75 |
91.96 |
90.41 |
91.21 |
-0.48 |
75,227 |
115,912 |
-853 |
| Mar10 |
091120 |
90.79 |
91.07 |
89.58 |
90.35 |
-0.48 |
358 |
7,348 |
+113 |
| Jun10 |
091120 |
89.38 |
89.84 |
89.38 |
89.38 |
-0.46 |
0 |
10 |
+0 |
| Total Volume and Open Interest |
75,585 |
123,287 |
-740 |
| British Pound(CME) |
| Dec09 |
091120 |
166.53 |
166.75 |
164.57 |
164.80 |
-1.64 |
100,375 |
95,490 |
-67 |
| Mar10 |
091120 |
166.11 |
166.57 |
164.49 |
164.70 |
-1.64 |
512 |
919 |
+56 |
| Jun10 |
091120 |
164.60 |
166.24 |
164.54 |
164.60 |
-1.64 |
0 |
119 |
+0 |
| Total Volume and Open Interest |
100,887 |
96,598 |
-11 |
| Canadian Dollar(CME) |
| Dec09 |
091120 |
94.08 |
94.20 |
93.17 |
93.34 |
-0.78 |
70,893 |
88,234 |
+636 |
| Mar10 |
091120 |
94.00 |
94.17 |
93.19 |
93.35 |
-0.77 |
435 |
5,720 |
+89 |
| Jun10 |
091120 |
93.34 |
94.14 |
93.17 |
93.32 |
-0.78 |
118 |
570 |
+151 |
| Sep10 |
091120 |
93.45 |
93.45 |
93.20 |
93.27 |
-0.77 |
8 |
436 |
-3 |
| Total Volume and Open Interest |
71,462 |
95,271 |
+878 |
| Japanese Yen(CME) |
| Dec09 |
091120 |
112.43 |
112.77 |
112.19 |
112.42 |
+0.05 |
66,419 |
123,715 |
+821 |
| Mar10 |
091120 |
112.77 |
112.81 |
112.25 |
112.47 |
+0.05 |
110 |
3,003 |
+26 |
| Jun10 |
091120 |
112.53 |
112.65 |
112.48 |
112.53 |
+0.05 |
0 |
16 |
+0 |
| Total Volume and Open Interest |
66,529 |
126,755 |
+847 |
| Swiss Franc(CME) |
| Dec09 |
091120 |
98.69 |
98.81 |
97.82 |
98.23 |
-0.47 |
55,914 |
53,319 |
-199 |
| Mar10 |
091120 |
98.63 |
98.83 |
97.89 |
98.28 |
-0.47 |
24 |
507 |
+13 |
| Jun10 |
091120 |
98.34 |
98.81 |
98.28 |
98.34 |
-0.47 |
0 |
5 |
+0 |
| Total Volume and Open Interest |
55,938 |
53,832 |
-186 |
| EuroFX(CME) |
| Dec09 |
091120 |
149.13 |
149.34 |
147.99 |
148.55 |
-0.62 |
259,800 |
170,692 |
+1,932 |
| Mar10 |
091120 |
149.15 |
149.22 |
147.88 |
148.43 |
-0.64 |
1,137 |
2,426 |
+87 |
| Jun10 |
091120 |
149.19 |
149.19 |
148.00 |
148.32 |
-0.64 |
0 |
182 |
+0 |
| Total Volume and Open Interest |
260,937 |
173,310 |
+2,019 |
| Mexican Peso(CME) |
| Dec09 |
091120 |
764.2 |
764.5 |
759.8 |
761.8 |
-2.5 |
26,587 |
89,754 |
+8,975 |
| Jan10 |
091120 |
757.8 |
760.2 |
757.8 |
757.8 |
-2.5 |
|
|
|
| Total Volume and Open Interest |
26,678 |
92,212 |
+9,038 |
| 30-Year T-Bonds(CBOT) |
| Dec09 |
091120 |
120~290 |
121~070 |
120~130 |
120~280 |
+0~020 |
257,663 |
741,327 |
-12,195 |
| Mar10 |
091120 |
120~080 |
120~180 |
119~250 |
120~080 |
+0~030 |
11,684 |
35,941 |
+6,698 |
| Jun10 |
091120 |
118~220 |
118~220 |
118~190 |
118~220 |
+0~030 |
0 |
39 |
+0 |
| Total Volume and Open Interest |
269,347 |
777,307 |
-5,497 |
| 10-Year T-Notes(CBOT) |
| Dec09 |
091120 |
119~235 |
119~315 |
119~145 |
119~180 |
-0~030 |
775,864 |
1,289,855 |
-12,900 |
| Mar10 |
091120 |
118~125 |
118~215 |
118~050 |
118~085 |
-0~015 |
35,514 |
68,440 |
+15,740 |
| Jun10 |
091120 |
116~310 |
116~310 |
116~310 |
116~310 |
unch |
|
|
|
| Total Volume and Open Interest |
811,378 |
1,358,295 |
+2,840 |
| 5-Year T-Notes(CBOT) |
| Dec09 |
091120 |
117~080 |
117~085 |
117~061 |
117~061 |
-0~011 |
|
|
|
| Mar10 |
091120 |
116~035 |
116~065 |
116~024 |
116~028 |
-0~004 |
31,532 |
40,470 |
+26,575 |
| Jun10 |
091120 |
114~119 |
114~120 |
114~119 |
114~119 |
-0~001 |
|
|
|
| Total Volume and Open Interest |
438,324 |
868,124 |
+1,319 |
| 2 Year T-Notes(CBOT) |
| Dec09 |
091120 |
109~029 |
109~039 |
109~023 |
109~025 |
-0~002 |
|
|
|
| Mar10 |
091120 |
108~088 |
108~100 |
108~082 |
108~084 |
-0~001 |
83,484 |
104,515 |
+34,858 |
| Jun10 |
091120 |
108~012 |
108~015 |
108~012 |
108~014 |
-0~001 |
0 |
6,915 |
+0 |
| Total Volume and Open Interest |
392,456 |
1,079,903 |
-14,535 |
| Eurodollars(CME) |
| Dec09 |
091120 |
99.735 |
99.743 |
99.732 |
99.735 |
unch |
101,549 |
994,332 |
-13,561 |
| Mar10 |
091120 |
99.660 |
99.680 |
99.655 |
99.665 |
unch |
177,238 |
1,083,171 |
-174 |
| Jun10 |
091120 |
99.505 |
99.535 |
99.500 |
99.505 |
unch |
260,114 |
1,028,636 |
+10,057 |
| Sep10 |
091120 |
99.215 |
99.260 |
99.200 |
99.205 |
-0.005 |
289,861 |
753,391 |
+6,355 |
| Dec10 |
091120 |
98.835 |
98.895 |
98.810 |
98.820 |
-0.010 |
347,219 |
842,059 |
-2,047 |
| Mar11 |
091120 |
98.465 |
98.530 |
98.435 |
98.440 |
-0.020 |
263,320 |
560,585 |
-11,633 |
| Jun11 |
091120 |
98.100 |
98.170 |
98.065 |
98.070 |
-0.025 |
232,370 |
552,797 |
+323 |
| Sep11 |
091120 |
97.780 |
97.850 |
97.740 |
97.745 |
-0.030 |
170,534 |
462,896 |
+4,833 |
| Dec11 |
091120 |
97.480 |
97.545 |
97.430 |
97.440 |
-0.035 |
104,643 |
267,033 |
+887 |
| Mar12 |
091120 |
97.225 |
97.295 |
97.175 |
97.185 |
-0.040 |
77,353 |
196,147 |
-881 |
| Jun12 |
091120 |
96.980 |
97.045 |
96.925 |
96.935 |
-0.040 |
50,125 |
169,620 |
+3,897 |
| Sep12 |
091120 |
96.760 |
96.815 |
96.705 |
96.715 |
-0.040 |
38,937 |
109,804 |
-150 |
| Dec12 |
091120 |
96.550 |
96.595 |
96.490 |
96.500 |
-0.040 |
11,409 |
61,398 |
+82 |
| Mar13 |
091120 |
96.400 |
96.425 |
96.330 |
96.345 |
-0.035 |
6,541 |
56,793 |
-271 |
| Jun13 |
091120 |
96.235 |
96.260 |
96.170 |
96.190 |
-0.030 |
4,725 |
50,421 |
+183 |
| Sep13 |
091120 |
96.090 |
96.100 |
96.020 |
96.040 |
-0.030 |
4,785 |
53,450 |
+824 |
| Dec13 |
091120 |
95.925 |
95.940 |
95.860 |
95.890 |
-0.025 |
4,957 |
28,726 |
-70 |
| Mar14 |
091120 |
95.815 |
95.825 |
95.755 |
95.780 |
-0.025 |
4,850 |
28,272 |
+1,074 |
| Total Volume and Open Interest |
2,163,784 |
7,435,390 |
+763 |
| 30 Day Federal Funds(CBOT) |
| Nov09 |
091120 |
99.880 |
99.882 |
99.878 |
99.880 |
unch |
366 |
75,625 |
-141 |
| Dec09 |
091120 |
99.880 |
99.885 |
99.875 |
99.880 |
unch |
1,115 |
65,204 |
-193 |
| Jan10 |
091120 |
99.875 |
99.880 |
99.870 |
99.870 |
unch |
1,580 |
62,492 |
+155 |
| Feb10 |
091120 |
99.850 |
99.855 |
99.845 |
99.850 |
+0.005 |
6,267 |
72,950 |
+1,840 |
| Mar10 |
091120 |
99.840 |
99.845 |
99.830 |
99.840 |
+0.005 |
5,659 |
48,751 |
-370 |
| Apr10 |
091120 |
99.825 |
99.835 |
99.820 |
99.825 |
+0.005 |
8,123 |
61,354 |
+1,861 |
| Total Volume and Open Interest |
48,397 |
543,517 |
+3,380 |
| 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 |
091120 |
99.50 |
99.50 |
99.50 |
99.50 |
+0.01 |
|
|
|
| Mar10 |
091120 |
99.52 |
99.52 |
99.52 |
99.52 |
unch |
|
|
|
| Jun10 |
091120 |
99.54 |
99.54 |
99.54 |
99.54 |
unch |
|
|
|
| Sep10 |
091120 |
99.54 |
99.54 |
99.54 |
99.54 |
unch |
|
|
|
| Dec10 |
091120 |
99.47 |
99.47 |
99.47 |
99.47 |
unch |
|
|
|
| Mar11 |
091120 |
99.39 |
99.39 |
99.39 |
99.39 |
unch |
|
|
|
| Jun11 |
091120 |
99.33 |
99.33 |
99.33 |
99.33 |
unch |
|
|
|
| Sep11 |
091120 |
99.33 |
99.33 |
99.33 |
99.33 |
unch |
|
|
|
| Dec11 |
091120 |
99.14 |
99.14 |
99.14 |
99.14 |
unch |
|
|
|
| Mar12 |
091120 |
99.10 |
99.10 |
99.10 |
99.10 |
unch |
|
|
|
| Total Volume and Open Interest |
|
|
|
| 3-Mth Euro-Yen(SGX) |
| Dec09 |
091120 |
99.50 |
99.50 |
99.50 |
99.50 |
unch |
160 |
3,769 |
-37 |
| Mar10 |
091120 |
99.51 |
99.52 |
99.51 |
99.52 |
unch |
0 |
3,499 |
+0 |
| Jun10 |
091120 |
99.53 |
99.54 |
99.53 |
99.54 |
unch |
0 |
1,706 |
+0 |
| Sep10 |
091120 |
99.53 |
99.54 |
99.53 |
99.54 |
unch |
0 |
1,694 |
+0 |
| Dec10 |
091120 |
99.47 |
99.47 |
99.47 |
99.47 |
unch |
0 |
892 |
+0 |
| Mar11 |
091120 |
99.39 |
99.39 |
99.39 |
99.39 |
unch |
0 |
562 |
+0 |
| Jun11 |
091120 |
99.33 |
99.33 |
99.33 |
99.33 |
unch |
0 |
52 |
+0 |
| Sep11 |
091120 |
99.33 |
99.33 |
99.33 |
99.33 |
unch |
0 |
51 |
+0 |
| Total Volume and Open Interest |
160 |
13,730 |
+33 |
| Japanese Gov't Bonds(SGX) |
| Dec09 |
091120 |
139.33 |
139.54 |
139.14 |
139.14 |
+0.48 |
1,573 |
14,422 |
-1,157 |
| Mar10 |
091120 |
138.90 |
138.90 |
138.53 |
138.53 |
-0.13 |
3 |
3 |
+1 |
| Jun10 |
091120 |
138.53 |
138.53 |
138.53 |
138.53 |
-0.13 |
|
|
|
| Total Volume and Open Interest |
2,186 |
14,253 |
+127 |
| Euro-Bund(EUREX) |
| Dec09 |
091120 |
122.49 |
122.70 |
122.21 |
122.56 |
+0.08 |
619,007 |
948,062 |
-50,745 |
| Mar10 |
091120 |
122.03 |
122.27 |
121.76 |
122.12 |
+0.10 |
1,082 |
20,949 |
-194 |
| Jun10 |
091120 |
121.26 |
121.26 |
121.26 |
121.26 |
+0.11 |
0 |
3 |
+0 |
| Total Volume and Open Interest |
620,089 |
969,014 |
-50,939 |
| Euro-Bobl(EUREX) |
| Dec09 |
091120 |
116.25 |
116.31 |
115.98 |
116.13 |
-0.11 |
346,176 |
710,896 |
-9,162 |
| Mar10 |
091120 |
115.94 |
116.04 |
115.75 |
115.87 |
-0.13 |
243 |
13,741 |
+177 |
| Jun10 |
091120 |
115.43 |
115.43 |
115.43 |
115.43 |
-0.11 |
|
|
|
| Total Volume and Open Interest |
346,419 |
724,637 |
-8,985 |
| 3-Mth Euribor(EUREX) |
| Dec09 |
091120 |
99.265 |
99.265 |
99.260 |
99.260 |
-0.005 |
217 |
8,506 |
+170 |
| Mar10 |
091120 |
99.205 |
99.205 |
99.165 |
99.165 |
-0.045 |
3 |
5,393 |
+0 |
| Jun10 |
091120 |
98.875 |
98.880 |
98.865 |
98.865 |
-0.070 |
1 |
4,740 |
+0 |
| Total Volume and Open Interest |
225 |
22,717 |
+174 |
| Long Gilt(LIFFE) |
| Dec09 |
091111 |
116~32 |
117~21 |
116~20 |
117~18 |
-0~31 |
73,487 |
237,970 |
+4,386 |
| Mar10 |
091120 |
117~00 |
117~11 |
116~29 |
117~07 |
+0~05 |
2 |
21 |
+1 |
| Total Volume and Open Interest |
85,795 |
232,176 |
+4,025 |
| 3-Mth Short Sterling(LIFFE) |
| Dec09 |
091120 |
99.40 |
99.42 |
99.39 |
99.41 |
+0.01 |
146,173 |
358,492 |
+14,146 |
| Mar10 |
091120 |
99.32 |
99.35 |
99.32 |
99.34 |
+0.01 |
161,938 |
373,984 |
+9,695 |
| Jun10 |
091120 |
99.06 |
99.11 |
99.05 |
99.08 |
+0.03 |
177,376 |
424,223 |
+23,390 |
| Sep10 |
091120 |
98.64 |
98.69 |
98.62 |
98.66 |
+0.04 |
135,178 |
304,253 |
+10,125 |
| Dec10 |
091120 |
98.13 |
98.20 |
98.12 |
98.16 |
+0.04 |
140,377 |
332,686 |
+10,212 |
| Mar11 |
091120 |
97.69 |
97.75 |
97.66 |
97.71 |
+0.05 |
95,879 |
220,734 |
+4,128 |
| Total Volume and Open Interest |
1,045,396 |
2,537,618 |
+63,611 |
| 3-Mth Euribor(LIFFE) |
| Dec09 |
091120 |
99.260 |
99.270 |
99.225 |
99.260 |
-0.005 |
41,467 |
595,369 |
-5,839 |
| Mar10 |
091120 |
99.200 |
99.210 |
99.140 |
99.165 |
-0.045 |
78,738 |
671,010 |
-1,369 |
| Jun10 |
091120 |
98.935 |
98.945 |
98.850 |
98.865 |
-0.070 |
88,059 |
716,292 |
+8,580 |
| Total Volume and Open Interest |
519,346 |
3,505,812 |
+8,042 |
| 3-Mth Aus T-Bills(SFE) |
| Dec09 |
091120 |
95.90 |
95.95 |
95.88 |
95.94 |
+0.04 |
16,652 |
309,598 |
-9,486 |
| Mar10 |
091120 |
95.45 |
95.52 |
95.43 |
95.50 |
+0.05 |
26,578 |
225,412 |
-404 |
| Jun10 |
091120 |
95.08 |
95.18 |
95.08 |
95.16 |
+0.06 |
12,966 |
147,152 |
+2,578 |
| Sep10 |
091120 |
94.80 |
94.91 |
94.80 |
94.87 |
+0.05 |
7,170 |
88,050 |
+249 |
| Dec10 |
091120 |
94.56 |
94.66 |
94.55 |
94.63 |
+0.06 |
5,076 |
55,638 |
-131 |
| Mar11 |
091120 |
94.35 |
94.46 |
94.35 |
94.43 |
+0.06 |
1,439 |
25,259 |
-76 |
| Jun11 |
091120 |
94.20 |
94.29 |
94.20 |
94.27 |
+0.05 |
642 |
19,188 |
-71 |
| Sep11 |
091120 |
94.10 |
94.19 |
94.10 |
94.17 |
+0.05 |
673 |
12,482 |
-50 |
| Dec11 |
091120 |
94.11 |
94.11 |
94.11 |
94.11 |
+0.06 |
200 |
4,998 |
-100 |
| Mar12 |
091120 |
94.08 |
94.09 |
94.08 |
94.08 |
+0.06 |
750 |
2,386 |
+65 |
| Total Volume and Open Interest |
72,196 |
891,487 |
-7,376 |
| 10-Year Aus T-Bonds(SFE) |
| Dec09 |
091120 |
94.57 |
94.64 |
94.54 |
94.59 |
+0.02 |
30,687 |
342,404 |
+3,994 |
| Mar10 |
091120 |
94.59 |
94.59 |
94.59 |
94.59 |
+0.02 |
|
|
|
| Total Volume and Open Interest |
30,687 |
342,404 |
+3,994 |
| 3-Year Aus T-Bonds(SFE) |
| Dec09 |
091120 |
95.07 |
95.18 |
95.05 |
95.14 |
+0.06 |
97,739 |
762,346 |
+17,268 |
| Mar10 |
091120 |
95.14 |
95.14 |
95.14 |
95.14 |
+0.06 |
|
|
|
| Total Volume and Open Interest |
97,739 |
762,346 |
+17,268 |
| Gold(CMX) |
| Dec09 |
091120 |
1145.0 |
1151.5 |
1132.5 |
1146.8 |
+4.9 |
180,277 |
252,041 |
-13,439 |
| Feb10 |
091120 |
1146.7 |
1152.9 |
1134.2 |
1148.2 |
+4.8 |
30,264 |
138,998 |
+12,351 |
| Apr10 |
091120 |
1147.7 |
1153.8 |
1136.8 |
1149.3 |
+4.9 |
2,005 |
38,183 |
+42 |
| Jun10 |
091120 |
1146.5 |
1155.0 |
1138.0 |
1150.3 |
+4.8 |
980 |
16,606 |
-221 |
| Aug10 |
091120 |
1149.5 |
1153.6 |
1138.3 |
1151.4 |
+4.6 |
1,756 |
9,677 |
+357 |
| Oct10 |
091120 |
1148.3 |
1155.0 |
1147.5 |
1152.7 |
+4.5 |
149 |
4,660 |
+71 |
| Dec10 |
091120 |
1153.1 |
1159.3 |
1141.0 |
1154.4 |
+4.4 |
3,556 |
22,517 |
-290 |
| Feb11 |
091120 |
1156.7 |
1156.7 |
1156.7 |
1156.7 |
+4.4 |
21 |
2,541 |
+5 |
| Apr11 |
091120 |
1159.3 |
1159.3 |
1159.3 |
1159.3 |
+4.4 |
8 |
1,730 |
+8 |
| Jun11 |
091120 |
505.4 |
509.4 |
505.1 |
506.9 |
+4.4 |
1,279 |
11,670 |
+954 |
| Aug11 |
091120 |
1165.7 |
1165.7 |
1165.7 |
1165.7 |
+4.4 |
8 |
265 |
+8 |
| Total Volume and Open Interest |
222,574 |
526,959 |
+340 |
| Silver(CMX) |
| Dec09 |
091120 |
1854.5 |
1859.5 |
1803.5 |
1844.0 |
-1.5 |
51,970 |
56,974 |
-3,195 |
| Mar10 |
091120 |
1858.0 |
1862.0 |
1807.5 |
1847.6 |
-1.4 |
14,460 |
46,962 |
+1,539 |
| May10 |
091120 |
1861.0 |
1863.0 |
1810.0 |
1849.5 |
-1.4 |
646 |
11,236 |
+15 |
| Jul10 |
091120 |
1832.0 |
1851.1 |
1832.0 |
1851.1 |
-1.4 |
191 |
4,092 |
-34 |
| Sep10 |
091120 |
1852.7 |
1852.7 |
1852.7 |
1852.7 |
-1.3 |
134 |
2,800 |
+7 |
| Dec10 |
091120 |
1854.5 |
1866.0 |
1816.5 |
1855.5 |
-1.1 |
833 |
8,033 |
+110 |
| Mar11 |
091120 |
1858.2 |
1858.2 |
1858.2 |
1858.2 |
-1.1 |
0 |
47 |
+0 |
| Total Volume and Open Interest |
68,674 |
139,738 |
-1,408 |
| Platinum(NYMEX) |
| Jan10 |
091120 |
1445.9 |
1452.4 |
1426.0 |
1441.9 |
-2.0 |
4,077 |
32,122 |
-316 |
| Apr10 |
091120 |
1442.0 |
1454.0 |
1430.0 |
1443.9 |
-2.0 |
389 |
2,233 |
+64 |
| Jul10 |
091120 |
1442.0 |
1447.2 |
1442.0 |
1447.2 |
-1.7 |
5 |
125 |
+5 |
| Total Volume and Open Interest |
4,471 |
34,480 |
-247 |
| Palladium(NYMEX) |
| Dec09 |
091120 |
364.25 |
368.95 |
353.35 |
364.35 |
-5.55 |
2,065 |
11,812 |
-939 |
| Mar10 |
091120 |
368.85 |
369.00 |
354.60 |
365.70 |
-5.45 |
998 |
10,677 |
+841 |
| Jun10 |
091120 |
370.00 |
370.00 |
356.00 |
366.85 |
-5.30 |
13 |
51 |
+0 |
| Total Volume and Open Interest |
3,076 |
22,541 |
-98 |
| Copper(CMX) |
| Dec09 |
091120 |
309.20 |
312.95 |
305.15 |
310.80 |
+2.70 |
24,752 |
35,679 |
-2,378 |
| Mar10 |
091120 |
311.60 |
315.50 |
307.75 |
313.40 |
+2.80 |
8,950 |
92,724 |
+2,525 |
| May10 |
091120 |
314.10 |
314.40 |
309.10 |
314.40 |
+2.95 |
529 |
9,735 |
+258 |
| Jul10 |
091120 |
314.40 |
315.45 |
314.40 |
315.00 |
+3.05 |
31 |
3,738 |
+14 |
| Sep10 |
091120 |
315.30 |
315.30 |
315.30 |
315.30 |
+3.05 |
4 |
2,084 |
+0 |
| Total Volume and Open Interest |
34,708 |
150,939 |
+481 |
| 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 |
091120 |
10302 |
10330 |
10247 |
10303 |
-24 |
261 |
15,133 |
-20 |
| Mar10 |
091120 |
10250 |
10260 |
10205 |
10240 |
-24 |
56 |
992 |
-10 |
| Jun10 |
091120 |
10178 |
10202 |
10178 |
10178 |
-24 |
0 |
1 |
+0 |
| Sep10 |
091120 |
10126 |
10150 |
10126 |
10126 |
-24 |
|
|
|
| Total Volume and Open Interest |
317 |
16,126 |
-30 |
| S & P 500(CME) |
| Dec09 |
091120 |
1094.00 |
1095.00 |
1083.70 |
1090.10 |
-4.20 |
17,566 |
388,694 |
-2,517 |
| Mar10 |
091120 |
1081.30 |
1087.00 |
1080.30 |
1085.10 |
-4.20 |
1,648 |
7,319 |
+519 |
| Jun10 |
091120 |
1080.20 |
1082.40 |
1075.40 |
1080.20 |
-4.20 |
372 |
422 |
-15 |
| Sep10 |
091120 |
1076.20 |
1078.40 |
1071.40 |
1076.20 |
-4.20 |
|
|
|
| Total Volume and Open Interest |
19,586 |
396,440 |
-2,013 |
| S & P 500 E-Mini(Globex) |
| Dec09 |
091120 |
1094.00 |
1095.00 |
1083.50 |
1090.00 |
-4.25 |
1,480,000 |
2,537,795 |
-8,329 |
| Mar10 |
091120 |
1088.25 |
1090.00 |
1079.00 |
1085.00 |
-4.25 |
4,271 |
59,957 |
+464 |
| Total Volume and Open Interest |
1,484,278 |
2,597,811 |
-7,859 |
| NASDAQ 100(CME) |
| Dec09 |
091120 |
1771.00 |
1773.80 |
1755.50 |
1763.50 |
-6.80 |
2,378 |
22,681 |
+1,218 |
| Mar10 |
091120 |
1756.00 |
1761.00 |
1756.00 |
1761.00 |
-6.80 |
125 |
245 |
+214 |
| Jun10 |
091120 |
1760.00 |
1760.00 |
1759.80 |
1760.00 |
-6.80 |
2 |
0 |
+0 |
| Total Volume and Open Interest |
2,505 |
22,926 |
+1,432 |
| NASDAQ 100 E-Mini(Globex) |
| Dec09 |
091120 |
1770.50 |
1774.00 |
1755.00 |
1763.50 |
-6.80 |
256,352 |
333,232 |
+7,746 |
| Mar10 |
091120 |
1770.50 |
1771.30 |
1753.00 |
1761.00 |
-6.80 |
1,606 |
4,401 |
+1,508 |
| Total Volume and Open Interest |
257,958 |
337,635 |
+9,254 |
| S & P Midcap 400(CME) |
| Dec09 |
091120 |
687.50 |
689.00 |
683.00 |
686.60 |
-5.50 |
15 |
2,522 |
+0 |
| Mar10 |
091120 |
684.20 |
684.70 |
684.20 |
684.20 |
-5.50 |
|
|
|
| Jun10 |
091120 |
682.20 |
682.70 |
682.20 |
682.20 |
-5.50 |
|
|
|
| Total Volume and Open Interest |
15 |
2,522 |
+0 |
| 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 |
091120 |
9455 |
9515 |
9405 |
9475 |
-75 |
109,460 |
189,926 |
+4,714 |
| Mar10 |
091120 |
9470 |
9500 |
9420 |
9485 |
-60 |
515 |
2,520 |
+297 |
| Total Volume and Open Interest |
109,975 |
199,735 |
+6,325 |
| Nikkei 225(SGX) |
| Dec09 |
091120 |
9455 |
9515 |
9405 |
9475 |
-75 |
109,460 |
189,926 |
+4,714 |
| Mar10 |
091120 |
9470 |
9500 |
9420 |
9485 |
-60 |
515 |
2,520 |
+297 |
| Jun10 |
091120 |
9505 |
9505 |
9505 |
9505 |
-80 |
0 |
424 |
+0 |
| Total Volume and Open Interest |
109,975 |
199,735 |
+6,325 |
| CAC 40(EURONEXT) |
| Nov09 |
091120 |
3786.0 |
3789.0 |
3714.0 |
3748.0 |
-13.5 |
189,397 |
365,477 |
-8,976 |
| Dec09 |
091120 |
3775.5 |
3783.0 |
3707.0 |
3724.0 |
-32.0 |
116,383 |
300,041 |
+88,685 |
| Jan10 |
091120 |
3767.0 |
3767.5 |
3717.0 |
3726.0 |
-32.5 |
|
|
|
| Total Volume and Open Interest |
305,780 |
667,452 |
+79,703 |
| Hang Seng Index(HKFE) |
| Nov09 |
091120 |
22454 |
22600 |
22355 |
22420 |
-123 |
82,808 |
85,454 |
-1,574 |
| Dec09 |
091120 |
22450 |
22590 |
22350 |
22410 |
-120 |
2,680 |
9,610 |
+98 |
| Total Volume and Open Interest |
85,843 |
95,715 |
-1,477 |
| DAX(EUREX) |
| Dec09 |
091120 |
5736.0 |
5746.5 |
5637.5 |
5664.0 |
-49.5 |
119,504 |
194,508 |
+3,646 |
| Mar10 |
091120 |
5744.5 |
5750.5 |
5646.0 |
5668.5 |
-49.5 |
133 |
17,466 |
+69 |
| Jun10 |
091120 |
5745.0 |
5745.0 |
5660.0 |
5674.5 |
-49.5 |
30 |
1,861 |
-3 |
| Total Volume and Open Interest |
119,667 |
213,835 |
+3,712 |
| FT-SE 100(EURONEXT) |
| Dec09 |
091120 |
5287.00 |
5309.50 |
5221.00 |
5257.50 |
-7.50 |
75,167 |
618,789 |
+3,523 |
| Mar10 |
091120 |
5252.00 |
5263.50 |
5177.50 |
5211.50 |
-9.00 |
626 |
20,949 |
+267 |
| Jun10 |
091120 |
5156.50 |
5163.00 |
5156.50 |
5163.00 |
-9.50 |
25 |
851 |
+20 |
| Total Volume and Open Interest |
75,818 |
640,685 |
+3,810 |
| 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 |
091120 |
506.00 |
509.50 |
504.00 |
508.50 |
-4.00 |
128 |
19,095 |
+34 |
| Jan10 |
091120 |
513.00 |
513.50 |
508.50 |
513.00 |
-2.90 |
0 |
1 |
+0 |
| Feb10 |
091120 |
513.00 |
518.00 |
513.00 |
517.50 |
-3.00 |
|
|
|
| Total Volume and Open Interest |
128 |
19,096 |
+34 |
| 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. |
|
|