|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Mon November 23, 2009 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Jan10 |
091123 |
1048.00 |
1066.75 |
1038.00 |
1042.00 |
-4.00 |
89,096 |
246,003 |
+2,783 |
| Mar10 |
091123 |
1051.50 |
1071.50 |
1043.75 |
1047.75 |
-2.50 |
22,018 |
77,928 |
+1,997 |
| May10 |
091123 |
1051.50 |
1072.25 |
1046.00 |
1049.25 |
-1.25 |
10,578 |
35,340 |
+423 |
| Jul10 |
091123 |
1058.00 |
1075.00 |
1048.50 |
1052.50 |
-1.00 |
15,651 |
35,832 |
+189 |
| Aug10 |
091123 |
1063.50 |
1068.50 |
1049.00 |
1049.00 |
-0.50 |
292 |
1,441 |
+12 |
| Sep10 |
091123 |
1040.00 |
1050.00 |
1033.00 |
1034.50 |
+2.50 |
467 |
744 |
+466 |
| Nov10 |
091123 |
1022.00 |
1040.25 |
1020.00 |
1026.00 |
+3.50 |
11,890 |
55,033 |
+2,332 |
| Total Volume and Open Interest |
150,098 |
454,893 |
+8,237 |
| Soybean Meal(CBOT) |
| Dec09 |
091123 |
316.90 |
322.50 |
314.10 |
315.60 |
-1.50 |
21,909 |
41,284 |
-2,378 |
| Jan10 |
091123 |
310.80 |
315.70 |
307.20 |
309.10 |
-1.00 |
27,564 |
41,467 |
+3,417 |
| Mar10 |
091123 |
304.00 |
310.10 |
301.50 |
303.80 |
-0.20 |
10,461 |
33,347 |
+3,395 |
| May10 |
091123 |
302.50 |
307.80 |
299.00 |
301.40 |
unch |
4,009 |
17,005 |
+451 |
| Jul10 |
091123 |
303.20 |
307.80 |
298.30 |
301.40 |
-0.20 |
7,190 |
16,780 |
+95 |
| Aug10 |
091123 |
304.40 |
304.40 |
299.80 |
301.00 |
-0.20 |
528 |
4,452 |
+12 |
| Sep10 |
091123 |
302.60 |
303.40 |
298.00 |
299.00 |
unch |
883 |
3,815 |
+106 |
| Oct10 |
091123 |
295.00 |
295.00 |
292.60 |
295.00 |
+2.40 |
224 |
2,647 |
+32 |
| Total Volume and Open Interest |
74,438 |
170,428 |
+5,316 |
| Soybean Oil(CBOT) |
| Dec09 |
091123 |
39.65 |
40.70 |
39.33 |
39.40 |
-0.31 |
27,668 |
51,672 |
-4,656 |
| Jan10 |
091123 |
40.09 |
41.15 |
39.76 |
39.82 |
-0.33 |
27,515 |
109,930 |
+4,067 |
| Mar10 |
091123 |
40.55 |
41.55 |
40.15 |
40.22 |
-0.33 |
10,350 |
54,086 |
+2,192 |
| May10 |
091123 |
40.88 |
41.73 |
40.50 |
40.50 |
-0.34 |
4,089 |
15,266 |
+862 |
| Jul10 |
091123 |
41.16 |
41.96 |
40.71 |
40.78 |
-0.33 |
5,387 |
14,622 |
+198 |
| Aug10 |
091123 |
41.49 |
41.90 |
40.86 |
40.86 |
-0.33 |
127 |
1,882 |
-22 |
| Sep10 |
091123 |
41.89 |
42.04 |
40.93 |
40.93 |
-0.33 |
62 |
1,239 |
+24 |
| Oct10 |
091123 |
42.07 |
42.07 |
40.96 |
40.96 |
-0.35 |
4 |
1,050 |
+2 |
| Total Volume and Open Interest |
75,882 |
262,099 |
+2,661 |
| Canola(WCE) |
| Jan10 |
091123 |
407.6 |
411.4 |
401.1 |
401.6 |
-5.2 |
12,314 |
75,395 |
+323 |
| Mar10 |
091123 |
414.0 |
417.7 |
407.9 |
408.3 |
-5.1 |
3,637 |
13,950 |
+2,920 |
| May10 |
091123 |
419.9 |
424.2 |
412.2 |
413.7 |
-5.2 |
32 |
1,751 |
+12 |
| Jul10 |
091123 |
422.9 |
427.7 |
418.7 |
418.7 |
-3.6 |
266 |
3,017 |
+202 |
| Nov10 |
091123 |
421.9 |
425.5 |
416.5 |
416.5 |
-6.2 |
321 |
1,564 |
+198 |
| Total Volume and Open Interest |
16,575 |
95,693 |
+3,660 |
| Corn(CBOT) |
| Dec09 |
091123 |
391.00 |
403.00 |
385.00 |
387.25 |
-3.75 |
104,244 |
257,892 |
-14,567 |
| Mar10 |
091123 |
407.00 |
419.00 |
401.00 |
403.25 |
-3.75 |
52,869 |
420,555 |
+11,007 |
| May10 |
091123 |
416.50 |
428.50 |
411.00 |
413.25 |
-3.75 |
6,714 |
80,880 |
+234 |
| Jul10 |
091123 |
425.00 |
436.50 |
419.00 |
421.25 |
-4.25 |
14,291 |
84,906 |
+3,327 |
| Sep10 |
091123 |
428.00 |
442.00 |
426.00 |
427.50 |
-2.75 |
1,867 |
21,799 |
+30 |
| Dec10 |
091123 |
435.00 |
447.25 |
432.25 |
434.50 |
-1.00 |
15,005 |
160,641 |
+3,789 |
| Total Volume and Open Interest |
195,498 |
1,053,274 |
+4,031 |
| Wheat(CBOT) |
| Dec09 |
091123 |
559.00 |
579.75 |
556.50 |
557.25 |
-2.50 |
45,587 |
63,151 |
-8,044 |
| Mar10 |
091123 |
580.00 |
600.50 |
577.50 |
578.50 |
-2.25 |
32,988 |
176,387 |
+5,547 |
| May10 |
091123 |
595.00 |
611.50 |
589.00 |
591.00 |
-1.25 |
2,399 |
23,541 |
+116 |
| Jul10 |
091123 |
601.75 |
622.50 |
599.00 |
600.50 |
-2.25 |
3,768 |
51,965 |
+456 |
| Sep10 |
091123 |
620.00 |
634.75 |
613.00 |
614.25 |
-3.25 |
782 |
15,217 |
+235 |
| Total Volume and Open Interest |
87,635 |
374,669 |
-1,167 |
| Wheat(KCBT) |
| Dec09 |
091123 |
556.50 |
576.50 |
553.50 |
554.00 |
-2.75 |
6,107 |
19,503 |
-1,216 |
| Mar10 |
091123 |
571.75 |
592.25 |
570.00 |
570.25 |
-2.50 |
6,806 |
52,893 |
+159 |
| May10 |
091123 |
588.25 |
602.25 |
581.25 |
581.25 |
-2.50 |
374 |
7,300 |
+102 |
| Jul10 |
091123 |
594.00 |
613.75 |
592.25 |
592.75 |
-2.25 |
1,163 |
25,877 |
+24 |
| Sep10 |
091123 |
617.00 |
625.00 |
604.00 |
604.00 |
-2.25 |
458 |
2,163 |
+266 |
| Total Volume and Open Interest |
16,451 |
137,902 |
-879 |
| Wheat(MGE) |
| Dec09 |
091123 |
562.50 |
580.75 |
562.00 |
563.25 |
-0.75 |
3,770 |
8,268 |
-38 |
| Mar10 |
091123 |
580.00 |
597.75 |
579.00 |
581.50 |
+0.25 |
3,205 |
19,612 |
+931 |
| May10 |
091123 |
597.25 |
609.75 |
593.25 |
593.25 |
+1.00 |
405 |
4,466 |
+142 |
| Jul10 |
091123 |
603.25 |
622.00 |
603.25 |
605.25 |
-1.50 |
307 |
8,148 |
+0 |
| Sep10 |
091123 |
627.00 |
634.00 |
617.75 |
617.75 |
+0.25 |
333 |
2,726 |
+147 |
| Total Volume and Open Interest |
8,539 |
50,397 |
+1,393 |
| Oats(CBOT) |
| Dec09 |
091123 |
260.50 |
261.50 |
256.50 |
257.25 |
-0.75 |
592 |
4,024 |
-247 |
| Mar10 |
091123 |
272.50 |
274.75 |
270.00 |
270.75 |
-0.75 |
335 |
9,520 |
+141 |
| May10 |
091123 |
282.25 |
282.25 |
279.00 |
279.00 |
-0.75 |
1 |
391 |
+1 |
| Jul10 |
091123 |
286.50 |
287.25 |
286.50 |
286.50 |
-0.75 |
1 |
24 |
+1 |
| Total Volume and Open Interest |
937 |
14,339 |
-100 |
| Rough Rice(CBOT) |
| Jan10 |
091123 |
15.12 |
15.32 |
15.12 |
15.23 |
+0.06 |
477 |
10,187 |
-45 |
| Mar10 |
091123 |
15.40 |
15.57 |
15.40 |
15.48 |
+0.06 |
211 |
3,205 |
+140 |
| May10 |
091123 |
15.73 |
15.73 |
15.65 |
15.72 |
+0.06 |
11 |
373 |
-2 |
| Jul10 |
091123 |
15.95 |
15.95 |
15.89 |
15.95 |
+0.06 |
7 |
555 |
+0 |
| Total Volume and Open Interest |
706 |
15,034 |
+93 |
| Live Cattle(CME) |
| Dec09 |
091123 |
84.050 |
84.480 |
83.750 |
84.050 |
+0.100 |
12,089 |
45,246 |
-4,988 |
| Feb10 |
091123 |
85.535 |
86.000 |
85.500 |
85.830 |
+0.400 |
12,030 |
119,509 |
+1,548 |
| Apr10 |
091123 |
88.180 |
88.500 |
88.150 |
88.385 |
+0.335 |
5,460 |
58,093 |
-198 |
| Jun10 |
091123 |
85.330 |
85.550 |
85.000 |
85.100 |
-0.080 |
1,037 |
26,176 |
+137 |
| Aug10 |
091123 |
85.600 |
85.750 |
85.385 |
85.550 |
+0.050 |
422 |
6,999 |
+90 |
| Oct10 |
091123 |
88.400 |
88.550 |
88.230 |
88.350 |
+0.050 |
109 |
4,108 |
+43 |
| Total Volume and Open Interest |
31,150 |
262,152 |
-3,372 |
| Feeder Cattle(CME) |
| Jan10 |
091123 |
92.700 |
93.100 |
92.330 |
92.885 |
+0.205 |
1,337 |
16,690 |
-70 |
| Mar10 |
091123 |
93.500 |
93.980 |
93.350 |
93.900 |
+0.320 |
495 |
5,703 |
+136 |
| Apr10 |
091123 |
94.885 |
95.250 |
94.635 |
95.230 |
+0.300 |
56 |
843 |
+3 |
| May10 |
091123 |
95.900 |
96.200 |
95.600 |
96.180 |
+0.280 |
140 |
1,842 |
+30 |
| Aug10 |
091123 |
98.000 |
98.100 |
98.000 |
98.050 |
-0.050 |
22 |
410 |
+5 |
| Sep10 |
091123 |
98.050 |
98.050 |
98.000 |
98.000 |
unch |
0 |
4 |
+0 |
| Oct10 |
091123 |
97.500 |
97.700 |
97.500 |
97.700 |
unch |
3 |
3 |
+3 |
| Total Volume and Open Interest |
2,053 |
25,495 |
-937 |
| Lean Hogs(CME) |
| Dec09 |
091123 |
58.000 |
58.785 |
57.985 |
58.300 |
+0.700 |
6,745 |
25,782 |
-772 |
| Feb10 |
091123 |
64.800 |
66.300 |
64.800 |
65.535 |
+1.150 |
6,820 |
68,584 |
+860 |
| Apr10 |
091123 |
68.785 |
69.800 |
68.785 |
69.225 |
+0.475 |
2,112 |
33,569 |
+44 |
| May10 |
091123 |
73.000 |
73.500 |
72.700 |
73.135 |
unch |
39 |
1,775 |
+21 |
| Jun10 |
091123 |
76.900 |
77.100 |
76.330 |
76.635 |
+0.035 |
347 |
18,279 |
+33 |
| Jul10 |
091123 |
76.250 |
76.300 |
75.650 |
75.750 |
-0.385 |
111 |
6,422 |
-8 |
| Aug10 |
091123 |
75.750 |
75.750 |
75.200 |
75.300 |
-0.250 |
75 |
4,827 |
+5 |
| Oct10 |
091123 |
68.250 |
68.700 |
67.800 |
68.050 |
-0.350 |
26 |
2,967 |
+6 |
| Total Volume and Open Interest |
16,288 |
163,931 |
+195 |
| Pork Bellies(CME) |
| Feb10 |
091123 |
87.250 |
87.250 |
85.800 |
85.800 |
-1.335 |
47 |
383 |
-5 |
| Mar10 |
091123 |
83.100 |
85.850 |
83.100 |
83.100 |
-1.400 |
0 |
88 |
+0 |
| May10 |
091123 |
85.250 |
87.535 |
85.250 |
85.250 |
-1.450 |
1 |
79 |
+0 |
| Jul10 |
091123 |
86.500 |
86.500 |
86.500 |
86.500 |
-0.500 |
0 |
20 |
+0 |
| Aug10 |
091123 |
84.500 |
85.500 |
84.500 |
84.500 |
+0.500 |
0 |
15 |
+0 |
| Total Volume and Open Interest |
48 |
585 |
-5 |
| Class III Milk(CME) |
| Nov09 |
091123 |
14.05 |
14.06 |
14.03 |
14.04 |
-0.02 |
35 |
3,878 |
-29 |
| Dec09 |
091123 |
14.60 |
14.80 |
14.60 |
14.70 |
-0.02 |
184 |
5,273 |
-31 |
| Jan10 |
091123 |
14.86 |
14.94 |
14.75 |
14.85 |
-0.01 |
135 |
3,185 |
+14 |
| Feb10 |
091123 |
14.98 |
15.05 |
14.89 |
14.94 |
-0.01 |
148 |
2,170 |
+31 |
| Mar10 |
091123 |
15.25 |
15.31 |
15.14 |
15.25 |
+0.01 |
56 |
1,833 |
+20 |
| Total Volume and Open Interest |
822 |
24,034 |
+73 |
| Cocoa(ICE) |
| Dec09 |
091123 |
3249 |
3258 |
3232 |
3242 |
-3 |
60 |
462 |
-29 |
| Mar10 |
091123 |
3290 |
3315 |
3275 |
3293 |
-6 |
4,799 |
74,535 |
-389 |
| May10 |
091123 |
3306 |
3328 |
3295 |
3313 |
-7 |
429 |
17,878 |
+158 |
| Jul10 |
091123 |
3318 |
3330 |
3308 |
3315 |
-8 |
118 |
6,587 |
+38 |
| Sep10 |
091123 |
3302 |
3302 |
3302 |
3302 |
-7 |
51 |
4,970 |
-1 |
| Dec10 |
091123 |
3298 |
3305 |
3289 |
3291 |
-2 |
55 |
3,736 |
-85 |
| Mar11 |
091123 |
3290 |
3290 |
3279 |
3279 |
-4 |
78 |
7,492 |
+58 |
| Total Volume and Open Interest |
5,590 |
122,116 |
-250 |
| Coffee "C"(ICE) |
| Dec09 |
091123 |
138.20 |
138.20 |
136.25 |
136.30 |
+1.70 |
1,566 |
4,299 |
-1,395 |
| Mar10 |
091123 |
137.05 |
139.40 |
137.05 |
137.40 |
+1.65 |
10,471 |
72,696 |
-734 |
| May10 |
091123 |
138.00 |
141.00 |
138.00 |
139.15 |
+1.70 |
496 |
18,287 |
+123 |
| Jul10 |
091123 |
141.50 |
142.35 |
140.65 |
140.65 |
+1.70 |
108 |
4,827 |
-54 |
| Sep10 |
091123 |
140.50 |
144.00 |
140.50 |
142.15 |
+1.65 |
131 |
4,452 |
+25 |
| Dec10 |
091123 |
146.00 |
146.00 |
144.35 |
144.35 |
+1.65 |
32 |
4,132 |
+66 |
| Total Volume and Open Interest |
12,804 |
110,393 |
-1,969 |
| Orange Juice(ICE) |
| Jan10 |
091123 |
113.45 |
114.60 |
111.50 |
111.60 |
-1.05 |
581 |
17,102 |
-240 |
| Mar10 |
091123 |
116.50 |
118.00 |
115.05 |
115.05 |
-1.05 |
96 |
7,810 |
+51 |
| May10 |
091123 |
119.00 |
119.00 |
118.45 |
118.45 |
-0.95 |
234 |
2,957 |
+208 |
| Jul10 |
091123 |
121.35 |
121.35 |
121.35 |
121.35 |
-0.95 |
14 |
832 |
+12 |
| Sep10 |
091123 |
123.85 |
123.85 |
123.85 |
123.85 |
-0.95 |
0 |
414 |
+0 |
| Nov10 |
091123 |
125.95 |
125.95 |
125.95 |
125.95 |
-0.95 |
0 |
47 |
+0 |
| Total Volume and Open Interest |
925 |
29,362 |
+31 |
| Sugar #11(ICE) |
| Mar10 |
091123 |
22.75 |
22.90 |
22.04 |
22.14 |
-0.33 |
40,280 |
354,904 |
-3,798 |
| May10 |
091123 |
21.97 |
22.07 |
21.32 |
21.40 |
-0.27 |
13,206 |
104,099 |
+941 |
| Jul10 |
091123 |
20.30 |
20.68 |
20.06 |
20.16 |
-0.18 |
5,037 |
114,451 |
-858 |
| Oct10 |
091123 |
19.73 |
19.94 |
19.41 |
19.55 |
-0.09 |
2,651 |
88,373 |
-485 |
| Mar11 |
091123 |
19.47 |
19.49 |
19.09 |
19.17 |
-0.05 |
2,614 |
47,693 |
-616 |
| Total Volume and Open Interest |
66,213 |
769,871 |
-5,324 |
| London Cocoa(LCE) |
| Dec09 |
091030 |
2127 |
2146 |
2122 |
2127 |
-20 |
3,155 |
54,406 |
-13 |
| Mar10 |
091123 |
2165 |
2182 |
2158 |
2171 |
-3 |
3,871 |
46,310 |
+756 |
| May10 |
091123 |
2184 |
2200 |
2181 |
2191 |
-1 |
486 |
49,687 |
+157 |
| Jul10 |
091123 |
2132 |
2157 |
2130 |
2150 |
+12 |
132 |
16,888 |
+48 |
| Sep10 |
091123 |
2114 |
2118 |
2104 |
2118 |
+5 |
106 |
6,790 |
+74 |
| Dec10 |
091123 |
2105 |
2105 |
2090 |
2096 |
-4 |
185 |
6,866 |
+122 |
| Mar11 |
091123 |
2088 |
2088 |
2073 |
2080 |
-4 |
0 |
7,661 |
+0 |
| Total Volume and Open Interest |
7,880 |
174,662 |
+278 |
| London Sugar(LCE) |
| Mar10 |
091123 |
607.70 |
613.50 |
597.40 |
598.70 |
+1.00 |
4,990 |
34,766 |
-1,010 |
| May10 |
091123 |
596.50 |
601.70 |
586.60 |
587.60 |
+1.50 |
1,164 |
18,586 |
-193 |
| Aug10 |
091123 |
566.90 |
569.90 |
555.10 |
555.80 |
-1.10 |
732 |
9,469 |
+358 |
| Oct10 |
091123 |
540.20 |
541.60 |
530.30 |
530.40 |
-0.30 |
82 |
4,523 |
+22 |
| Dec10 |
091123 |
514.00 |
514.00 |
514.00 |
514.00 |
+0.20 |
11 |
832 |
+11 |
| Total Volume and Open Interest |
6,979 |
68,251 |
-812 |
| Cotton(ICE) |
| Dec09 |
091123 |
70.29 |
72.00 |
70.29 |
70.38 |
-0.03 |
8,136 |
6,497 |
-5,947 |
| Mar10 |
091123 |
74.15 |
75.67 |
74.15 |
74.48 |
+0.44 |
10,333 |
124,686 |
+5,479 |
| May10 |
091123 |
75.43 |
76.60 |
75.34 |
75.40 |
+0.09 |
425 |
10,781 |
+212 |
| Jul10 |
091123 |
76.34 |
77.20 |
75.93 |
75.96 |
-0.30 |
523 |
17,509 |
+284 |
| Oct10 |
091123 |
77.59 |
77.59 |
76.56 |
76.56 |
-0.46 |
0 |
113 |
+0 |
| Dec10 |
091123 |
77.50 |
78.25 |
76.91 |
77.05 |
-0.42 |
146 |
8,960 |
+56 |
| Total Volume and Open Interest |
19,599 |
169,208 |
+120 |
| Lumber(CME) |
| Jan10 |
091123 |
225.3 |
232.2 |
223.3 |
226.3 |
+4.1 |
305 |
7,222 |
+82 |
| Mar10 |
091123 |
245.0 |
256.0 |
245.0 |
250.3 |
+4.3 |
173 |
3,153 |
+0 |
| May10 |
091123 |
249.5 |
255.8 |
249.0 |
255.8 |
+5.8 |
23 |
287 |
+8 |
| Jul10 |
091123 |
253.8 |
257.8 |
253.8 |
255.0 |
+0.2 |
25 |
58 |
+24 |
| Total Volume and Open Interest |
546 |
10,756 |
+134 |
| Crude Oil(NYM) |
| Jan10 |
091123 |
77.80 |
79.92 |
77.15 |
77.56 |
+0.09 |
310,746 |
332,713 |
+6,694 |
| Feb10 |
091123 |
78.56 |
80.77 |
78.13 |
78.50 |
+0.20 |
56,168 |
86,896 |
+4,534 |
| Mar10 |
091123 |
79.63 |
81.53 |
78.98 |
79.33 |
+0.22 |
26,043 |
77,733 |
+2,608 |
| Apr10 |
091123 |
80.66 |
82.17 |
79.81 |
80.07 |
+0.22 |
7,548 |
25,003 |
+890 |
| May10 |
091123 |
81.51 |
82.61 |
80.74 |
80.74 |
+0.20 |
4,410 |
26,649 |
-624 |
| Jun10 |
091123 |
81.87 |
83.51 |
80.99 |
81.33 |
+0.19 |
14,934 |
104,725 |
+32 |
| Jul10 |
091123 |
83.01 |
83.66 |
81.69 |
81.82 |
+0.19 |
1,534 |
28,610 |
-319 |
| Aug10 |
091123 |
82.26 |
82.26 |
82.26 |
82.26 |
+0.17 |
1,172 |
13,244 |
+507 |
| Sep10 |
091123 |
83.60 |
83.60 |
82.67 |
82.67 |
+0.15 |
1,595 |
25,412 |
+565 |
| Oct10 |
091123 |
83.10 |
83.10 |
83.10 |
83.10 |
+0.14 |
1,414 |
15,638 |
+633 |
| Nov10 |
091123 |
83.56 |
83.56 |
83.56 |
83.56 |
+0.11 |
895 |
15,405 |
-8 |
| Dec10 |
091123 |
84.39 |
86.23 |
83.70 |
84.04 |
+0.10 |
16,204 |
117,697 |
+37 |
| Jan11 |
091123 |
84.34 |
85.92 |
84.34 |
84.34 |
+0.08 |
917 |
16,647 |
+119 |
| Feb11 |
091123 |
84.60 |
86.19 |
84.60 |
84.60 |
+0.05 |
931 |
8,115 |
+417 |
| Mar11 |
091123 |
84.89 |
85.81 |
84.89 |
84.89 |
+0.03 |
565 |
6,079 |
+95 |
| Apr11 |
091123 |
85.17 |
86.70 |
85.17 |
85.17 |
+0.01 |
470 |
6,847 |
+247 |
| Total Volume and Open Interest |
630,524 |
1,169,343 |
-19,284 |
| 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 |
091123 |
78.950 |
80.700 |
78.300 |
78.500 |
+0.200 |
314 |
323 |
+54 |
| Mar10 |
091123 |
79.850 |
81.100 |
79.000 |
79.325 |
+0.225 |
13 |
142 |
+3 |
| Apr10 |
091123 |
82.100 |
82.100 |
80.075 |
80.075 |
+0.225 |
1 |
7 |
+1 |
| May10 |
091123 |
80.750 |
80.750 |
80.750 |
80.750 |
+0.200 |
0 |
2 |
+0 |
| Jun10 |
091123 |
82.225 |
82.425 |
81.175 |
81.325 |
+0.175 |
0 |
8 |
+0 |
| Jul10 |
091123 |
81.825 |
81.825 |
81.825 |
81.825 |
+0.200 |
0 |
6 |
+0 |
| Aug10 |
091123 |
82.250 |
82.250 |
82.250 |
82.250 |
+0.150 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
9,473 |
3,548 |
-2,676 |
| Heating Oil(NYM) |
| Dec09 |
091123 |
200.50 |
204.28 |
197.06 |
197.99 |
+0.43 |
34,516 |
37,068 |
-3,638 |
| Jan10 |
091123 |
201.58 |
208.05 |
200.77 |
201.76 |
+0.46 |
39,056 |
90,273 |
+3,099 |
| Feb10 |
091123 |
205.86 |
210.79 |
203.78 |
204.70 |
+0.45 |
11,153 |
35,853 |
+942 |
| Mar10 |
091123 |
208.85 |
212.93 |
206.07 |
207.02 |
+0.45 |
5,638 |
29,435 |
+776 |
| Apr10 |
091123 |
210.89 |
213.40 |
207.34 |
208.09 |
+0.44 |
4,115 |
17,125 |
+852 |
| May10 |
091123 |
214.09 |
215.00 |
208.78 |
209.31 |
+0.40 |
2,083 |
12,643 |
+387 |
| Jun10 |
091123 |
211.80 |
216.15 |
209.71 |
210.53 |
+0.37 |
5,448 |
31,804 |
+566 |
| Jul10 |
091123 |
217.06 |
217.70 |
211.69 |
212.12 |
+0.37 |
851 |
9,127 |
-15 |
| Aug10 |
091123 |
219.11 |
219.11 |
213.62 |
214.02 |
+0.39 |
858 |
4,313 |
+79 |
| Sep10 |
091123 |
221.30 |
221.30 |
216.41 |
216.41 |
+0.36 |
708 |
7,412 |
+4 |
| Oct10 |
091123 |
219.50 |
219.50 |
219.06 |
219.06 |
+0.31 |
948 |
3,960 |
+410 |
| Nov10 |
091123 |
226.72 |
227.40 |
221.71 |
221.71 |
+0.26 |
554 |
5,889 |
+87 |
| Total Volume and Open Interest |
110,592 |
328,846 |
+3,723 |
| Gasoline(NYMEX) |
| Dec09 |
091123 |
199.35 |
203.61 |
197.45 |
197.94 |
-0.12 |
31,577 |
31,714 |
-5,467 |
| Jan10 |
091123 |
200.50 |
205.67 |
199.33 |
199.93 |
-0.21 |
28,916 |
110,460 |
+1,762 |
| Feb10 |
091123 |
204.12 |
207.87 |
201.59 |
202.22 |
-0.20 |
8,254 |
26,757 |
+767 |
| Mar10 |
091123 |
207.79 |
210.17 |
204.21 |
204.64 |
-0.16 |
4,399 |
27,804 |
+1,083 |
| Apr10 |
091123 |
221.81 |
222.00 |
216.27 |
216.43 |
-0.11 |
2,522 |
18,885 |
+194 |
| May10 |
091123 |
221.30 |
222.96 |
217.48 |
217.58 |
-0.12 |
978 |
8,871 |
+276 |
| Jun10 |
091123 |
220.20 |
223.88 |
218.00 |
218.48 |
-0.12 |
1,901 |
10,042 |
+183 |
| Jul10 |
091123 |
221.70 |
221.70 |
218.85 |
218.85 |
-0.12 |
527 |
4,811 |
-192 |
| Aug10 |
091123 |
218.92 |
218.92 |
218.92 |
218.92 |
-0.12 |
163 |
4,336 |
-55 |
| Sep10 |
091123 |
218.27 |
218.27 |
218.27 |
218.27 |
-0.12 |
200 |
4,095 |
+5 |
| Total Volume and Open Interest |
81,668 |
268,537 |
-976 |
| e-miNY RBOB Gasoline(NYM) |
| Dec09 |
091117 |
200.50 |
200.50 |
200.49 |
200.50 |
+1.80 |
0 |
3 |
+0 |
| Jan10 |
091123 |
199.93 |
199.93 |
199.93 |
199.93 |
-0.17 |
|
|
|
| Feb10 |
091123 |
202.22 |
202.22 |
202.22 |
202.22 |
-0.18 |
|
|
|
| Mar10 |
091123 |
204.64 |
204.64 |
204.64 |
204.64 |
-0.16 |
|
|
|
| Total Volume and Open Interest |
0 |
3 |
+0 |
| Natural Gas(NYM) |
| Dec09 |
091123 |
4.507 |
4.580 |
4.406 |
4.473 |
+0.049 |
112,400 |
32,461 |
-26,429 |
| Jan10 |
091123 |
4.810 |
4.932 |
4.727 |
4.791 |
+0.033 |
65,610 |
191,812 |
+6,056 |
| Feb10 |
091123 |
4.925 |
5.010 |
4.825 |
4.888 |
+0.043 |
16,121 |
60,494 |
+2,631 |
| Mar10 |
091123 |
4.920 |
5.040 |
4.872 |
4.934 |
+0.046 |
14,103 |
80,648 |
+1,324 |
| Apr10 |
091123 |
4.991 |
5.071 |
4.913 |
4.970 |
+0.040 |
10,060 |
48,795 |
-1,535 |
| May10 |
091123 |
5.064 |
5.129 |
4.980 |
5.035 |
+0.042 |
2,623 |
31,499 |
+31 |
| Jun10 |
091123 |
5.143 |
5.216 |
5.095 |
5.131 |
+0.041 |
996 |
20,417 |
-37 |
| Jul10 |
091123 |
5.250 |
5.331 |
5.187 |
5.239 |
+0.041 |
1,077 |
16,136 |
+236 |
| Aug10 |
091123 |
5.320 |
5.405 |
5.284 |
5.319 |
+0.041 |
2,345 |
15,052 |
+883 |
| Sep10 |
091123 |
5.393 |
5.463 |
5.335 |
5.377 |
+0.040 |
1,046 |
15,796 |
+118 |
| Oct10 |
091123 |
5.528 |
5.605 |
5.466 |
5.515 |
+0.040 |
2,920 |
30,739 |
+117 |
| Nov10 |
091123 |
5.929 |
6.030 |
5.920 |
5.960 |
+0.045 |
512 |
8,335 |
-9 |
| Dec10 |
091123 |
6.360 |
6.441 |
6.310 |
6.365 |
+0.055 |
2,285 |
16,097 |
-98 |
| Jan11 |
091123 |
6.550 |
6.664 |
6.550 |
6.595 |
+0.063 |
970 |
12,788 |
+132 |
| Feb11 |
091123 |
6.642 |
6.642 |
6.585 |
6.585 |
+0.066 |
171 |
6,117 |
+84 |
| Mar11 |
091123 |
6.365 |
6.463 |
6.365 |
6.420 |
+0.066 |
112 |
16,226 |
+33 |
| Total Volume and Open Interest |
234,661 |
711,326 |
-16,296 |
| Brent Crude Oil(ICE) |
| Jan10 |
091123 |
77.55 |
79.58 |
77.12 |
77.46 |
+0.26 |
147,852 |
228,028 |
-15,847 |
| Feb10 |
091123 |
78.70 |
80.35 |
77.91 |
78.23 |
+0.24 |
47,920 |
122,211 |
-1,056 |
| Mar10 |
091123 |
79.71 |
81.12 |
78.75 |
79.02 |
+0.25 |
22,720 |
49,766 |
+1,760 |
| Apr10 |
091123 |
80.66 |
81.73 |
79.49 |
79.74 |
+0.24 |
11,098 |
23,671 |
+1,749 |
| May10 |
091123 |
81.35 |
82.41 |
80.20 |
80.42 |
+0.22 |
8,525 |
16,779 |
+759 |
| Jun10 |
091123 |
81.59 |
83.13 |
80.83 |
81.07 |
+0.19 |
10,407 |
53,454 |
+1,058 |
| Jul10 |
091123 |
82.58 |
83.71 |
81.44 |
81.67 |
+0.18 |
1,222 |
13,477 |
-154 |
| Aug10 |
091123 |
83.15 |
84.27 |
81.99 |
82.22 |
+0.16 |
963 |
9,634 |
+130 |
| Sep10 |
091123 |
83.58 |
84.80 |
82.51 |
82.74 |
+0.14 |
1,157 |
6,475 |
-8 |
| Oct10 |
091123 |
83.27 |
83.27 |
83.24 |
83.24 |
+0.13 |
1,510 |
13,191 |
+418 |
| Nov10 |
091123 |
83.69 |
83.69 |
83.69 |
83.69 |
+0.12 |
1,229 |
8,900 |
+109 |
| Dec10 |
091123 |
84.69 |
86.29 |
83.91 |
84.15 |
+0.12 |
9,485 |
70,614 |
-51 |
| Jan11 |
091123 |
84.59 |
84.59 |
84.59 |
84.59 |
+0.10 |
1,239 |
7,200 |
+477 |
| Feb11 |
091123 |
85.00 |
85.00 |
85.00 |
85.00 |
+0.09 |
473 |
3,931 |
+197 |
| Total Volume and Open Interest |
269,246 |
716,415 |
-9,460 |
| Gas Oil(ICE) |
| Dec09 |
091123 |
611.50 |
631.25 |
610.25 |
628.25 |
+19.00 |
53,602 |
99,961 |
-12,159 |
| Jan10 |
091123 |
621.75 |
643.00 |
621.75 |
639.75 |
+18.00 |
61,729 |
130,288 |
+3,242 |
| Feb10 |
091123 |
640.75 |
651.50 |
631.25 |
648.50 |
+17.25 |
19,340 |
51,178 |
+3,989 |
| Mar10 |
091123 |
647.75 |
658.50 |
639.75 |
656.25 |
+17.25 |
7,120 |
32,864 |
+58 |
| Apr10 |
091123 |
654.75 |
665.25 |
654.50 |
663.00 |
+17.00 |
3,840 |
21,397 |
+254 |
| May10 |
091123 |
661.25 |
669.50 |
660.50 |
669.50 |
+17.00 |
2,510 |
19,889 |
-277 |
| Jun10 |
091123 |
667.25 |
677.50 |
658.75 |
676.00 |
+16.75 |
7,253 |
45,067 |
+1,898 |
| Jul10 |
091123 |
683.25 |
683.25 |
674.25 |
683.25 |
+16.25 |
870 |
16,018 |
+128 |
| Aug10 |
091123 |
690.50 |
693.00 |
681.25 |
690.50 |
+16.25 |
1,295 |
15,854 |
+462 |
| Sep10 |
091123 |
697.25 |
697.25 |
689.75 |
697.25 |
+16.00 |
1,573 |
13,739 |
+743 |
| Total Volume and Open Interest |
166,159 |
566,988 |
-1,463 |
| Ethanol(CBOT) |
| Nov09 |
091104 |
1.970 |
2.000 |
1.970 |
1.970 |
+0.020 |
5 |
151 |
-1 |
| Dec09 |
091123 |
2.130 |
2.134 |
2.090 |
2.102 |
+0.011 |
88 |
485 |
-69 |
| Jan10 |
091123 |
2.010 |
2.010 |
1.975 |
1.987 |
+0.008 |
87 |
754 |
-23 |
| Feb10 |
091123 |
1.940 |
1.940 |
1.935 |
1.935 |
unch |
21 |
502 |
+0 |
| Mar10 |
091123 |
1.930 |
1.930 |
1.915 |
1.917 |
-0.003 |
37 |
769 |
+7 |
| Apr10 |
091123 |
1.920 |
1.921 |
1.918 |
1.919 |
+0.009 |
19 |
447 |
-4 |
| May10 |
091123 |
1.891 |
1.899 |
1.885 |
1.899 |
+0.015 |
13 |
379 |
-2 |
| Jun10 |
091123 |
1.890 |
1.890 |
1.880 |
1.880 |
+0.004 |
13 |
282 |
-5 |
| Total Volume and Open Interest |
306 |
5,795 |
-87 |
| US Dollar Index(ICE) |
| Dec09 |
091123 |
75.800 |
75.845 |
75.025 |
75.170 |
-0.560 |
13,469 |
38,272 |
-1,813 |
| Mar10 |
091123 |
76.000 |
76.015 |
75.360 |
75.500 |
-0.585 |
60 |
2,515 |
-2 |
| Jun10 |
091123 |
75.885 |
75.885 |
75.885 |
75.885 |
-0.585 |
0 |
7 |
+0 |
| Total Volume and Open Interest |
13,529 |
40,794 |
-1,815 |
| Australian Dollar(CME) |
| Dec09 |
091123 |
91.04 |
92.63 |
91.01 |
92.31 |
+1.10 |
111,382 |
116,374 |
+462 |
| Mar10 |
091123 |
90.38 |
91.70 |
90.32 |
91.45 |
+1.10 |
251 |
7,433 |
+85 |
| Jun10 |
091123 |
90.47 |
90.47 |
89.38 |
90.47 |
+1.09 |
0 |
10 |
+0 |
| Total Volume and Open Interest |
111,633 |
123,834 |
+547 |
| British Pound(CME) |
| Dec09 |
091123 |
164.75 |
166.53 |
164.71 |
166.18 |
+1.38 |
93,949 |
94,688 |
-802 |
| Mar10 |
091123 |
165.06 |
166.35 |
164.73 |
166.07 |
+1.37 |
460 |
948 |
+29 |
| Jun10 |
091123 |
165.97 |
165.97 |
164.60 |
165.97 |
+1.37 |
0 |
119 |
+0 |
| Total Volume and Open Interest |
94,409 |
95,825 |
-773 |
| Canadian Dollar(CME) |
| Dec09 |
091123 |
93.35 |
94.88 |
93.34 |
94.75 |
+1.41 |
91,057 |
85,391 |
-2,843 |
| Mar10 |
091123 |
93.43 |
94.87 |
93.43 |
94.75 |
+1.40 |
554 |
5,889 |
+169 |
| Jun10 |
091123 |
94.85 |
94.85 |
93.32 |
94.73 |
+1.41 |
18 |
512 |
-58 |
| Sep10 |
091123 |
94.75 |
94.75 |
93.27 |
94.67 |
+1.40 |
5 |
438 |
+2 |
| Total Volume and Open Interest |
91,637 |
92,542 |
-2,729 |
| Japanese Yen(CME) |
| Dec09 |
091123 |
112.59 |
112.91 |
112.11 |
112.37 |
-0.05 |
97,353 |
126,614 |
+2,899 |
| Mar10 |
091123 |
112.60 |
112.94 |
112.17 |
112.42 |
-0.05 |
287 |
3,037 |
+34 |
| Jun10 |
091123 |
112.48 |
112.78 |
112.48 |
112.48 |
-0.05 |
0 |
16 |
+0 |
| Total Volume and Open Interest |
97,640 |
129,688 |
+2,933 |
| Swiss Franc(CME) |
| Dec09 |
091123 |
98.19 |
99.30 |
98.19 |
99.08 |
+0.85 |
65,381 |
50,366 |
-2,953 |
| Mar10 |
091123 |
98.49 |
99.32 |
98.28 |
99.13 |
+0.85 |
177 |
595 |
+88 |
| Jun10 |
091123 |
99.19 |
99.19 |
98.34 |
99.19 |
+0.85 |
0 |
5 |
+0 |
| Total Volume and Open Interest |
65,558 |
50,967 |
-2,865 |
| EuroFX(CME) |
| Dec09 |
091123 |
148.52 |
149.99 |
148.48 |
149.72 |
+1.17 |
285,426 |
169,121 |
-1,571 |
| Mar10 |
091123 |
148.50 |
149.87 |
148.40 |
149.61 |
+1.18 |
1,704 |
2,832 |
+406 |
| Jun10 |
091123 |
149.55 |
149.55 |
148.32 |
149.48 |
+1.16 |
2 |
182 |
+0 |
| Total Volume and Open Interest |
287,132 |
172,145 |
-1,165 |
| Mexican Peso(CME) |
| Dec09 |
091123 |
761.8 |
778.2 |
759.8 |
768.8 |
+7.0 |
19,059 |
94,318 |
+4,564 |
| Jan10 |
091123 |
764.8 |
764.8 |
757.8 |
764.8 |
+7.0 |
|
|
|
| Total Volume and Open Interest |
19,097 |
96,812 |
+4,600 |
| 30-Year T-Bonds(CBOT) |
| Dec09 |
091123 |
120~240 |
121~010 |
120~010 |
120~290 |
+0~010 |
301,307 |
718,959 |
-22,368 |
| Mar10 |
091123 |
120~040 |
120~130 |
119~120 |
120~090 |
+0~010 |
57,198 |
62,196 |
+26,255 |
| Jun10 |
091123 |
118~210 |
118~250 |
118~210 |
118~250 |
+0~030 |
0 |
39 |
+0 |
| Total Volume and Open Interest |
358,505 |
781,194 |
+3,887 |
| 10-Year T-Notes(CBOT) |
| Dec09 |
091123 |
119~165 |
119~220 |
119~040 |
119~200 |
+0~020 |
798,621 |
1,283,295 |
-6,560 |
| Mar10 |
091123 |
118~065 |
118~115 |
117~270 |
118~100 |
+0~015 |
45,909 |
89,852 |
+21,412 |
| Jun10 |
091123 |
117~000 |
117~000 |
116~310 |
117~000 |
+0~010 |
|
|
|
| Total Volume and Open Interest |
844,530 |
1,373,147 |
+14,852 |
| 5-Year T-Notes(CBOT) |
| Dec09 |
091123 |
117~047 |
117~058 |
117~047 |
117~056 |
-0~005 |
|
|
|
| Mar10 |
091123 |
116~023 |
116~032 |
115~127 |
116~028 |
unch |
100,084 |
92,809 |
+52,339 |
| Jun10 |
091123 |
114~118 |
114~119 |
114~118 |
114~118 |
-0~001 |
|
|
|
| Total Volume and Open Interest |
660,134 |
894,030 |
+25,906 |
| 2 Year T-Notes(CBOT) |
| Dec09 |
091123 |
109~024 |
109~026 |
109~017 |
109~022 |
-0~003 |
367,414 |
947,712 |
+947,712 |
| Mar10 |
091123 |
108~083 |
108~084 |
108~075 |
108~081 |
-0~003 |
59,776 |
125,778 |
+21,263 |
| Jun10 |
091123 |
108~011 |
108~014 |
108~011 |
108~011 |
-0~003 |
0 |
6,915 |
+0 |
| Total Volume and Open Interest |
427,190 |
1,080,405 |
+502 |
| Eurodollars(CME) |
| Dec09 |
091123 |
99.738 |
99.740 |
99.735 |
99.738 |
+0.003 |
113,999 |
996,476 |
+2,144 |
| Mar10 |
091123 |
99.670 |
99.670 |
99.655 |
99.660 |
-0.005 |
143,678 |
1,093,671 |
+10,500 |
| Jun10 |
091123 |
99.505 |
99.510 |
99.475 |
99.495 |
-0.010 |
184,760 |
1,030,238 |
+1,602 |
| Sep10 |
091123 |
99.205 |
99.210 |
99.165 |
99.200 |
-0.005 |
211,226 |
754,944 |
+1,553 |
| Dec10 |
091123 |
98.815 |
98.825 |
98.770 |
98.815 |
-0.005 |
246,337 |
833,731 |
-8,328 |
| Mar11 |
091123 |
98.440 |
98.450 |
98.385 |
98.435 |
-0.005 |
158,891 |
565,295 |
+4,710 |
| Jun11 |
091123 |
98.070 |
98.075 |
98.010 |
98.065 |
-0.005 |
145,235 |
554,301 |
+1,504 |
| Sep11 |
091123 |
97.745 |
97.745 |
97.685 |
97.735 |
-0.010 |
102,257 |
468,692 |
+5,796 |
| Dec11 |
091123 |
97.435 |
97.440 |
97.380 |
97.430 |
-0.010 |
60,444 |
267,568 |
+535 |
| Mar12 |
091123 |
97.175 |
97.185 |
97.125 |
97.175 |
-0.010 |
62,592 |
195,763 |
-384 |
| Jun12 |
091123 |
96.915 |
96.930 |
96.875 |
96.925 |
-0.010 |
49,729 |
176,386 |
+6,766 |
| Sep12 |
091123 |
96.695 |
96.710 |
96.650 |
96.710 |
-0.005 |
37,257 |
112,736 |
+2,932 |
| Dec12 |
091123 |
96.485 |
96.510 |
96.440 |
96.505 |
+0.005 |
11,597 |
63,115 |
+1,717 |
| Mar13 |
091123 |
96.310 |
96.360 |
96.290 |
96.355 |
+0.010 |
8,858 |
55,679 |
-1,114 |
| Jun13 |
091123 |
96.185 |
96.215 |
96.140 |
96.205 |
+0.015 |
10,578 |
52,565 |
+2,144 |
| Sep13 |
091123 |
96.040 |
96.075 |
95.990 |
96.065 |
+0.025 |
8,967 |
54,414 |
+964 |
| Dec13 |
091123 |
95.875 |
95.935 |
95.840 |
95.920 |
+0.030 |
5,356 |
28,918 |
+192 |
| Mar14 |
091123 |
95.770 |
95.825 |
95.730 |
95.815 |
+0.035 |
5,148 |
28,547 |
+275 |
| Total Volume and Open Interest |
1,582,925 |
7,471,227 |
+35,837 |
| 30 Day Federal Funds(CBOT) |
| Nov09 |
091123 |
99.880 |
99.882 |
99.880 |
99.880 |
unch |
7,111 |
72,709 |
-2,916 |
| Dec09 |
091123 |
99.880 |
99.880 |
99.875 |
99.880 |
unch |
8,722 |
67,827 |
+2,623 |
| Jan10 |
091123 |
99.875 |
99.875 |
99.870 |
99.870 |
unch |
9,104 |
61,179 |
-1,313 |
| Feb10 |
091123 |
99.850 |
99.855 |
99.845 |
99.850 |
unch |
5,973 |
71,528 |
-1,422 |
| Mar10 |
091123 |
99.840 |
99.840 |
99.835 |
99.840 |
unch |
4,166 |
47,842 |
-909 |
| Apr10 |
091123 |
99.820 |
99.830 |
99.820 |
99.825 |
unch |
4,727 |
60,713 |
-641 |
| Total Volume and Open Interest |
52,580 |
540,239 |
-3,278 |
| 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 |
091123 |
99.49 |
99.49 |
99.49 |
99.49 |
-0.01 |
0 |
3,769 |
+0 |
| Mar10 |
091123 |
99.51 |
99.51 |
99.51 |
99.51 |
0.00 |
57 |
3,524 |
+25 |
| Jun10 |
091123 |
99.53 |
99.53 |
99.53 |
99.53 |
-0.01 |
20 |
1,714 |
+8 |
| Sep10 |
091123 |
99.53 |
99.53 |
99.53 |
99.53 |
-0.01 |
0 |
1,694 |
+0 |
| Dec10 |
091123 |
99.47 |
99.47 |
99.47 |
99.47 |
0.00 |
0 |
892 |
+0 |
| Mar11 |
091123 |
99.39 |
99.39 |
99.39 |
99.39 |
0.00 |
0 |
562 |
+0 |
| Jun11 |
091123 |
99.32 |
99.32 |
99.32 |
99.32 |
-0.01 |
0 |
52 |
+0 |
| Sep11 |
091123 |
99.32 |
99.32 |
99.32 |
99.32 |
-0.01 |
0 |
51 |
+0 |
| Total Volume and Open Interest |
77 |
14,072 |
+342 |
| 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 |
091123 |
122.56 |
122.59 |
122.27 |
122.45 |
-0.11 |
706,532 |
922,463 |
-25,599 |
| Mar10 |
091123 |
122.20 |
122.20 |
121.88 |
122.00 |
-0.12 |
5,855 |
23,942 |
+2,993 |
| Jun10 |
091123 |
121.15 |
121.15 |
121.15 |
121.15 |
-0.11 |
0 |
3 |
+0 |
| Total Volume and Open Interest |
712,387 |
946,408 |
-22,606 |
| Euro-Bobl(EUREX) |
| Dec09 |
091123 |
116.14 |
116.15 |
115.86 |
116.05 |
-0.08 |
377,211 |
724,781 |
+13,885 |
| Mar10 |
091123 |
115.96 |
115.96 |
115.65 |
115.77 |
-0.10 |
1,170 |
14,624 |
+883 |
| Jun10 |
091123 |
115.35 |
115.35 |
115.35 |
115.35 |
-0.08 |
|
|
|
| Total Volume and Open Interest |
378,381 |
739,405 |
+14,768 |
| 3-Mth Euribor(EUREX) |
| Dec09 |
091123 |
99.260 |
99.260 |
99.260 |
99.260 |
unch |
93 |
8,489 |
-17 |
| Mar10 |
091123 |
99.135 |
99.150 |
99.135 |
99.140 |
-0.025 |
1 |
5,386 |
-7 |
| Jun10 |
091123 |
98.820 |
98.830 |
98.820 |
98.825 |
-0.040 |
90 |
4,830 |
+90 |
| Total Volume and Open Interest |
296 |
22,834 |
+117 |
| Long Gilt(LIFFE) |
| Dec09 |
091111 |
116~32 |
117~21 |
116~20 |
117~18 |
-0~31 |
73,487 |
237,970 |
+4,386 |
| Mar10 |
091123 |
117~07 |
117~09 |
116~26 |
116~29 |
-0~10 |
302 |
321 |
+300 |
| Total Volume and Open Interest |
90,752 |
235,773 |
+3,597 |
| 3-Mth Short Sterling(LIFFE) |
| Dec09 |
091123 |
99.41 |
99.41 |
99.39 |
99.40 |
-0.01 |
20,110 |
355,122 |
-3,370 |
| Mar10 |
091123 |
99.33 |
99.34 |
99.30 |
99.31 |
-0.03 |
52,030 |
375,977 |
+1,993 |
| Jun10 |
091123 |
99.08 |
99.08 |
99.02 |
99.04 |
-0.04 |
64,847 |
416,752 |
-7,471 |
| Sep10 |
091123 |
98.65 |
98.66 |
98.58 |
98.61 |
-0.05 |
60,783 |
304,846 |
+593 |
| Dec10 |
091123 |
98.16 |
98.17 |
98.09 |
98.12 |
-0.04 |
72,354 |
336,397 |
+3,711 |
| Mar11 |
091123 |
97.71 |
97.72 |
97.64 |
97.68 |
-0.03 |
57,683 |
218,720 |
-2,014 |
| Total Volume and Open Interest |
422,532 |
2,530,603 |
-7,015 |
| 3-Mth Euribor(LIFFE) |
| Dec09 |
091120 |
99.260 |
99.270 |
99.225 |
99.260 |
-0.005 |
41,467 |
595,369 |
-5,839 |
| Mar10 |
091123 |
99.170 |
99.170 |
99.125 |
99.140 |
-0.025 |
99,911 |
685,441 |
+14,431 |
| Jun10 |
091123 |
98.875 |
98.880 |
98.790 |
98.825 |
-0.040 |
130,575 |
716,730 |
+438 |
| Total Volume and Open Interest |
679,649 |
3,523,629 |
+17,817 |
| 3-Mth Aus T-Bills(SFE) |
| Dec09 |
091123 |
95.94 |
95.95 |
95.90 |
95.93 |
-0.01 |
16,413 |
314,666 |
+5,068 |
| Mar10 |
091123 |
95.50 |
95.53 |
95.47 |
95.51 |
+0.01 |
23,475 |
225,552 |
+140 |
| Jun10 |
091123 |
95.16 |
95.17 |
95.12 |
95.15 |
-0.01 |
12,844 |
147,677 |
+525 |
| Sep10 |
091123 |
94.88 |
94.91 |
94.84 |
94.87 |
unch |
10,292 |
94,378 |
+6,328 |
| Dec10 |
091123 |
94.61 |
94.64 |
94.59 |
94.63 |
unch |
4,247 |
58,108 |
+2,470 |
| Mar11 |
091123 |
94.44 |
94.44 |
94.39 |
94.43 |
unch |
1,679 |
26,330 |
+1,071 |
| Jun11 |
091123 |
94.25 |
94.28 |
94.24 |
94.28 |
+0.01 |
721 |
19,391 |
+203 |
| Sep11 |
091123 |
94.14 |
94.17 |
94.13 |
94.17 |
unch |
455 |
12,536 |
+54 |
| Dec11 |
091123 |
94.11 |
94.11 |
94.11 |
94.11 |
unch |
0 |
4,998 |
+0 |
| Mar12 |
091123 |
94.07 |
94.09 |
94.06 |
94.08 |
unch |
300 |
2,686 |
+300 |
| Total Volume and Open Interest |
70,426 |
907,646 |
+16,159 |
| 10-Year Aus T-Bonds(SFE) |
| Dec09 |
091123 |
94.59 |
94.63 |
94.55 |
94.63 |
+0.04 |
25,793 |
347,145 |
+4,741 |
| Mar10 |
091123 |
94.63 |
94.63 |
94.63 |
94.63 |
+0.04 |
|
|
|
| Total Volume and Open Interest |
25,793 |
347,145 |
+4,741 |
| 3-Year Aus T-Bonds(SFE) |
| Dec09 |
091123 |
95.14 |
95.15 |
95.10 |
95.14 |
unch |
131,335 |
792,655 |
+30,309 |
| Mar10 |
091123 |
95.14 |
95.14 |
95.14 |
95.14 |
unch |
|
|
|
| Total Volume and Open Interest |
131,335 |
792,655 |
+30,309 |
| Gold(CMX) |
| Dec09 |
091123 |
1152.0 |
1174.0 |
1151.6 |
1164.7 |
+17.9 |
194,975 |
238,516 |
-13,525 |
| Feb10 |
091123 |
1153.5 |
1175.5 |
1153.5 |
1166.2 |
+18.0 |
40,101 |
162,920 |
+23,922 |
| Apr10 |
091123 |
1156.2 |
1176.3 |
1156.2 |
1167.3 |
+18.0 |
2,570 |
38,324 |
+141 |
| Jun10 |
091123 |
1161.5 |
1177.1 |
1160.8 |
1168.3 |
+18.0 |
2,368 |
16,279 |
-327 |
| Aug10 |
091123 |
1159.0 |
1174.2 |
1159.0 |
1169.5 |
+18.1 |
5,875 |
11,602 |
+1,925 |
| Oct10 |
091123 |
1171.0 |
1178.1 |
1170.9 |
1170.9 |
+18.2 |
4 |
4,658 |
-2 |
| Dec10 |
091123 |
1164.1 |
1181.0 |
1164.1 |
1172.7 |
+18.3 |
3,888 |
23,343 |
+826 |
| Feb11 |
091123 |
1178.9 |
1180.9 |
1175.1 |
1175.1 |
+18.4 |
4 |
2,541 |
+0 |
| Apr11 |
091123 |
1178.0 |
1178.0 |
1177.8 |
1177.8 |
+18.5 |
2 |
1,732 |
+2 |
| Jun11 |
091123 |
525.6 |
525.6 |
525.6 |
525.6 |
+18.7 |
1,900 |
10,270 |
-1,400 |
| Aug11 |
091123 |
1184.6 |
1184.6 |
1184.6 |
1184.6 |
+18.9 |
0 |
265 |
+0 |
| Total Volume and Open Interest |
253,364 |
538,709 |
+11,750 |
| Silver(CMX) |
| Dec09 |
091123 |
1852.5 |
1893.5 |
1852.5 |
1861.0 |
+17.0 |
37,123 |
55,550 |
-1,424 |
| Mar10 |
091123 |
1860.0 |
1897.5 |
1857.0 |
1864.9 |
+17.3 |
7,299 |
49,563 |
+2,601 |
| May10 |
091123 |
1871.0 |
1894.5 |
1863.5 |
1866.9 |
+17.4 |
995 |
11,493 |
+257 |
| Jul10 |
091123 |
1873.0 |
1892.5 |
1864.0 |
1868.5 |
+17.4 |
133 |
4,173 |
+81 |
| Sep10 |
091123 |
1883.5 |
1898.0 |
1870.1 |
1870.1 |
+17.4 |
199 |
2,610 |
-190 |
| Dec10 |
091123 |
1877.0 |
1904.0 |
1869.5 |
1872.9 |
+17.4 |
979 |
8,183 |
+150 |
| Mar11 |
091123 |
1900.5 |
1901.5 |
1875.7 |
1875.7 |
+17.5 |
1 |
48 |
+1 |
| Total Volume and Open Interest |
46,843 |
141,208 |
+1,470 |
| Platinum(NYMEX) |
| Jan10 |
091123 |
1445.6 |
1480.0 |
1445.6 |
1467.6 |
+25.7 |
2,968 |
32,138 |
+16 |
| Apr10 |
091123 |
1466.0 |
1480.9 |
1464.0 |
1469.6 |
+25.7 |
281 |
2,311 |
+78 |
| Jul10 |
091123 |
1470.3 |
1472.9 |
1470.3 |
1472.9 |
+25.7 |
8 |
133 |
+8 |
| Total Volume and Open Interest |
3,257 |
34,582 |
+102 |
| Palladium(NYMEX) |
| Dec09 |
091123 |
365.50 |
378.00 |
364.70 |
373.30 |
+8.95 |
2,208 |
10,121 |
-1,691 |
| Mar10 |
091123 |
365.70 |
378.90 |
365.70 |
374.60 |
+8.90 |
1,546 |
11,738 |
+1,061 |
| Jun10 |
091123 |
368.50 |
378.00 |
368.20 |
375.75 |
+8.90 |
30 |
60 |
+9 |
| Total Volume and Open Interest |
3,784 |
22,170 |
-371 |
| Copper(CMX) |
| Dec09 |
091123 |
313.40 |
317.90 |
311.70 |
313.55 |
+2.75 |
23,612 |
31,730 |
-3,949 |
| Mar10 |
091123 |
315.50 |
320.40 |
314.30 |
316.20 |
+2.80 |
9,207 |
95,593 |
+2,869 |
| May10 |
091123 |
317.25 |
320.95 |
315.85 |
317.10 |
+2.70 |
341 |
9,984 |
+249 |
| Jul10 |
091123 |
321.25 |
321.30 |
317.65 |
317.65 |
+2.65 |
9 |
3,742 |
+4 |
| Sep10 |
091123 |
318.00 |
318.00 |
318.00 |
318.00 |
+2.70 |
6 |
2,089 |
+5 |
| Total Volume and Open Interest |
33,371 |
150,059 |
-880 |
| 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 |
091123 |
10310 |
10480 |
10310 |
10422 |
+119 |
333 |
15,148 |
+15 |
| Mar10 |
091123 |
10348 |
10405 |
10348 |
10359 |
+119 |
24 |
1,001 |
+9 |
| Jun10 |
091123 |
10297 |
10297 |
10178 |
10297 |
+119 |
0 |
1 |
+0 |
| Sep10 |
091123 |
10245 |
10245 |
10126 |
10245 |
+119 |
|
|
|
| Total Volume and Open Interest |
357 |
16,150 |
+24 |
| S & P 500(CME) |
| Dec09 |
091123 |
1089.90 |
1111.40 |
1089.10 |
1103.80 |
+13.70 |
23,334 |
393,873 |
+5,179 |
| Mar10 |
091123 |
1097.70 |
1106.00 |
1097.70 |
1098.90 |
+13.80 |
532 |
7,605 |
+286 |
| Jun10 |
091123 |
1094.10 |
1100.20 |
1093.20 |
1094.10 |
+13.90 |
90 |
394 |
-28 |
| Sep10 |
091123 |
1090.10 |
1096.20 |
1089.20 |
1090.10 |
+13.90 |
|
|
|
| Total Volume and Open Interest |
23,956 |
401,877 |
+5,437 |
| S & P 500 E-Mini(Globex) |
| Dec09 |
091123 |
1089.75 |
1111.50 |
1089.00 |
1103.75 |
+13.75 |
2,047,058 |
2,551,165 |
+13,370 |
| Mar10 |
091123 |
1085.00 |
1106.50 |
1084.25 |
1099.00 |
+14.00 |
6,448 |
62,669 |
+2,712 |
| Total Volume and Open Interest |
2,053,509 |
2,613,893 |
+16,082 |
| NASDAQ 100(CME) |
| Dec09 |
091123 |
1763.50 |
1802.00 |
1762.80 |
1791.30 |
+27.80 |
2,767 |
22,542 |
-139 |
| Mar10 |
091123 |
1788.80 |
1788.80 |
1788.00 |
1788.80 |
+27.80 |
3 |
148 |
-97 |
| Jun10 |
091123 |
1787.80 |
1787.80 |
1787.00 |
1787.80 |
+27.80 |
|
|
|
| Total Volume and Open Interest |
2,770 |
22,690 |
-236 |
| NASDAQ 100 E-Mini(Globex) |
| Dec09 |
091123 |
1763.00 |
1801.80 |
1762.30 |
1791.30 |
+27.80 |
356,418 |
337,959 |
+4,727 |
| Mar10 |
091123 |
1765.00 |
1798.80 |
1760.50 |
1788.80 |
+27.80 |
397 |
4,448 |
+47 |
| Total Volume and Open Interest |
356,815 |
342,409 |
+4,774 |
| S & P Midcap 400(CME) |
| Dec09 |
091123 |
695.00 |
701.00 |
692.00 |
693.40 |
+6.80 |
464 |
2,247 |
-275 |
| Mar10 |
091123 |
691.00 |
691.00 |
690.20 |
691.00 |
+6.80 |
|
|
|
| Jun10 |
091123 |
689.00 |
689.00 |
688.20 |
689.00 |
+6.80 |
|
|
|
| Total Volume and Open Interest |
464 |
2,247 |
-275 |
| 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) |
| Dec09 |
091123 |
3760.5 |
3824.0 |
3757.5 |
3806.5 |
+82.5 |
97,823 |
353,585 |
+53,544 |
| Jan10 |
091123 |
3785.0 |
3807.0 |
3783.5 |
3807.0 |
+81.0 |
72 |
72 |
+72 |
| Feb10 |
091123 |
3807.5 |
3807.5 |
3807.5 |
3807.5 |
|
|
|
|
| Hang Seng Index(HKFE) |
| Nov09 |
091123 |
22521 |
22814 |
22483 |
22789 |
+369 |
65,123 |
82,517 |
-2,937 |
| Dec09 |
091123 |
22499 |
22798 |
22476 |
22768 |
+358 |
2,758 |
10,086 |
+476 |
| Total Volume and Open Interest |
68,000 |
93,235 |
-2,480 |
| DAX(EUREX) |
| Dec09 |
091123 |
5711.0 |
5827.0 |
5711.0 |
5796.5 |
+132.5 |
151,177 |
190,129 |
-4,379 |
| Mar10 |
091123 |
5717.0 |
5825.0 |
5715.5 |
5801.5 |
+133.0 |
195 |
17,611 |
+145 |
| Jun10 |
091123 |
5724.5 |
5830.0 |
5724.5 |
5807.5 |
+133.0 |
74 |
1,822 |
-39 |
| Total Volume and Open Interest |
151,446 |
209,562 |
-4,273 |
| FT-SE 100(EURONEXT) |
| Dec09 |
091123 |
5294.50 |
5380.00 |
5294.50 |
5351.00 |
+93.50 |
100,631 |
624,928 |
+6,139 |
| Mar10 |
091123 |
5258.00 |
5328.00 |
5258.00 |
5305.00 |
+93.50 |
169 |
21,052 |
+103 |
| Jun10 |
091123 |
5277.50 |
5278.00 |
5258.00 |
5258.00 |
+95.00 |
7 |
856 |
+5 |
| Total Volume and Open Interest |
100,807 |
646,932 |
+6,247 |
| 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 |
091123 |
517.50 |
521.50 |
508.00 |
510.50 |
+2.00 |
483 |
19,052 |
-43 |
| Jan10 |
091123 |
513.00 |
525.00 |
512.95 |
513.00 |
unch |
0 |
1 |
+0 |
| Feb10 |
091123 |
523.00 |
528.50 |
517.45 |
517.50 |
unch |
|
|
|
| Total Volume and Open Interest |
483 |
19,053 |
-43 |
| 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. |
|
|