|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Tue November 24, 2009 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Jan10 |
091124 |
1040.50 |
1049.25 |
1032.00 |
1046.00 |
+4.00 |
76,373 |
245,570 |
-433 |
| Mar10 |
091124 |
1046.75 |
1055.00 |
1037.75 |
1052.00 |
+4.25 |
21,758 |
80,106 |
+2,178 |
| May10 |
091124 |
1048.00 |
1056.00 |
1040.00 |
1054.25 |
+5.00 |
8,029 |
36,196 |
+856 |
| Jul10 |
091124 |
1050.00 |
1060.50 |
1043.25 |
1058.50 |
+6.00 |
12,671 |
36,940 |
+1,108 |
| Aug10 |
091124 |
1051.75 |
1056.25 |
1049.00 |
1056.25 |
+7.25 |
185 |
1,335 |
-106 |
| Sep10 |
091124 |
1037.50 |
1043.50 |
1031.25 |
1043.50 |
+9.00 |
248 |
449 |
-295 |
| Nov10 |
091124 |
1024.75 |
1036.00 |
1017.00 |
1036.00 |
+10.00 |
4,909 |
55,630 |
+597 |
| Total Volume and Open Interest |
124,269 |
458,845 |
+3,952 |
| Soybean Meal(CBOT) |
| Dec09 |
091124 |
315.60 |
317.30 |
311.20 |
315.40 |
-0.20 |
22,371 |
33,134 |
-8,150 |
| Jan10 |
091124 |
309.00 |
311.60 |
304.50 |
309.60 |
+0.50 |
27,800 |
47,513 |
+6,046 |
| Mar10 |
091124 |
304.80 |
307.10 |
299.80 |
305.40 |
+1.60 |
8,301 |
34,605 |
+1,258 |
| May10 |
091124 |
301.80 |
303.80 |
297.40 |
303.30 |
+1.90 |
1,741 |
16,747 |
-258 |
| Jul10 |
091124 |
301.60 |
304.40 |
297.00 |
303.90 |
+2.50 |
5,387 |
16,874 |
+94 |
| Aug10 |
091124 |
301.50 |
304.00 |
301.50 |
303.90 |
+2.90 |
299 |
4,437 |
-15 |
| Sep10 |
091124 |
297.50 |
302.50 |
297.50 |
302.00 |
+3.00 |
462 |
3,783 |
-32 |
| Oct10 |
091124 |
296.50 |
298.00 |
296.50 |
298.00 |
+3.00 |
106 |
2,603 |
-44 |
| Total Volume and Open Interest |
67,092 |
169,404 |
-1,024 |
| Soybean Oil(CBOT) |
| Dec09 |
091124 |
39.33 |
39.95 |
39.00 |
39.70 |
+0.30 |
34,655 |
35,876 |
-15,796 |
| Jan10 |
091124 |
39.78 |
40.39 |
39.44 |
40.11 |
+0.29 |
34,831 |
115,659 |
+5,729 |
| Mar10 |
091124 |
40.10 |
40.74 |
39.83 |
40.50 |
+0.28 |
13,640 |
59,296 |
+5,210 |
| May10 |
091124 |
40.38 |
41.00 |
40.13 |
40.79 |
+0.29 |
1,244 |
15,560 |
+294 |
| Jul10 |
091124 |
40.62 |
41.23 |
40.41 |
41.07 |
+0.29 |
1,184 |
14,869 |
+247 |
| Aug10 |
091124 |
40.83 |
41.16 |
40.70 |
41.16 |
+0.30 |
20 |
1,883 |
+1 |
| Sep10 |
091124 |
40.93 |
41.24 |
40.90 |
41.24 |
+0.31 |
154 |
1,178 |
-61 |
| Oct10 |
091124 |
40.96 |
41.29 |
40.96 |
41.29 |
+0.33 |
6 |
1,051 |
+1 |
| Total Volume and Open Interest |
86,302 |
257,793 |
-4,306 |
| Canola(WCE) |
| Jan10 |
091124 |
401.8 |
405.3 |
400.2 |
404.1 |
+2.5 |
10,492 |
75,141 |
-254 |
| Mar10 |
091124 |
408.1 |
411.2 |
406.4 |
410.7 |
+2.4 |
1,292 |
14,084 |
+134 |
| May10 |
091124 |
413.6 |
417.5 |
413.2 |
416.6 |
+2.9 |
205 |
1,858 |
+107 |
| Jul10 |
091124 |
419.6 |
422.1 |
419.6 |
420.0 |
+1.3 |
358 |
3,035 |
+18 |
| Nov10 |
091124 |
416.3 |
419.8 |
416.0 |
417.8 |
+1.3 |
477 |
1,695 |
+131 |
| Total Volume and Open Interest |
12,824 |
95,829 |
+136 |
| Corn(CBOT) |
| Dec09 |
091124 |
386.00 |
387.25 |
374.50 |
376.00 |
-11.25 |
114,564 |
207,607 |
-50,285 |
| Mar10 |
091124 |
401.75 |
403.25 |
390.25 |
392.00 |
-11.25 |
59,061 |
429,559 |
+9,004 |
| May10 |
091124 |
412.75 |
413.00 |
400.75 |
402.00 |
-11.25 |
6,619 |
80,420 |
-460 |
| Jul10 |
091124 |
420.00 |
421.00 |
409.00 |
410.50 |
-10.75 |
14,220 |
87,380 |
+2,474 |
| Sep10 |
091124 |
427.25 |
428.50 |
417.00 |
418.25 |
-9.25 |
3,292 |
22,617 |
+818 |
| Dec10 |
091124 |
434.00 |
437.50 |
424.50 |
426.00 |
-8.50 |
9,760 |
163,095 |
+2,454 |
| Total Volume and Open Interest |
208,182 |
1,017,704 |
-35,570 |
| Wheat(CBOT) |
| Dec09 |
091124 |
556.50 |
559.75 |
531.50 |
533.00 |
-24.25 |
35,167 |
45,853 |
-17,298 |
| Mar10 |
091124 |
577.50 |
581.00 |
552.00 |
553.50 |
-25.00 |
25,441 |
179,409 |
+3,022 |
| May10 |
091124 |
590.00 |
591.00 |
564.75 |
566.25 |
-24.75 |
797 |
23,200 |
-341 |
| Jul10 |
091124 |
599.00 |
600.50 |
574.75 |
576.25 |
-24.25 |
2,349 |
52,001 |
+36 |
| Sep10 |
091124 |
609.00 |
609.00 |
589.50 |
590.50 |
-23.75 |
480 |
15,332 |
+115 |
| Total Volume and Open Interest |
65,782 |
360,305 |
-14,364 |
| Wheat(KCBT) |
| Dec09 |
091124 |
554.00 |
556.50 |
528.00 |
529.50 |
-24.50 |
7,567 |
14,879 |
-4,624 |
| Mar10 |
091124 |
570.00 |
572.75 |
544.00 |
545.75 |
-24.50 |
7,312 |
54,032 |
+1,139 |
| May10 |
091124 |
581.00 |
584.00 |
555.75 |
557.75 |
-23.50 |
320 |
7,364 |
+64 |
| Jul10 |
091124 |
592.00 |
595.25 |
568.00 |
570.00 |
-22.75 |
832 |
25,813 |
-64 |
| Sep10 |
091124 |
594.25 |
599.50 |
580.25 |
581.75 |
-22.25 |
128 |
2,227 |
+64 |
| Total Volume and Open Interest |
16,787 |
134,190 |
-3,712 |
| Wheat(MGE) |
| Dec09 |
091124 |
563.50 |
563.50 |
539.25 |
540.00 |
-23.25 |
5,136 |
7,426 |
-842 |
| Mar10 |
091124 |
580.00 |
581.25 |
556.75 |
558.75 |
-22.75 |
2,868 |
20,396 |
+784 |
| May10 |
091124 |
594.25 |
594.25 |
569.75 |
571.25 |
-22.00 |
269 |
4,505 |
+39 |
| Jul10 |
091124 |
603.00 |
603.00 |
582.00 |
582.75 |
-22.50 |
445 |
8,210 |
+62 |
| Sep10 |
091124 |
613.00 |
617.00 |
594.50 |
594.75 |
-23.00 |
146 |
2,689 |
-37 |
| Total Volume and Open Interest |
9,055 |
50,515 |
+118 |
| Oats(CBOT) |
| Dec09 |
091124 |
257.75 |
258.75 |
254.50 |
257.50 |
+0.25 |
1,058 |
2,838 |
-1,186 |
| Mar10 |
091124 |
271.00 |
272.00 |
268.25 |
271.00 |
+0.25 |
490 |
9,693 |
+173 |
| May10 |
091124 |
279.25 |
279.25 |
279.00 |
279.25 |
+0.25 |
2 |
393 |
+2 |
| Jul10 |
091124 |
286.75 |
286.75 |
286.50 |
286.75 |
+0.25 |
490 |
514 |
+490 |
| Total Volume and Open Interest |
2,041 |
13,818 |
-521 |
| Rough Rice(CBOT) |
| Jan10 |
091124 |
15.19 |
15.31 |
15.19 |
15.27 |
+0.05 |
381 |
10,238 |
+51 |
| Mar10 |
091124 |
15.44 |
15.56 |
15.44 |
15.52 |
+0.05 |
97 |
3,245 |
+40 |
| May10 |
091124 |
15.78 |
15.78 |
15.75 |
15.77 |
+0.06 |
3 |
374 |
+1 |
| Jul10 |
091124 |
15.99 |
15.99 |
15.95 |
15.99 |
+0.04 |
2 |
555 |
+0 |
| Total Volume and Open Interest |
488 |
15,124 |
+90 |
| Live Cattle(CME) |
| Dec09 |
091124 |
83.750 |
83.930 |
83.050 |
83.400 |
-0.650 |
8,793 |
42,458 |
-2,788 |
| Feb10 |
091124 |
85.635 |
85.830 |
85.200 |
85.500 |
-0.330 |
14,679 |
121,600 |
+2,091 |
| Apr10 |
091124 |
88.050 |
88.285 |
87.900 |
88.135 |
-0.250 |
6,997 |
59,875 |
+1,782 |
| Jun10 |
091124 |
85.000 |
85.250 |
84.750 |
84.950 |
-0.150 |
2,373 |
27,015 |
+839 |
| Aug10 |
091124 |
85.450 |
85.600 |
85.180 |
85.450 |
-0.100 |
270 |
7,107 |
+108 |
| Oct10 |
091124 |
88.100 |
88.450 |
88.100 |
88.400 |
+0.050 |
203 |
4,160 |
+52 |
| Total Volume and Open Interest |
33,432 |
264,237 |
+2,085 |
| Feeder Cattle(CME) |
| Jan10 |
091124 |
93.000 |
93.500 |
92.635 |
93.230 |
+0.345 |
1,666 |
16,865 |
+175 |
| Mar10 |
091124 |
93.900 |
94.385 |
93.600 |
94.300 |
+0.400 |
475 |
5,821 |
+118 |
| Apr10 |
091124 |
95.000 |
95.650 |
94.850 |
95.550 |
+0.320 |
120 |
879 |
+36 |
| May10 |
091124 |
95.800 |
96.400 |
95.635 |
96.285 |
+0.105 |
240 |
1,939 |
+97 |
| Aug10 |
091124 |
98.000 |
98.300 |
98.000 |
98.250 |
+0.200 |
192 |
501 |
+91 |
| Sep10 |
091124 |
98.050 |
98.050 |
98.050 |
98.050 |
+0.050 |
0 |
4 |
+0 |
| Oct10 |
091124 |
97.700 |
97.700 |
97.700 |
97.700 |
unch |
0 |
3 |
+0 |
| Total Volume and Open Interest |
2,693 |
26,012 |
+517 |
| Lean Hogs(CME) |
| Dec09 |
091124 |
58.300 |
59.035 |
57.785 |
58.630 |
+0.330 |
11,057 |
24,259 |
-1,523 |
| Feb10 |
091124 |
65.300 |
66.400 |
65.150 |
66.000 |
+0.465 |
8,871 |
69,410 |
+826 |
| Apr10 |
091124 |
69.000 |
69.850 |
68.750 |
69.450 |
+0.225 |
5,728 |
34,578 |
+1,009 |
| May10 |
091124 |
73.050 |
73.430 |
72.750 |
73.250 |
+0.115 |
111 |
1,851 |
+76 |
| Jun10 |
091124 |
76.600 |
77.000 |
76.150 |
76.580 |
-0.055 |
1,667 |
18,651 |
+372 |
| Jul10 |
091124 |
75.700 |
76.225 |
75.700 |
75.885 |
+0.135 |
574 |
6,626 |
+204 |
| Aug10 |
091124 |
75.400 |
75.680 |
75.200 |
75.475 |
+0.175 |
517 |
5,068 |
+241 |
| Oct10 |
091124 |
67.850 |
68.300 |
67.800 |
68.180 |
+0.130 |
44 |
2,991 |
+24 |
| Total Volume and Open Interest |
28,659 |
165,224 |
+1,293 |
| Pork Bellies(CME) |
| Feb10 |
091124 |
85.700 |
86.830 |
84.800 |
86.680 |
+0.880 |
26 |
374 |
-9 |
| Mar10 |
091124 |
84.000 |
84.000 |
83.950 |
84.000 |
+0.900 |
2 |
88 |
+0 |
| May10 |
091124 |
85.250 |
86.830 |
85.250 |
85.250 |
unch |
1 |
79 |
+0 |
| Jul10 |
091124 |
86.500 |
86.500 |
86.500 |
86.500 |
unch |
0 |
20 |
+0 |
| Aug10 |
091124 |
84.500 |
84.500 |
84.500 |
84.500 |
unch |
0 |
15 |
+0 |
| Total Volume and Open Interest |
29 |
576 |
-9 |
| Class III Milk(CME) |
| Nov09 |
091124 |
14.07 |
14.08 |
14.04 |
14.08 |
+0.04 |
10 |
3,873 |
-5 |
| Dec09 |
091124 |
14.60 |
14.74 |
14.58 |
14.70 |
unch |
296 |
5,173 |
-100 |
| Jan10 |
091124 |
14.85 |
14.88 |
14.72 |
14.88 |
+0.03 |
275 |
3,207 |
+22 |
| Feb10 |
091124 |
14.93 |
14.98 |
14.85 |
14.93 |
-0.01 |
169 |
2,213 |
+43 |
| Mar10 |
091124 |
15.20 |
15.25 |
15.14 |
15.25 |
unch |
81 |
1,851 |
+18 |
| Total Volume and Open Interest |
1,491 |
24,215 |
+181 |
| Cocoa(ICE) |
| Dec09 |
091124 |
3224 |
3224 |
3200 |
3205 |
-37 |
53 |
426 |
-36 |
| Mar10 |
091124 |
3286 |
3290 |
3235 |
3248 |
-45 |
8,792 |
75,335 |
+800 |
| May10 |
091124 |
3310 |
3310 |
3254 |
3268 |
-45 |
1,249 |
18,089 |
+211 |
| Jul10 |
091124 |
3292 |
3292 |
3259 |
3271 |
-44 |
820 |
6,853 |
+266 |
| Sep10 |
091124 |
3280 |
3280 |
3247 |
3259 |
-43 |
102 |
5,005 |
+35 |
| Dec10 |
091124 |
3237 |
3249 |
3237 |
3249 |
-42 |
163 |
3,809 |
+73 |
| Mar11 |
091124 |
3241 |
3241 |
3241 |
3241 |
-38 |
157 |
7,565 |
+73 |
| Total Volume and Open Interest |
11,336 |
123,538 |
+1,422 |
| Coffee "C"(ICE) |
| Dec09 |
091124 |
136.05 |
137.05 |
135.50 |
136.05 |
-0.25 |
527 |
3,159 |
-1,140 |
| Mar10 |
091124 |
137.20 |
138.20 |
135.80 |
136.15 |
-1.25 |
7,876 |
72,023 |
-673 |
| May10 |
091124 |
138.70 |
139.75 |
137.55 |
137.85 |
-1.30 |
933 |
18,024 |
-263 |
| Jul10 |
091124 |
140.50 |
141.00 |
139.30 |
139.55 |
-1.10 |
559 |
5,107 |
+280 |
| Sep10 |
091124 |
142.50 |
142.50 |
140.70 |
141.15 |
-1.00 |
70 |
4,472 |
+20 |
| Dec10 |
091124 |
144.55 |
144.65 |
142.85 |
143.60 |
-0.75 |
175 |
4,207 |
+75 |
| Total Volume and Open Interest |
10,251 |
108,669 |
-1,724 |
| Orange Juice(ICE) |
| Jan10 |
091124 |
111.70 |
113.85 |
110.85 |
112.05 |
+0.45 |
897 |
17,111 |
+9 |
| Mar10 |
091124 |
115.70 |
115.70 |
114.30 |
115.55 |
+0.50 |
151 |
7,910 |
+100 |
| May10 |
091124 |
118.25 |
118.90 |
117.90 |
118.90 |
+0.45 |
84 |
3,010 |
+53 |
| Jul10 |
091124 |
121.80 |
121.90 |
121.80 |
121.90 |
+0.55 |
0 |
832 |
+0 |
| Sep10 |
091124 |
124.40 |
124.40 |
124.40 |
124.40 |
+0.55 |
0 |
414 |
+0 |
| Nov10 |
091124 |
126.50 |
126.50 |
126.50 |
126.50 |
+0.55 |
0 |
47 |
+0 |
| Total Volume and Open Interest |
1,132 |
29,524 |
+162 |
| Sugar #11(ICE) |
| Mar10 |
091124 |
22.11 |
22.58 |
22.00 |
22.08 |
-0.06 |
39,407 |
353,790 |
-1,114 |
| May10 |
091124 |
21.45 |
21.79 |
21.30 |
21.34 |
-0.06 |
13,103 |
106,829 |
+2,730 |
| Jul10 |
091124 |
20.10 |
20.53 |
20.06 |
20.09 |
-0.07 |
6,347 |
115,355 |
+904 |
| Oct10 |
091124 |
19.68 |
19.80 |
19.36 |
19.44 |
-0.11 |
2,326 |
87,581 |
-792 |
| Mar11 |
091124 |
19.05 |
19.45 |
19.05 |
19.13 |
-0.04 |
2,261 |
47,393 |
-300 |
| Total Volume and Open Interest |
65,929 |
771,772 |
+1,901 |
| London Cocoa(LCE) |
| Dec09 |
091030 |
2127 |
2146 |
2122 |
2127 |
-20 |
3,155 |
54,406 |
-13 |
| Mar10 |
091124 |
2170 |
2175 |
2147 |
2151 |
-20 |
7,134 |
48,184 |
+1,874 |
| May10 |
091124 |
2194 |
2194 |
2170 |
2173 |
-18 |
1,100 |
49,811 |
+124 |
| Jul10 |
091124 |
2140 |
2145 |
2136 |
2137 |
-13 |
815 |
17,397 |
+509 |
| Sep10 |
091124 |
2107 |
2108 |
2094 |
2094 |
-24 |
397 |
6,990 |
+200 |
| Dec10 |
091124 |
2077 |
2089 |
2071 |
2071 |
-25 |
308 |
7,081 |
+215 |
| Mar11 |
091124 |
2064 |
2064 |
2054 |
2054 |
-26 |
8 |
7,661 |
+0 |
| Total Volume and Open Interest |
15,592 |
176,844 |
+2,182 |
| London Sugar(LCE) |
| Mar10 |
091124 |
599.00 |
608.20 |
596.50 |
599.50 |
+0.80 |
4,122 |
34,237 |
-529 |
| May10 |
091124 |
585.70 |
594.80 |
584.80 |
588.20 |
+0.60 |
1,511 |
18,738 |
+152 |
| Aug10 |
091124 |
555.10 |
564.30 |
554.30 |
556.40 |
+0.60 |
751 |
9,452 |
-17 |
| Oct10 |
091124 |
538.30 |
538.30 |
528.70 |
530.40 |
unch |
117 |
4,493 |
-30 |
| Dec10 |
091124 |
515.30 |
518.20 |
515.30 |
518.20 |
+4.20 |
0 |
832 |
+0 |
| Total Volume and Open Interest |
6,501 |
67,827 |
-424 |
| Cotton(ICE) |
| Dec09 |
091124 |
70.45 |
71.52 |
70.45 |
71.52 |
+1.14 |
6,815 |
1,127 |
-5,370 |
| Mar10 |
091124 |
74.50 |
75.54 |
74.38 |
75.52 |
+1.04 |
12,898 |
129,088 |
+4,402 |
| May10 |
091124 |
75.47 |
76.50 |
75.36 |
76.47 |
+1.07 |
1,590 |
11,422 |
+641 |
| Jul10 |
091124 |
75.98 |
77.11 |
75.86 |
77.04 |
+1.08 |
1,078 |
17,722 |
+213 |
| Oct10 |
091124 |
77.00 |
77.49 |
77.00 |
77.49 |
+0.93 |
3 |
113 |
+0 |
| Dec10 |
091124 |
77.00 |
77.95 |
76.75 |
77.95 |
+0.90 |
784 |
9,506 |
+546 |
| Total Volume and Open Interest |
23,199 |
169,660 |
+452 |
| Lumber(CME) |
| Jan10 |
091124 |
230.6 |
236.3 |
230.5 |
234.8 |
+8.5 |
468 |
7,185 |
-37 |
| Mar10 |
091124 |
250.9 |
257.5 |
250.9 |
257.5 |
+7.2 |
266 |
3,199 |
+46 |
| May10 |
091124 |
255.8 |
261.0 |
255.8 |
261.0 |
+5.2 |
67 |
308 |
+21 |
| Jul10 |
091124 |
258.0 |
259.2 |
256.0 |
258.6 |
+3.6 |
20 |
77 |
+19 |
| Total Volume and Open Interest |
846 |
10,829 |
+73 |
| Crude Oil(NYM) |
| Jan10 |
091124 |
77.45 |
77.80 |
75.60 |
76.02 |
-1.54 |
263,044 |
327,198 |
-5,515 |
| Feb10 |
091124 |
78.48 |
78.72 |
76.67 |
77.19 |
-1.31 |
46,965 |
90,333 |
+3,437 |
| Mar10 |
091124 |
79.33 |
79.55 |
77.63 |
78.18 |
-1.15 |
20,095 |
79,483 |
+1,750 |
| Apr10 |
091124 |
79.65 |
80.31 |
78.57 |
78.96 |
-1.11 |
7,498 |
24,864 |
-139 |
| May10 |
091124 |
80.68 |
80.89 |
79.26 |
79.66 |
-1.08 |
5,148 |
26,612 |
-37 |
| Jun10 |
091124 |
81.33 |
81.55 |
79.83 |
80.28 |
-1.05 |
11,690 |
104,444 |
-281 |
| Jul10 |
091124 |
82.08 |
82.08 |
80.40 |
80.79 |
-1.03 |
3,023 |
29,148 |
+538 |
| Aug10 |
091124 |
81.34 |
81.34 |
81.18 |
81.24 |
-1.02 |
3,406 |
14,006 |
+762 |
| Sep10 |
091124 |
82.65 |
82.69 |
81.62 |
81.66 |
-1.01 |
2,542 |
25,375 |
-37 |
| Oct10 |
091124 |
82.18 |
82.18 |
81.89 |
82.08 |
-1.02 |
834 |
15,587 |
-51 |
| Nov10 |
091124 |
82.34 |
82.54 |
82.34 |
82.54 |
-1.02 |
1,168 |
15,137 |
-268 |
| Dec10 |
091124 |
83.83 |
84.31 |
82.47 |
83.02 |
-1.02 |
11,927 |
119,021 |
+1,324 |
| Jan11 |
091124 |
83.32 |
83.32 |
83.32 |
83.32 |
-1.02 |
1,604 |
16,635 |
-12 |
| Feb11 |
091124 |
83.58 |
83.58 |
83.58 |
83.58 |
-1.02 |
992 |
8,315 |
+200 |
| Mar11 |
091124 |
83.86 |
83.86 |
83.86 |
83.86 |
-1.03 |
737 |
6,070 |
-9 |
| Apr11 |
091124 |
84.13 |
84.13 |
84.13 |
84.13 |
-1.04 |
409 |
7,024 |
+177 |
| Total Volume and Open Interest |
386,093 |
1,137,487 |
-31,856 |
| 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 |
091124 |
77.475 |
77.775 |
75.600 |
76.025 |
-1.450 |
9,145 |
2,963 |
+826 |
| Feb10 |
091124 |
78.400 |
78.725 |
76.700 |
77.200 |
-1.300 |
458 |
353 |
+30 |
| Mar10 |
091124 |
79.575 |
79.575 |
77.900 |
78.175 |
-1.150 |
133 |
164 |
+22 |
| Apr10 |
091124 |
78.700 |
78.950 |
78.700 |
78.950 |
-1.125 |
1 |
7 |
+0 |
| May10 |
091124 |
79.650 |
79.650 |
79.650 |
79.650 |
-1.100 |
0 |
2 |
+0 |
| Jun10 |
091124 |
80.275 |
80.275 |
80.275 |
80.275 |
-1.050 |
0 |
8 |
+0 |
| Jul10 |
091124 |
81.550 |
81.550 |
80.800 |
80.800 |
-1.025 |
0 |
6 |
+0 |
| Aug10 |
091124 |
81.250 |
81.250 |
81.250 |
81.250 |
-1.000 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
10,109 |
3,707 |
+159 |
| Heating Oil(NYM) |
| Dec09 |
091124 |
197.84 |
199.00 |
193.45 |
194.97 |
-3.02 |
25,678 |
34,808 |
-2,260 |
| Jan10 |
091124 |
201.55 |
202.82 |
197.43 |
198.95 |
-2.81 |
41,896 |
87,384 |
-2,889 |
| Feb10 |
091124 |
204.29 |
205.74 |
200.45 |
201.96 |
-2.74 |
10,654 |
37,099 |
+1,246 |
| Mar10 |
091124 |
207.00 |
208.00 |
202.99 |
204.39 |
-2.63 |
5,614 |
30,974 |
+1,539 |
| Apr10 |
091124 |
208.17 |
208.50 |
204.49 |
205.55 |
-2.54 |
2,615 |
17,319 |
+194 |
| May10 |
091124 |
201.80 |
210.18 |
201.80 |
206.74 |
-2.57 |
2,819 |
13,125 |
+482 |
| Jun10 |
091124 |
210.50 |
211.28 |
206.75 |
207.94 |
-2.59 |
4,933 |
32,006 |
+202 |
| Jul10 |
091124 |
209.43 |
212.76 |
208.63 |
209.53 |
-2.59 |
656 |
9,104 |
-23 |
| Aug10 |
091124 |
210.65 |
211.56 |
210.65 |
211.44 |
-2.58 |
501 |
4,418 |
+105 |
| Sep10 |
091124 |
213.30 |
213.89 |
213.00 |
213.82 |
-2.59 |
467 |
7,526 |
+114 |
| Oct10 |
091124 |
215.70 |
216.55 |
215.70 |
216.46 |
-2.60 |
258 |
4,042 |
+82 |
| Nov10 |
091124 |
218.13 |
219.15 |
218.13 |
219.11 |
-2.60 |
380 |
6,048 |
+159 |
| Total Volume and Open Interest |
101,060 |
327,478 |
-1,368 |
| Gasoline(NYMEX) |
| Dec09 |
091124 |
197.50 |
198.87 |
193.12 |
193.90 |
-4.04 |
29,727 |
28,038 |
-3,676 |
| Jan10 |
091124 |
199.50 |
200.91 |
195.12 |
195.98 |
-3.95 |
45,864 |
109,456 |
-1,004 |
| Feb10 |
091124 |
201.51 |
203.16 |
197.73 |
198.54 |
-3.68 |
13,032 |
28,467 |
+1,710 |
| Mar10 |
091124 |
205.52 |
205.52 |
200.71 |
201.18 |
-3.46 |
7,607 |
27,886 |
+82 |
| Apr10 |
091124 |
216.87 |
217.25 |
212.67 |
213.23 |
-3.20 |
5,161 |
19,777 |
+892 |
| May10 |
091124 |
214.51 |
215.23 |
213.96 |
214.57 |
-3.01 |
3,256 |
8,901 |
+30 |
| Jun10 |
091124 |
218.48 |
218.69 |
214.73 |
215.51 |
-2.97 |
3,043 |
10,289 |
+247 |
| Jul10 |
091124 |
215.91 |
216.61 |
215.11 |
215.88 |
-2.97 |
1,948 |
5,399 |
+588 |
| Aug10 |
091124 |
215.91 |
215.91 |
215.91 |
215.91 |
-3.01 |
1,668 |
5,227 |
+891 |
| Sep10 |
091124 |
215.14 |
215.14 |
215.14 |
215.14 |
-3.13 |
940 |
4,151 |
+56 |
| Total Volume and Open Interest |
113,045 |
268,492 |
-45 |
| e-miNY RBOB Gasoline(NYM) |
| Dec09 |
091117 |
200.50 |
200.50 |
200.49 |
200.50 |
+1.80 |
0 |
3 |
+0 |
| Jan10 |
091124 |
196.00 |
196.00 |
195.98 |
196.00 |
-3.93 |
|
|
|
| Feb10 |
091124 |
198.50 |
198.54 |
198.50 |
198.50 |
-3.72 |
|
|
|
| Mar10 |
091124 |
201.20 |
201.20 |
201.18 |
201.20 |
-3.44 |
|
|
|
| Total Volume and Open Interest |
0 |
3 |
+0 |
| Natural Gas(NYM) |
| Dec09 |
091124 |
4.470 |
4.610 |
4.361 |
4.486 |
+0.013 |
86,013 |
24,666 |
-7,795 |
| Jan10 |
091124 |
4.813 |
4.880 |
4.673 |
4.766 |
-0.025 |
57,538 |
200,063 |
+8,251 |
| Feb10 |
091124 |
4.889 |
4.971 |
4.769 |
4.855 |
-0.033 |
13,195 |
61,911 |
+1,417 |
| Mar10 |
091124 |
4.948 |
5.005 |
4.819 |
4.897 |
-0.037 |
11,761 |
81,527 |
+879 |
| Apr10 |
091124 |
4.970 |
5.035 |
4.857 |
4.925 |
-0.045 |
11,374 |
50,449 |
+1,654 |
| May10 |
091124 |
5.025 |
5.091 |
4.924 |
4.983 |
-0.052 |
2,559 |
31,442 |
-57 |
| Jun10 |
091124 |
5.136 |
5.185 |
5.022 |
5.071 |
-0.060 |
1,166 |
20,389 |
-28 |
| Jul10 |
091124 |
5.225 |
5.270 |
5.120 |
5.171 |
-0.068 |
1,996 |
16,538 |
+402 |
| Aug10 |
091124 |
5.240 |
5.333 |
5.207 |
5.250 |
-0.069 |
1,293 |
15,257 |
+205 |
| Sep10 |
091124 |
5.301 |
5.408 |
5.274 |
5.308 |
-0.069 |
1,151 |
15,981 |
+185 |
| Oct10 |
091124 |
5.441 |
5.555 |
5.407 |
5.450 |
-0.065 |
4,096 |
31,043 |
+304 |
| Nov10 |
091124 |
5.920 |
5.995 |
5.855 |
5.900 |
-0.060 |
340 |
8,313 |
-22 |
| Dec10 |
091124 |
6.320 |
6.416 |
6.263 |
6.320 |
-0.045 |
1,739 |
16,083 |
-14 |
| Jan11 |
091124 |
6.550 |
6.640 |
6.504 |
6.550 |
-0.045 |
863 |
12,707 |
-81 |
| Feb11 |
091124 |
6.575 |
6.610 |
6.500 |
6.540 |
-0.045 |
187 |
6,052 |
-65 |
| Mar11 |
091124 |
6.410 |
6.451 |
6.330 |
6.380 |
-0.040 |
428 |
16,320 |
+94 |
| Total Volume and Open Interest |
197,897 |
716,378 |
+5,052 |
| Brent Crude Oil(ICE) |
| Jan10 |
091124 |
77.46 |
77.84 |
76.01 |
76.46 |
-1.00 |
124,126 |
219,463 |
-8,565 |
| Feb10 |
091124 |
78.15 |
78.60 |
76.82 |
77.28 |
-0.95 |
40,326 |
121,144 |
-1,067 |
| Mar10 |
091124 |
79.05 |
79.37 |
77.61 |
78.10 |
-0.92 |
21,117 |
52,048 |
+2,282 |
| Apr10 |
091124 |
79.80 |
80.07 |
78.38 |
78.85 |
-0.89 |
9,408 |
24,044 |
+373 |
| May10 |
091124 |
80.49 |
80.74 |
79.20 |
79.53 |
-0.89 |
6,877 |
17,296 |
+517 |
| Jun10 |
091124 |
81.15 |
81.40 |
79.64 |
80.17 |
-0.90 |
11,350 |
53,505 |
+51 |
| Jul10 |
091124 |
81.74 |
81.98 |
80.50 |
80.77 |
-0.90 |
2,812 |
13,748 |
+271 |
| Aug10 |
091124 |
82.30 |
82.53 |
80.98 |
81.32 |
-0.90 |
2,069 |
9,391 |
-243 |
| Sep10 |
091124 |
82.82 |
83.05 |
81.51 |
81.84 |
-0.90 |
2,558 |
6,305 |
-170 |
| Oct10 |
091124 |
82.33 |
82.33 |
82.33 |
82.33 |
-0.91 |
2,258 |
13,318 |
+127 |
| Nov10 |
091124 |
82.79 |
82.79 |
82.79 |
82.79 |
-0.90 |
1,830 |
8,745 |
-155 |
| Dec10 |
091124 |
84.15 |
84.50 |
82.86 |
83.24 |
-0.91 |
7,033 |
70,295 |
-319 |
| Jan11 |
091124 |
83.67 |
83.67 |
83.67 |
83.67 |
-0.92 |
214 |
7,327 |
+127 |
| Feb11 |
091124 |
84.07 |
84.07 |
84.07 |
84.07 |
-0.93 |
15 |
3,921 |
-10 |
| Total Volume and Open Interest |
235,115 |
710,092 |
-6,323 |
| Gas Oil(ICE) |
| Dec09 |
091124 |
617.50 |
617.75 |
600.75 |
601.75 |
-26.50 |
49,001 |
93,787 |
-6,174 |
| Jan10 |
091124 |
629.25 |
629.25 |
612.50 |
613.50 |
-26.25 |
62,740 |
128,544 |
-1,744 |
| Feb10 |
091124 |
631.50 |
637.50 |
621.25 |
622.00 |
-26.50 |
22,218 |
54,031 |
+2,853 |
| Mar10 |
091124 |
642.25 |
645.00 |
629.75 |
629.75 |
-26.50 |
9,311 |
33,756 |
+892 |
| Apr10 |
091124 |
649.00 |
651.75 |
636.75 |
636.75 |
-26.25 |
5,056 |
22,008 |
+611 |
| May10 |
091124 |
653.50 |
656.50 |
643.50 |
643.50 |
-26.00 |
4,280 |
19,285 |
-604 |
| Jun10 |
091124 |
662.00 |
663.50 |
649.50 |
650.00 |
-26.00 |
9,978 |
44,741 |
-326 |
| Jul10 |
091124 |
667.75 |
669.50 |
657.25 |
657.25 |
-26.00 |
1,707 |
16,229 |
+211 |
| Aug10 |
091124 |
677.00 |
677.75 |
664.50 |
664.50 |
-26.00 |
2,120 |
16,504 |
+650 |
| Sep10 |
091124 |
685.00 |
685.00 |
671.75 |
671.75 |
-25.50 |
938 |
14,216 |
+477 |
| Total Volume and Open Interest |
175,183 |
562,887 |
-4,101 |
| Ethanol(CBOT) |
| Nov09 |
091104 |
1.970 |
2.000 |
1.970 |
1.970 |
+0.020 |
5 |
151 |
-1 |
| Dec09 |
091124 |
2.075 |
2.085 |
2.060 |
2.079 |
-0.023 |
107 |
421 |
-64 |
| Jan10 |
091124 |
1.950 |
1.958 |
1.941 |
1.951 |
-0.036 |
38 |
767 |
+13 |
| Feb10 |
091124 |
1.897 |
1.904 |
1.885 |
1.899 |
-0.036 |
12 |
511 |
+9 |
| Mar10 |
091124 |
1.883 |
1.895 |
1.881 |
1.893 |
-0.024 |
13 |
791 |
+22 |
| Apr10 |
091124 |
1.871 |
1.879 |
1.865 |
1.878 |
-0.041 |
6 |
453 |
+6 |
| May10 |
091124 |
1.858 |
1.875 |
1.845 |
1.863 |
-0.036 |
17 |
384 |
+5 |
| Jun10 |
091124 |
1.850 |
1.855 |
1.840 |
1.850 |
-0.030 |
11 |
292 |
+10 |
| Total Volume and Open Interest |
270 |
5,837 |
+42 |
| US Dollar Index(ICE) |
| Dec09 |
091124 |
75.290 |
75.525 |
75.060 |
75.125 |
-0.045 |
18,011 |
39,090 |
+818 |
| Mar10 |
091124 |
75.600 |
75.670 |
75.400 |
75.455 |
-0.045 |
226 |
2,575 |
+60 |
| Jun10 |
091124 |
75.890 |
75.890 |
75.840 |
75.840 |
-0.045 |
0 |
7 |
+0 |
| Total Volume and Open Interest |
18,237 |
41,672 |
+878 |
| Australian Dollar(CME) |
| Dec09 |
091124 |
92.24 |
92.39 |
91.14 |
91.85 |
-0.46 |
93,633 |
112,935 |
-3,439 |
| Mar10 |
091124 |
91.47 |
91.50 |
90.29 |
90.98 |
-0.47 |
701 |
7,632 |
+199 |
| Jun10 |
091124 |
90.00 |
90.47 |
90.00 |
90.00 |
-0.47 |
0 |
10 |
+0 |
| Total Volume and Open Interest |
94,334 |
120,594 |
-3,240 |
| British Pound(CME) |
| Dec09 |
091124 |
166.12 |
166.18 |
164.95 |
165.89 |
-0.29 |
114,426 |
89,387 |
-5,301 |
| Mar10 |
091124 |
166.23 |
166.23 |
164.86 |
165.78 |
-0.29 |
745 |
1,118 |
+170 |
| Jun10 |
091124 |
165.71 |
165.97 |
165.10 |
165.65 |
-0.32 |
0 |
119 |
+0 |
| Total Volume and Open Interest |
115,171 |
90,694 |
-5,131 |
| Canadian Dollar(CME) |
| Dec09 |
091124 |
94.66 |
94.75 |
93.94 |
94.55 |
-0.20 |
70,150 |
82,061 |
-3,330 |
| Mar10 |
091124 |
94.59 |
94.67 |
93.97 |
94.55 |
-0.20 |
590 |
6,116 |
+227 |
| Jun10 |
091124 |
94.50 |
94.73 |
93.97 |
94.52 |
-0.21 |
18 |
516 |
+4 |
| Sep10 |
091124 |
94.29 |
94.67 |
94.11 |
94.47 |
-0.20 |
6 |
440 |
+2 |
| Total Volume and Open Interest |
70,767 |
89,445 |
-3,097 |
| Japanese Yen(CME) |
| Dec09 |
091124 |
112.34 |
113.19 |
112.29 |
112.94 |
+0.57 |
68,712 |
124,802 |
-1,812 |
| Mar10 |
091124 |
112.60 |
113.21 |
112.37 |
112.98 |
+0.56 |
96 |
3,073 |
+36 |
| Jun10 |
091124 |
113.07 |
113.12 |
112.48 |
113.04 |
+0.56 |
0 |
16 |
+0 |
| Total Volume and Open Interest |
68,818 |
127,922 |
-1,766 |
| Swiss Franc(CME) |
| Dec09 |
091124 |
99.01 |
99.27 |
98.50 |
99.19 |
+0.11 |
55,876 |
50,056 |
-310 |
| Mar10 |
091124 |
98.98 |
99.29 |
98.58 |
99.24 |
+0.11 |
31 |
589 |
-6 |
| Jun10 |
091124 |
99.29 |
99.29 |
98.92 |
99.29 |
+0.10 |
0 |
5 |
+0 |
| Total Volume and Open Interest |
55,907 |
50,651 |
-316 |
| EuroFX(CME) |
| Dec09 |
091124 |
149.59 |
149.88 |
148.86 |
149.75 |
+0.03 |
269,615 |
170,031 |
+910 |
| Mar10 |
091124 |
149.53 |
149.78 |
148.78 |
149.65 |
+0.04 |
1,269 |
3,114 |
+282 |
| Jun10 |
091124 |
149.45 |
149.63 |
148.93 |
149.51 |
+0.03 |
13 |
182 |
+0 |
| Total Volume and Open Interest |
271,017 |
173,457 |
+1,312 |
| Mexican Peso(CME) |
| Dec09 |
091124 |
768.8 |
775.2 |
765.8 |
774.2 |
+5.5 |
10,888 |
97,275 |
+2,957 |
| Jan10 |
091124 |
770.2 |
770.2 |
764.8 |
770.2 |
+5.5 |
|
|
|
| Total Volume and Open Interest |
10,897 |
99,774 |
+2,962 |
| 30-Year T-Bonds(CBOT) |
| Dec09 |
091124 |
120~310 |
121~230 |
120~280 |
121~170 |
+0~200 |
271,487 |
689,296 |
-29,663 |
| Mar10 |
091124 |
120~110 |
121~050 |
120~090 |
120~300 |
+0~210 |
62,677 |
100,309 |
+38,113 |
| Jun10 |
091124 |
119~010 |
119~130 |
118~250 |
119~130 |
+0~200 |
0 |
39 |
+0 |
| Total Volume and Open Interest |
334,164 |
789,644 |
+8,450 |
| 10-Year T-Notes(CBOT) |
| Dec09 |
091124 |
119~215 |
120~080 |
119~195 |
120~030 |
+0~150 |
812,742 |
1,186,289 |
-97,006 |
| Mar10 |
091124 |
118~115 |
118~300 |
118~110 |
118~255 |
+0~155 |
124,337 |
160,407 |
+70,555 |
| Jun10 |
091124 |
117~160 |
117~160 |
117~000 |
117~160 |
+0~160 |
|
|
|
| Total Volume and Open Interest |
937,079 |
1,346,696 |
-26,451 |
| 5-Year T-Notes(CBOT) |
| Dec09 |
091124 |
117~078 |
117~093 |
117~076 |
117~093 |
+0~037 |
|
|
|
| Mar10 |
091124 |
116~026 |
116~083 |
116~025 |
116~073 |
+0~045 |
50,768 |
111,727 |
+18,918 |
| Jun10 |
091124 |
115~040 |
115~040 |
114~118 |
115~040 |
+0~050 |
|
|
|
| Total Volume and Open Interest |
461,311 |
869,146 |
-24,884 |
| 2 Year T-Notes(CBOT) |
| Dec09 |
091124 |
109~030 |
109~035 |
109~030 |
109~035 |
+0~013 |
347,403 |
889,095 |
-58,617 |
| Mar10 |
091124 |
108~082 |
108~100 |
108~082 |
108~095 |
+0~014 |
122,431 |
186,071 |
+60,293 |
| Jun10 |
091124 |
108~016 |
108~028 |
108~011 |
108~028 |
+0~017 |
102 |
6,917 |
+2 |
| Total Volume and Open Interest |
469,936 |
1,082,083 |
+1,678 |
| Eurodollars(CME) |
| Dec09 |
091124 |
99.735 |
99.740 |
99.730 |
99.738 |
unch |
96,132 |
998,421 |
+1,945 |
| Mar10 |
091124 |
99.660 |
99.670 |
99.650 |
99.655 |
-0.005 |
133,485 |
1,107,791 |
+14,120 |
| Jun10 |
091124 |
99.495 |
99.520 |
99.495 |
99.510 |
+0.015 |
182,363 |
1,026,085 |
-4,153 |
| Sep10 |
091124 |
99.200 |
99.245 |
99.200 |
99.230 |
+0.030 |
169,353 |
759,799 |
+4,855 |
| Dec10 |
091124 |
98.820 |
98.880 |
98.815 |
98.865 |
+0.050 |
204,426 |
837,336 |
+3,605 |
| Mar11 |
091124 |
98.440 |
98.520 |
98.435 |
98.500 |
+0.065 |
168,361 |
565,256 |
-39 |
| Jun11 |
091124 |
98.055 |
98.160 |
98.055 |
98.140 |
+0.075 |
151,849 |
556,518 |
+2,217 |
| Sep11 |
091124 |
97.730 |
97.840 |
97.730 |
97.820 |
+0.085 |
109,357 |
475,582 |
+6,890 |
| Dec11 |
091124 |
97.425 |
97.535 |
97.425 |
97.515 |
+0.085 |
69,248 |
268,143 |
+575 |
| Mar12 |
091124 |
97.170 |
97.285 |
97.170 |
97.265 |
+0.090 |
60,125 |
192,542 |
-3,221 |
| Jun12 |
091124 |
96.930 |
97.040 |
96.930 |
97.015 |
+0.090 |
45,852 |
173,632 |
-2,754 |
| Sep12 |
091124 |
96.725 |
96.825 |
96.720 |
96.800 |
+0.090 |
38,065 |
112,803 |
+67 |
| Dec12 |
091124 |
96.520 |
96.625 |
96.515 |
96.595 |
+0.090 |
14,811 |
62,871 |
-244 |
| Mar13 |
091124 |
96.385 |
96.480 |
96.360 |
96.445 |
+0.090 |
9,867 |
55,085 |
-594 |
| Jun13 |
091124 |
96.235 |
96.315 |
96.220 |
96.295 |
+0.090 |
7,730 |
52,055 |
-510 |
| Sep13 |
091124 |
96.105 |
96.190 |
96.075 |
96.155 |
+0.090 |
6,888 |
54,319 |
-95 |
| Dec13 |
091124 |
95.945 |
96.045 |
95.920 |
96.005 |
+0.085 |
4,320 |
28,766 |
-152 |
| Mar14 |
091124 |
95.840 |
95.920 |
95.820 |
95.900 |
+0.085 |
4,930 |
27,803 |
-744 |
| Total Volume and Open Interest |
1,488,298 |
7,491,897 |
+20,670 |
| 30 Day Federal Funds(CBOT) |
| Nov09 |
091124 |
99.880 |
99.882 |
99.880 |
99.880 |
unch |
5,446 |
70,050 |
-2,659 |
| Dec09 |
091124 |
99.880 |
99.880 |
99.875 |
99.880 |
unch |
4,042 |
68,757 |
+930 |
| Jan10 |
091124 |
99.870 |
99.870 |
99.865 |
99.870 |
unch |
2,473 |
62,089 |
+910 |
| Feb10 |
091124 |
99.850 |
99.850 |
99.845 |
99.850 |
unch |
1,894 |
71,567 |
+39 |
| Mar10 |
091124 |
99.840 |
99.840 |
99.835 |
99.840 |
unch |
1,554 |
47,662 |
-180 |
| Apr10 |
091124 |
99.825 |
99.830 |
99.820 |
99.825 |
unch |
3,763 |
61,214 |
+501 |
| Total Volume and Open Interest |
37,060 |
543,609 |
+3,370 |
| 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 |
091124 |
99.50 |
99.50 |
99.50 |
99.50 |
+0.01 |
0 |
3,811 |
+42 |
| Mar10 |
091124 |
99.52 |
99.52 |
99.52 |
99.52 |
+0.00 |
100 |
3,624 |
+100 |
| Jun10 |
091124 |
99.54 |
99.54 |
99.54 |
99.54 |
+0.01 |
100 |
1,814 |
+100 |
| Sep10 |
091124 |
99.54 |
99.54 |
99.54 |
99.54 |
+0.01 |
100 |
1,794 |
+100 |
| Dec10 |
091124 |
99.47 |
99.47 |
99.47 |
99.47 |
+0.00 |
0 |
892 |
+0 |
| Mar11 |
091124 |
99.39 |
99.39 |
99.39 |
99.39 |
+0.00 |
0 |
562 |
+0 |
| Jun11 |
091124 |
99.33 |
99.33 |
99.33 |
99.33 |
+0.01 |
0 |
52 |
+0 |
| Sep11 |
091124 |
99.33 |
99.33 |
99.33 |
99.33 |
+0.01 |
0 |
51 |
+0 |
| Total Volume and Open Interest |
300 |
14,281 |
+209 |
| Japanese Gov't Bonds(SGX) |
| Dec09 |
091124 |
139.24 |
139.54 |
139.22 |
139.54 |
+0.40 |
1,912 |
14,249 |
-173 |
| Mar10 |
091124 |
138.96 |
138.96 |
138.96 |
138.96 |
+0.43 |
1 |
4 |
+1 |
| Jun10 |
091124 |
138.96 |
138.96 |
138.96 |
138.96 |
+0.43 |
|
|
|
| Total Volume and Open Interest |
1,913 |
14,788 |
+535 |
| Euro-Bund(EUREX) |
| Dec09 |
091124 |
122.68 |
122.82 |
122.48 |
122.72 |
+0.27 |
680,045 |
932,505 |
+10,042 |
| Mar10 |
091124 |
122.25 |
122.41 |
122.08 |
122.31 |
+0.31 |
6,302 |
25,505 |
+1,563 |
| Jun10 |
091124 |
121.42 |
121.42 |
121.42 |
121.42 |
+0.27 |
100 |
2 |
-1 |
| Total Volume and Open Interest |
686,447 |
958,012 |
+11,604 |
| Euro-Bobl(EUREX) |
| Dec09 |
091124 |
116.13 |
116.24 |
116.06 |
116.21 |
+0.16 |
399,867 |
717,971 |
-6,810 |
| Mar10 |
091124 |
115.88 |
115.97 |
115.81 |
115.95 |
+0.18 |
2,297 |
15,538 |
+914 |
| Jun10 |
091124 |
115.51 |
115.51 |
115.51 |
115.51 |
+0.16 |
|
|
|
| Total Volume and Open Interest |
402,164 |
733,509 |
-5,896 |
| 3-Mth Euribor(EUREX) |
| Dec09 |
091124 |
99.255 |
99.255 |
99.250 |
99.250 |
-0.010 |
124 |
8,461 |
-28 |
| Mar10 |
091124 |
99.145 |
99.145 |
99.130 |
99.140 |
unch |
1,055 |
4,735 |
-651 |
| Jun10 |
091124 |
98.825 |
98.835 |
98.825 |
98.835 |
+0.010 |
51 |
4,829 |
-1 |
| Total Volume and Open Interest |
1,257 |
22,154 |
-680 |
| Long Gilt(LIFFE) |
| Dec09 |
091111 |
116~32 |
117~21 |
116~20 |
117~18 |
-0~31 |
73,487 |
237,970 |
+4,386 |
| Mar10 |
091124 |
117~04 |
117~07 |
117~00 |
117~04 |
+0~07 |
1,406 |
1,601 |
+1,280 |
| Total Volume and Open Interest |
52,125 |
233,280 |
-2,493 |
| 3-Mth Short Sterling(LIFFE) |
| Dec09 |
091124 |
99.40 |
99.41 |
99.36 |
99.38 |
-0.02 |
32,193 |
351,729 |
-3,393 |
| Mar10 |
091124 |
99.31 |
99.32 |
99.24 |
99.26 |
-0.05 |
54,417 |
382,426 |
+6,449 |
| Jun10 |
091124 |
99.05 |
99.08 |
98.98 |
99.00 |
-0.04 |
71,617 |
419,397 |
+2,645 |
| Sep10 |
091124 |
98.63 |
98.66 |
98.56 |
98.58 |
-0.03 |
67,131 |
303,083 |
-1,763 |
| Dec10 |
091124 |
98.14 |
98.18 |
98.07 |
98.09 |
-0.03 |
75,783 |
330,155 |
-6,242 |
| Mar11 |
091124 |
97.71 |
97.74 |
97.63 |
97.65 |
-0.03 |
63,809 |
215,063 |
-3,657 |
| Total Volume and Open Interest |
491,040 |
2,517,295 |
-13,308 |
| 3-Mth Euribor(LIFFE) |
| Dec09 |
091120 |
99.260 |
99.270 |
99.225 |
99.260 |
-0.005 |
41,467 |
595,369 |
-5,839 |
| Mar10 |
091124 |
99.140 |
99.160 |
99.110 |
99.140 |
unch |
198,244 |
689,956 |
+4,515 |
| Jun10 |
091124 |
98.830 |
98.860 |
98.795 |
98.835 |
+0.010 |
235,072 |
699,545 |
-17,185 |
| Total Volume and Open Interest |
1,199,370 |
3,529,537 |
+5,908 |
| 3-Mth Aus T-Bills(SFE) |
| Dec09 |
091124 |
95.92 |
95.93 |
95.89 |
95.93 |
unch |
16,559 |
309,751 |
-4,915 |
| Mar10 |
091124 |
95.50 |
95.52 |
95.44 |
95.51 |
unch |
17,654 |
225,363 |
-189 |
| Jun10 |
091124 |
95.14 |
95.16 |
95.08 |
95.16 |
+0.01 |
9,987 |
148,216 |
+539 |
| Sep10 |
091124 |
94.87 |
94.89 |
94.79 |
94.87 |
unch |
3,938 |
88,113 |
-6,265 |
| Dec10 |
091124 |
94.61 |
94.66 |
94.55 |
94.63 |
unch |
3,325 |
57,999 |
-109 |
| Mar11 |
091124 |
94.41 |
94.46 |
94.35 |
94.44 |
+0.01 |
166 |
25,661 |
-669 |
| Jun11 |
091124 |
94.24 |
94.29 |
94.20 |
94.27 |
-0.01 |
218 |
18,838 |
-553 |
| Sep11 |
091124 |
94.13 |
94.16 |
94.11 |
94.15 |
-0.02 |
324 |
12,599 |
+63 |
| Dec11 |
091124 |
94.06 |
94.06 |
94.06 |
94.06 |
-0.05 |
36 |
5,034 |
+36 |
| Mar12 |
091124 |
94.00 |
94.01 |
94.00 |
94.01 |
-0.07 |
116 |
2,802 |
+116 |
| Total Volume and Open Interest |
52,323 |
895,700 |
-11,946 |
| 10-Year Aus T-Bonds(SFE) |
| Dec09 |
091124 |
94.62 |
94.65 |
94.56 |
94.64 |
+0.01 |
14,898 |
346,005 |
-1,140 |
| Mar10 |
091124 |
94.64 |
94.64 |
94.64 |
94.64 |
+0.01 |
|
|
|
| Total Volume and Open Interest |
14,898 |
346,005 |
-1,140 |
| 3-Year Aus T-Bonds(SFE) |
| Dec09 |
091124 |
95.13 |
95.16 |
95.06 |
95.15 |
+0.01 |
58,965 |
797,555 |
+4,900 |
| Mar10 |
091124 |
95.15 |
95.15 |
95.15 |
95.15 |
+0.01 |
|
|
|
| Total Volume and Open Interest |
58,965 |
797,555 |
+4,900 |
| Gold(CMX) |
| Dec09 |
091124 |
1164.4 |
1171.7 |
1157.7 |
1165.8 |
+1.1 |
173,738 |
220,062 |
-18,454 |
| Feb10 |
091124 |
1165.6 |
1173.0 |
1159.1 |
1167.4 |
+1.2 |
40,063 |
171,798 |
+8,878 |
| Apr10 |
091124 |
1167.7 |
1173.7 |
1161.0 |
1168.5 |
+1.2 |
7,879 |
41,438 |
+3,114 |
| Jun10 |
091124 |
1164.0 |
1174.3 |
1162.3 |
1169.6 |
+1.3 |
5,772 |
19,725 |
+3,446 |
| Aug10 |
091124 |
1173.0 |
1175.0 |
1168.7 |
1170.8 |
+1.3 |
130 |
11,569 |
-33 |
| Oct10 |
091124 |
1172.1 |
1172.1 |
1172.1 |
1172.1 |
+1.2 |
38 |
4,675 |
+17 |
| Dec10 |
091124 |
1170.0 |
1178.6 |
1166.0 |
1173.8 |
+1.1 |
3,998 |
23,272 |
-71 |
| Feb11 |
091124 |
1176.2 |
1176.2 |
1176.2 |
1176.2 |
+1.1 |
0 |
2,541 |
+0 |
| Apr11 |
091124 |
1182.6 |
1182.6 |
1177.0 |
1178.7 |
+0.9 |
0 |
1,732 |
+0 |
| Jun11 |
091124 |
526.3 |
526.3 |
526.3 |
526.3 |
+0.7 |
304 |
9,970 |
-300 |
| Aug11 |
091124 |
1185.2 |
1185.2 |
1185.2 |
1185.2 |
+0.6 |
1 |
265 |
+0 |
| Total Volume and Open Interest |
232,083 |
535,380 |
-3,329 |
| Silver(CMX) |
| Dec09 |
091124 |
1858.5 |
1868.0 |
1833.0 |
1845.5 |
-15.5 |
44,234 |
50,548 |
-5,002 |
| Mar10 |
091124 |
1869.0 |
1871.5 |
1836.0 |
1849.4 |
-15.5 |
17,108 |
56,863 |
+7,300 |
| May10 |
091124 |
1860.5 |
1872.0 |
1841.0 |
1851.3 |
-15.6 |
1,301 |
11,281 |
-212 |
| Jul10 |
091124 |
1866.0 |
1868.0 |
1844.5 |
1852.8 |
-15.7 |
542 |
4,663 |
+490 |
| Sep10 |
091124 |
1854.4 |
1854.4 |
1854.4 |
1854.4 |
-15.7 |
30 |
2,589 |
-21 |
| Dec10 |
091124 |
1858.5 |
1875.5 |
1850.0 |
1857.1 |
-15.8 |
718 |
8,107 |
-76 |
| Mar11 |
091124 |
1859.9 |
1859.9 |
1859.9 |
1859.9 |
-15.8 |
0 |
48 |
+0 |
| Total Volume and Open Interest |
64,219 |
143,674 |
+2,466 |
| Platinum(NYMEX) |
| Jan10 |
091124 |
1462.0 |
1467.7 |
1440.8 |
1443.8 |
-23.8 |
2,628 |
32,175 |
+37 |
| Apr10 |
091124 |
1462.2 |
1466.1 |
1443.5 |
1445.3 |
-24.3 |
38 |
2,338 |
+27 |
| Jul10 |
091124 |
1452.0 |
1452.0 |
1447.4 |
1447.4 |
-25.5 |
1 |
134 |
+1 |
| Total Volume and Open Interest |
2,667 |
34,647 |
+65 |
| Palladium(NYMEX) |
| Dec09 |
091124 |
374.45 |
376.70 |
366.65 |
369.25 |
-4.05 |
3,707 |
8,173 |
-1,948 |
| Mar10 |
091124 |
373.30 |
378.00 |
368.00 |
370.80 |
-3.80 |
2,274 |
13,826 |
+2,088 |
| Jun10 |
091124 |
374.05 |
377.50 |
370.20 |
371.90 |
-3.85 |
56 |
110 |
+50 |
| Total Volume and Open Interest |
6,037 |
22,360 |
+190 |
| Copper(CMX) |
| Dec09 |
091124 |
313.00 |
314.60 |
309.25 |
311.35 |
-2.20 |
21,343 |
31,055 |
-675 |
| Mar10 |
091124 |
315.65 |
317.20 |
311.90 |
314.35 |
-1.85 |
10,835 |
97,707 |
+2,114 |
| May10 |
091124 |
313.00 |
317.00 |
313.00 |
315.35 |
-1.75 |
1,264 |
10,700 |
+716 |
| Jul10 |
091124 |
315.45 |
316.25 |
314.75 |
316.05 |
-1.60 |
533 |
3,804 |
+62 |
| Sep10 |
091124 |
317.30 |
317.30 |
316.00 |
316.45 |
-1.55 |
47 |
2,123 |
+34 |
| Total Volume and Open Interest |
35,364 |
152,487 |
+2,428 |
| 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 |
091124 |
10423 |
10438 |
10340 |
10405 |
-17 |
216 |
15,087 |
-61 |
| Mar10 |
091124 |
10312 |
10342 |
10312 |
10342 |
-17 |
39 |
1,002 |
+1 |
| Jun10 |
091124 |
10280 |
10297 |
10280 |
10280 |
-17 |
0 |
1 |
+0 |
| Sep10 |
091124 |
10228 |
10245 |
10228 |
10228 |
-17 |
|
|
|
| Total Volume and Open Interest |
255 |
16,090 |
-60 |
| S & P 500(CME) |
| Dec09 |
091124 |
1103.60 |
1106.80 |
1096.10 |
1103.10 |
-0.70 |
19,308 |
393,684 |
-189 |
| Mar10 |
091124 |
1093.70 |
1101.40 |
1092.00 |
1098.20 |
-0.70 |
302 |
7,772 |
+167 |
| Jun10 |
091124 |
1093.50 |
1096.60 |
1089.10 |
1093.50 |
-0.60 |
150 |
477 |
+83 |
| Sep10 |
091124 |
1089.50 |
1092.60 |
1085.10 |
1089.50 |
-0.60 |
|
|
|
| Total Volume and Open Interest |
19,760 |
401,938 |
+61 |
| S & P 500 E-Mini(Globex) |
| Dec09 |
091124 |
1103.50 |
1107.00 |
1095.00 |
1103.00 |
-0.75 |
1,451,811 |
2,564,267 |
+13,102 |
| Mar10 |
091124 |
1098.00 |
1101.75 |
1091.25 |
1098.25 |
-0.75 |
6,048 |
66,094 |
+3,425 |
| Total Volume and Open Interest |
1,457,876 |
2,630,422 |
+16,529 |
| NASDAQ 100(CME) |
| Dec09 |
091124 |
1789.00 |
1793.30 |
1775.00 |
1786.50 |
-4.80 |
1,986 |
23,030 |
+488 |
| Mar10 |
091124 |
1778.50 |
1784.00 |
1778.50 |
1784.00 |
-4.80 |
1 |
149 |
+1 |
| Jun10 |
091124 |
1783.00 |
1783.00 |
1782.80 |
1783.00 |
-4.80 |
|
|
|
| Total Volume and Open Interest |
1,987 |
23,179 |
+489 |
| NASDAQ 100 E-Mini(Globex) |
| Dec09 |
091124 |
1790.30 |
1793.80 |
1775.80 |
1786.50 |
-4.80 |
225,734 |
345,628 |
+7,669 |
| Mar10 |
091124 |
1782.80 |
1790.50 |
1773.50 |
1784.00 |
-4.80 |
205 |
4,385 |
-63 |
| Total Volume and Open Interest |
225,939 |
350,015 |
+7,606 |
| S & P Midcap 400(CME) |
| Dec09 |
091124 |
694.00 |
694.00 |
687.00 |
690.20 |
-3.20 |
36 |
2,247 |
+0 |
| Mar10 |
091124 |
687.80 |
688.70 |
687.80 |
687.80 |
-3.20 |
|
|
|
| Jun10 |
091124 |
685.80 |
686.70 |
685.80 |
685.80 |
-3.20 |
|
|
|
| Total Volume and Open Interest |
36 |
2,247 |
+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 |
091124 |
9545 |
9550 |
9360 |
9375 |
-100 |
130,387 |
196,280 |
+6,354 |
| Mar10 |
091124 |
9545 |
9545 |
9370 |
9370 |
-115 |
33 |
2,490 |
-30 |
| Total Volume and Open Interest |
130,421 |
202,421 |
+2,686 |
| Nikkei 225(SGX) |
| Dec09 |
091124 |
9545 |
9550 |
9360 |
9375 |
-100 |
130,387 |
196,280 |
+6,354 |
| Mar10 |
091124 |
9545 |
9545 |
9370 |
9370 |
-115 |
33 |
2,490 |
-30 |
| Jun10 |
091124 |
9410 |
9410 |
9410 |
9410 |
-95 |
0 |
424 |
+0 |
| Total Volume and Open Interest |
130,421 |
202,421 |
+2,686 |
| CAC 40(EURONEXT) |
| Dec09 |
091124 |
3771.0 |
3813.0 |
3763.5 |
3777.5 |
-29.0 |
114,129 |
381,070 |
+27,485 |
| Jan10 |
091124 |
3803.0 |
3803.0 |
3778.0 |
3778.0 |
-29.0 |
53 |
123 |
+51 |
| Feb10 |
091124 |
3778.5 |
3778.5 |
3778.5 |
3778.5 |
-29.0 |
|
|
|
| Total Volume and Open Interest |
114,183 |
383,221 |
|
| Hang Seng Index(HKFE) |
| Nov09 |
091124 |
22715 |
22824 |
22222 |
22472 |
-317 |
60,051 |
78,979 |
-3,538 |
| Dec09 |
091124 |
22676 |
22810 |
22230 |
22460 |
-308 |
3,042 |
13,918 |
+3,832 |
| Total Volume and Open Interest |
63,223 |
93,544 |
+309 |
| DAX(EUREX) |
| Dec09 |
091124 |
5759.0 |
5819.0 |
5747.5 |
5776.0 |
-20.5 |
142,591 |
189,568 |
-561 |
| Mar10 |
091124 |
5767.0 |
5820.0 |
5755.0 |
5781.5 |
-20.0 |
126 |
17,627 |
+16 |
| Jun10 |
091124 |
5761.5 |
5826.5 |
5761.5 |
5788.0 |
-19.5 |
142 |
1,797 |
-25 |
| Total Volume and Open Interest |
142,859 |
208,992 |
-570 |
| FT-SE 100(EURONEXT) |
| Dec09 |
091124 |
5312.50 |
5376.50 |
5305.00 |
5328.50 |
-22.50 |
100,116 |
626,450 |
+1,522 |
| Mar10 |
091124 |
5270.00 |
5318.50 |
5265.50 |
5282.50 |
-22.50 |
363 |
21,326 |
+274 |
| Jun10 |
091124 |
5218.00 |
5233.50 |
5218.00 |
5233.50 |
-24.50 |
55 |
911 |
+55 |
| Total Volume and Open Interest |
100,534 |
648,783 |
+1,851 |
| 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 |
091124 |
509.00 |
509.00 |
501.00 |
503.50 |
-7.00 |
79 |
19,027 |
-25 |
| Jan10 |
091124 |
512.50 |
513.50 |
506.00 |
508.00 |
-5.00 |
0 |
1 |
+0 |
| Feb10 |
091124 |
518.00 |
518.00 |
511.00 |
512.50 |
-5.00 |
|
|
|
| Total Volume and Open Interest |
79 |
19,028 |
-25 |
| 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. |
|
|