|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Fri November 27, 2009 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Jan10 |
091127 |
1039.25 |
1056.75 |
1021.00 |
1053.00 |
-1.50 |
76,488 |
240,808 |
-1,891 |
| Mar10 |
091127 |
1046.75 |
1061.25 |
1027.25 |
1058.75 |
-2.00 |
25,462 |
90,473 |
+4,161 |
| May10 |
091127 |
1051.75 |
1063.00 |
1031.50 |
1060.25 |
-3.50 |
8,044 |
37,128 |
+329 |
| Jul10 |
091127 |
1056.00 |
1067.50 |
1037.25 |
1065.50 |
-3.50 |
13,281 |
38,938 |
+933 |
| Aug10 |
091127 |
1051.50 |
1067.00 |
1051.50 |
1063.25 |
-3.75 |
74 |
1,418 |
+16 |
| Sep10 |
091127 |
1042.00 |
1054.75 |
1040.25 |
1054.75 |
-3.50 |
146 |
489 |
-91 |
| Nov10 |
091127 |
1034.50 |
1047.75 |
1019.00 |
1047.75 |
-2.00 |
8,041 |
55,194 |
-972 |
| Total Volume and Open Interest |
131,670 |
467,225 |
+2,570 |
| Soybean Meal(CBOT) |
| Dec09 |
091127 |
315.00 |
329.00 |
312.00 |
326.50 |
+8.50 |
19,864 |
23,084 |
-7,761 |
| Jan10 |
091127 |
307.70 |
315.00 |
302.10 |
314.50 |
+5.20 |
32,220 |
54,928 |
+4,264 |
| Mar10 |
091127 |
301.50 |
308.50 |
296.80 |
308.50 |
+4.60 |
10,436 |
38,343 |
+3,004 |
| May10 |
091127 |
300.20 |
305.50 |
296.30 |
305.50 |
+3.90 |
3,792 |
17,351 |
+612 |
| Jul10 |
091127 |
301.50 |
306.80 |
297.20 |
306.80 |
+4.40 |
3,390 |
17,159 |
-116 |
| Aug10 |
091127 |
301.50 |
307.00 |
298.30 |
307.00 |
+4.50 |
174 |
4,479 |
+18 |
| Sep10 |
091127 |
300.00 |
305.50 |
299.00 |
305.50 |
+4.90 |
58 |
3,800 |
+25 |
| Oct10 |
091127 |
295.90 |
301.50 |
295.00 |
301.50 |
+4.90 |
35 |
2,624 |
+18 |
| Total Volume and Open Interest |
70,463 |
171,561 |
+84 |
| Soybean Oil(CBOT) |
| Dec09 |
091127 |
40.18 |
40.26 |
38.98 |
40.10 |
-0.47 |
27,694 |
24,693 |
-9,662 |
| Jan10 |
091127 |
40.56 |
40.92 |
39.37 |
40.52 |
-0.47 |
47,703 |
119,023 |
+1,568 |
| Mar10 |
091127 |
41.10 |
41.10 |
39.74 |
40.91 |
-0.46 |
17,446 |
64,409 |
+3,582 |
| May10 |
091127 |
41.10 |
41.36 |
40.17 |
41.22 |
-0.43 |
1,605 |
15,652 |
-240 |
| Jul10 |
091127 |
41.34 |
41.70 |
40.33 |
41.53 |
-0.41 |
1,831 |
14,882 |
-109 |
| Aug10 |
091127 |
41.09 |
41.70 |
41.09 |
41.63 |
-0.42 |
4 |
1,880 |
+1 |
| Sep10 |
091127 |
41.50 |
41.85 |
41.21 |
41.73 |
-0.42 |
2 |
1,178 |
+2 |
| Oct10 |
091127 |
41.32 |
41.80 |
41.32 |
41.80 |
-0.40 |
29 |
1,069 |
+6 |
| Total Volume and Open Interest |
97,135 |
255,814 |
-4,356 |
| Canola(WCE) |
| Jan10 |
091127 |
404.0 |
412.4 |
400.5 |
407.9 |
+1.2 |
8,078 |
73,365 |
-750 |
| Mar10 |
091127 |
415.5 |
418.9 |
407.0 |
414.5 |
+1.5 |
3,348 |
18,099 |
+1,278 |
| May10 |
091127 |
413.8 |
423.6 |
413.8 |
419.6 |
+0.3 |
878 |
2,537 |
+660 |
| Jul10 |
091127 |
417.5 |
427.5 |
417.5 |
423.0 |
-1.3 |
583 |
3,583 |
+436 |
| Nov10 |
091127 |
418.0 |
423.4 |
418.0 |
419.0 |
-3.5 |
442 |
1,861 |
+126 |
| Total Volume and Open Interest |
13,340 |
99,472 |
+1,761 |
| Corn(CBOT) |
| Dec09 |
091127 |
386.00 |
398.50 |
379.00 |
397.25 |
+5.25 |
160,900 |
133,668 |
-43,585 |
| Mar10 |
091127 |
402.75 |
415.00 |
395.00 |
413.50 |
+5.50 |
119,679 |
460,381 |
+15,646 |
| May10 |
091127 |
413.00 |
425.00 |
405.50 |
424.00 |
+5.50 |
24,111 |
83,694 |
+2,262 |
| Jul10 |
091127 |
421.00 |
434.00 |
414.25 |
432.75 |
+5.50 |
22,285 |
91,222 |
+2,819 |
| Sep10 |
091127 |
430.00 |
440.00 |
424.00 |
439.25 |
+5.00 |
1,697 |
23,714 |
+535 |
| Dec10 |
091127 |
436.50 |
446.25 |
428.25 |
445.50 |
+3.75 |
15,182 |
166,419 |
+2,171 |
| Total Volume and Open Interest |
345,199 |
987,182 |
-19,417 |
| Wheat(CBOT) |
| Dec09 |
091127 |
538.00 |
550.75 |
530.50 |
548.75 |
-1.50 |
40,378 |
28,618 |
-9,521 |
| Mar10 |
091127 |
559.00 |
572.00 |
552.00 |
569.75 |
-1.75 |
43,485 |
180,932 |
-382 |
| May10 |
091127 |
580.00 |
583.50 |
565.50 |
582.25 |
-2.00 |
3,049 |
25,050 |
+1,094 |
| Jul10 |
091127 |
584.00 |
594.75 |
574.25 |
593.25 |
-1.00 |
4,895 |
54,305 |
+1,523 |
| Sep10 |
091127 |
596.00 |
609.25 |
590.00 |
608.00 |
-1.00 |
488 |
15,437 |
+89 |
| Total Volume and Open Interest |
94,416 |
350,292 |
-6,702 |
| Wheat(KCBT) |
| Dec09 |
091127 |
536.50 |
544.50 |
529.50 |
542.75 |
-3.75 |
12,849 |
6,672 |
-4,569 |
| Mar10 |
091127 |
555.00 |
561.00 |
545.00 |
559.00 |
-4.00 |
14,063 |
59,299 |
+2,775 |
| May10 |
091127 |
564.50 |
572.75 |
564.25 |
571.00 |
-4.00 |
729 |
7,623 |
+177 |
| Jul10 |
091127 |
582.00 |
585.75 |
570.00 |
584.00 |
-4.00 |
1,342 |
26,163 |
+19 |
| Sep10 |
091127 |
584.00 |
598.25 |
584.00 |
595.75 |
-4.00 |
93 |
2,315 |
+47 |
| Total Volume and Open Interest |
30,913 |
133,440 |
-424 |
| Wheat(MGE) |
| Dec09 |
091127 |
540.00 |
554.50 |
540.00 |
553.75 |
+2.00 |
3,397 |
3,022 |
-3,327 |
| Mar10 |
091127 |
562.25 |
571.50 |
556.25 |
570.75 |
unch |
4,132 |
21,524 |
+412 |
| May10 |
091127 |
573.00 |
583.50 |
572.50 |
583.00 |
+1.00 |
512 |
4,601 |
+56 |
| Jul10 |
091127 |
591.75 |
595.00 |
584.50 |
595.00 |
+0.75 |
409 |
8,358 |
+12 |
| Sep10 |
091127 |
597.75 |
607.00 |
597.50 |
606.75 |
+0.25 |
112 |
2,830 |
-17 |
| Total Volume and Open Interest |
8,883 |
47,585 |
-3,130 |
| Oats(CBOT) |
| Dec09 |
091127 |
254.50 |
255.25 |
248.00 |
255.00 |
-3.00 |
984 |
2,063 |
-492 |
| Mar10 |
091127 |
268.00 |
269.00 |
262.00 |
268.50 |
-3.00 |
910 |
9,702 |
+93 |
| May10 |
091127 |
271.50 |
279.75 |
270.00 |
276.75 |
-3.00 |
1 |
416 |
+0 |
| Jul10 |
091127 |
284.25 |
287.25 |
284.25 |
284.25 |
-3.00 |
0 |
514 |
+0 |
| Total Volume and Open Interest |
1,898 |
13,075 |
-399 |
| Rough Rice(CBOT) |
| Jan10 |
091127 |
15.35 |
15.49 |
15.19 |
15.40 |
-0.09 |
1,278 |
9,564 |
-595 |
| Mar10 |
091127 |
15.70 |
15.75 |
15.45 |
15.66 |
-0.09 |
975 |
4,208 |
+875 |
| May10 |
091127 |
15.80 |
15.99 |
15.80 |
15.90 |
-0.10 |
1 |
379 |
+1 |
| Jul10 |
091127 |
16.10 |
16.23 |
16.10 |
16.15 |
-0.08 |
8 |
555 |
+0 |
| Total Volume and Open Interest |
2,279 |
15,426 |
+288 |
| Live Cattle(CME) |
| Dec09 |
091127 |
83.600 |
83.700 |
82.950 |
83.200 |
-0.480 |
12,663 |
38,723 |
-1,456 |
| Feb10 |
091127 |
85.785 |
85.785 |
84.750 |
85.480 |
-0.270 |
11,161 |
124,029 |
+1,989 |
| Apr10 |
091127 |
88.135 |
88.330 |
87.580 |
88.000 |
-0.330 |
4,051 |
61,588 |
+669 |
| Jun10 |
091127 |
85.000 |
85.230 |
84.750 |
85.035 |
-0.250 |
1,957 |
28,310 |
+657 |
| Aug10 |
091127 |
85.450 |
85.700 |
85.285 |
85.480 |
-0.305 |
375 |
7,071 |
-40 |
| Oct10 |
091127 |
88.430 |
88.550 |
88.200 |
88.300 |
-0.400 |
97 |
4,256 |
+64 |
| Total Volume and Open Interest |
30,439 |
266,079 |
+1,960 |
| Feeder Cattle(CME) |
| Jan10 |
091127 |
93.300 |
93.300 |
91.885 |
92.500 |
-0.800 |
983 |
16,645 |
-139 |
| Mar10 |
091127 |
94.135 |
94.200 |
92.980 |
93.150 |
-1.135 |
392 |
6,032 |
+147 |
| Apr10 |
091127 |
94.500 |
95.230 |
94.350 |
94.550 |
-1.150 |
95 |
952 |
+50 |
| May10 |
091127 |
96.000 |
96.000 |
95.000 |
95.450 |
-0.935 |
124 |
2,044 |
+70 |
| Aug10 |
091127 |
97.900 |
97.900 |
97.350 |
97.350 |
-0.850 |
12 |
529 |
+6 |
| Sep10 |
091127 |
97.950 |
97.950 |
97.950 |
97.950 |
-0.100 |
0 |
5 |
+0 |
| Oct10 |
091127 |
97.650 |
97.650 |
97.650 |
97.650 |
-0.050 |
0 |
4 |
+0 |
| Total Volume and Open Interest |
1,606 |
26,211 |
+134 |
| Lean Hogs(CME) |
| Dec09 |
091127 |
59.580 |
59.600 |
58.650 |
59.035 |
-0.395 |
5,272 |
21,501 |
-1,318 |
| Feb10 |
091127 |
67.650 |
68.080 |
66.750 |
67.330 |
-0.320 |
8,432 |
72,075 |
+176 |
| Apr10 |
091127 |
70.680 |
71.135 |
70.250 |
70.650 |
unch |
5,629 |
36,597 |
+1,255 |
| May10 |
091127 |
74.050 |
76.000 |
73.950 |
75.300 |
+0.720 |
73 |
1,998 |
+14 |
| Jun10 |
091127 |
77.750 |
78.250 |
77.100 |
78.180 |
+0.500 |
1,903 |
19,123 |
+191 |
| Jul10 |
091127 |
76.300 |
76.750 |
76.250 |
76.700 |
+0.200 |
256 |
6,857 |
+111 |
| Aug10 |
091127 |
75.750 |
76.285 |
75.600 |
76.180 |
+0.330 |
445 |
5,385 |
+178 |
| Oct10 |
091127 |
67.500 |
68.100 |
67.500 |
68.035 |
-0.145 |
32 |
3,020 |
+15 |
| Total Volume and Open Interest |
22,048 |
168,412 |
+628 |
| Pork Bellies(CME) |
| Feb10 |
091127 |
86.950 |
87.100 |
86.100 |
86.750 |
-0.230 |
34 |
381 |
+6 |
| Mar10 |
091127 |
84.135 |
84.635 |
84.100 |
84.135 |
-0.195 |
0 |
88 |
+0 |
| May10 |
091127 |
85.135 |
86.035 |
85.100 |
85.135 |
-0.415 |
0 |
79 |
+0 |
| Jul10 |
091127 |
89.450 |
89.450 |
89.450 |
89.450 |
unch |
0 |
20 |
+0 |
| Aug10 |
091127 |
84.500 |
84.500 |
84.500 |
84.500 |
unch |
0 |
15 |
+0 |
| Total Volume and Open Interest |
34 |
583 |
+6 |
| Class III Milk(CME) |
| Nov09 |
091127 |
14.08 |
14.08 |
14.08 |
14.08 |
unch |
11 |
3,845 |
-1 |
| Dec09 |
091127 |
14.83 |
14.83 |
14.83 |
14.83 |
unch |
146 |
5,213 |
+33 |
| Jan10 |
091127 |
14.94 |
14.94 |
14.94 |
14.94 |
unch |
140 |
3,318 |
+36 |
| Feb10 |
091127 |
15.08 |
15.08 |
15.08 |
15.08 |
unch |
58 |
2,268 |
+20 |
| Mar10 |
091127 |
15.37 |
15.37 |
15.37 |
15.37 |
unch |
41 |
1,916 |
+6 |
| Total Volume and Open Interest |
636 |
24,735 |
+154 |
| Cocoa(ICE) |
| Dec09 |
091127 |
3228 |
3235 |
3166 |
3232 |
-46 |
50 |
362 |
-11 |
| Mar10 |
091127 |
3270 |
3288 |
3200 |
3272 |
-48 |
4,967 |
74,718 |
-709 |
| May10 |
091127 |
3270 |
3302 |
3225 |
3288 |
-49 |
571 |
18,080 |
+69 |
| Jul10 |
091127 |
3280 |
3305 |
3232 |
3290 |
-50 |
294 |
6,934 |
+86 |
| Sep10 |
091127 |
3271 |
3281 |
3225 |
3280 |
-47 |
14 |
4,996 |
+1 |
| Dec10 |
091127 |
3220 |
3271 |
3220 |
3271 |
-46 |
145 |
3,974 |
+116 |
| Mar11 |
091127 |
3203 |
3264 |
3203 |
3264 |
-45 |
142 |
7,615 |
+44 |
| Total Volume and Open Interest |
6,183 |
123,135 |
-404 |
| Coffee "C"(ICE) |
| Dec09 |
091127 |
137.50 |
138.00 |
134.00 |
137.95 |
-0.85 |
296 |
1,542 |
-344 |
| Mar10 |
091127 |
135.90 |
138.50 |
134.00 |
138.05 |
-0.85 |
6,879 |
71,495 |
-424 |
| May10 |
091127 |
139.00 |
140.25 |
135.90 |
139.85 |
-0.80 |
1,583 |
18,764 |
+242 |
| Jul10 |
091127 |
141.25 |
141.70 |
138.10 |
141.50 |
-0.75 |
815 |
5,104 |
-106 |
| Sep10 |
091127 |
139.25 |
143.25 |
139.10 |
143.10 |
-0.70 |
726 |
4,494 |
+11 |
| Dec10 |
091127 |
141.60 |
145.70 |
141.60 |
145.40 |
-0.70 |
282 |
4,386 |
+153 |
| Total Volume and Open Interest |
10,627 |
107,505 |
-513 |
| Orange Juice(ICE) |
| Jan10 |
091127 |
113.90 |
121.00 |
113.00 |
117.90 |
+3.65 |
837 |
16,905 |
-122 |
| Mar10 |
091127 |
116.90 |
123.20 |
116.40 |
121.00 |
+3.15 |
140 |
8,017 |
+52 |
| May10 |
091127 |
120.65 |
126.00 |
120.65 |
124.70 |
+3.50 |
62 |
3,110 |
+46 |
| Jul10 |
091127 |
122.95 |
130.60 |
122.95 |
127.70 |
+3.50 |
7 |
839 |
+6 |
| Sep10 |
091127 |
129.50 |
133.00 |
129.50 |
130.50 |
+3.65 |
0 |
414 |
+0 |
| Nov10 |
091127 |
132.75 |
132.75 |
132.75 |
132.75 |
+3.80 |
0 |
47 |
+0 |
| Total Volume and Open Interest |
1,046 |
29,532 |
-18 |
| Sugar #11(ICE) |
| Mar10 |
091127 |
21.90 |
22.88 |
21.33 |
22.77 |
+0.45 |
34,120 |
349,734 |
-2,426 |
| May10 |
091127 |
21.38 |
22.05 |
20.72 |
21.94 |
+0.38 |
10,089 |
109,364 |
+641 |
| Jul10 |
091127 |
20.17 |
20.74 |
19.59 |
20.64 |
+0.33 |
5,979 |
116,643 |
+426 |
| Oct10 |
091127 |
19.50 |
19.98 |
18.98 |
19.92 |
+0.27 |
3,456 |
87,007 |
-227 |
| Mar11 |
091127 |
19.21 |
19.54 |
18.61 |
19.51 |
+0.24 |
2,229 |
46,845 |
-404 |
| Total Volume and Open Interest |
60,019 |
773,085 |
+410 |
| London Cocoa(LCE) |
| Dec09 |
091030 |
2127 |
2146 |
2122 |
2127 |
-20 |
3,155 |
54,406 |
-13 |
| Mar10 |
091127 |
2165 |
2179 |
2141 |
2176 |
-4 |
6,106 |
49,181 |
-36 |
| May10 |
091127 |
2186 |
2199 |
2161 |
2196 |
-5 |
1,010 |
49,375 |
-110 |
| Jul10 |
091127 |
2154 |
2175 |
2139 |
2174 |
+5 |
291 |
17,719 |
+38 |
| Sep10 |
091127 |
2113 |
2133 |
2097 |
2133 |
+4 |
280 |
6,928 |
+40 |
| Dec10 |
091127 |
2097 |
2098 |
2065 |
2098 |
-2 |
620 |
8,514 |
+504 |
| Mar11 |
091127 |
2082 |
2082 |
2082 |
2082 |
-2 |
1,500 |
8,693 |
+1,000 |
| Total Volume and Open Interest |
11,293 |
178,445 |
+1,019 |
| London Sugar(LCE) |
| Mar10 |
091127 |
595.00 |
619.50 |
590.00 |
618.40 |
+10.00 |
2,806 |
33,225 |
-460 |
| May10 |
091127 |
590.60 |
603.50 |
580.80 |
603.00 |
+5.20 |
1,072 |
19,478 |
-7 |
| Aug10 |
091127 |
544.10 |
572.10 |
544.10 |
570.50 |
+3.30 |
835 |
9,774 |
+365 |
| Oct10 |
091127 |
517.10 |
544.50 |
517.10 |
542.50 |
+2.80 |
21 |
4,520 |
+4 |
| Dec10 |
091127 |
528.00 |
528.00 |
528.00 |
528.00 |
+1.50 |
0 |
830 |
+0 |
| Total Volume and Open Interest |
4,734 |
67,902 |
-98 |
| Cotton(ICE) |
| Dec09 |
091127 |
70.71 |
70.71 |
69.20 |
69.74 |
-1.33 |
48 |
459 |
-38 |
| Mar10 |
091127 |
74.75 |
74.75 |
72.80 |
73.84 |
-1.38 |
8,126 |
133,066 |
+1,692 |
| May10 |
091127 |
75.55 |
75.55 |
74.20 |
74.97 |
-1.34 |
1,325 |
12,288 |
+199 |
| Jul10 |
091127 |
76.11 |
76.11 |
74.95 |
75.53 |
-1.33 |
1,000 |
18,600 |
+503 |
| Oct10 |
091127 |
76.07 |
76.07 |
76.07 |
76.07 |
-1.24 |
5 |
116 |
+3 |
| Dec10 |
091127 |
77.10 |
77.10 |
75.64 |
76.42 |
-1.37 |
636 |
10,481 |
+254 |
| Total Volume and Open Interest |
11,148 |
175,703 |
+2,621 |
| Lumber(CME) |
| Jan10 |
091127 |
236.3 |
240.0 |
232.4 |
236.2 |
+1.2 |
341 |
7,180 |
-15 |
| Mar10 |
091127 |
255.3 |
257.6 |
252.4 |
255.5 |
-1.0 |
359 |
3,352 |
+70 |
| May10 |
091127 |
255.7 |
258.8 |
255.0 |
257.8 |
-0.5 |
96 |
423 |
+63 |
| Jul10 |
091127 |
256.8 |
257.5 |
255.0 |
257.5 |
+1.5 |
16 |
114 |
+12 |
| Total Volume and Open Interest |
822 |
11,169 |
+140 |
| Crude Oil(NYM) |
| Jan10 |
091127 |
77.29 |
77.94 |
72.39 |
76.05 |
-1.91 |
413,033 |
348,313 |
+10,001 |
| Feb10 |
091127 |
78.55 |
78.98 |
73.73 |
77.36 |
-1.83 |
149,958 |
97,763 |
+489 |
| Mar10 |
091127 |
79.72 |
79.91 |
74.88 |
78.50 |
-1.73 |
57,355 |
86,410 |
+6,815 |
| Apr10 |
091127 |
80.50 |
80.55 |
76.29 |
79.38 |
-1.65 |
16,622 |
27,222 |
+1,520 |
| May10 |
091127 |
81.03 |
81.03 |
77.01 |
80.15 |
-1.57 |
10,135 |
25,511 |
-700 |
| Jun10 |
091127 |
81.40 |
81.85 |
77.81 |
80.87 |
-1.48 |
26,368 |
109,249 |
+2,639 |
| Jul10 |
091127 |
81.77 |
81.77 |
79.03 |
81.49 |
-1.40 |
4,269 |
28,618 |
-480 |
| Aug10 |
091127 |
80.23 |
82.00 |
80.23 |
82.00 |
-1.36 |
1,963 |
13,555 |
-454 |
| Sep10 |
091127 |
83.12 |
83.12 |
80.14 |
82.50 |
-1.32 |
930 |
25,493 |
-43 |
| Oct10 |
091127 |
80.73 |
83.00 |
80.73 |
83.00 |
-1.29 |
703 |
15,745 |
-457 |
| Nov10 |
091127 |
82.71 |
83.53 |
82.18 |
83.53 |
-1.25 |
750 |
15,249 |
+30 |
| Dec10 |
091127 |
84.50 |
85.10 |
80.85 |
84.07 |
-1.21 |
19,893 |
120,271 |
-20 |
| Jan11 |
091127 |
81.65 |
84.42 |
81.65 |
84.42 |
-1.17 |
1,754 |
17,375 |
+539 |
| Feb11 |
091127 |
84.71 |
84.71 |
84.19 |
84.71 |
-1.14 |
1,280 |
8,168 |
-100 |
| Mar11 |
091127 |
85.02 |
85.02 |
84.52 |
85.02 |
-1.11 |
988 |
6,169 |
+132 |
| Apr11 |
091127 |
85.32 |
85.32 |
84.84 |
85.32 |
-1.08 |
593 |
7,383 |
+158 |
| Total Volume and Open Interest |
715,436 |
1,182,554 |
+19,903 |
| 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 |
091127 |
77.275 |
77.950 |
72.350 |
76.050 |
-1.900 |
14,632 |
5,010 |
-223 |
| Feb10 |
091127 |
78.450 |
78.800 |
73.800 |
77.350 |
-1.850 |
777 |
390 |
-21 |
| Mar10 |
091127 |
79.550 |
80.400 |
74.925 |
78.500 |
-1.725 |
42 |
151 |
-2 |
| Apr10 |
091127 |
79.250 |
79.375 |
78.050 |
79.375 |
-1.650 |
1 |
8 |
+1 |
| May10 |
091127 |
80.150 |
80.150 |
80.150 |
80.150 |
-1.575 |
0 |
2 |
+0 |
| Jun10 |
091127 |
78.800 |
80.875 |
78.175 |
80.875 |
-1.475 |
0 |
9 |
+0 |
| Jul10 |
091127 |
79.500 |
81.500 |
79.500 |
81.500 |
-1.400 |
1 |
7 |
+1 |
| Aug10 |
091127 |
82.000 |
82.000 |
82.000 |
82.000 |
-1.350 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
15,453 |
5,670 |
-244 |
| Heating Oil(NYM) |
| Dec09 |
091127 |
196.70 |
198.30 |
187.03 |
196.22 |
-2.79 |
37,940 |
22,606 |
-7,018 |
| Jan10 |
091127 |
201.50 |
203.49 |
191.03 |
200.96 |
-2.61 |
56,381 |
89,463 |
+4,052 |
| Feb10 |
091127 |
204.17 |
206.36 |
194.41 |
204.22 |
-2.53 |
12,907 |
39,705 |
+1,848 |
| Mar10 |
091127 |
207.13 |
208.76 |
197.78 |
206.94 |
-2.34 |
6,827 |
34,967 |
+2,085 |
| Apr10 |
091127 |
209.57 |
209.57 |
201.55 |
208.17 |
-2.37 |
2,829 |
18,347 |
+1,166 |
| May10 |
091127 |
204.61 |
209.59 |
201.46 |
209.34 |
-2.43 |
2,584 |
13,600 |
+343 |
| Jun10 |
091127 |
210.22 |
211.83 |
202.67 |
210.54 |
-2.51 |
4,833 |
32,017 |
-415 |
| Jul10 |
091127 |
208.00 |
212.79 |
207.34 |
212.19 |
-2.50 |
1,206 |
8,968 |
-276 |
| Aug10 |
091127 |
214.15 |
214.15 |
214.15 |
214.15 |
-2.50 |
507 |
4,412 |
-127 |
| Sep10 |
091127 |
216.56 |
216.56 |
216.56 |
216.56 |
-2.50 |
516 |
7,638 |
+71 |
| Oct10 |
091127 |
210.00 |
219.19 |
210.00 |
219.19 |
-2.51 |
356 |
4,058 |
+24 |
| Nov10 |
091127 |
217.65 |
221.79 |
217.65 |
221.79 |
-2.53 |
255 |
6,033 |
+15 |
| Total Volume and Open Interest |
129,928 |
325,501 |
+1,866 |
| Gasoline(NYMEX) |
| Dec09 |
091127 |
198.22 |
198.60 |
186.72 |
192.62 |
-7.14 |
26,785 |
17,372 |
-7,274 |
| Jan10 |
091127 |
200.21 |
201.50 |
188.90 |
195.48 |
-6.65 |
51,180 |
102,905 |
-9,248 |
| Feb10 |
091127 |
202.41 |
203.69 |
191.94 |
198.24 |
-6.43 |
12,473 |
30,353 |
+3,566 |
| Mar10 |
091127 |
202.80 |
203.44 |
194.64 |
201.04 |
-6.33 |
8,255 |
30,433 |
+1,487 |
| Apr10 |
091127 |
211.28 |
214.60 |
208.29 |
213.21 |
-6.09 |
3,763 |
19,970 |
+92 |
| May10 |
091127 |
212.10 |
216.81 |
211.07 |
214.70 |
-5.91 |
2,290 |
9,162 |
+438 |
| Jun10 |
091127 |
219.10 |
219.10 |
212.98 |
215.92 |
-5.72 |
2,271 |
10,899 |
+98 |
| Jul10 |
091127 |
217.28 |
217.28 |
216.42 |
216.42 |
-5.66 |
714 |
5,427 |
+57 |
| Aug10 |
091127 |
216.62 |
216.62 |
216.62 |
216.62 |
-5.51 |
624 |
5,136 |
-91 |
| Sep10 |
091127 |
215.72 |
215.72 |
215.72 |
215.72 |
-5.71 |
745 |
4,693 |
+241 |
| Total Volume and Open Interest |
110,049 |
257,325 |
-10,672 |
| e-miNY RBOB Gasoline(NYM) |
| Dec09 |
091117 |
200.50 |
200.50 |
200.49 |
200.50 |
+1.80 |
0 |
3 |
+0 |
| Jan10 |
091127 |
195.48 |
195.48 |
195.48 |
195.48 |
-6.62 |
|
|
|
| Feb10 |
091127 |
198.24 |
198.24 |
198.24 |
198.24 |
-6.46 |
|
|
|
| Mar10 |
091127 |
201.04 |
201.04 |
201.04 |
201.04 |
-6.36 |
|
|
|
| Total Volume and Open Interest |
0 |
3 |
+0 |
| Natural Gas(NYM) |
| Jan10 |
091127 |
5.160 |
5.290 |
4.809 |
5.192 |
+0.029 |
98,297 |
206,794 |
+4,738 |
| Feb10 |
091127 |
5.173 |
5.351 |
4.880 |
5.261 |
+0.026 |
21,957 |
65,503 |
+1,135 |
| Mar10 |
091127 |
5.268 |
5.370 |
4.914 |
5.290 |
+0.024 |
14,519 |
83,986 |
+1,887 |
| Apr10 |
091127 |
5.200 |
5.389 |
4.953 |
5.308 |
+0.020 |
11,938 |
50,284 |
-290 |
| May10 |
091127 |
5.300 |
5.406 |
5.004 |
5.356 |
+0.019 |
4,769 |
31,399 |
-78 |
| Jun10 |
091127 |
5.408 |
5.475 |
5.098 |
5.432 |
+0.018 |
1,879 |
20,843 |
+143 |
| Jul10 |
091127 |
5.266 |
5.571 |
5.266 |
5.524 |
+0.017 |
1,928 |
16,918 |
+394 |
| Aug10 |
091127 |
5.467 |
5.658 |
5.301 |
5.602 |
+0.017 |
1,797 |
15,551 |
+223 |
| Sep10 |
091127 |
5.534 |
5.712 |
5.367 |
5.655 |
+0.012 |
845 |
16,092 |
+88 |
| Oct10 |
091127 |
5.708 |
5.836 |
5.550 |
5.795 |
+0.012 |
4,513 |
31,618 |
+263 |
| Nov10 |
091127 |
6.087 |
6.229 |
5.965 |
6.210 |
+0.002 |
650 |
8,326 |
+79 |
| Dec10 |
091127 |
6.618 |
6.671 |
6.318 |
6.640 |
-0.003 |
1,043 |
16,052 |
+34 |
| Jan11 |
091127 |
6.666 |
6.886 |
6.653 |
6.870 |
+0.002 |
2,566 |
13,364 |
+46 |
| Feb11 |
091127 |
6.860 |
6.860 |
6.860 |
6.860 |
+0.002 |
341 |
6,220 |
+166 |
| Mar11 |
091127 |
6.700 |
6.700 |
6.700 |
6.700 |
+0.002 |
793 |
16,108 |
-151 |
| Apr11 |
091127 |
6.260 |
6.260 |
6.260 |
6.260 |
-0.008 |
1 |
10,186 |
+0 |
| Total Volume and Open Interest |
6,526 |
206,794 |
-500,648 |
| Brent Crude Oil(ICE) |
| Jan10 |
091127 |
77.18 |
77.37 |
73.70 |
77.18 |
+0.19 |
154,427 |
192,192 |
-4,260 |
| Feb10 |
091127 |
77.76 |
78.17 |
74.50 |
77.98 |
+0.20 |
48,167 |
124,386 |
+2,327 |
| Mar10 |
091127 |
78.60 |
78.99 |
75.39 |
78.79 |
+0.21 |
31,594 |
59,854 |
+1,478 |
| Apr10 |
091127 |
78.21 |
79.72 |
76.67 |
79.55 |
+0.22 |
11,261 |
28,362 |
+580 |
| May10 |
091127 |
78.90 |
80.39 |
77.38 |
80.23 |
+0.22 |
6,935 |
18,726 |
+1,496 |
| Jun10 |
091127 |
79.54 |
81.04 |
77.98 |
80.89 |
+0.24 |
10,932 |
53,989 |
-1,186 |
| Jul10 |
091127 |
78.61 |
81.51 |
78.61 |
81.51 |
+0.25 |
3,351 |
13,364 |
+241 |
| Aug10 |
091127 |
79.20 |
82.10 |
79.20 |
82.10 |
+0.27 |
1,844 |
9,563 |
+115 |
| Sep10 |
091127 |
79.74 |
82.68 |
79.74 |
82.68 |
+0.30 |
2,202 |
6,335 |
+387 |
| Oct10 |
091127 |
83.24 |
83.24 |
83.24 |
83.24 |
+0.32 |
1,650 |
13,360 |
+54 |
| Nov10 |
091127 |
83.90 |
83.90 |
83.79 |
83.79 |
+0.36 |
2,210 |
10,101 |
+780 |
| Dec10 |
091127 |
83.36 |
84.46 |
81.07 |
84.35 |
+0.42 |
9,152 |
69,169 |
+1,410 |
| Jan11 |
091127 |
84.83 |
84.83 |
84.83 |
84.83 |
+0.45 |
1,062 |
7,322 |
-203 |
| Feb11 |
091127 |
85.27 |
85.27 |
85.27 |
85.27 |
+0.48 |
35 |
3,659 |
-32 |
| Total Volume and Open Interest |
290,668 |
703,028 |
+6,084 |
| Gas Oil(ICE) |
| Dec09 |
091127 |
607.50 |
611.75 |
580.00 |
605.00 |
-5.75 |
34,398 |
80,486 |
-5,494 |
| Jan10 |
091127 |
618.75 |
624.00 |
591.75 |
617.00 |
-5.25 |
48,893 |
122,683 |
-1,004 |
| Feb10 |
091127 |
622.00 |
632.50 |
600.25 |
625.75 |
-5.25 |
17,513 |
53,768 |
+1,378 |
| Mar10 |
091127 |
635.00 |
640.00 |
610.25 |
633.25 |
-5.50 |
6,287 |
33,653 |
+631 |
| Apr10 |
091127 |
641.75 |
645.50 |
622.50 |
640.25 |
-5.25 |
4,359 |
22,917 |
+680 |
| May10 |
091127 |
638.50 |
652.50 |
629.75 |
647.25 |
-5.25 |
4,312 |
19,352 |
+537 |
| Jun10 |
091127 |
655.00 |
660.00 |
630.25 |
654.00 |
-5.00 |
7,055 |
42,874 |
-588 |
| Jul10 |
091127 |
664.75 |
664.75 |
661.50 |
661.50 |
-5.00 |
2,287 |
16,176 |
+80 |
| Aug10 |
091127 |
658.00 |
672.00 |
645.00 |
668.75 |
-5.00 |
3,094 |
17,178 |
+355 |
| Sep10 |
091127 |
665.00 |
675.75 |
652.00 |
675.75 |
-5.00 |
3,615 |
14,962 |
+365 |
| Total Volume and Open Interest |
146,427 |
545,957 |
-1,912 |
| Ethanol(CBOT) |
| Nov09 |
091104 |
1.970 |
2.000 |
1.970 |
1.970 |
+0.020 |
5 |
151 |
-1 |
| Dec09 |
091127 |
2.105 |
2.123 |
2.105 |
2.121 |
+0.013 |
54 |
353 |
-54 |
| Jan10 |
091127 |
1.994 |
2.009 |
1.980 |
2.004 |
+0.012 |
61 |
721 |
-32 |
| Feb10 |
091127 |
1.950 |
1.962 |
1.950 |
1.962 |
+0.014 |
56 |
523 |
-2 |
| Mar10 |
091127 |
1.920 |
1.930 |
1.920 |
1.929 |
+0.005 |
30 |
822 |
+11 |
| Apr10 |
091127 |
1.924 |
1.925 |
1.924 |
1.924 |
+0.006 |
36 |
485 |
+17 |
| May10 |
091127 |
1.855 |
1.920 |
1.855 |
1.910 |
+0.023 |
29 |
400 |
+16 |
| Jun10 |
091127 |
1.860 |
1.885 |
1.860 |
1.885 |
+0.003 |
21 |
305 |
+11 |
| Total Volume and Open Interest |
341 |
5,859 |
-10 |
| US Dollar Index(ICE) |
| Dec09 |
091127 |
75.020 |
75.665 |
74.970 |
75.040 |
+0.715 |
13,301 |
37,233 |
+636 |
| Mar10 |
091127 |
75.375 |
76.030 |
75.325 |
75.400 |
+0.740 |
326 |
2,618 |
+13 |
| Jun10 |
091127 |
75.785 |
75.785 |
75.785 |
75.785 |
+0.740 |
1 |
7 |
+0 |
| Total Volume and Open Interest |
13,628 |
39,858 |
+649 |
| Australian Dollar(CME) |
| Dec09 |
091127 |
92.04 |
93.07 |
89.33 |
90.52 |
-2.49 |
87,136 |
111,508 |
-1,398 |
| Mar10 |
091127 |
91.22 |
92.12 |
88.52 |
89.69 |
-2.43 |
734 |
7,231 |
-2 |
| Jun10 |
091127 |
88.75 |
91.13 |
88.75 |
88.75 |
-2.38 |
0 |
10 |
+0 |
| Total Volume and Open Interest |
87,870 |
118,766 |
-1,400 |
| British Pound(CME) |
| Dec09 |
091127 |
166.65 |
167.27 |
162.70 |
164.91 |
-2.22 |
101,546 |
85,262 |
-2,052 |
| Mar10 |
091127 |
166.75 |
167.14 |
162.63 |
164.82 |
-2.20 |
3,093 |
3,423 |
+2,304 |
| Jun10 |
091127 |
164.23 |
166.89 |
162.82 |
164.72 |
-2.17 |
2 |
119 |
+0 |
| Total Volume and Open Interest |
104,642 |
88,875 |
+253 |
| Canadian Dollar(CME) |
| Dec09 |
091127 |
95.18 |
95.68 |
93.01 |
94.10 |
-1.54 |
73,310 |
81,115 |
-1,581 |
| Mar10 |
091127 |
95.00 |
95.66 |
93.03 |
94.11 |
-1.53 |
743 |
6,682 |
+453 |
| Jun10 |
091127 |
93.26 |
95.61 |
93.03 |
94.09 |
-1.52 |
38 |
580 |
+35 |
| Sep10 |
091127 |
93.50 |
95.56 |
92.97 |
94.07 |
-1.49 |
1 |
441 |
+0 |
| Total Volume and Open Interest |
74,094 |
89,131 |
-1,092 |
| Japanese Yen(CME) |
| Dec09 |
091127 |
115.54 |
117.90 |
114.31 |
115.23 |
+0.81 |
89,844 |
128,495 |
+3,116 |
| Mar10 |
091127 |
115.52 |
117.89 |
114.37 |
115.29 |
+0.83 |
387 |
3,290 |
+166 |
| Jun10 |
091127 |
115.69 |
116.86 |
114.52 |
115.38 |
+0.86 |
1 |
17 |
+1 |
| Total Volume and Open Interest |
90,232 |
131,833 |
+3,283 |
| Swiss Franc(CME) |
| Dec09 |
091127 |
100.38 |
100.90 |
98.26 |
99.35 |
-1.04 |
56,326 |
53,460 |
+847 |
| Mar10 |
091127 |
99.87 |
100.91 |
98.33 |
99.41 |
-1.03 |
159 |
693 |
+95 |
| Jun10 |
091127 |
99.51 |
100.69 |
98.68 |
99.51 |
-0.98 |
0 |
5 |
+0 |
| Total Volume and Open Interest |
56,485 |
54,159 |
+942 |
| EuroFX(CME) |
| Dec09 |
091127 |
151.01 |
151.41 |
148.27 |
149.60 |
-1.77 |
249,545 |
169,892 |
-2,079 |
| Mar10 |
091127 |
150.93 |
151.30 |
148.20 |
149.54 |
-1.74 |
2,162 |
3,618 |
+490 |
| Jun10 |
091127 |
149.99 |
151.14 |
148.33 |
149.44 |
-1.70 |
12 |
194 |
+8 |
| Total Volume and Open Interest |
251,719 |
173,834 |
-1,581 |
| Mexican Peso(CME) |
| Dec09 |
091127 |
776.5 |
777.5 |
762.5 |
771.8 |
-5.5 |
22,049 |
113,861 |
+6,989 |
| Jan10 |
091127 |
767.8 |
773.2 |
767.8 |
767.8 |
-5.5 |
|
|
|
| Total Volume and Open Interest |
22,156 |
116,667 |
+7,043 |
| 30-Year T-Bonds(CBOT) |
| Dec09 |
091127 |
122~180 |
123~180 |
122~130 |
123~060 |
+1~000 |
493,175 |
339,495 |
-237,919 |
| Mar10 |
091127 |
122~000 |
123~000 |
121~250 |
122~200 |
+1~020 |
328,279 |
467,398 |
+243,543 |
| Jun10 |
091127 |
121~010 |
121~010 |
120~020 |
121~010 |
+0~310 |
50 |
75 |
+35 |
| Total Volume and Open Interest |
821,504 |
806,968 |
+5,659 |
| 10-Year T-Notes(CBOT) |
| Dec09 |
091127 |
120~280 |
121~215 |
120~225 |
121~025 |
+0~195 |
1,090,177 |
779,036 |
-263,731 |
| Mar10 |
091127 |
119~190 |
120~150 |
119~145 |
119~280 |
+0~210 |
463,857 |
580,101 |
+258,039 |
| Jun10 |
091127 |
118~215 |
118~215 |
117~310 |
118~215 |
+0~225 |
|
|
|
| Total Volume and Open Interest |
1,554,034 |
1,359,137 |
-5,692 |
| 5-Year T-Notes(CBOT) |
| Dec09 |
091127 |
118~014 |
118~084 |
118~005 |
118~029 |
+0~039 |
639,024 |
448,875 |
+448,875 |
| Mar10 |
091127 |
116~115 |
117~067 |
116~095 |
117~004 |
+0~037 |
297,670 |
414,010 |
+177,606 |
| Jun10 |
091127 |
115~107 |
115~107 |
115~072 |
115~107 |
+0~035 |
|
|
|
| Total Volume and Open Interest |
936,694 |
862,885 |
-13,970 |
| 2 Year T-Notes(CBOT) |
| Dec09 |
091127 |
109~055 |
109~055 |
109~051 |
109~052 |
+0~012 |
|
|
|
| Mar10 |
091127 |
108~098 |
109~062 |
108~096 |
108~106 |
+0~010 |
363,847 |
493,916 |
+212,576 |
| Jun10 |
091127 |
108~032 |
108~043 |
108~029 |
108~043 |
+0~014 |
34 |
6,952 |
+34 |
| Total Volume and Open Interest |
893,086 |
1,085,681 |
+4,061 |
| Eurodollars(CME) |
| Dec09 |
091127 |
99.743 |
99.743 |
99.670 |
99.698 |
-0.040 |
112,918 |
1,014,870 |
+9,959 |
| Mar10 |
091127 |
99.655 |
99.660 |
99.555 |
99.590 |
-0.045 |
138,079 |
1,099,121 |
-301 |
| Jun10 |
091127 |
99.495 |
99.525 |
99.440 |
99.455 |
-0.020 |
186,026 |
1,041,513 |
+5,073 |
| Sep10 |
091127 |
99.220 |
99.285 |
99.190 |
99.205 |
+0.010 |
210,493 |
769,800 |
+4,284 |
| Dec10 |
091127 |
98.860 |
98.970 |
98.835 |
98.875 |
+0.045 |
249,001 |
845,520 |
+819 |
| Mar11 |
091127 |
98.515 |
98.650 |
98.485 |
98.550 |
+0.070 |
168,717 |
552,742 |
-13,305 |
| Jun11 |
091127 |
98.175 |
98.320 |
98.140 |
98.215 |
+0.080 |
134,662 |
537,613 |
-13,551 |
| Sep11 |
091127 |
97.875 |
98.010 |
97.830 |
97.915 |
+0.090 |
102,805 |
486,964 |
+5,993 |
| Dec11 |
091127 |
97.590 |
97.720 |
97.540 |
97.625 |
+0.090 |
58,294 |
270,259 |
-542 |
| Mar12 |
091127 |
97.345 |
97.475 |
97.305 |
97.385 |
+0.090 |
52,976 |
190,438 |
+78 |
| Jun12 |
091127 |
97.095 |
97.230 |
97.070 |
97.145 |
+0.090 |
56,290 |
170,852 |
+3,153 |
| Sep12 |
091127 |
96.895 |
97.010 |
96.870 |
96.935 |
+0.090 |
36,984 |
115,723 |
+1,904 |
| Dec12 |
091127 |
96.700 |
96.810 |
96.685 |
96.735 |
+0.090 |
10,743 |
62,292 |
-542 |
| Mar13 |
091127 |
96.545 |
96.670 |
96.545 |
96.585 |
+0.085 |
6,938 |
56,642 |
+594 |
| Jun13 |
091127 |
96.400 |
96.525 |
96.400 |
96.435 |
+0.080 |
4,233 |
51,904 |
-101 |
| Sep13 |
091127 |
96.260 |
96.380 |
96.260 |
96.295 |
+0.075 |
4,382 |
53,483 |
+64 |
| Dec13 |
091127 |
96.115 |
96.245 |
96.115 |
96.150 |
+0.075 |
3,718 |
28,368 |
+28 |
| Mar14 |
091127 |
96.015 |
96.130 |
96.015 |
96.045 |
+0.075 |
3,353 |
27,057 |
-210 |
| Total Volume and Open Interest |
1,558,697 |
7,511,687 |
+2,849 |
| 30 Day Federal Funds(CBOT) |
| Nov09 |
091127 |
99.880 |
99.882 |
99.880 |
99.880 |
unch |
1,836 |
69,328 |
-1,539 |
| Dec09 |
091127 |
99.875 |
99.880 |
99.870 |
99.875 |
-0.005 |
2,558 |
68,776 |
-916 |
| Jan10 |
091127 |
99.865 |
99.875 |
99.865 |
99.870 |
unch |
6,039 |
61,929 |
-311 |
| Feb10 |
091127 |
99.850 |
99.860 |
99.840 |
99.850 |
unch |
4,351 |
70,823 |
-1,141 |
| Mar10 |
091127 |
99.840 |
99.850 |
99.830 |
99.835 |
unch |
2,394 |
48,355 |
+275 |
| Apr10 |
091127 |
99.825 |
99.840 |
99.810 |
99.815 |
unch |
1,993 |
62,285 |
+611 |
| Total Volume and Open Interest |
28,834 |
545,987 |
-2,596 |
| 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 |
091127 |
99.500 |
99.500 |
99.495 |
99.500 |
unch |
599 |
4,592 |
-708 |
| Mar10 |
091127 |
99.525 |
99.525 |
99.525 |
99.525 |
unch |
1 |
423 |
+0 |
| Jun10 |
091127 |
99.540 |
99.540 |
99.540 |
99.540 |
unch |
0 |
80 |
+0 |
| Sep10 |
091127 |
99.540 |
99.540 |
99.540 |
99.540 |
unch |
0 |
230 |
+0 |
| Dec10 |
091127 |
99.480 |
99.480 |
99.480 |
99.480 |
unch |
0 |
90 |
+0 |
| Mar11 |
091127 |
99.395 |
99.395 |
99.395 |
99.395 |
unch |
|
|
|
| Jun11 |
091127 |
99.335 |
99.335 |
99.335 |
99.335 |
unch |
|
|
|
| Sep11 |
091127 |
99.335 |
99.335 |
99.335 |
99.335 |
unch |
|
|
|
| Dec11 |
091127 |
99.150 |
99.150 |
99.150 |
99.150 |
+0.015 |
|
|
|
| Mar12 |
091127 |
99.115 |
99.115 |
99.115 |
99.115 |
+0.015 |
|
|
|
| Total Volume and Open Interest |
600 |
5,415 |
-708 |
| 3-Mth Euro-Yen(SGX) |
| Dec09 |
091126 |
99.50 |
99.50 |
99.50 |
99.50 |
unch |
200 |
4,135 |
+115 |
| Mar10 |
091126 |
99.53 |
99.53 |
99.52 |
99.52 |
unch |
0 |
3,624 |
+0 |
| Jun10 |
091126 |
99.54 |
99.54 |
99.54 |
99.54 |
unch |
0 |
1,814 |
+0 |
| Sep10 |
091126 |
99.54 |
99.54 |
99.54 |
99.54 |
unch |
0 |
1,794 |
+0 |
| Dec10 |
091126 |
99.47 |
99.47 |
99.47 |
99.47 |
unch |
0 |
892 |
+0 |
| Mar11 |
091126 |
99.39 |
99.39 |
99.39 |
99.39 |
unch |
0 |
562 |
+0 |
| Jun11 |
091126 |
99.33 |
99.33 |
99.33 |
99.33 |
unch |
0 |
52 |
+0 |
| Sep11 |
091126 |
99.33 |
99.33 |
99.33 |
99.33 |
unch |
0 |
51 |
+0 |
| Total Volume and Open Interest |
200 |
14,332 |
-64 |
| Japanese Gov't Bonds(SGX) |
| Dec09 |
091125 |
139.58 |
139.63 |
139.32 |
139.34 |
-0.20 |
3,542 |
14,488 |
+239 |
| Mar10 |
091127 |
139.08 |
139.40 |
139.08 |
139.40 |
+0.40 |
18 |
60 |
+11 |
| Jun10 |
091127 |
139.40 |
139.40 |
139.40 |
139.40 |
+0.40 |
|
|
|
| Total Volume and Open Interest |
1,148 |
15,696 |
+0 |
| Euro-Bund(EUREX) |
| Dec09 |
091127 |
123.76 |
124.06 |
123.30 |
123.48 |
-0.06 |
646,060 |
948,313 |
+6,518 |
| Mar10 |
091127 |
123.50 |
123.76 |
122.97 |
123.15 |
-0.06 |
38,092 |
50,774 |
+20,151 |
| Jun10 |
091127 |
122.18 |
122.18 |
122.18 |
122.18 |
-0.06 |
161 |
2 |
+0 |
| Total Volume and Open Interest |
684,313 |
999,089 |
+26,669 |
| Euro-Bobl(EUREX) |
| Dec09 |
091127 |
116.74 |
117.06 |
116.56 |
116.65 |
-0.03 |
428,457 |
748,922 |
+19,962 |
| Mar10 |
091127 |
116.55 |
116.88 |
116.38 |
116.46 |
-0.01 |
11,414 |
28,297 |
+5,933 |
| Jun10 |
091127 |
115.95 |
115.95 |
115.95 |
115.95 |
-0.03 |
|
|
|
| Total Volume and Open Interest |
439,871 |
777,219 |
+29,813 |
| 3-Mth Euribor(EUREX) |
| Dec09 |
091127 |
99.235 |
99.245 |
99.235 |
99.240 |
-0.010 |
44 |
8,520 |
+197 |
| Mar10 |
091127 |
99.160 |
99.160 |
99.105 |
99.105 |
-0.030 |
150 |
4,299 |
-22 |
| Jun10 |
091127 |
98.880 |
98.880 |
98.820 |
98.820 |
-0.040 |
27 |
4,842 |
+22 |
| Total Volume and Open Interest |
251 |
21,772 |
+199 |
| Long Gilt(LIFFE) |
| Dec09 |
091126 |
119~07 |
119~30 |
119~07 |
119~28 |
+2~09 |
91,595 |
234,527 |
-3,443 |
| Mar10 |
091127 |
118~30 |
118~30 |
118~01 |
118~06 |
-0~04 |
158,042 |
150,168 |
+99,124 |
| Total Volume and Open Interest |
382,994 |
259,899 |
-13,770 |
| 3-Mth Short Sterling(LIFFE) |
| Dec09 |
091127 |
99.36 |
99.37 |
99.31 |
99.35 |
-0.03 |
18,321 |
360,964 |
-1,503 |
| Mar10 |
091127 |
99.28 |
99.29 |
99.19 |
99.23 |
-0.06 |
47,985 |
366,118 |
-2,686 |
| Jun10 |
091127 |
99.07 |
99.10 |
98.97 |
99.01 |
-0.05 |
44,423 |
435,146 |
-2,251 |
| Sep10 |
091127 |
98.68 |
98.75 |
98.59 |
98.63 |
-0.05 |
56,165 |
308,902 |
+4,543 |
| Dec10 |
091127 |
98.28 |
98.32 |
98.13 |
98.17 |
-0.05 |
53,172 |
344,286 |
-817 |
| Mar11 |
091127 |
97.84 |
97.92 |
97.72 |
97.76 |
-0.04 |
49,437 |
241,213 |
+5,669 |
| Total Volume and Open Interest |
356,265 |
2,585,147 |
-1,879 |
| 3-Mth Euribor(LIFFE) |
| Dec09 |
091120 |
99.260 |
99.270 |
99.225 |
99.260 |
-0.005 |
41,467 |
595,369 |
-5,839 |
| Mar10 |
091127 |
99.145 |
99.170 |
99.080 |
99.105 |
-0.030 |
147,056 |
706,710 |
-2,644 |
| Jun10 |
091127 |
98.880 |
98.920 |
98.805 |
98.820 |
-0.040 |
145,939 |
703,324 |
-9,580 |
| Total Volume and Open Interest |
745,648 |
3,575,169 |
-24,558 |
| 3-Mth Aus T-Bills(SFE) |
| Dec09 |
091127 |
95.91 |
96.08 |
95.91 |
95.99 |
+0.06 |
17,256 |
313,294 |
-1,495 |
| Mar10 |
091127 |
95.50 |
95.70 |
95.50 |
95.60 |
+0.09 |
19,891 |
231,449 |
+1,327 |
| Jun10 |
091127 |
95.16 |
95.36 |
95.16 |
95.28 |
+0.11 |
10,684 |
142,930 |
-3,127 |
| Sep10 |
091127 |
94.87 |
95.07 |
94.87 |
95.00 |
+0.12 |
4,423 |
87,614 |
+218 |
| Dec10 |
091127 |
94.63 |
94.81 |
94.63 |
94.76 |
+0.12 |
2,213 |
61,760 |
-724 |
| Mar11 |
091127 |
94.50 |
94.59 |
94.50 |
94.54 |
+0.11 |
540 |
25,750 |
-292 |
| Jun11 |
091127 |
94.37 |
94.41 |
94.33 |
94.35 |
+0.10 |
279 |
19,749 |
-119 |
| Sep11 |
091127 |
94.25 |
94.30 |
94.21 |
94.21 |
+0.08 |
102 |
13,252 |
-348 |
| Dec11 |
091127 |
94.16 |
94.18 |
94.10 |
94.11 |
+0.08 |
300 |
5,644 |
+200 |
| Mar12 |
091127 |
94.10 |
94.11 |
94.07 |
94.07 |
+0.08 |
100 |
2,902 |
+100 |
| Total Volume and Open Interest |
55,988 |
905,968 |
-4,160 |
| 10-Year Aus T-Bonds(SFE) |
| Dec09 |
091127 |
94.71 |
94.87 |
94.69 |
94.79 |
+0.08 |
31,533 |
347,669 |
-3,405 |
| Mar10 |
091127 |
94.77 |
94.77 |
94.72 |
94.72 |
+0.01 |
|
|
|
| Total Volume and Open Interest |
31,533 |
347,669 |
-3,405 |
| 3-Year Aus T-Bonds(SFE) |
| Dec09 |
091127 |
95.20 |
95.39 |
95.18 |
95.32 |
+0.20 |
106,915 |
812,716 |
+9,737 |
| Mar10 |
091127 |
95.10 |
95.10 |
95.10 |
95.10 |
-0.10 |
|
|
|
| Total Volume and Open Interest |
121,213 |
809,394 |
-3,322 |
| Gold(CMX) |
| Dec09 |
091127 |
1192.6 |
1195.0 |
1130.1 |
1174.2 |
-12.8 |
254,522 |
94,544 |
-99,119 |
| Feb10 |
091127 |
1194.3 |
1196.8 |
1135.8 |
1175.5 |
-13.1 |
123,208 |
283,977 |
+71,457 |
| Apr10 |
091127 |
1196.3 |
1197.5 |
1132.0 |
1176.8 |
-13.0 |
5,231 |
44,030 |
+2,542 |
| Jun10 |
091127 |
1196.9 |
1199.0 |
1139.2 |
1177.9 |
-13.0 |
5,237 |
19,627 |
-97 |
| Aug10 |
091127 |
1188.9 |
1198.8 |
1150.1 |
1179.1 |
-13.0 |
528 |
11,464 |
+2 |
| Oct10 |
091127 |
1196.6 |
1200.3 |
1167.0 |
1180.3 |
-13.1 |
229 |
3,933 |
+36 |
| Dec10 |
091127 |
1200.3 |
1200.5 |
1145.1 |
1182.0 |
-13.2 |
6,136 |
22,444 |
-900 |
| Feb11 |
091127 |
1184.3 |
1184.3 |
1184.3 |
1184.3 |
-13.3 |
102 |
2,832 |
+102 |
| Apr11 |
091127 |
1186.8 |
1186.8 |
1186.8 |
1186.8 |
-13.3 |
4 |
1,733 |
+1 |
| Jun11 |
091127 |
534.2 |
534.2 |
534.2 |
534.2 |
-13.5 |
2,101 |
7,869 |
-2,101 |
| Aug11 |
091127 |
1192.9 |
1192.9 |
1192.9 |
1192.9 |
-13.7 |
0 |
265 |
+0 |
| Total Volume and Open Interest |
398,318 |
521,253 |
-28,254 |
| Silver(CMX) |
| Dec09 |
091127 |
1876.5 |
1890.0 |
1770.0 |
1830.2 |
-46.6 |
57,098 |
20,816 |
-19,125 |
| Mar10 |
091127 |
1880.5 |
1895.0 |
1772.0 |
1833.5 |
-46.5 |
31,703 |
76,889 |
+9,473 |
| May10 |
091127 |
1877.5 |
1889.5 |
1774.5 |
1835.5 |
-46.5 |
630 |
11,337 |
+188 |
| Jul10 |
091127 |
1873.5 |
1874.0 |
1802.5 |
1837.2 |
-46.5 |
515 |
5,380 |
+372 |
| Sep10 |
091127 |
1812.0 |
1848.0 |
1797.0 |
1838.8 |
-46.5 |
0 |
2,592 |
+0 |
| Dec10 |
091127 |
1884.0 |
1900.0 |
1781.5 |
1841.5 |
-46.5 |
1,416 |
9,309 |
+870 |
| Mar11 |
091127 |
1862.0 |
1862.0 |
1844.2 |
1844.2 |
-46.6 |
0 |
48 |
+0 |
| Total Volume and Open Interest |
92,498 |
136,162 |
-8,343 |
| Platinum(NYMEX) |
| Jan10 |
091127 |
1479.0 |
1487.9 |
1426.1 |
1447.1 |
-32.4 |
2,155 |
32,310 |
+115 |
| Apr10 |
091127 |
1478.0 |
1489.3 |
1427.0 |
1447.7 |
-33.7 |
174 |
2,534 |
+65 |
| Jul10 |
091127 |
1452.0 |
1453.0 |
1451.6 |
1451.6 |
-31.9 |
18 |
137 |
+1 |
| Oct10 |
091127 |
1455.1 |
1455.1 |
1455.1 |
1455.1 |
-36.4 |
|
|
|
| Total Volume and Open Interest |
891 |
32,310 |
-2,671 |
| Palladium(NYMEX) |
| Dec09 |
091127 |
373.50 |
375.15 |
350.00 |
365.70 |
-5.25 |
4,503 |
4,021 |
-2,502 |
| Mar10 |
091127 |
375.10 |
377.25 |
352.00 |
368.55 |
-4.30 |
3,985 |
18,783 |
+2,736 |
| Jun10 |
091127 |
376.20 |
376.20 |
357.45 |
369.80 |
-4.25 |
51 |
111 |
+0 |
| Total Volume and Open Interest |
8,539 |
23,166 |
+234 |
| Copper(CMX) |
| Dec09 |
091127 |
315.65 |
319.55 |
299.30 |
309.35 |
-7.15 |
27,308 |
16,141 |
-8,570 |
| Mar10 |
091127 |
318.45 |
323.00 |
302.10 |
312.55 |
-7.15 |
17,365 |
111,625 |
+8,432 |
| May10 |
091127 |
317.80 |
322.00 |
304.25 |
313.75 |
-7.10 |
498 |
10,883 |
+53 |
| Jul10 |
091127 |
318.00 |
318.40 |
312.50 |
314.55 |
-7.00 |
103 |
3,835 |
+17 |
| Sep10 |
091127 |
314.95 |
314.95 |
314.95 |
314.95 |
-6.95 |
43 |
2,141 |
+16 |
| Total Volume and Open Interest |
47,093 |
152,001 |
+61 |
| DJIA Index(CBOT) |
| Dec09 |
091127 |
10400 |
10400 |
10115 |
10292 |
-150 |
749 |
15,698 |
+603 |
| Mar10 |
091127 |
10279 |
10300 |
10120 |
10228 |
-151 |
3 |
1,002 |
+1 |
| Jun10 |
091127 |
10167 |
10317 |
10167 |
10167 |
-150 |
0 |
1 |
+0 |
| Sep10 |
091127 |
10115 |
10265 |
10115 |
10115 |
-150 |
|
|
|
| Total Volume and Open Interest |
752 |
16,701 |
+604 |
| S & P 500(CME) |
| Dec09 |
091127 |
1103.80 |
1111.00 |
1066.90 |
1089.50 |
-19.40 |
13,712 |
397,362 |
+1,789 |
| Mar10 |
091127 |
1085.20 |
1093.00 |
1073.00 |
1084.60 |
-19.40 |
977 |
8,500 |
+146 |
| Jun10 |
091127 |
1079.90 |
1084.20 |
1068.20 |
1079.90 |
-19.30 |
385 |
1,247 |
+320 |
| Sep10 |
091127 |
1075.90 |
1080.20 |
1064.20 |
1075.90 |
-19.30 |
|
|
|
| Total Volume and Open Interest |
15,074 |
407,392 |
+2,394 |
| S & P 500 E-Mini(Globex) |
| Dec09 |
091127 |
1104.00 |
1105.00 |
1067.00 |
1089.50 |
-19.50 |
1,584,089 |
2,568,594 |
+1,180 |
| Mar10 |
091127 |
1099.00 |
1099.75 |
1062.25 |
1084.50 |
-19.50 |
3,734 |
69,516 |
+1,502 |
| Total Volume and Open Interest |
1,587,826 |
2,639,563 |
+3,377 |
| NASDAQ 100(CME) |
| Dec09 |
091127 |
1786.30 |
1796.50 |
1722.80 |
1759.30 |
-35.00 |
1,744 |
24,623 |
+132 |
| Mar10 |
091127 |
1756.80 |
1770.00 |
1756.80 |
1756.80 |
-35.00 |
5 |
145 |
-4 |
| Jun10 |
091127 |
1755.80 |
1758.00 |
1755.80 |
1755.80 |
-35.00 |
|
|
|
| Total Volume and Open Interest |
1,749 |
24,768 |
+128 |
| NASDAQ 100 E-Mini(Globex) |
| Dec09 |
091127 |
1785.50 |
1787.30 |
1722.30 |
1759.30 |
-35.00 |
220,400 |
349,621 |
-9,029 |
| Mar10 |
091127 |
1774.00 |
1784.00 |
1719.80 |
1756.80 |
-35.00 |
117 |
4,470 |
+48 |
| Total Volume and Open Interest |
220,517 |
354,093 |
-8,981 |
| S & P Midcap 400(CME) |
| Dec09 |
091127 |
675.00 |
690.50 |
665.95 |
680.80 |
-15.40 |
24 |
2,226 |
+0 |
| Mar10 |
091127 |
678.40 |
678.80 |
678.40 |
678.40 |
-15.40 |
0 |
1 |
+1 |
| Jun10 |
091127 |
676.40 |
676.80 |
676.40 |
676.40 |
-15.40 |
|
|
|
| Total Volume and Open Interest |
24 |
2,226 |
+0 |
| Russell 2000 E-Mini(Globex) |
| Nikkei 225(CME) |
| Dec09 |
091127 |
9385 |
9420 |
9055 |
9220 |
-190 |
7,509 |
33,778 |
+780 |
| Mar10 |
091127 |
9160 |
9300 |
9135 |
9285 |
-185 |
1 |
6 |
+2 |
| Total Volume and Open Interest |
7,510 |
33,784 |
+782 |
| Nikkei 225(SGX) |
| Dec09 |
091127 |
9385 |
9390 |
9055 |
9070 |
-325 |
98,121 |
199,355 |
+1,770 |
| Mar10 |
091127 |
9385 |
9385 |
9055 |
9075 |
-320 |
73 |
3,041 |
+14 |
| Jun10 |
091127 |
9020 |
9105 |
9020 |
9105 |
-320 |
0 |
424 |
+0 |
| Total Volume and Open Interest |
98,194 |
203,361 |
+0 |
| CAC 40(EURONEXT) |
| Dec09 |
091127 |
3637.5 |
3743.0 |
3583.0 |
3697.5 |
+30.0 |
96,975 |
385,560 |
+2,836 |
| Jan10 |
091127 |
3607.5 |
3741.0 |
3607.5 |
3698.5 |
+30.0 |
16 |
302 |
+3 |
| Feb10 |
091127 |
3681.0 |
3698.5 |
3681.0 |
3698.5 |
+30.0 |
|
|
|
| Total Volume and Open Interest |
96,991 |
388,181 |
+2,839 |
| Hang Seng Index(HKFE) |
| Nov09 |
091127 |
21777 |
21777 |
21395 |
21413 |
-764 |
95,368 |
28,454 |
-13,202 |
| Dec09 |
091127 |
21750 |
21750 |
20957 |
21187 |
-973 |
38,092 |
74,090 |
+15,266 |
| Total Volume and Open Interest |
133,625 |
103,457 |
+2,131 |
| DAX(EUREX) |
| Dec09 |
091127 |
5561.0 |
5722.5 |
5509.5 |
5695.0 |
+65.5 |
131,428 |
202,547 |
+5,963 |
| Mar10 |
091127 |
5573.0 |
5722.5 |
5519.0 |
5700.5 |
+65.5 |
385 |
20,710 |
+2,432 |
| Jun10 |
091127 |
5565.0 |
5706.5 |
5524.5 |
5706.5 |
+65.5 |
169 |
2,043 |
+189 |
| Total Volume and Open Interest |
131,982 |
225,300 |
+8,584 |
| FT-SE 100(EURONEXT) |
| Dec09 |
091127 |
5101.00 |
5272.00 |
5081.00 |
5243.50 |
+51.50 |
70,973 |
633,747 |
-2,735 |
| Mar10 |
091127 |
5061.00 |
5217.50 |
5061.00 |
5199.00 |
+51.50 |
844 |
22,096 |
+332 |
| Jun10 |
091127 |
5085.00 |
5159.00 |
5085.00 |
5151.00 |
+50.00 |
12 |
909 |
-3 |
| Total Volume and Open Interest |
71,829 |
657,031 |
-2,406 |
| SPI 200(SFE) |
| Dec09 |
091127 |
4707.0 |
4713.0 |
4567.0 |
4596.0 |
-122.0 |
21,164 |
221,858 |
-7,878 |
| Mar10 |
091127 |
4655.0 |
4663.0 |
4567.0 |
4585.0 |
-124.0 |
3 |
5,456 |
-46 |
| Jun10 |
091127 |
4616.0 |
4616.0 |
4609.0 |
4609.0 |
-124.0 |
0 |
1,427 |
+0 |
| Total Volume and Open Interest |
21,167 |
229,834 |
-7,924 |
| GSCI(CME) |
| Dec09 |
091127 |
494.00 |
510.00 |
491.00 |
510.00 |
-6.50 |
575 |
19,053 |
-3 |
| Jan10 |
091127 |
516.00 |
520.00 |
500.00 |
516.00 |
-4.00 |
2 |
1 |
+0 |
| Feb10 |
091127 |
519.00 |
525.00 |
504.00 |
519.00 |
-6.00 |
2 |
0 |
+0 |
| Total Volume and Open Interest |
579 |
19,054 |
-3 |
| 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. |
|
|