|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Mon November 30, 2009 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Jan10 |
091130 |
1054.25 |
1069.25 |
1050.50 |
1060.50 |
+7.50 |
84,039 |
233,096 |
-7,712 |
| Mar10 |
091130 |
1059.00 |
1074.25 |
1056.25 |
1066.00 |
+7.25 |
25,911 |
94,825 |
+4,352 |
| May10 |
091130 |
1060.25 |
1076.00 |
1059.00 |
1068.75 |
+8.50 |
10,223 |
37,629 |
+501 |
| Jul10 |
091130 |
1068.25 |
1081.50 |
1064.50 |
1074.50 |
+9.00 |
10,419 |
39,391 |
+453 |
| Aug10 |
091130 |
1073.00 |
1073.00 |
1063.25 |
1071.50 |
+8.25 |
256 |
1,427 |
+9 |
| Sep10 |
091130 |
1052.50 |
1059.50 |
1051.25 |
1059.50 |
+4.75 |
393 |
599 |
+110 |
| Nov10 |
091130 |
1046.00 |
1055.00 |
1040.00 |
1052.00 |
+4.25 |
5,955 |
55,135 |
-59 |
| Total Volume and Open Interest |
137,473 |
465,028 |
-2,197 |
| Soybean Meal(CBOT) |
| Dec09 |
091130 |
326.90 |
332.70 |
323.60 |
326.80 |
+0.30 |
16,524 |
18,770 |
-4,314 |
| Jan10 |
091130 |
314.20 |
318.50 |
312.50 |
315.20 |
+0.70 |
31,388 |
56,539 |
+1,611 |
| Mar10 |
091130 |
308.10 |
312.60 |
306.60 |
310.10 |
+1.60 |
9,931 |
38,610 |
+267 |
| May10 |
091130 |
306.00 |
308.50 |
303.30 |
307.20 |
+1.70 |
2,615 |
17,552 |
+201 |
| Jul10 |
091130 |
304.20 |
308.50 |
303.10 |
308.20 |
+1.40 |
1,663 |
17,129 |
-30 |
| Aug10 |
091130 |
305.40 |
308.00 |
305.40 |
308.00 |
+1.00 |
373 |
4,499 |
+20 |
| Sep10 |
091130 |
304.70 |
305.70 |
304.70 |
305.70 |
+0.20 |
233 |
3,848 |
+48 |
| Oct10 |
091130 |
300.00 |
301.70 |
297.00 |
301.70 |
+0.20 |
141 |
2,652 |
+28 |
| Total Volume and Open Interest |
63,373 |
169,492 |
-2,069 |
| Soybean Oil(CBOT) |
| Dec09 |
091130 |
40.07 |
41.08 |
39.88 |
40.19 |
+0.09 |
23,945 |
18,903 |
-5,790 |
| Jan10 |
091130 |
40.51 |
40.85 |
40.27 |
40.58 |
+0.06 |
42,907 |
119,607 |
+584 |
| Mar10 |
091130 |
40.79 |
41.32 |
40.00 |
40.97 |
+0.06 |
16,461 |
65,122 |
+713 |
| May10 |
091130 |
41.10 |
41.52 |
41.05 |
41.29 |
+0.07 |
4,601 |
16,705 |
+1,053 |
| Jul10 |
091130 |
41.70 |
41.82 |
41.30 |
41.60 |
+0.07 |
2,172 |
14,853 |
-29 |
| Aug10 |
091130 |
41.58 |
41.77 |
41.58 |
41.70 |
+0.07 |
259 |
1,973 |
+93 |
| Sep10 |
091130 |
41.76 |
41.88 |
41.70 |
41.79 |
+0.06 |
96 |
1,209 |
+31 |
| Oct10 |
091130 |
41.94 |
41.94 |
41.70 |
41.87 |
+0.07 |
128 |
1,072 |
+3 |
| Total Volume and Open Interest |
92,416 |
253,238 |
-2,576 |
| Canola(WCE) |
| Jan10 |
091130 |
407.9 |
412.4 |
405.6 |
408.8 |
+0.9 |
4,862 |
73,532 |
+167 |
| Mar10 |
091130 |
414.2 |
418.9 |
412.2 |
415.7 |
+1.2 |
1,510 |
18,843 |
+744 |
| May10 |
091130 |
419.5 |
424.2 |
417.4 |
420.8 |
+1.2 |
81 |
2,588 |
+51 |
| Jul10 |
091130 |
422.9 |
426.6 |
421.5 |
423.4 |
+0.4 |
137 |
3,682 |
+99 |
| Nov10 |
091130 |
422.9 |
423.5 |
420.4 |
420.4 |
+1.4 |
175 |
1,888 |
+27 |
| Total Volume and Open Interest |
6,765 |
100,560 |
+1,088 |
| Corn(CBOT) |
| Dec09 |
091130 |
396.75 |
405.25 |
392.25 |
402.75 |
+5.50 |
129,798 |
95,710 |
-37,958 |
| Mar10 |
091130 |
412.00 |
420.25 |
407.25 |
417.50 |
+4.00 |
128,771 |
490,619 |
+30,238 |
| May10 |
091130 |
422.00 |
430.00 |
417.50 |
427.25 |
+3.25 |
18,943 |
91,403 |
+7,709 |
| Jul10 |
091130 |
431.50 |
438.75 |
425.50 |
435.75 |
+3.00 |
15,634 |
93,683 |
+2,461 |
| Sep10 |
091130 |
438.50 |
443.75 |
433.25 |
442.50 |
+3.25 |
1,823 |
23,750 |
+36 |
| Dec10 |
091130 |
443.00 |
448.50 |
439.00 |
448.50 |
+3.00 |
13,157 |
169,914 |
+3,495 |
| Total Volume and Open Interest |
308,791 |
993,418 |
+6,236 |
| Wheat(CBOT) |
| Dec09 |
091130 |
550.25 |
568.25 |
550.25 |
567.50 |
+18.75 |
34,063 |
18,992 |
-9,626 |
| Mar10 |
091130 |
572.00 |
591.00 |
571.75 |
588.75 |
+19.00 |
47,330 |
189,973 |
+9,041 |
| May10 |
091130 |
586.00 |
602.00 |
586.00 |
600.50 |
+18.25 |
3,348 |
25,776 |
+726 |
| Jul10 |
091130 |
594.00 |
612.00 |
594.00 |
610.25 |
+17.00 |
5,678 |
55,554 |
+1,249 |
| Sep10 |
091130 |
620.50 |
624.25 |
608.00 |
624.25 |
+16.25 |
1,519 |
16,254 |
+817 |
| Total Volume and Open Interest |
94,752 |
353,254 |
+2,962 |
| Wheat(KCBT) |
| Dec09 |
091130 |
545.00 |
562.50 |
545.00 |
560.50 |
+17.75 |
7,634 |
3,770 |
-2,902 |
| Mar10 |
091130 |
560.50 |
578.25 |
560.25 |
575.00 |
+16.00 |
13,013 |
60,510 |
+1,211 |
| May10 |
091130 |
578.75 |
589.50 |
577.00 |
586.00 |
+15.00 |
2,817 |
9,221 |
+1,598 |
| Jul10 |
091130 |
587.00 |
601.00 |
587.00 |
597.50 |
+13.50 |
2,018 |
26,389 |
+226 |
| Sep10 |
091130 |
603.75 |
612.50 |
602.25 |
609.75 |
+14.00 |
166 |
2,302 |
-13 |
| Total Volume and Open Interest |
27,180 |
134,324 |
+884 |
| Wheat(MGE) |
| Dec09 |
091130 |
553.50 |
571.50 |
553.50 |
569.75 |
+16.00 |
2,902 |
1,735 |
-1,287 |
| Mar10 |
091130 |
570.50 |
590.50 |
570.50 |
587.75 |
+17.00 |
4,550 |
20,581 |
-943 |
| May10 |
091130 |
590.75 |
602.25 |
590.75 |
600.50 |
+17.50 |
482 |
4,302 |
-299 |
| Jul10 |
091130 |
599.50 |
614.25 |
599.50 |
611.00 |
+16.00 |
309 |
8,401 |
+43 |
| Sep10 |
091130 |
615.00 |
626.00 |
614.00 |
622.00 |
+15.25 |
475 |
3,144 |
+314 |
| Total Volume and Open Interest |
8,960 |
45,400 |
-2,185 |
| Oats(CBOT) |
| Dec09 |
091130 |
252.50 |
256.75 |
251.50 |
254.50 |
-0.50 |
822 |
1,351 |
-712 |
| Mar10 |
091130 |
266.75 |
270.25 |
263.75 |
267.50 |
-1.00 |
723 |
9,889 |
+187 |
| May10 |
091130 |
272.75 |
276.75 |
272.75 |
275.75 |
-1.00 |
29 |
435 |
+19 |
| Jul10 |
091130 |
283.25 |
284.25 |
283.25 |
283.25 |
-1.00 |
0 |
514 |
+0 |
| Total Volume and Open Interest |
1,575 |
12,569 |
-506 |
| Rough Rice(CBOT) |
| Jan10 |
091130 |
15.36 |
15.47 |
15.25 |
15.31 |
-0.09 |
2,524 |
9,573 |
+9 |
| Mar10 |
091130 |
15.69 |
15.73 |
15.53 |
15.58 |
-0.09 |
795 |
4,683 |
+475 |
| May10 |
091130 |
15.94 |
15.94 |
15.81 |
15.84 |
-0.06 |
27 |
380 |
+1 |
| Jul10 |
091130 |
16.17 |
16.17 |
16.08 |
16.08 |
-0.07 |
30 |
570 |
+15 |
| Total Volume and Open Interest |
3,478 |
16,004 |
+578 |
| Live Cattle(CME) |
| Dec09 |
091130 |
83.285 |
83.550 |
82.900 |
83.200 |
unch |
7,498 |
35,940 |
-2,783 |
| Feb10 |
091130 |
85.635 |
85.800 |
85.385 |
85.730 |
+0.250 |
7,214 |
124,828 |
+799 |
| Apr10 |
091130 |
88.000 |
88.150 |
87.680 |
88.135 |
+0.135 |
3,191 |
62,028 |
+440 |
| Jun10 |
091130 |
85.135 |
85.350 |
84.885 |
85.300 |
+0.265 |
1,775 |
28,259 |
-51 |
| Aug10 |
091130 |
85.580 |
85.700 |
85.250 |
85.680 |
+0.200 |
400 |
7,210 |
+139 |
| Oct10 |
091130 |
88.430 |
88.800 |
88.150 |
88.730 |
+0.430 |
143 |
4,297 |
+41 |
| Total Volume and Open Interest |
20,398 |
264,788 |
-1,291 |
| Feeder Cattle(CME) |
| Jan10 |
091130 |
92.680 |
93.180 |
92.400 |
92.950 |
+0.450 |
843 |
16,547 |
-98 |
| Mar10 |
091130 |
93.285 |
93.885 |
93.200 |
93.750 |
+0.600 |
470 |
6,133 |
+101 |
| Apr10 |
091130 |
94.680 |
95.200 |
94.600 |
95.200 |
+0.650 |
72 |
979 |
+27 |
| May10 |
091130 |
95.350 |
96.000 |
95.350 |
95.950 |
+0.500 |
125 |
2,078 |
+34 |
| Aug10 |
091130 |
97.500 |
98.000 |
97.500 |
97.830 |
+0.480 |
14 |
535 |
+6 |
| Sep10 |
091130 |
97.950 |
98.000 |
97.950 |
98.000 |
+0.050 |
0 |
5 |
+0 |
| Oct10 |
091130 |
97.700 |
97.700 |
97.700 |
97.700 |
+0.050 |
0 |
4 |
+0 |
| Total Volume and Open Interest |
1,524 |
26,281 |
+70 |
| Lean Hogs(CME) |
| Dec09 |
091130 |
59.250 |
59.350 |
58.400 |
58.600 |
-0.435 |
9,025 |
19,583 |
-1,918 |
| Feb10 |
091130 |
67.550 |
67.700 |
66.350 |
66.885 |
-0.445 |
17,209 |
72,622 |
+547 |
| Apr10 |
091130 |
70.680 |
71.000 |
70.250 |
70.550 |
-0.100 |
7,663 |
38,553 |
+1,956 |
| May10 |
091130 |
74.200 |
75.100 |
74.135 |
75.050 |
-0.250 |
377 |
2,263 |
+265 |
| Jun10 |
091130 |
77.975 |
78.150 |
77.600 |
78.080 |
-0.100 |
2,709 |
20,459 |
+1,336 |
| Jul10 |
091130 |
76.750 |
76.750 |
76.430 |
76.600 |
-0.100 |
965 |
7,464 |
+607 |
| Aug10 |
091130 |
76.000 |
76.100 |
75.550 |
76.100 |
-0.080 |
540 |
5,641 |
+256 |
| Oct10 |
091130 |
67.930 |
68.150 |
67.300 |
67.900 |
-0.135 |
88 |
3,081 |
+61 |
| Total Volume and Open Interest |
38,776 |
171,613 |
+3,201 |
| Pork Bellies(CME) |
| Feb10 |
091130 |
87.000 |
87.000 |
86.000 |
86.050 |
-0.700 |
14 |
383 |
+2 |
| Mar10 |
091130 |
83.500 |
85.500 |
83.500 |
83.500 |
-0.635 |
0 |
88 |
+0 |
| May10 |
091130 |
84.500 |
86.000 |
84.500 |
84.500 |
-0.635 |
0 |
79 |
+0 |
| Jul10 |
091130 |
88.000 |
88.000 |
88.000 |
88.000 |
-1.450 |
0 |
20 |
+0 |
| Aug10 |
091130 |
85.000 |
86.000 |
85.000 |
85.000 |
+0.500 |
0 |
15 |
+0 |
| Total Volume and Open Interest |
14 |
585 |
+2 |
| Class III Milk(CME) |
| Nov09 |
091130 |
14.10 |
14.10 |
14.07 |
14.10 |
+0.02 |
7 |
3,841 |
-4 |
| Dec09 |
091130 |
14.90 |
14.98 |
14.68 |
14.84 |
+0.01 |
122 |
5,264 |
+51 |
| Jan10 |
091130 |
14.94 |
15.12 |
14.75 |
14.95 |
+0.01 |
116 |
3,346 |
+28 |
| Feb10 |
091130 |
15.08 |
15.23 |
14.93 |
15.10 |
+0.02 |
74 |
2,268 |
+0 |
| Mar10 |
091130 |
15.37 |
15.47 |
15.29 |
15.38 |
+0.01 |
98 |
1,921 |
+5 |
| Total Volume and Open Interest |
927 |
24,891 |
+156 |
| Cocoa(ICE) |
| Dec09 |
091130 |
3263 |
3263 |
3206 |
3214 |
-18 |
27 |
321 |
-41 |
| Mar10 |
091130 |
3277 |
3320 |
3246 |
3259 |
-13 |
6,095 |
75,244 |
+526 |
| May10 |
091130 |
3311 |
3330 |
3266 |
3276 |
-12 |
530 |
18,169 |
+89 |
| Jul10 |
091130 |
3313 |
3323 |
3278 |
3283 |
-7 |
288 |
6,898 |
-36 |
| Sep10 |
091130 |
3306 |
3308 |
3270 |
3272 |
-8 |
69 |
4,997 |
+1 |
| Dec10 |
091130 |
3298 |
3302 |
3265 |
3265 |
-6 |
43 |
3,901 |
-73 |
| Mar11 |
091130 |
3286 |
3288 |
3254 |
3254 |
-10 |
16 |
7,598 |
-17 |
| Total Volume and Open Interest |
7,068 |
123,584 |
+449 |
| Coffee "C"(ICE) |
| Dec09 |
091130 |
137.95 |
142.15 |
137.95 |
141.75 |
+3.80 |
120 |
1,212 |
-330 |
| Mar10 |
091130 |
138.75 |
143.50 |
138.65 |
142.00 |
+3.95 |
9,133 |
70,543 |
-952 |
| May10 |
091130 |
139.85 |
145.10 |
139.85 |
143.70 |
+3.85 |
1,949 |
18,101 |
-663 |
| Jul10 |
091130 |
141.50 |
146.20 |
141.50 |
145.20 |
+3.70 |
459 |
5,212 |
+108 |
| Sep10 |
091130 |
144.80 |
147.75 |
144.10 |
146.65 |
+3.55 |
452 |
4,572 |
+78 |
| Dec10 |
091130 |
147.00 |
149.05 |
147.00 |
148.70 |
+3.30 |
357 |
4,610 |
+224 |
| Total Volume and Open Interest |
12,739 |
105,917 |
-1,588 |
| Orange Juice(ICE) |
| Jan10 |
091130 |
118.15 |
119.60 |
116.55 |
119.30 |
+1.40 |
950 |
16,702 |
-203 |
| Mar10 |
091130 |
121.50 |
123.10 |
120.00 |
122.90 |
+1.90 |
362 |
8,030 |
+13 |
| May10 |
091130 |
125.85 |
126.30 |
125.50 |
126.30 |
+1.60 |
55 |
3,131 |
+21 |
| Jul10 |
091130 |
127.00 |
129.20 |
127.00 |
129.20 |
+1.50 |
103 |
919 |
+80 |
| Sep10 |
091130 |
131.10 |
132.00 |
131.00 |
131.95 |
+1.45 |
5 |
414 |
+0 |
| Nov10 |
091130 |
134.30 |
134.30 |
134.30 |
134.30 |
+1.55 |
0 |
47 |
+0 |
| Total Volume and Open Interest |
1,475 |
29,443 |
-89 |
| Sugar #11(ICE) |
| Mar10 |
091130 |
22.95 |
23.00 |
22.37 |
22.64 |
-0.13 |
35,874 |
349,560 |
-174 |
| May10 |
091130 |
22.06 |
22.09 |
21.57 |
21.84 |
-0.10 |
16,265 |
110,098 |
+734 |
| Jul10 |
091130 |
20.64 |
20.79 |
20.31 |
20.61 |
-0.03 |
9,041 |
116,784 |
+141 |
| Oct10 |
091130 |
19.95 |
20.00 |
19.61 |
19.91 |
-0.01 |
5,841 |
87,453 |
+446 |
| Mar11 |
091130 |
19.50 |
19.60 |
19.20 |
19.54 |
+0.03 |
2,128 |
47,113 |
+268 |
| Total Volume and Open Interest |
71,625 |
775,531 |
+2,446 |
| London Cocoa(LCE) |
| Dec09 |
091030 |
2127 |
2146 |
2122 |
2127 |
-20 |
3,155 |
54,406 |
-13 |
| Mar10 |
091130 |
2182 |
2206 |
2162 |
2173 |
-3 |
3,116 |
49,224 |
+43 |
| May10 |
091130 |
2201 |
2222 |
2182 |
2194 |
-2 |
1,412 |
49,485 |
+110 |
| Jul10 |
091130 |
2181 |
2194 |
2155 |
2166 |
-8 |
1,710 |
19,099 |
+1,380 |
| Sep10 |
091130 |
2137 |
2137 |
2121 |
2127 |
-6 |
103 |
6,963 |
+35 |
| Dec10 |
091130 |
2105 |
2105 |
2082 |
2090 |
-8 |
27 |
8,530 |
+16 |
| Mar11 |
091130 |
2074 |
2074 |
2074 |
2074 |
-8 |
581 |
8,329 |
-364 |
| Total Volume and Open Interest |
10,018 |
178,985 |
+540 |
| London Sugar(LCE) |
| Mar10 |
091130 |
618.80 |
619.30 |
606.10 |
610.30 |
-8.10 |
2,493 |
33,133 |
-92 |
| May10 |
091130 |
603.00 |
604.00 |
595.30 |
599.60 |
-3.40 |
348 |
19,682 |
+204 |
| Aug10 |
091130 |
570.10 |
570.10 |
563.00 |
565.50 |
-5.00 |
431 |
9,895 |
+121 |
| Oct10 |
091130 |
537.40 |
544.40 |
536.50 |
541.40 |
-1.10 |
8 |
4,510 |
-10 |
| Dec10 |
091130 |
527.40 |
528.00 |
527.40 |
528.00 |
unch |
0 |
830 |
+0 |
| Total Volume and Open Interest |
3,280 |
68,125 |
+223 |
| Cotton(ICE) |
| Dec09 |
091130 |
70.24 |
70.92 |
70.24 |
70.75 |
+1.01 |
125 |
335 |
-124 |
| Mar10 |
091130 |
74.10 |
74.84 |
73.88 |
74.68 |
+0.84 |
6,248 |
133,465 |
+399 |
| May10 |
091130 |
75.50 |
76.08 |
75.11 |
75.85 |
+0.88 |
1,717 |
12,851 |
+563 |
| Jul10 |
091130 |
76.10 |
76.77 |
75.95 |
76.52 |
+0.99 |
1,089 |
18,678 |
+78 |
| Oct10 |
091130 |
76.91 |
76.91 |
76.91 |
76.91 |
+0.84 |
0 |
116 |
+0 |
| Dec10 |
091130 |
77.10 |
77.70 |
76.83 |
77.41 |
+0.99 |
811 |
10,962 |
+481 |
| Total Volume and Open Interest |
10,080 |
177,172 |
+1,469 |
| Lumber(CME) |
| Jan10 |
091130 |
236.2 |
246.2 |
236.2 |
246.2 |
+10.0 |
566 |
7,167 |
-13 |
| Mar10 |
091130 |
254.6 |
265.5 |
254.2 |
265.5 |
+10.0 |
479 |
3,450 |
+98 |
| May10 |
091130 |
255.2 |
266.0 |
255.2 |
265.6 |
+7.8 |
63 |
466 |
+43 |
| Jul10 |
091130 |
258.6 |
264.8 |
255.0 |
264.0 |
+6.5 |
33 |
138 |
+24 |
| Total Volume and Open Interest |
1,151 |
11,331 |
+162 |
| Crude Oil(NYM) |
| Jan10 |
091130 |
76.05 |
78.00 |
75.13 |
77.28 |
+1.23 |
337,389 |
344,495 |
-3,818 |
| Feb10 |
091130 |
77.62 |
79.39 |
76.49 |
78.66 |
+1.30 |
108,488 |
95,948 |
-1,815 |
| Mar10 |
091130 |
78.76 |
80.54 |
77.67 |
79.84 |
+1.34 |
51,345 |
88,675 |
+2,265 |
| Apr10 |
091130 |
79.84 |
81.36 |
78.64 |
80.74 |
+1.36 |
16,810 |
28,197 |
+975 |
| May10 |
091130 |
80.65 |
82.00 |
80.00 |
81.52 |
+1.37 |
11,573 |
25,471 |
-40 |
| Jun10 |
091130 |
81.42 |
82.89 |
80.06 |
82.24 |
+1.37 |
33,255 |
106,162 |
-3,087 |
| Jul10 |
091130 |
81.56 |
82.95 |
81.37 |
82.85 |
+1.36 |
3,906 |
28,306 |
-312 |
| Aug10 |
091130 |
81.86 |
83.38 |
81.86 |
83.36 |
+1.36 |
4,749 |
13,676 |
+121 |
| Sep10 |
091130 |
82.35 |
84.39 |
82.13 |
83.86 |
+1.36 |
3,010 |
25,349 |
-144 |
| Oct10 |
091130 |
82.91 |
84.56 |
82.88 |
84.37 |
+1.37 |
2,089 |
15,809 |
+64 |
| Nov10 |
091130 |
84.79 |
84.91 |
84.79 |
84.91 |
+1.38 |
2,575 |
15,262 |
+13 |
| Dec10 |
091130 |
84.29 |
86.12 |
83.32 |
85.46 |
+1.39 |
26,915 |
123,191 |
+2,920 |
| Jan11 |
091130 |
85.83 |
85.83 |
85.83 |
85.83 |
+1.41 |
1,806 |
17,757 |
+382 |
| Feb11 |
091130 |
86.14 |
86.14 |
86.14 |
86.14 |
+1.43 |
1,166 |
7,893 |
-275 |
| Mar11 |
091130 |
86.46 |
86.46 |
86.46 |
86.46 |
+1.44 |
1,420 |
6,128 |
-41 |
| Apr11 |
091130 |
86.78 |
86.78 |
86.78 |
86.78 |
+1.46 |
1,466 |
7,613 |
+230 |
| Total Volume and Open Interest |
627,808 |
1,182,954 |
+400 |
| 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 |
091130 |
76.075 |
78.000 |
75.125 |
77.275 |
+1.225 |
12,932 |
4,660 |
-350 |
| Feb10 |
091130 |
77.850 |
79.350 |
76.500 |
78.650 |
+1.300 |
388 |
429 |
+39 |
| Mar10 |
091130 |
79.000 |
80.275 |
78.325 |
79.850 |
+1.350 |
73 |
155 |
+4 |
| Apr10 |
091130 |
79.050 |
80.750 |
79.050 |
80.750 |
+1.375 |
0 |
8 |
+0 |
| May10 |
091130 |
81.525 |
81.525 |
81.525 |
81.525 |
+1.375 |
0 |
2 |
+0 |
| Jun10 |
091130 |
81.250 |
82.250 |
81.250 |
82.250 |
+1.375 |
1 |
8 |
-1 |
| Jul10 |
091130 |
82.850 |
82.850 |
82.850 |
82.850 |
+1.350 |
0 |
7 |
+0 |
| Aug10 |
091130 |
83.350 |
83.350 |
83.350 |
83.350 |
+1.350 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
13,394 |
5,362 |
-308 |
| Heating Oil(NYM) |
| Dec09 |
091130 |
197.62 |
203.15 |
194.48 |
201.81 |
+5.59 |
28,136 |
16,978 |
-5,628 |
| Jan10 |
091130 |
201.11 |
207.36 |
199.17 |
204.79 |
+3.83 |
52,426 |
93,202 |
+3,739 |
| Feb10 |
091130 |
205.22 |
210.24 |
202.43 |
207.88 |
+3.66 |
13,777 |
40,871 |
+1,166 |
| Mar10 |
091130 |
208.00 |
212.35 |
205.20 |
210.34 |
+3.40 |
8,054 |
37,381 |
+2,414 |
| Apr10 |
091130 |
210.00 |
213.71 |
206.76 |
211.62 |
+3.45 |
2,323 |
18,331 |
-16 |
| May10 |
091130 |
210.72 |
214.76 |
209.68 |
212.85 |
+3.51 |
2,010 |
13,527 |
-73 |
| Jun10 |
091130 |
211.93 |
216.17 |
209.34 |
214.09 |
+3.55 |
4,164 |
31,894 |
-123 |
| Jul10 |
091130 |
213.95 |
217.00 |
213.22 |
215.79 |
+3.60 |
306 |
8,956 |
-12 |
| Aug10 |
091130 |
212.64 |
217.72 |
212.64 |
217.72 |
+3.57 |
256 |
4,431 |
+19 |
| Sep10 |
091130 |
221.09 |
221.09 |
220.09 |
220.09 |
+3.53 |
221 |
7,558 |
-80 |
| Oct10 |
091130 |
219.75 |
224.25 |
219.75 |
222.69 |
+3.50 |
123 |
4,054 |
-4 |
| Nov10 |
091130 |
226.12 |
226.12 |
225.29 |
225.29 |
+3.50 |
170 |
6,088 |
+55 |
| Total Volume and Open Interest |
114,479 |
326,992 |
+1,491 |
| Gasoline(NYMEX) |
| Dec09 |
091130 |
194.19 |
201.59 |
192.50 |
200.08 |
+7.46 |
22,362 |
12,038 |
-5,334 |
| Jan10 |
091130 |
196.05 |
203.65 |
195.05 |
201.15 |
+5.67 |
46,580 |
103,127 |
+222 |
| Feb10 |
091130 |
200.22 |
205.98 |
197.73 |
203.63 |
+5.39 |
13,145 |
31,358 |
+1,005 |
| Mar10 |
091130 |
202.95 |
208.02 |
200.45 |
206.15 |
+5.11 |
7,511 |
31,866 |
+1,433 |
| Apr10 |
091130 |
213.80 |
219.21 |
213.00 |
217.89 |
+4.68 |
4,688 |
20,322 |
+352 |
| May10 |
091130 |
214.85 |
219.22 |
214.07 |
219.22 |
+4.52 |
2,347 |
9,339 |
+177 |
| Jun10 |
091130 |
217.21 |
220.69 |
215.71 |
220.31 |
+4.39 |
2,913 |
10,997 |
+98 |
| Jul10 |
091130 |
218.06 |
221.20 |
218.06 |
220.79 |
+4.37 |
522 |
5,524 |
+97 |
| Aug10 |
091130 |
220.89 |
220.89 |
220.89 |
220.89 |
+4.27 |
250 |
5,113 |
-23 |
| Sep10 |
091130 |
220.06 |
220.06 |
220.06 |
220.06 |
+4.34 |
267 |
4,777 |
+84 |
| Total Volume and Open Interest |
101,332 |
255,514 |
-1,811 |
| e-miNY RBOB Gasoline(NYM) |
| Jan10 |
091130 |
1.95 |
1.95 |
1.95 |
2.01 |
-193.47 |
2 |
2 |
+2 |
| Feb10 |
091130 |
203.60 |
203.63 |
203.60 |
203.60 |
+5.36 |
|
|
|
| Mar10 |
091130 |
206.20 |
206.20 |
206.15 |
206.20 |
+5.16 |
|
|
|
| Apr10 |
091130 |
217.90 |
217.90 |
217.89 |
217.90 |
+4.69 |
|
|
|
| Total Volume and Open Interest |
4 |
4 |
+1 |
| Natural Gas(NYM) |
| Jan10 |
091130 |
5.184 |
5.192 |
4.823 |
4.848 |
-0.344 |
129,914 |
198,252 |
-8,542 |
| Feb10 |
091130 |
5.261 |
5.261 |
4.917 |
4.942 |
-0.319 |
25,092 |
67,087 |
+1,584 |
| Mar10 |
091130 |
5.250 |
5.281 |
4.968 |
4.989 |
-0.301 |
22,874 |
84,315 |
+329 |
| Apr10 |
091130 |
5.280 |
5.280 |
5.009 |
5.029 |
-0.279 |
17,578 |
48,667 |
-1,617 |
| May10 |
091130 |
5.305 |
5.347 |
5.078 |
5.094 |
-0.262 |
4,394 |
30,981 |
-418 |
| Jun10 |
091130 |
5.424 |
5.424 |
5.160 |
5.180 |
-0.252 |
2,261 |
21,375 |
+532 |
| Jul10 |
091130 |
5.516 |
5.520 |
5.261 |
5.282 |
-0.242 |
1,787 |
17,141 |
+223 |
| Aug10 |
091130 |
5.505 |
5.505 |
5.344 |
5.362 |
-0.240 |
1,887 |
15,774 |
+223 |
| Sep10 |
091130 |
5.510 |
5.510 |
5.405 |
5.417 |
-0.238 |
1,235 |
16,278 |
+186 |
| Oct10 |
091130 |
5.650 |
5.650 |
5.534 |
5.554 |
-0.241 |
5,022 |
32,097 |
+479 |
| Nov10 |
091130 |
6.067 |
6.077 |
5.991 |
5.999 |
-0.211 |
1,082 |
8,092 |
-234 |
| Dec10 |
091130 |
6.640 |
6.640 |
6.419 |
6.439 |
-0.201 |
1,303 |
16,148 |
+96 |
| Jan11 |
091130 |
6.695 |
6.740 |
6.651 |
6.664 |
-0.206 |
3,047 |
14,194 |
+830 |
| Feb11 |
091130 |
6.725 |
6.725 |
6.654 |
6.654 |
-0.206 |
54 |
6,223 |
+3 |
| Mar11 |
091130 |
6.505 |
6.517 |
6.497 |
6.504 |
-0.196 |
34 |
16,100 |
-8 |
| Apr11 |
091130 |
6.105 |
6.113 |
6.095 |
6.099 |
-0.161 |
25 |
10,179 |
-7 |
| Total Volume and Open Interest |
218,523 |
701,124 |
+494,330 |
| Brent Crude Oil(ICE) |
| Jan10 |
091130 |
77.46 |
79.30 |
76.40 |
78.47 |
+1.29 |
57,568 |
186,057 |
-6,135 |
| Feb10 |
091130 |
78.25 |
80.10 |
77.22 |
79.30 |
+1.32 |
21,214 |
122,569 |
-1,817 |
| Mar10 |
091130 |
79.17 |
80.91 |
78.04 |
80.11 |
+1.32 |
9,688 |
61,009 |
+1,155 |
| Apr10 |
091130 |
79.95 |
81.67 |
78.89 |
80.88 |
+1.33 |
5,816 |
30,248 |
+1,886 |
| May10 |
091130 |
80.05 |
82.24 |
79.72 |
81.57 |
+1.34 |
3,442 |
18,630 |
-96 |
| Jun10 |
091130 |
80.69 |
82.89 |
80.24 |
82.23 |
+1.34 |
3,962 |
54,248 |
+259 |
| Jul10 |
091130 |
81.92 |
82.94 |
81.00 |
82.85 |
+1.34 |
1,164 |
13,342 |
-22 |
| Aug10 |
091130 |
81.98 |
83.55 |
81.33 |
83.45 |
+1.35 |
726 |
9,709 |
+146 |
| Sep10 |
091130 |
82.56 |
84.13 |
81.92 |
84.04 |
+1.36 |
1,047 |
6,390 |
+55 |
| Oct10 |
091130 |
83.64 |
84.65 |
83.33 |
84.61 |
+1.37 |
324 |
13,352 |
-8 |
| Nov10 |
091130 |
85.22 |
85.22 |
85.17 |
85.17 |
+1.38 |
457 |
10,166 |
+65 |
| Dec10 |
091130 |
84.14 |
86.37 |
83.61 |
85.74 |
+1.39 |
2,706 |
69,353 |
+184 |
| Jan11 |
091130 |
86.25 |
86.25 |
86.25 |
86.25 |
+1.42 |
406 |
7,370 |
+48 |
| Feb11 |
091130 |
86.70 |
86.70 |
86.70 |
86.70 |
+1.43 |
0 |
3,659 |
+0 |
| Total Volume and Open Interest |
109,259 |
698,822 |
-4,206 |
| Gas Oil(ICE) |
| Dec09 |
091130 |
610.00 |
629.25 |
605.50 |
614.25 |
+9.25 |
15,430 |
76,033 |
-4,453 |
| Jan10 |
091130 |
621.75 |
640.75 |
617.00 |
625.50 |
+8.50 |
17,149 |
117,582 |
-5,101 |
| Feb10 |
091130 |
635.75 |
649.00 |
626.00 |
634.00 |
+8.25 |
4,277 |
53,211 |
-557 |
| Mar10 |
091130 |
641.25 |
656.25 |
633.75 |
641.50 |
+8.25 |
932 |
33,606 |
-47 |
| Apr10 |
091130 |
650.00 |
652.00 |
647.50 |
648.50 |
+8.25 |
454 |
23,112 |
+195 |
| May10 |
091130 |
657.00 |
664.75 |
654.50 |
655.75 |
+8.50 |
129 |
19,336 |
-16 |
| Jun10 |
091130 |
663.25 |
677.50 |
655.75 |
662.75 |
+8.75 |
553 |
42,949 |
+75 |
| Jul10 |
091130 |
671.50 |
673.50 |
668.00 |
670.50 |
+9.00 |
59 |
16,128 |
-48 |
| Aug10 |
091130 |
679.00 |
680.00 |
677.00 |
677.75 |
+9.00 |
441 |
17,055 |
-123 |
| Sep10 |
091130 |
686.00 |
686.00 |
684.00 |
684.75 |
+9.00 |
270 |
15,040 |
+78 |
| Total Volume and Open Interest |
41,932 |
535,824 |
-10,133 |
| Ethanol(CBOT) |
| Nov09 |
091104 |
1.970 |
2.000 |
1.970 |
1.970 |
+0.020 |
5 |
151 |
-1 |
| Dec09 |
091130 |
2.126 |
2.135 |
2.110 |
2.135 |
+0.014 |
103 |
321 |
-32 |
| Jan10 |
091130 |
2.010 |
2.031 |
2.000 |
2.030 |
+0.026 |
28 |
727 |
+6 |
| Feb10 |
091130 |
1.970 |
1.975 |
1.960 |
1.974 |
+0.012 |
30 |
537 |
+14 |
| Mar10 |
091130 |
1.945 |
1.950 |
1.945 |
1.947 |
+0.018 |
28 |
830 |
+8 |
| Apr10 |
091130 |
1.929 |
1.935 |
1.925 |
1.932 |
+0.008 |
27 |
499 |
+14 |
| May10 |
091130 |
1.915 |
1.915 |
1.900 |
1.912 |
+0.002 |
22 |
410 |
+10 |
| Jun10 |
091130 |
1.905 |
1.905 |
1.891 |
1.901 |
+0.016 |
14 |
313 |
+8 |
| Total Volume and Open Interest |
272 |
5,896 |
+37 |
| US Dollar Index(ICE) |
| Dec09 |
091130 |
75.000 |
75.060 |
74.535 |
74.935 |
-0.105 |
4,079 |
37,892 |
+659 |
| Mar10 |
091130 |
75.200 |
75.340 |
74.910 |
75.285 |
-0.115 |
38 |
2,691 |
+73 |
| Jun10 |
091130 |
75.670 |
75.670 |
75.670 |
75.670 |
-0.115 |
0 |
7 |
+0 |
| Total Volume and Open Interest |
4,117 |
40,590 |
+732 |
| Australian Dollar(CME) |
| Dec09 |
091130 |
91.01 |
91.83 |
90.83 |
91.30 |
+0.78 |
83,853 |
114,163 |
+2,655 |
| Mar10 |
091130 |
90.09 |
90.96 |
89.69 |
90.45 |
+0.76 |
962 |
7,278 |
+47 |
| Jun10 |
091130 |
89.50 |
89.50 |
88.75 |
89.50 |
+0.75 |
0 |
10 |
+0 |
| Total Volume and Open Interest |
84,815 |
121,468 |
+2,702 |
| British Pound(CME) |
| Dec09 |
091130 |
165.18 |
165.93 |
163.78 |
164.22 |
-0.69 |
115,643 |
90,250 |
+4,988 |
| Mar10 |
091130 |
165.04 |
165.81 |
163.70 |
164.12 |
-0.70 |
960 |
3,775 |
+352 |
| Jun10 |
091130 |
164.02 |
165.34 |
163.72 |
164.02 |
-0.70 |
0 |
119 |
+0 |
| Total Volume and Open Interest |
116,603 |
94,215 |
+5,340 |
| Canadian Dollar(CME) |
| Dec09 |
091130 |
94.29 |
94.95 |
94.10 |
94.60 |
+0.50 |
83,307 |
83,048 |
+1,933 |
| Mar10 |
091130 |
94.43 |
94.93 |
94.23 |
94.60 |
+0.49 |
1,103 |
6,838 |
+156 |
| Jun10 |
091130 |
94.65 |
94.90 |
94.09 |
94.58 |
+0.49 |
15 |
583 |
+3 |
| Sep10 |
091130 |
94.56 |
94.85 |
94.07 |
94.56 |
+0.49 |
0 |
441 |
+0 |
| Total Volume and Open Interest |
84,430 |
91,221 |
+2,090 |
| Japanese Yen(CME) |
| Dec09 |
091130 |
115.43 |
116.47 |
115.13 |
115.91 |
+0.68 |
120,569 |
132,830 |
+4,335 |
| Mar10 |
091130 |
115.53 |
116.53 |
115.20 |
115.97 |
+0.68 |
1,858 |
3,817 |
+527 |
| Jun10 |
091130 |
116.05 |
116.27 |
115.38 |
116.05 |
+0.67 |
1 |
18 |
+1 |
| Total Volume and Open Interest |
122,429 |
136,697 |
+4,864 |
| Swiss Franc(CME) |
| Dec09 |
091130 |
99.70 |
100.15 |
99.25 |
99.39 |
+0.04 |
69,601 |
58,276 |
+4,816 |
| Mar10 |
091130 |
99.68 |
100.21 |
99.33 |
99.45 |
+0.04 |
1,209 |
1,804 |
+1,111 |
| Jun10 |
091130 |
99.53 |
99.91 |
99.51 |
99.53 |
+0.02 |
0 |
5 |
+0 |
| Total Volume and Open Interest |
70,810 |
60,086 |
+5,927 |
| EuroFX(CME) |
| Dec09 |
091130 |
150.10 |
150.84 |
149.64 |
149.91 |
+0.31 |
266,464 |
177,549 |
+7,657 |
| Mar10 |
091130 |
150.02 |
150.76 |
149.59 |
149.84 |
+0.30 |
3,260 |
3,842 |
+224 |
| Jun10 |
091130 |
150.47 |
150.47 |
149.44 |
149.72 |
+0.28 |
1 |
194 |
+0 |
| Total Volume and Open Interest |
269,725 |
181,715 |
+7,881 |
| Mexican Peso(CME) |
| Dec09 |
091130 |
776.5 |
776.5 |
768.5 |
769.5 |
-2.2 |
13,145 |
118,779 |
+4,918 |
| Jan10 |
091130 |
773.2 |
773.2 |
765.5 |
765.5 |
-2.2 |
|
|
|
| Total Volume and Open Interest |
13,190 |
121,610 |
+4,943 |
| 30-Year T-Bonds(CBOT) |
| Dec09 |
091130 |
122~290 |
123~130 |
122~240 |
123~110 |
+0~050 |
439,699 |
213,849 |
-125,646 |
| Mar10 |
091130 |
122~110 |
122~240 |
122~040 |
122~230 |
+0~030 |
297,153 |
640,554 |
+173,156 |
| Jun10 |
091130 |
121~040 |
121~050 |
121~000 |
121~050 |
+0~040 |
0 |
75 |
+0 |
| Total Volume and Open Interest |
736,853 |
854,479 |
+47,511 |
| 10-Year T-Notes(CBOT) |
| Dec09 |
091130 |
120~315 |
121~070 |
120~270 |
121~055 |
+0~030 |
1,404,749 |
406,010 |
-373,026 |
| Mar10 |
091130 |
119~250 |
120~000 |
119~195 |
119~300 |
+0~020 |
796,678 |
976,519 |
+396,418 |
| Jun10 |
091130 |
118~235 |
118~235 |
118~215 |
118~235 |
+0~020 |
|
|
|
| Total Volume and Open Interest |
2,201,427 |
1,382,529 |
+23,392 |
| 5-Year T-Notes(CBOT) |
| Dec09 |
091130 |
118~052 |
118~060 |
118~040 |
118~060 |
+0~031 |
735,401 |
272,473 |
-176,402 |
| Mar10 |
091130 |
117~000 |
117~042 |
116~116 |
117~034 |
+0~030 |
465,152 |
633,077 |
+219,067 |
| Jun10 |
091130 |
116~009 |
116~009 |
115~107 |
116~009 |
+0~030 |
|
|
|
| Total Volume and Open Interest |
1,200,553 |
905,550 |
+42,665 |
| 2 Year T-Notes(CBOT) |
| Dec09 |
091130 |
109~051 |
109~060 |
109~050 |
109~060 |
+0~008 |
4,655 |
254,290 |
+254,290 |
| Mar10 |
091130 |
108~104 |
108~125 |
108~100 |
108~121 |
+0~015 |
469,555 |
779,547 |
+285,631 |
| Jun10 |
091130 |
108~045 |
108~056 |
108~043 |
108~056 |
+0~013 |
111 |
6,958 |
+6 |
| Total Volume and Open Interest |
1,107,026 |
1,042,158 |
-43,523 |
| Eurodollars(CME) |
| Dec09 |
091130 |
99.705 |
99.728 |
99.705 |
99.713 |
+0.015 |
124,629 |
1,020,374 |
+5,504 |
| Mar10 |
091130 |
99.595 |
99.625 |
99.590 |
99.615 |
+0.025 |
183,386 |
1,089,391 |
-9,730 |
| Jun10 |
091130 |
99.450 |
99.485 |
99.450 |
99.475 |
+0.020 |
254,106 |
1,052,996 |
+11,483 |
| Sep10 |
091130 |
99.195 |
99.240 |
99.190 |
99.230 |
+0.025 |
236,797 |
763,505 |
-6,295 |
| Dec10 |
091130 |
98.865 |
98.920 |
98.850 |
98.905 |
+0.030 |
239,425 |
842,187 |
-3,333 |
| Mar11 |
091130 |
98.525 |
98.595 |
98.510 |
98.580 |
+0.030 |
189,369 |
547,208 |
-5,534 |
| Jun11 |
091130 |
98.195 |
98.265 |
98.175 |
98.245 |
+0.030 |
152,337 |
530,130 |
-7,483 |
| Sep11 |
091130 |
97.885 |
97.960 |
97.875 |
97.945 |
+0.030 |
118,419 |
492,048 |
+5,084 |
| Dec11 |
091130 |
97.595 |
97.675 |
97.585 |
97.660 |
+0.035 |
66,416 |
274,884 |
+4,625 |
| Mar12 |
091130 |
97.355 |
97.440 |
97.345 |
97.425 |
+0.040 |
53,385 |
194,192 |
+3,754 |
| Jun12 |
091130 |
97.105 |
97.200 |
97.105 |
97.185 |
+0.040 |
51,518 |
173,896 |
+3,044 |
| Sep12 |
091130 |
96.890 |
96.990 |
96.890 |
96.970 |
+0.035 |
29,341 |
115,995 |
+272 |
| Dec12 |
091130 |
96.700 |
96.780 |
96.700 |
96.765 |
+0.030 |
9,192 |
62,430 |
+138 |
| Mar13 |
091130 |
96.560 |
96.625 |
96.550 |
96.610 |
+0.025 |
6,492 |
57,597 |
+955 |
| Jun13 |
091130 |
96.415 |
96.470 |
96.400 |
96.455 |
+0.020 |
3,706 |
51,906 |
+2 |
| Sep13 |
091130 |
96.280 |
96.325 |
96.250 |
96.310 |
+0.015 |
4,261 |
53,362 |
-121 |
| Dec13 |
091130 |
96.130 |
96.175 |
96.105 |
96.155 |
+0.005 |
2,569 |
28,125 |
-243 |
| Mar14 |
091130 |
96.040 |
96.060 |
95.990 |
96.040 |
-0.005 |
1,999 |
26,675 |
-382 |
| Total Volume and Open Interest |
1,735,410 |
7,514,997 |
+3,310 |
| 30 Day Federal Funds(CBOT) |
| Nov09 |
091130 |
99.880 |
99.882 |
99.880 |
99.880 |
unch |
1,669 |
68,770 |
-558 |
| Dec09 |
091130 |
99.880 |
99.880 |
99.860 |
99.870 |
-0.005 |
3,451 |
69,582 |
+806 |
| Jan10 |
091130 |
99.870 |
99.870 |
99.845 |
99.860 |
-0.010 |
6,423 |
62,215 |
+286 |
| Feb10 |
091130 |
99.845 |
99.850 |
99.820 |
99.835 |
-0.015 |
5,761 |
70,857 |
+34 |
| Mar10 |
091130 |
99.835 |
99.840 |
99.810 |
99.820 |
-0.015 |
3,813 |
47,750 |
-605 |
| Apr10 |
091130 |
99.820 |
99.825 |
99.790 |
99.805 |
-0.010 |
5,576 |
62,881 |
+596 |
| Total Volume and Open Interest |
46,630 |
546,403 |
+416 |
| 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 |
091130 |
99.500 |
99.500 |
99.500 |
99.500 |
unch |
0 |
4,592 |
+0 |
| Mar10 |
091130 |
99.545 |
99.545 |
99.545 |
99.545 |
+0.020 |
0 |
423 |
+0 |
| Jun10 |
091130 |
99.570 |
99.570 |
99.570 |
99.570 |
+0.030 |
0 |
80 |
+0 |
| Sep10 |
091130 |
99.570 |
99.570 |
99.570 |
99.570 |
+0.030 |
0 |
230 |
+0 |
| Dec10 |
091130 |
99.510 |
99.510 |
99.510 |
99.510 |
+0.030 |
0 |
90 |
+0 |
| Mar11 |
091130 |
99.425 |
99.425 |
99.425 |
99.425 |
+0.030 |
|
|
|
| Jun11 |
091130 |
99.365 |
99.365 |
99.365 |
99.365 |
+0.030 |
|
|
|
| Sep11 |
091130 |
99.365 |
99.365 |
99.365 |
99.365 |
+0.030 |
|
|
|
| Dec11 |
091130 |
99.175 |
99.175 |
99.175 |
99.175 |
+0.025 |
|
|
|
| Mar12 |
091130 |
99.140 |
99.140 |
99.140 |
99.140 |
+0.025 |
|
|
|
| Total Volume and Open Interest |
0 |
5,415 |
+0 |
| 3-Mth Euro-Yen(SGX) |
| Dec09 |
091130 |
99.50 |
99.50 |
99.50 |
99.50 |
+0.00 |
0 |
4,071 |
-64 |
| Mar10 |
091130 |
99.56 |
99.57 |
99.56 |
99.56 |
+0.04 |
2 |
3,624 |
+0 |
| Jun10 |
091130 |
99.54 |
99.57 |
99.54 |
99.57 |
+0.04 |
0 |
1,814 |
+0 |
| Sep10 |
091130 |
99.54 |
99.58 |
99.54 |
99.57 |
+0.04 |
0 |
1,794 |
+0 |
| Dec10 |
091130 |
99.53 |
99.56 |
99.51 |
99.51 |
+0.04 |
0 |
892 |
+0 |
| Mar11 |
091130 |
99.43 |
99.43 |
99.43 |
99.43 |
+0.04 |
0 |
562 |
+0 |
| Jun11 |
091130 |
99.37 |
99.37 |
99.37 |
99.37 |
+0.04 |
0 |
52 |
+0 |
| Sep11 |
091130 |
99.37 |
99.37 |
99.37 |
99.37 |
+0.04 |
0 |
51 |
+0 |
| Total Volume and Open Interest |
2 |
14,332 |
+0 |
| Japanese Gov't Bonds(SGX) |
| Dec09 |
091125 |
139.58 |
139.63 |
139.32 |
139.34 |
-0.20 |
3,542 |
14,488 |
+239 |
| Mar10 |
091130 |
139.34 |
139.34 |
139.09 |
139.32 |
-0.08 |
6 |
38 |
-22 |
| Jun10 |
091130 |
139.32 |
139.32 |
139.32 |
139.32 |
-0.08 |
|
|
|
| Total Volume and Open Interest |
1,498 |
15,613 |
-83 |
| Euro-Bund(EUREX) |
| Dec09 |
091127 |
123.76 |
124.06 |
123.30 |
123.48 |
-0.06 |
646,060 |
948,313 |
+6,518 |
| Mar10 |
091130 |
123.25 |
123.45 |
123.15 |
123.35 |
+0.20 |
35,188 |
59,379 |
+8,605 |
| Jun10 |
091130 |
122.33 |
122.33 |
122.33 |
122.33 |
+0.15 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
709,463 |
1,002,104 |
+3,015 |
| Euro-Bobl(EUREX) |
| Dec09 |
091130 |
116.73 |
116.79 |
116.62 |
116.76 |
+0.11 |
433,845 |
741,366 |
-7,556 |
| Mar10 |
091130 |
116.51 |
116.64 |
116.44 |
116.60 |
+0.14 |
15,815 |
34,252 |
+5,955 |
| Jun10 |
091130 |
116.06 |
116.06 |
116.06 |
116.06 |
+0.11 |
|
|
|
| Total Volume and Open Interest |
449,660 |
775,618 |
-1,601 |
| 3-Mth Euribor(EUREX) |
| Dec09 |
091130 |
99.245 |
99.255 |
99.235 |
99.240 |
unch |
31 |
8,517 |
-3 |
| Mar10 |
091130 |
99.095 |
99.110 |
99.080 |
99.095 |
-0.010 |
307 |
4,383 |
+84 |
| Jun10 |
091130 |
98.795 |
98.805 |
98.795 |
98.805 |
-0.015 |
106 |
4,826 |
-16 |
| Total Volume and Open Interest |
720 |
21,921 |
+149 |
| Long Gilt(LIFFE) |
| Dec09 |
091130 |
119~28 |
120~07 |
119~24 |
120~02 |
+0~06 |
224,952 |
109,731 |
-124,796 |
| Mar10 |
091130 |
118~12 |
118~21 |
118~05 |
118~15 |
+0~09 |
85,059 |
192,378 |
+42,210 |
| Total Volume and Open Interest |
206,191 |
271,795 |
+11,896 |
| 3-Mth Short Sterling(LIFFE) |
| Dec09 |
091130 |
99.35 |
99.37 |
99.34 |
99.36 |
+0.01 |
23,495 |
364,478 |
+3,514 |
| Mar10 |
091130 |
99.22 |
99.26 |
99.22 |
99.26 |
+0.03 |
39,755 |
368,154 |
+2,036 |
| Jun10 |
091130 |
98.99 |
99.05 |
98.99 |
99.05 |
+0.04 |
33,290 |
431,455 |
-3,691 |
| Sep10 |
091130 |
98.61 |
98.68 |
98.61 |
98.67 |
+0.04 |
51,940 |
310,200 |
+1,298 |
| Dec10 |
091130 |
98.16 |
98.22 |
98.16 |
98.21 |
+0.04 |
52,946 |
345,947 |
+1,661 |
| Mar11 |
091130 |
97.75 |
97.81 |
97.75 |
97.80 |
+0.04 |
36,895 |
243,552 |
+2,339 |
| Total Volume and Open Interest |
378,470 |
2,585,610 |
+463 |
| 3-Mth Euribor(LIFFE) |
| Dec09 |
091120 |
99.260 |
99.270 |
99.225 |
99.260 |
-0.005 |
41,467 |
595,369 |
-5,839 |
| Mar10 |
091130 |
99.110 |
99.120 |
99.070 |
99.095 |
-0.010 |
114,138 |
705,635 |
-1,075 |
| Jun10 |
091130 |
98.825 |
98.830 |
98.780 |
98.805 |
-0.015 |
153,255 |
725,705 |
+22,381 |
| Total Volume and Open Interest |
792,824 |
3,586,675 |
+11,506 |
| 3-Mth Aus T-Bills(SFE) |
| Dec09 |
091130 |
95.99 |
96.01 |
95.92 |
95.97 |
-0.02 |
27,133 |
317,984 |
+4,690 |
| Mar10 |
091130 |
95.60 |
95.64 |
95.51 |
95.58 |
-0.02 |
41,074 |
247,832 |
+16,383 |
| Jun10 |
091130 |
95.28 |
95.32 |
95.18 |
95.26 |
-0.02 |
17,919 |
151,411 |
+8,481 |
| Sep10 |
091130 |
95.04 |
95.04 |
94.91 |
94.99 |
-0.01 |
6,892 |
89,043 |
+1,429 |
| Dec10 |
091130 |
94.77 |
94.80 |
94.69 |
94.76 |
unch |
3,306 |
63,252 |
+1,492 |
| Mar11 |
091130 |
94.50 |
94.55 |
94.48 |
94.55 |
+0.01 |
1,178 |
26,264 |
+514 |
| Jun11 |
091130 |
94.31 |
94.38 |
94.29 |
94.38 |
+0.03 |
1,422 |
20,674 |
+925 |
| Sep11 |
091130 |
94.20 |
94.26 |
94.17 |
94.26 |
+0.05 |
580 |
13,648 |
+396 |
| Dec11 |
091130 |
94.10 |
94.16 |
94.07 |
94.16 |
+0.05 |
126 |
5,710 |
+66 |
| Mar12 |
091130 |
94.05 |
94.11 |
94.04 |
94.11 |
+0.04 |
100 |
2,802 |
-100 |
| Total Volume and Open Interest |
99,740 |
940,244 |
+34,276 |
| 10-Year Aus T-Bonds(SFE) |
| Dec09 |
091130 |
94.80 |
94.83 |
94.72 |
94.77 |
-0.02 |
36,349 |
358,084 |
+10,415 |
| Mar10 |
091130 |
94.69 |
94.69 |
94.69 |
94.69 |
-0.03 |
51 |
51 |
+51 |
| Total Volume and Open Interest |
36,400 |
358,135 |
+10,466 |
| 3-Year Aus T-Bonds(SFE) |
| Dec09 |
091130 |
95.33 |
95.38 |
95.22 |
95.30 |
-0.02 |
142,600 |
834,214 |
+21,498 |
| Mar10 |
091130 |
95.07 |
95.07 |
95.07 |
95.07 |
-0.03 |
|
|
|
| Total Volume and Open Interest |
142,600 |
834,214 |
+24,820 |
| Gold(CMX) |
| Dec09 |
091130 |
1179.9 |
1183.7 |
1163.7 |
1181.1 |
+6.9 |
205,513 |
44,366 |
-50,178 |
| Feb10 |
091130 |
1182.0 |
1185.0 |
1165.0 |
1182.3 |
+6.8 |
126,149 |
341,601 |
+57,624 |
| Apr10 |
091130 |
1181.7 |
1186.3 |
1166.7 |
1183.6 |
+6.8 |
6,283 |
45,352 |
+1,322 |
| Jun10 |
091130 |
1175.0 |
1185.1 |
1168.5 |
1184.7 |
+6.8 |
2,086 |
20,772 |
+1,145 |
| Aug10 |
091130 |
1182.6 |
1185.9 |
1173.2 |
1185.9 |
+6.8 |
456 |
11,379 |
-85 |
| Oct10 |
091130 |
1178.0 |
1187.5 |
1171.3 |
1187.2 |
+6.9 |
57 |
3,894 |
-39 |
| Dec10 |
091130 |
1188.2 |
1190.9 |
1171.6 |
1188.9 |
+6.9 |
2,037 |
22,928 |
+484 |
| Feb11 |
091130 |
1191.2 |
1191.2 |
1191.2 |
1191.2 |
+6.9 |
2 |
2,833 |
+1 |
| Apr11 |
091130 |
1193.7 |
1193.7 |
1193.7 |
1193.7 |
+6.9 |
0 |
1,733 |
+0 |
| Jun11 |
091130 |
533.6 |
541.1 |
533.6 |
541.1 |
+6.9 |
0 |
7,869 |
+0 |
| Aug11 |
091130 |
1199.8 |
1199.8 |
1199.8 |
1199.8 |
+6.9 |
0 |
265 |
+0 |
| Oct11 |
091130 |
1203.8 |
1203.8 |
1203.8 |
1203.8 |
|
|
|
|
| Silver(CMX) |
| Dec09 |
091130 |
1834.5 |
1852.0 |
1811.0 |
1849.5 |
+19.3 |
47,052 |
10,386 |
-10,430 |
| Mar10 |
091130 |
1835.5 |
1854.5 |
1813.5 |
1852.5 |
+19.0 |
33,418 |
86,651 |
+9,762 |
| May10 |
091130 |
1851.0 |
1855.0 |
1818.0 |
1854.5 |
+19.0 |
2,663 |
9,589 |
-1,748 |
| Jul10 |
091130 |
1841.5 |
1857.5 |
1820.0 |
1856.2 |
+19.0 |
2,019 |
7,075 |
+1,695 |
| Sep10 |
091130 |
1856.0 |
1858.0 |
1839.0 |
1857.8 |
+19.0 |
40 |
2,603 |
+11 |
| Dec10 |
091130 |
1850.0 |
1861.0 |
1824.0 |
1860.5 |
+19.0 |
326 |
9,357 |
+48 |
| Mar11 |
091130 |
1863.2 |
1863.2 |
1863.2 |
1863.2 |
+19.0 |
0 |
48 |
+0 |
| Total Volume and Open Interest |
85,777 |
135,492 |
-670 |
| Platinum(NYMEX) |
| Jan10 |
091130 |
1453.9 |
1464.6 |
1440.1 |
1460.2 |
+13.1 |
3,718 |
32,026 |
-284 |
| Apr10 |
091130 |
1464.2 |
1465.4 |
1445.0 |
1462.2 |
+14.5 |
573 |
2,840 |
+306 |
| Jul10 |
091130 |
1465.0 |
1465.0 |
1463.3 |
1464.5 |
+12.9 |
2 |
139 |
+2 |
| Oct10 |
091130 |
1461.9 |
1468.2 |
1461.9 |
1468.2 |
+13.1 |
5 |
5 |
+5 |
| Total Volume and Open Interest |
4,298 |
35,010 |
+2,700 |
| Palladium(NYMEX) |
| Dec09 |
091130 |
371.00 |
371.00 |
357.00 |
363.55 |
-2.15 |
3,307 |
3,236 |
-785 |
| Mar10 |
091130 |
368.00 |
374.35 |
359.10 |
366.20 |
-2.35 |
2,914 |
20,485 |
+1,702 |
| Jun10 |
091130 |
366.65 |
372.00 |
361.80 |
367.45 |
-2.35 |
67 |
126 |
+15 |
| Total Volume and Open Interest |
6,288 |
24,098 |
+932 |
| Copper(CMX) |
| Dec09 |
091130 |
309.55 |
315.45 |
307.60 |
314.85 |
+5.50 |
21,275 |
11,679 |
-4,462 |
| Mar10 |
091130 |
312.95 |
318.40 |
310.60 |
317.70 |
+5.15 |
18,083 |
117,504 |
+5,879 |
| May10 |
091130 |
316.45 |
319.15 |
313.25 |
318.85 |
+5.10 |
739 |
11,209 |
+326 |
| Jul10 |
091130 |
320.00 |
320.00 |
319.40 |
319.55 |
+5.00 |
24 |
3,846 |
+11 |
| Sep10 |
091130 |
315.40 |
319.95 |
314.80 |
319.95 |
+5.00 |
9 |
2,143 |
+2 |
| Total Volume and Open Interest |
41,415 |
153,406 |
+1,405 |
| DJIA Index(CBOT) |
| Dec09 |
091130 |
10323 |
10355 |
10255 |
10334 |
+42 |
223 |
15,666 |
-32 |
| Mar10 |
091130 |
10281 |
10281 |
10200 |
10271 |
+43 |
11 |
1,011 |
+9 |
| Jun10 |
091130 |
10209 |
10209 |
10167 |
10209 |
+42 |
0 |
1 |
+0 |
| Sep10 |
091130 |
10157 |
10157 |
10115 |
10157 |
+42 |
|
|
|
| Total Volume and Open Interest |
234 |
16,678 |
-23 |
| S & P 500(CME) |
| Dec09 |
091130 |
1092.40 |
1097.70 |
1084.70 |
1094.80 |
+5.30 |
11,022 |
397,223 |
-139 |
| Mar10 |
091130 |
1084.50 |
1091.50 |
1081.00 |
1089.90 |
+5.30 |
524 |
8,768 |
+268 |
| Jun10 |
091130 |
1085.20 |
1086.90 |
1076.90 |
1085.20 |
+5.30 |
37 |
1,226 |
-21 |
| Sep10 |
091130 |
1081.20 |
1082.90 |
1072.90 |
1081.20 |
+5.30 |
|
|
|
| Total Volume and Open Interest |
11,583 |
407,222 |
-170 |
| S & P 500 E-Mini(Globex) |
| Dec09 |
091130 |
1091.50 |
1098.00 |
1084.50 |
1094.75 |
+5.25 |
1,078,340 |
2,574,456 |
+5,862 |
| Mar10 |
091130 |
1083.00 |
1092.75 |
1080.00 |
1090.00 |
+5.50 |
3,466 |
69,420 |
-96 |
| Total Volume and Open Interest |
1,081,909 |
2,644,141 |
+4,578 |
| NASDAQ 100(CME) |
| Dec09 |
091130 |
1772.30 |
1774.50 |
1750.00 |
1767.50 |
+8.20 |
755 |
24,759 |
+136 |
| Mar10 |
091130 |
1761.00 |
1765.00 |
1761.00 |
1765.00 |
+8.20 |
0 |
133 |
-12 |
| Jun10 |
091130 |
1764.00 |
1764.00 |
1761.50 |
1764.00 |
+8.20 |
|
|
|
| Total Volume and Open Interest |
755 |
24,892 |
+124 |
| NASDAQ 100 E-Mini(Globex) |
| Dec09 |
091130 |
1763.00 |
1775.00 |
1750.30 |
1767.50 |
+8.20 |
170,098 |
349,279 |
-342 |
| Mar10 |
091130 |
1760.00 |
1772.00 |
1748.30 |
1765.00 |
+8.20 |
612 |
4,919 |
+449 |
| Total Volume and Open Interest |
170,710 |
354,200 |
+107 |
| S & P Midcap 400(CME) |
| Dec09 |
091130 |
683.50 |
684.00 |
676.00 |
684.00 |
+3.20 |
17 |
2,229 |
+3 |
| Mar10 |
091130 |
681.30 |
681.30 |
678.40 |
681.30 |
+2.90 |
|
|
|
| Jun10 |
091130 |
679.30 |
679.30 |
676.40 |
679.30 |
+2.90 |
|
|
|
| Total Volume and Open Interest |
17 |
2,229 |
+3 |
| Russell 2000 E-Mini(Globex) |
| Nikkei 225(CME) |
| Dec09 |
091130 |
9325 |
9335 |
9225 |
9245 |
+25 |
4,929 |
33,951 |
+173 |
| Mar10 |
091130 |
9370 |
9395 |
9295 |
9315 |
+30 |
12 |
10 |
+4 |
| Total Volume and Open Interest |
4,941 |
33,961 |
+177 |
| Nikkei 225(SGX) |
| Dec09 |
091130 |
9050 |
9350 |
9005 |
9305 |
+235 |
78,870 |
197,634 |
-1,721 |
| Mar10 |
091130 |
9005 |
9340 |
9005 |
9305 |
+230 |
85 |
3,153 |
+112 |
| Jun10 |
091130 |
9335 |
9335 |
9335 |
9335 |
+230 |
37 |
388 |
-36 |
| Total Volume and Open Interest |
102,286 |
202,170 |
-1,191 |
| CAC 40(EURONEXT) |
| Dec09 |
091130 |
3711.0 |
3730.0 |
3662.5 |
3674.5 |
-23.0 |
119,370 |
390,397 |
+4,837 |
| Jan10 |
091130 |
3711.0 |
3711.0 |
3666.5 |
3675.5 |
-23.0 |
72 |
355 |
+53 |
| Feb10 |
091130 |
3675.5 |
3675.5 |
3675.5 |
3675.5 |
-23.0 |
|
|
|
| Total Volume and Open Interest |
119,464 |
393,093 |
+4,912 |
| Hang Seng Index(HKFE) |
| Nov09 |
091127 |
21777 |
21777 |
21395 |
21413 |
-764 |
95,368 |
28,454 |
-13,202 |
| Dec09 |
091130 |
21686 |
21937 |
21620 |
21748 |
+561 |
47,221 |
82,033 |
+7,943 |
| Jan10 |
091130 |
21704 |
21920 |
21625 |
21743 |
|
|
|
|
| DAX(EUREX) |
| Dec09 |
091130 |
5694.0 |
5723.5 |
5608.0 |
5636.5 |
-58.5 |
131,377 |
194,825 |
-7,722 |
| Mar10 |
091130 |
5697.5 |
5725.0 |
5620.0 |
5642.0 |
-58.5 |
450 |
20,451 |
-259 |
| Jun10 |
091130 |
5729.5 |
5731.0 |
5630.5 |
5649.0 |
-57.5 |
183 |
2,026 |
-17 |
| Total Volume and Open Interest |
132,010 |
217,302 |
-7,998 |
| FT-SE 100(EURONEXT) |
| Dec09 |
091130 |
5254.00 |
5256.00 |
5181.00 |
5196.50 |
-47.00 |
105,130 |
630,111 |
-3,636 |
| Mar10 |
091130 |
5205.50 |
5205.50 |
5140.00 |
5152.00 |
-47.00 |
5,703 |
26,569 |
+4,473 |
| Jun10 |
091130 |
5102.50 |
5102.50 |
5102.50 |
5102.50 |
-48.50 |
0 |
909 |
+0 |
| Total Volume and Open Interest |
110,833 |
657,868 |
+837 |
| SPI 200(SFE) |
| Dec09 |
091130 |
4581.0 |
4720.0 |
4534.0 |
4695.0 |
+99.0 |
39,189 |
231,253 |
+9,395 |
| Mar10 |
091130 |
4550.0 |
4707.0 |
4525.0 |
4684.0 |
+99.0 |
101 |
5,548 |
+92 |
| Jun10 |
091130 |
4708.0 |
4708.0 |
4708.0 |
4708.0 |
+99.0 |
2 |
1,427 |
+0 |
| Total Volume and Open Interest |
39,292 |
239,321 |
+9,487 |
| GSCI(CME) |
| Dec09 |
091130 |
506.00 |
516.00 |
502.50 |
512.30 |
+2.30 |
658 |
19,520 |
+467 |
| Jan10 |
091130 |
518.00 |
522.00 |
508.50 |
518.00 |
+2.00 |
4 |
1 |
+0 |
| Feb10 |
091130 |
524.00 |
527.00 |
513.50 |
524.00 |
+5.00 |
2 |
0 |
+0 |
| Total Volume and Open Interest |
664 |
19,521 |
+467 |
| 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. |
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|