|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Tue December 01, 2009 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Jan10 |
091201 |
1058.50 |
1078.50 |
1052.50 |
1059.50 |
-1.00 |
52,777 |
232,301 |
-795 |
| Mar10 |
091201 |
1064.00 |
1084.00 |
1058.25 |
1066.00 |
unch |
12,996 |
96,441 |
+1,616 |
| May10 |
091201 |
1064.75 |
1087.50 |
1062.00 |
1069.75 |
+1.00 |
4,690 |
37,685 |
+56 |
| Jul10 |
091201 |
1071.75 |
1092.00 |
1067.25 |
1075.50 |
+1.00 |
7,610 |
39,823 |
+432 |
| Aug10 |
091201 |
1068.75 |
1084.75 |
1068.75 |
1071.75 |
+0.25 |
486 |
1,651 |
+224 |
| Sep10 |
091201 |
1064.75 |
1071.75 |
1058.50 |
1058.50 |
-1.00 |
629 |
661 |
+62 |
| Nov10 |
091201 |
1047.25 |
1060.25 |
1045.00 |
1048.50 |
-3.50 |
4,972 |
55,667 |
+532 |
| Total Volume and Open Interest |
84,337 |
467,221 |
+2,193 |
| Soybean Meal(CBOT) |
| Dec09 |
091201 |
326.80 |
330.60 |
324.00 |
324.70 |
-2.10 |
14,033 |
14,217 |
-4,553 |
| Jan10 |
091201 |
315.00 |
319.80 |
312.50 |
313.40 |
-1.80 |
24,674 |
57,120 |
+581 |
| Mar10 |
091201 |
309.70 |
314.80 |
307.60 |
308.90 |
-1.20 |
8,727 |
38,563 |
-47 |
| May10 |
091201 |
307.00 |
311.10 |
304.60 |
306.10 |
-1.10 |
3,763 |
18,949 |
+1,397 |
| Jul10 |
091201 |
306.50 |
311.40 |
305.20 |
307.00 |
-1.20 |
3,517 |
17,142 |
+13 |
| Aug10 |
091201 |
308.70 |
311.00 |
306.70 |
306.70 |
-1.30 |
389 |
4,573 |
+74 |
| Sep10 |
091201 |
306.70 |
308.80 |
304.40 |
304.40 |
-1.30 |
192 |
3,874 |
+26 |
| Oct10 |
091201 |
299.50 |
302.60 |
299.40 |
299.40 |
-2.30 |
92 |
2,657 |
+5 |
| Total Volume and Open Interest |
55,804 |
167,108 |
-2,384 |
| Soybean Oil(CBOT) |
| Dec09 |
091201 |
40.24 |
40.99 |
40.05 |
40.58 |
+0.39 |
19,128 |
17,150 |
-1,753 |
| Jan10 |
091201 |
40.64 |
41.40 |
40.40 |
40.92 |
+0.34 |
36,996 |
122,807 |
+3,200 |
| Mar10 |
091201 |
41.08 |
41.79 |
40.78 |
41.31 |
+0.34 |
11,388 |
65,439 |
+317 |
| May10 |
091201 |
41.36 |
42.10 |
41.13 |
41.63 |
+0.34 |
3,011 |
16,789 |
+84 |
| Jul10 |
091201 |
41.66 |
42.40 |
41.44 |
41.93 |
+0.33 |
3,455 |
14,547 |
-306 |
| Aug10 |
091201 |
41.85 |
42.45 |
41.85 |
42.04 |
+0.34 |
36 |
1,969 |
-4 |
| Sep10 |
091201 |
42.28 |
42.38 |
42.14 |
42.14 |
+0.35 |
154 |
1,282 |
+73 |
| Oct10 |
091201 |
41.93 |
42.50 |
41.93 |
42.14 |
+0.27 |
75 |
1,088 |
+16 |
| Total Volume and Open Interest |
75,453 |
254,492 |
+1,254 |
| Canola(WCE) |
| Jan10 |
091201 |
407.0 |
415.5 |
405.1 |
413.6 |
+4.8 |
6,485 |
72,936 |
-596 |
| Mar10 |
091201 |
413.5 |
421.8 |
411.3 |
420.4 |
+4.7 |
1,283 |
19,596 |
+753 |
| May10 |
091201 |
421.8 |
426.8 |
421.1 |
426.1 |
+5.3 |
193 |
2,681 |
+93 |
| Jul10 |
091201 |
424.7 |
430.7 |
424.7 |
429.5 |
+6.1 |
186 |
3,783 |
+101 |
| Nov10 |
091201 |
422.8 |
427.8 |
422.5 |
427.5 |
+7.1 |
696 |
2,045 |
+157 |
| Total Volume and Open Interest |
8,863 |
101,088 |
+528 |
| Corn(CBOT) |
| Dec09 |
091201 |
400.75 |
406.25 |
397.25 |
399.75 |
-3.00 |
137,816 |
62,550 |
-33,160 |
| Mar10 |
091201 |
415.25 |
421.25 |
412.00 |
414.50 |
-3.00 |
150,839 |
507,342 |
+16,723 |
| May10 |
091201 |
425.00 |
431.00 |
422.00 |
424.50 |
-2.75 |
16,582 |
92,120 |
+717 |
| Jul10 |
091201 |
433.50 |
439.25 |
430.25 |
432.75 |
-3.00 |
10,888 |
94,184 |
+501 |
| Sep10 |
091201 |
440.00 |
445.50 |
436.00 |
438.50 |
-4.00 |
890 |
23,773 |
+23 |
| Dec10 |
091201 |
446.00 |
459.00 |
442.00 |
444.50 |
-4.00 |
6,451 |
170,986 |
+1,072 |
| Total Volume and Open Interest |
324,564 |
979,561 |
-13,857 |
| Wheat(CBOT) |
| Dec09 |
091201 |
563.00 |
576.25 |
559.00 |
562.50 |
-5.00 |
20,034 |
11,777 |
-7,215 |
| Mar10 |
091201 |
584.25 |
598.00 |
580.00 |
584.00 |
-4.75 |
30,241 |
192,884 |
+2,911 |
| May10 |
091201 |
597.50 |
609.25 |
593.50 |
596.50 |
-4.00 |
2,281 |
25,839 |
+63 |
| Jul10 |
091201 |
605.50 |
619.00 |
602.00 |
605.75 |
-4.50 |
2,970 |
55,602 |
+48 |
| Sep10 |
091201 |
621.00 |
633.00 |
619.00 |
620.25 |
-4.00 |
278 |
16,308 |
+54 |
| Total Volume and Open Interest |
56,662 |
349,341 |
-3,913 |
| Wheat(KCBT) |
| Dec09 |
091201 |
559.25 |
571.00 |
554.50 |
556.75 |
-3.75 |
3,851 |
2,138 |
-1,632 |
| Mar10 |
091201 |
572.75 |
586.00 |
569.00 |
571.50 |
-3.50 |
7,268 |
60,937 |
+427 |
| May10 |
091201 |
586.00 |
597.00 |
580.25 |
583.00 |
-3.00 |
783 |
9,348 |
+127 |
| Jul10 |
091201 |
597.00 |
609.25 |
592.75 |
595.00 |
-2.50 |
787 |
26,567 |
+178 |
| Sep10 |
091201 |
615.00 |
621.50 |
607.00 |
607.50 |
-2.25 |
176 |
2,348 |
+46 |
| Total Volume and Open Interest |
13,355 |
133,380 |
-944 |
| Wheat(MGE) |
| Dec09 |
091201 |
572.75 |
578.50 |
565.75 |
567.75 |
-2.00 |
886 |
1,321 |
-414 |
| Mar10 |
091201 |
586.00 |
597.25 |
582.00 |
584.75 |
-3.00 |
2,034 |
21,047 |
+466 |
| May10 |
091201 |
602.50 |
608.75 |
594.00 |
595.75 |
-4.75 |
123 |
4,297 |
-5 |
| Jul10 |
091201 |
610.25 |
620.75 |
606.00 |
607.50 |
-3.50 |
128 |
8,411 |
+10 |
| Sep10 |
091201 |
621.00 |
632.50 |
619.00 |
621.00 |
-1.00 |
64 |
3,158 |
+14 |
| Total Volume and Open Interest |
3,429 |
45,568 |
+168 |
| Oats(CBOT) |
| Dec09 |
091201 |
254.00 |
256.00 |
254.00 |
255.00 |
+0.50 |
1,378 |
621 |
-730 |
| Mar10 |
091201 |
265.25 |
269.00 |
265.00 |
267.50 |
unch |
1,272 |
10,051 |
+162 |
| May10 |
091201 |
273.75 |
276.00 |
273.75 |
275.75 |
unch |
17 |
444 |
+9 |
| Jul10 |
091201 |
283.25 |
283.25 |
283.25 |
283.25 |
unch |
0 |
514 |
+0 |
| Total Volume and Open Interest |
2,668 |
12,010 |
-559 |
| Rough Rice(CBOT) |
| Jan10 |
091201 |
15.27 |
15.48 |
15.27 |
15.43 |
+0.12 |
899 |
9,324 |
-249 |
| Mar10 |
091201 |
15.58 |
15.75 |
15.58 |
15.70 |
+0.12 |
537 |
4,885 |
+202 |
| May10 |
091201 |
15.86 |
15.97 |
15.86 |
15.95 |
+0.12 |
1 |
381 |
+1 |
| Jul10 |
091201 |
16.15 |
16.19 |
16.15 |
16.19 |
+0.11 |
3 |
568 |
-2 |
| Total Volume and Open Interest |
1,449 |
15,958 |
-46 |
| Live Cattle(CME) |
| Dec09 |
091201 |
83.150 |
83.300 |
82.350 |
82.550 |
-0.650 |
4,994 |
34,012 |
-1,928 |
| Feb10 |
091201 |
85.600 |
85.830 |
84.680 |
84.830 |
-0.900 |
6,403 |
125,616 |
+788 |
| Apr10 |
091201 |
88.000 |
88.150 |
87.385 |
87.650 |
-0.485 |
2,008 |
61,801 |
-227 |
| Jun10 |
091201 |
85.200 |
85.500 |
84.750 |
84.885 |
-0.415 |
594 |
28,436 |
+177 |
| Aug10 |
091201 |
85.680 |
85.800 |
85.285 |
85.430 |
-0.250 |
157 |
7,132 |
-78 |
| Oct10 |
091201 |
88.700 |
88.700 |
88.200 |
88.535 |
-0.195 |
64 |
4,348 |
+51 |
| Total Volume and Open Interest |
14,298 |
263,618 |
-1,170 |
| Feeder Cattle(CME) |
| Jan10 |
091201 |
92.850 |
94.550 |
92.350 |
93.480 |
+0.530 |
1,412 |
16,865 |
+318 |
| Mar10 |
091201 |
93.900 |
94.885 |
93.000 |
93.750 |
unch |
596 |
6,389 |
+256 |
| Apr10 |
091201 |
95.050 |
96.150 |
94.400 |
95.385 |
+0.185 |
96 |
1,028 |
+49 |
| May10 |
091201 |
95.885 |
96.900 |
95.200 |
96.480 |
+0.530 |
116 |
2,111 |
+33 |
| Aug10 |
091201 |
97.730 |
98.400 |
97.550 |
98.150 |
+0.320 |
151 |
774 |
+239 |
| Sep10 |
091201 |
98.050 |
98.050 |
97.200 |
98.050 |
+0.050 |
0 |
5 |
+0 |
| Oct10 |
091201 |
97.800 |
97.800 |
97.680 |
97.800 |
+0.100 |
0 |
4 |
+0 |
| Total Volume and Open Interest |
2,371 |
27,176 |
+895 |
| Lean Hogs(CME) |
| Dec09 |
091201 |
58.750 |
59.300 |
58.700 |
59.235 |
+0.635 |
3,540 |
18,519 |
-1,064 |
| Feb10 |
091201 |
66.975 |
67.580 |
66.600 |
66.950 |
+0.065 |
8,640 |
73,096 |
+474 |
| Apr10 |
091201 |
70.400 |
71.150 |
70.385 |
70.785 |
+0.235 |
2,112 |
38,962 |
+409 |
| May10 |
091201 |
74.700 |
75.100 |
74.400 |
75.050 |
unch |
101 |
2,309 |
+46 |
| Jun10 |
091201 |
77.950 |
78.300 |
77.800 |
78.150 |
+0.070 |
1,104 |
20,676 |
+217 |
| Jul10 |
091201 |
76.550 |
77.200 |
76.550 |
77.150 |
+0.550 |
150 |
7,245 |
-219 |
| Aug10 |
091201 |
76.100 |
76.500 |
75.830 |
76.450 |
+0.350 |
122 |
5,712 |
+71 |
| Oct10 |
091201 |
67.900 |
68.225 |
67.850 |
68.225 |
+0.325 |
32 |
3,083 |
+2 |
| Total Volume and Open Interest |
15,815 |
171,563 |
-50 |
| Pork Bellies(CME) |
| Feb10 |
091201 |
86.000 |
86.500 |
84.300 |
84.600 |
-1.450 |
32 |
381 |
-2 |
| Mar10 |
091201 |
85.000 |
85.000 |
81.750 |
81.750 |
-1.750 |
0 |
88 |
+0 |
| May10 |
091201 |
86.000 |
86.785 |
84.535 |
84.535 |
+0.035 |
0 |
79 |
+0 |
| Jul10 |
091201 |
88.000 |
88.000 |
88.000 |
88.000 |
unch |
0 |
20 |
+0 |
| Aug10 |
091201 |
85.000 |
85.000 |
85.000 |
85.000 |
unch |
0 |
15 |
+0 |
| Total Volume and Open Interest |
32 |
583 |
-2 |
| Class III Milk(CME) |
| Dec09 |
091201 |
14.77 |
14.91 |
14.77 |
14.84 |
unch |
122 |
5,264 |
+0 |
| Jan10 |
091201 |
14.78 |
15.06 |
14.78 |
14.97 |
+0.02 |
116 |
3,346 |
+0 |
| Feb10 |
091201 |
15.00 |
15.20 |
15.00 |
15.09 |
-0.01 |
74 |
2,268 |
+0 |
| Mar10 |
091201 |
15.37 |
15.48 |
15.37 |
15.40 |
+0.02 |
98 |
1,909 |
-12 |
| Apr10 |
091201 |
15.52 |
15.62 |
15.51 |
15.53 |
-0.02 |
58 |
1,305 |
+0 |
| Total Volume and Open Interest |
927 |
24,855 |
-36 |
| Cocoa(ICE) |
| Dec09 |
091201 |
3244 |
3358 |
3244 |
3315 |
+101 |
36 |
301 |
-20 |
| Mar10 |
091201 |
3270 |
3365 |
3262 |
3353 |
+94 |
7,386 |
74,973 |
-271 |
| May10 |
091201 |
3300 |
3379 |
3300 |
3371 |
+95 |
867 |
18,479 |
+310 |
| Jul10 |
091201 |
3302 |
3379 |
3301 |
3373 |
+90 |
363 |
6,975 |
+77 |
| Sep10 |
091201 |
3350 |
3363 |
3350 |
3363 |
+91 |
54 |
4,995 |
-2 |
| Dec10 |
091201 |
3360 |
3360 |
3356 |
3356 |
+91 |
23 |
3,911 |
+10 |
| Mar11 |
091201 |
3344 |
3344 |
3344 |
3344 |
+90 |
23 |
7,611 |
+13 |
| Total Volume and Open Interest |
8,752 |
123,701 |
+117 |
| Coffee "C"(ICE) |
| Dec09 |
091201 |
142.50 |
143.70 |
142.00 |
142.50 |
+0.75 |
309 |
1,062 |
-150 |
| Mar10 |
091201 |
142.00 |
144.60 |
141.20 |
142.70 |
+0.70 |
7,179 |
70,375 |
-168 |
| May10 |
091201 |
143.70 |
146.05 |
143.25 |
144.40 |
+0.70 |
926 |
18,228 |
+127 |
| Jul10 |
091201 |
145.00 |
147.50 |
145.00 |
145.90 |
+0.70 |
365 |
5,191 |
-21 |
| Sep10 |
091201 |
146.75 |
148.75 |
146.75 |
147.30 |
+0.65 |
351 |
4,577 |
+5 |
| Dec10 |
091201 |
148.75 |
150.80 |
148.10 |
149.20 |
+0.50 |
206 |
4,605 |
-5 |
| Total Volume and Open Interest |
9,472 |
105,659 |
-258 |
| Orange Juice(ICE) |
| Jan10 |
091201 |
119.60 |
120.40 |
118.75 |
120.30 |
+1.00 |
1,583 |
17,174 |
+472 |
| Mar10 |
091201 |
123.00 |
123.90 |
122.60 |
123.90 |
+1.00 |
604 |
8,409 |
+379 |
| May10 |
091201 |
126.30 |
127.20 |
126.15 |
127.20 |
+0.90 |
63 |
3,172 |
+41 |
| Jul10 |
091201 |
130.00 |
130.15 |
130.00 |
130.15 |
+0.95 |
18 |
929 |
+10 |
| Sep10 |
091201 |
132.85 |
132.85 |
132.85 |
132.85 |
+0.90 |
5 |
418 |
+4 |
| Nov10 |
091201 |
135.20 |
135.20 |
135.20 |
135.20 |
+0.90 |
0 |
47 |
+0 |
| Total Volume and Open Interest |
2,273 |
30,349 |
+906 |
| Sugar #11(ICE) |
| Mar10 |
091201 |
22.70 |
22.96 |
22.52 |
22.66 |
+0.02 |
49,861 |
348,791 |
-769 |
| May10 |
091201 |
21.92 |
22.19 |
21.85 |
21.99 |
+0.15 |
8,387 |
110,589 |
+491 |
| Jul10 |
091201 |
20.64 |
20.98 |
20.64 |
20.83 |
+0.22 |
5,685 |
117,443 |
+659 |
| Oct10 |
091201 |
19.95 |
20.26 |
19.95 |
20.13 |
+0.22 |
2,032 |
87,861 |
+408 |
| Mar11 |
091201 |
19.60 |
19.90 |
19.55 |
19.72 |
+0.18 |
418 |
47,138 |
+25 |
| Total Volume and Open Interest |
66,666 |
776,396 |
+865 |
| London Cocoa(LCE) |
| Dec09 |
091201 |
2140 |
2169 |
2138 |
2167 |
+40 |
4,583 |
54,444 |
+38 |
| Mar10 |
091201 |
2178 |
2206 |
2167 |
2205 |
+32 |
4,860 |
49,950 |
+726 |
| May10 |
091201 |
2199 |
2226 |
2189 |
2225 |
+31 |
1,445 |
49,660 |
+175 |
| Jul10 |
091201 |
2163 |
2194 |
2158 |
2193 |
+27 |
1,055 |
18,961 |
-138 |
| Sep10 |
091201 |
2133 |
2154 |
2121 |
2154 |
+27 |
576 |
7,304 |
+341 |
| Dec10 |
091201 |
2097 |
2115 |
2091 |
2115 |
+25 |
365 |
8,680 |
+150 |
| Mar11 |
091201 |
2074 |
2098 |
2074 |
2098 |
+24 |
0 |
8,329 |
+0 |
| Total Volume and Open Interest |
10,448 |
180,453 |
+1,468 |
| London Sugar(LCE) |
| Mar10 |
091201 |
615.50 |
620.10 |
614.00 |
619.00 |
+8.70 |
6,351 |
32,493 |
-640 |
| May10 |
091201 |
606.00 |
609.60 |
603.10 |
608.90 |
+9.30 |
1,915 |
19,927 |
+245 |
| Aug10 |
091201 |
571.50 |
577.10 |
569.90 |
576.40 |
+10.90 |
1,481 |
10,024 |
+129 |
| Oct10 |
091201 |
546.60 |
551.00 |
546.50 |
549.80 |
+8.40 |
12 |
4,512 |
+2 |
| Dec10 |
091201 |
534.00 |
534.20 |
532.60 |
534.00 |
+6.00 |
0 |
830 |
+0 |
| Total Volume and Open Interest |
9,759 |
67,861 |
-264 |
| Cotton(ICE) |
| Dec09 |
091201 |
71.14 |
71.14 |
69.65 |
69.65 |
-1.10 |
66 |
303 |
-32 |
| Mar10 |
091201 |
74.48 |
74.96 |
73.45 |
73.48 |
-1.20 |
9,721 |
130,446 |
-3,019 |
| May10 |
091201 |
75.57 |
76.11 |
74.66 |
74.68 |
-1.17 |
1,259 |
13,168 |
+317 |
| Jul10 |
091201 |
76.16 |
76.66 |
75.45 |
75.49 |
-1.03 |
884 |
18,893 |
+215 |
| Oct10 |
091201 |
76.60 |
77.02 |
75.90 |
75.90 |
-1.01 |
6 |
119 |
+3 |
| Dec10 |
091201 |
77.00 |
77.47 |
76.46 |
76.53 |
-0.88 |
865 |
11,265 |
+303 |
| Total Volume and Open Interest |
12,801 |
174,959 |
-2,213 |
| Lumber(CME) |
| Jan10 |
091201 |
250.0 |
255.2 |
237.0 |
241.0 |
-5.2 |
461 |
7,204 |
+37 |
| Mar10 |
091201 |
265.8 |
269.7 |
255.9 |
264.0 |
-1.5 |
319 |
3,482 |
+32 |
| May10 |
091201 |
265.8 |
268.7 |
260.5 |
267.3 |
+1.7 |
79 |
528 |
+62 |
| Jul10 |
091201 |
264.5 |
265.7 |
260.5 |
265.0 |
+1.0 |
13 |
150 |
+12 |
| Total Volume and Open Interest |
882 |
11,474 |
+143 |
| Crude Oil(NYM) |
| Jan10 |
091201 |
77.35 |
79.04 |
77.01 |
78.37 |
+1.09 |
301,347 |
354,436 |
+9,941 |
| Feb10 |
091201 |
78.78 |
80.40 |
78.45 |
79.77 |
+1.11 |
63,996 |
101,149 |
+5,201 |
| Mar10 |
091201 |
79.77 |
81.52 |
79.64 |
80.94 |
+1.10 |
29,838 |
91,840 |
+3,165 |
| Apr10 |
091201 |
80.74 |
82.28 |
80.64 |
81.84 |
+1.10 |
13,951 |
30,495 |
+2,298 |
| May10 |
091201 |
81.55 |
83.05 |
81.53 |
82.60 |
+1.08 |
10,924 |
27,719 |
+2,248 |
| Jun10 |
091201 |
82.41 |
83.78 |
82.19 |
83.31 |
+1.07 |
14,778 |
108,984 |
+2,822 |
| Jul10 |
091201 |
83.32 |
84.32 |
83.32 |
83.88 |
+1.03 |
5,271 |
29,611 |
+1,305 |
| Aug10 |
091201 |
84.47 |
84.67 |
84.28 |
84.35 |
+0.99 |
3,613 |
14,629 |
+953 |
| Sep10 |
091201 |
84.35 |
85.15 |
84.35 |
84.81 |
+0.95 |
3,262 |
27,039 |
+1,690 |
| Oct10 |
091201 |
85.68 |
85.68 |
85.22 |
85.28 |
+0.91 |
3,739 |
17,157 |
+1,348 |
| Nov10 |
091201 |
85.90 |
86.08 |
85.79 |
85.79 |
+0.88 |
2,043 |
16,045 |
+783 |
| Dec10 |
091201 |
85.50 |
86.82 |
85.41 |
86.31 |
+0.85 |
8,795 |
124,840 |
+1,649 |
| Jan11 |
091201 |
86.65 |
86.84 |
86.65 |
86.65 |
+0.82 |
370 |
17,903 |
+146 |
| Feb11 |
091201 |
86.95 |
87.15 |
86.95 |
86.95 |
+0.81 |
205 |
7,991 |
+98 |
| Mar11 |
091201 |
87.26 |
87.32 |
87.26 |
87.26 |
+0.80 |
258 |
6,163 |
+35 |
| Apr11 |
091201 |
87.57 |
87.71 |
87.57 |
87.57 |
+0.79 |
118 |
7,642 |
+29 |
| Total Volume and Open Interest |
465,581 |
1,216,673 |
+33,719 |
| e-miNY Crude Oil(NYM) |
| Dec09 |
091119 |
79.700 |
79.925 |
77.050 |
77.450 |
-2.125 |
9,328 |
3,959 |
+159 |
| Jan10 |
091201 |
77.350 |
79.050 |
77.025 |
78.375 |
+1.100 |
12,549 |
5,447 |
+787 |
| Feb10 |
091201 |
78.725 |
80.375 |
78.450 |
79.775 |
+1.125 |
608 |
590 |
+161 |
| Mar10 |
091201 |
80.000 |
81.500 |
79.600 |
80.950 |
+1.100 |
166 |
255 |
+100 |
| Apr10 |
091201 |
82.000 |
82.050 |
81.850 |
81.850 |
+1.100 |
3 |
8 |
+0 |
| May10 |
091201 |
82.600 |
82.600 |
82.600 |
82.600 |
+1.075 |
0 |
2 |
+0 |
| Jun10 |
091201 |
83.450 |
83.450 |
83.225 |
83.300 |
+1.050 |
4 |
8 |
+0 |
| Jul10 |
091201 |
82.875 |
84.000 |
82.875 |
83.875 |
+1.025 |
1 |
8 |
+1 |
| Aug10 |
091201 |
84.350 |
84.350 |
84.350 |
84.350 |
+1.000 |
0 |
1 |
+0 |
| Sep10 |
091201 |
84.800 |
84.800 |
84.800 |
84.800 |
+0.950 |
|
|
|
| Total Volume and Open Interest |
13,331 |
6,411 |
+1,049 |
| Heating Oil(NYM) |
| Jan10 |
091201 |
204.80 |
209.68 |
204.35 |
207.80 |
+3.01 |
30,981 |
92,642 |
-560 |
| Feb10 |
091201 |
207.96 |
212.62 |
207.68 |
210.75 |
+2.87 |
6,517 |
40,746 |
-125 |
| Mar10 |
091201 |
210.22 |
214.90 |
210.22 |
213.00 |
+2.66 |
4,730 |
38,063 |
+682 |
| Apr10 |
091201 |
211.69 |
215.98 |
211.69 |
214.16 |
+2.54 |
1,146 |
18,571 |
+240 |
| May10 |
091201 |
215.38 |
216.54 |
213.74 |
215.31 |
+2.46 |
737 |
13,434 |
-93 |
| Jun10 |
091201 |
214.25 |
218.35 |
214.25 |
216.48 |
+2.39 |
1,345 |
32,035 |
+141 |
| Jul10 |
091201 |
219.43 |
219.43 |
216.63 |
218.15 |
+2.36 |
75 |
8,957 |
+1 |
| Aug10 |
091201 |
220.86 |
221.62 |
218.56 |
220.08 |
+2.36 |
47 |
4,442 |
+11 |
| Sep10 |
091201 |
223.10 |
223.50 |
220.85 |
222.43 |
+2.34 |
83 |
7,561 |
+3 |
| Oct10 |
091201 |
225.60 |
226.11 |
223.45 |
224.95 |
+2.26 |
63 |
4,056 |
+2 |
| Nov10 |
091201 |
228.22 |
228.90 |
225.99 |
227.46 |
+2.17 |
79 |
6,081 |
-7 |
| Dec10 |
091201 |
228.40 |
231.70 |
228.40 |
229.97 |
+2.08 |
197 |
19,901 |
+38 |
| Total Volume and Open Interest |
58,240 |
320,962 |
-6,030 |
| Gasoline(NYMEX) |
| Jan10 |
091201 |
201.80 |
206.15 |
201.00 |
204.23 |
+3.08 |
30,412 |
102,731 |
-396 |
| Feb10 |
091201 |
203.63 |
208.48 |
203.63 |
206.74 |
+3.11 |
9,287 |
32,052 |
+694 |
| Mar10 |
091201 |
206.23 |
210.86 |
206.23 |
209.20 |
+3.05 |
5,139 |
32,190 |
+324 |
| Apr10 |
091201 |
218.64 |
222.25 |
218.64 |
220.91 |
+3.02 |
2,308 |
20,152 |
-170 |
| May10 |
091201 |
221.27 |
223.40 |
221.22 |
222.19 |
+2.97 |
1,261 |
9,593 |
+254 |
| Jun10 |
091201 |
220.37 |
224.48 |
220.37 |
223.24 |
+2.93 |
1,492 |
11,240 |
+243 |
| Jul10 |
091201 |
223.65 |
224.65 |
223.63 |
223.63 |
+2.84 |
192 |
5,526 |
+2 |
| Aug10 |
091201 |
224.70 |
224.70 |
223.63 |
223.63 |
+2.74 |
148 |
5,157 |
+44 |
| Sep10 |
091201 |
222.83 |
222.83 |
222.83 |
222.83 |
+2.77 |
250 |
4,854 |
+77 |
| Oct10 |
091201 |
213.10 |
213.10 |
213.10 |
213.10 |
+2.64 |
144 |
2,077 |
+46 |
| Total Volume and Open Interest |
60,066 |
254,844 |
-670 |
| e-miNY RBOB Gasoline(NYM) |
| Jan10 |
091201 |
2.01 |
2.01 |
2.01 |
2.04 |
+0.03 |
0 |
2 |
+0 |
| Feb10 |
091201 |
206.70 |
206.74 |
206.70 |
206.70 |
+3.10 |
|
|
|
| Mar10 |
091201 |
209.20 |
209.20 |
209.20 |
209.20 |
+3.00 |
|
|
|
| Apr10 |
091201 |
220.90 |
220.91 |
220.90 |
220.90 |
+3.00 |
|
|
|
| Total Volume and Open Interest |
0 |
2 |
-2 |
| Natural Gas(NYM) |
| Jan10 |
091201 |
4.820 |
4.891 |
4.659 |
4.762 |
-0.086 |
84,884 |
196,320 |
-1,932 |
| Feb10 |
091201 |
4.914 |
4.980 |
4.756 |
4.845 |
-0.097 |
14,509 |
67,845 |
+758 |
| Mar10 |
091201 |
4.965 |
5.018 |
4.810 |
4.890 |
-0.099 |
11,433 |
86,566 |
+2,251 |
| Apr10 |
091201 |
5.010 |
5.045 |
4.858 |
4.932 |
-0.097 |
7,128 |
49,461 |
+794 |
| May10 |
091201 |
5.036 |
5.103 |
4.928 |
4.998 |
-0.096 |
3,088 |
31,144 |
+163 |
| Jun10 |
091201 |
5.148 |
5.195 |
5.035 |
5.084 |
-0.096 |
1,829 |
21,425 |
+50 |
| Jul10 |
091201 |
5.202 |
5.283 |
5.126 |
5.185 |
-0.097 |
1,211 |
17,384 |
+243 |
| Aug10 |
091201 |
5.332 |
5.363 |
5.215 |
5.267 |
-0.095 |
864 |
15,682 |
-92 |
| Sep10 |
091201 |
5.332 |
5.421 |
5.280 |
5.327 |
-0.090 |
437 |
16,321 |
+43 |
| Oct10 |
091201 |
5.521 |
5.566 |
5.403 |
5.462 |
-0.092 |
1,785 |
31,935 |
-162 |
| Nov10 |
091201 |
5.969 |
6.005 |
5.868 |
5.922 |
-0.077 |
682 |
7,728 |
-364 |
| Dec10 |
091201 |
6.410 |
6.452 |
6.307 |
6.364 |
-0.075 |
1,424 |
15,972 |
-176 |
| Jan11 |
091201 |
6.591 |
6.678 |
6.550 |
6.597 |
-0.067 |
1,520 |
14,444 |
+250 |
| Feb11 |
091201 |
6.540 |
6.666 |
6.540 |
6.592 |
-0.062 |
5 |
6,220 |
-3 |
| Mar11 |
091201 |
6.420 |
6.522 |
6.415 |
6.447 |
-0.057 |
340 |
15,942 |
-158 |
| Apr11 |
091201 |
6.030 |
6.068 |
6.030 |
6.062 |
-0.037 |
256 |
10,203 |
+24 |
| Total Volume and Open Interest |
131,640 |
702,895 |
+1,771 |
| Brent Crude Oil(ICE) |
| Jan10 |
091201 |
78.42 |
79.91 |
78.25 |
79.35 |
+0.88 |
155,310 |
176,412 |
-9,645 |
| Feb10 |
091201 |
79.34 |
80.72 |
79.10 |
80.17 |
+0.87 |
47,619 |
125,184 |
+2,615 |
| Mar10 |
091201 |
80.15 |
81.52 |
79.94 |
80.98 |
+0.87 |
21,759 |
62,684 |
+1,675 |
| Apr10 |
091201 |
80.93 |
82.27 |
80.85 |
81.75 |
+0.87 |
9,858 |
30,913 |
+665 |
| May10 |
091201 |
81.63 |
82.94 |
81.59 |
82.45 |
+0.88 |
4,985 |
18,698 |
+68 |
| Jun10 |
091201 |
82.30 |
83.60 |
82.25 |
83.11 |
+0.88 |
11,048 |
54,393 |
+145 |
| Jul10 |
091201 |
83.00 |
84.16 |
83.00 |
83.71 |
+0.86 |
3,252 |
13,444 |
+102 |
| Aug10 |
091201 |
84.02 |
84.72 |
84.02 |
84.29 |
+0.84 |
1,623 |
9,462 |
-247 |
| Sep10 |
091201 |
84.60 |
85.27 |
84.60 |
84.85 |
+0.81 |
1,384 |
6,404 |
+14 |
| Oct10 |
091201 |
85.39 |
85.39 |
85.39 |
85.39 |
+0.78 |
748 |
13,465 |
+113 |
| Nov10 |
091201 |
85.70 |
86.10 |
85.70 |
85.92 |
+0.75 |
780 |
10,255 |
+89 |
| Dec10 |
091201 |
85.80 |
86.97 |
85.80 |
86.44 |
+0.70 |
6,580 |
70,735 |
+1,382 |
| Jan11 |
091201 |
86.92 |
86.92 |
86.92 |
86.92 |
+0.67 |
1,394 |
6,990 |
-380 |
| Feb11 |
091201 |
87.34 |
87.34 |
87.34 |
87.34 |
+0.64 |
646 |
3,880 |
+221 |
| Total Volume and Open Interest |
269,079 |
695,521 |
-3,301 |
| Gas Oil(ICE) |
| Dec09 |
091201 |
621.75 |
635.75 |
621.00 |
633.50 |
+19.25 |
25,968 |
77,306 |
+1,273 |
| Jan10 |
091201 |
633.00 |
647.50 |
631.75 |
644.75 |
+19.25 |
40,374 |
116,664 |
-918 |
| Feb10 |
091201 |
642.25 |
656.25 |
641.50 |
653.50 |
+19.50 |
12,210 |
54,147 |
+936 |
| Mar10 |
091201 |
651.50 |
663.50 |
651.25 |
661.00 |
+19.50 |
7,134 |
34,940 |
+1,334 |
| Apr10 |
091201 |
663.00 |
670.25 |
662.00 |
668.00 |
+19.50 |
2,364 |
23,439 |
+327 |
| May10 |
091201 |
667.00 |
675.25 |
667.00 |
674.75 |
+19.00 |
1,005 |
19,304 |
-32 |
| Jun10 |
091201 |
674.00 |
684.00 |
674.00 |
681.50 |
+18.75 |
1,850 |
43,021 |
+72 |
| Jul10 |
091201 |
688.25 |
691.50 |
688.25 |
689.00 |
+18.50 |
476 |
16,229 |
+101 |
| Aug10 |
091201 |
693.00 |
698.00 |
693.00 |
696.25 |
+18.50 |
737 |
17,084 |
+29 |
| Sep10 |
091201 |
697.00 |
705.50 |
697.00 |
703.25 |
+18.50 |
422 |
14,836 |
-204 |
| Total Volume and Open Interest |
95,570 |
538,913 |
+3,089 |
| Ethanol(CBOT) |
| Dec09 |
091201 |
2.159 |
2.165 |
2.150 |
2.159 |
+0.024 |
20 |
302 |
-19 |
| Jan10 |
091201 |
2.049 |
2.058 |
2.048 |
2.056 |
+0.026 |
26 |
750 |
+23 |
| Feb10 |
091201 |
1.995 |
1.995 |
1.981 |
1.988 |
+0.014 |
4 |
541 |
+4 |
| Mar10 |
091201 |
1.960 |
1.976 |
1.960 |
1.975 |
+0.028 |
15 |
845 |
+15 |
| Apr10 |
091201 |
1.935 |
1.953 |
1.935 |
1.953 |
+0.021 |
5 |
494 |
-5 |
| May10 |
091201 |
1.935 |
1.935 |
1.920 |
1.922 |
+0.010 |
11 |
409 |
-1 |
| Jun10 |
091201 |
1.925 |
1.925 |
1.920 |
1.920 |
+0.019 |
12 |
313 |
+0 |
| Jul10 |
091201 |
1.905 |
1.920 |
1.900 |
1.907 |
+0.013 |
25 |
347 |
-2 |
| Total Volume and Open Interest |
134 |
5,918 |
+22 |
| US Dollar Index(ICE) |
| Dec09 |
091201 |
74.845 |
75.160 |
74.310 |
74.415 |
-0.520 |
18,152 |
37,252 |
-640 |
| Mar10 |
091201 |
75.325 |
75.465 |
74.655 |
74.765 |
-0.520 |
301 |
2,804 |
+113 |
| Jun10 |
091201 |
75.105 |
75.105 |
75.105 |
75.105 |
-0.565 |
0 |
7 |
+0 |
| Total Volume and Open Interest |
18,453 |
40,063 |
-527 |
| Australian Dollar(CME) |
| Dec09 |
091201 |
91.59 |
92.60 |
90.93 |
92.48 |
+1.18 |
174,371 |
108,309 |
-5,854 |
| Mar10 |
091201 |
90.70 |
91.72 |
90.06 |
91.62 |
+1.17 |
4,017 |
7,869 |
+591 |
| Jun10 |
091201 |
90.67 |
90.67 |
89.50 |
90.67 |
+1.17 |
0 |
10 |
+0 |
| Total Volume and Open Interest |
178,388 |
116,205 |
-5,263 |
| British Pound(CME) |
| Dec09 |
091201 |
164.46 |
166.48 |
163.90 |
166.39 |
+2.17 |
172,834 |
84,060 |
-6,190 |
| Mar10 |
091201 |
164.32 |
166.37 |
163.83 |
166.29 |
+2.17 |
2,809 |
4,568 |
+793 |
| Jun10 |
091201 |
165.69 |
166.19 |
163.84 |
166.19 |
+2.17 |
2 |
119 |
+0 |
| Total Volume and Open Interest |
175,645 |
88,818 |
-5,397 |
| Canadian Dollar(CME) |
| Dec09 |
091201 |
94.71 |
96.09 |
94.52 |
95.80 |
+1.20 |
117,732 |
83,376 |
+328 |
| Mar10 |
091201 |
94.70 |
96.08 |
94.53 |
95.80 |
+1.20 |
1,334 |
7,109 |
+271 |
| Jun10 |
091201 |
95.00 |
96.05 |
94.55 |
95.78 |
+1.20 |
151 |
674 |
+91 |
| Sep10 |
091201 |
95.76 |
96.02 |
94.56 |
95.74 |
+1.18 |
58 |
480 |
+39 |
| Total Volume and Open Interest |
119,291 |
91,959 |
+738 |
| Japanese Yen(CME) |
| Dec09 |
091201 |
115.86 |
116.07 |
114.25 |
115.40 |
-0.51 |
190,246 |
136,378 |
+3,548 |
| Mar10 |
091201 |
115.90 |
116.11 |
114.34 |
115.46 |
-0.51 |
2,766 |
4,366 |
+549 |
| Jun10 |
091201 |
115.02 |
116.05 |
114.50 |
115.56 |
-0.49 |
1 |
18 |
+0 |
| Total Volume and Open Interest |
193,014 |
140,794 |
+4,097 |
| Swiss Franc(CME) |
| Dec09 |
091201 |
99.51 |
100.31 |
99.25 |
100.12 |
+0.73 |
117,014 |
53,626 |
-4,650 |
| Mar10 |
091201 |
99.65 |
100.36 |
99.34 |
100.19 |
+0.74 |
1,249 |
745 |
-1,059 |
| Jun10 |
091201 |
100.01 |
100.35 |
99.53 |
100.27 |
+0.74 |
0 |
5 |
+0 |
| Total Volume and Open Interest |
118,263 |
54,377 |
-5,709 |
| EuroFX(CME) |
| Dec09 |
091201 |
150.05 |
151.18 |
149.70 |
150.94 |
+1.03 |
453,052 |
170,546 |
-7,003 |
| Mar10 |
091201 |
150.00 |
151.10 |
149.65 |
150.88 |
+1.04 |
5,035 |
5,083 |
+1,241 |
| Jun10 |
091201 |
150.28 |
150.90 |
149.72 |
150.76 |
+1.04 |
3 |
193 |
-1 |
| Total Volume and Open Interest |
458,090 |
175,952 |
-5,763 |
| Mexican Peso(CME) |
| Dec09 |
091201 |
772.5 |
778.0 |
771.2 |
776.0 |
+6.5 |
17,506 |
123,116 |
+4,337 |
| Jan10 |
091201 |
772.0 |
772.0 |
765.5 |
772.0 |
+6.5 |
|
|
|
| Total Volume and Open Interest |
17,541 |
125,953 |
+4,343 |
| 30-Year T-Bonds(CBOT) |
| Dec09 |
091201 |
123~090 |
123~100 |
122~050 |
122~110 |
-1~000 |
201,343 |
157,362 |
-56,487 |
| Mar10 |
091201 |
122~210 |
122~210 |
121~150 |
121~200 |
-1~030 |
157,629 |
704,359 |
+63,805 |
| Jun10 |
091201 |
120~040 |
121~050 |
120~020 |
120~020 |
-1~030 |
1 |
75 |
+0 |
| Total Volume and Open Interest |
358,974 |
861,797 |
+7,318 |
| 10-Year T-Notes(CBOT) |
| Dec09 |
091201 |
121~060 |
121~275 |
120~175 |
120~265 |
-0~110 |
705,831 |
257,897 |
-148,113 |
| Mar10 |
091201 |
119~310 |
119~315 |
119~145 |
119~175 |
-0~125 |
536,858 |
1,131,519 |
+155,000 |
| Jun10 |
091201 |
118~110 |
118~235 |
118~110 |
118~110 |
-0~125 |
|
|
|
| Total Volume and Open Interest |
1,242,689 |
1,389,416 |
+6,887 |
| 5-Year T-Notes(CBOT) |
| Dec09 |
091201 |
118~060 |
118~062 |
118~060 |
118~062 |
+0~002 |
13,395 |
207,400 |
-65,073 |
| Mar10 |
091201 |
117~041 |
117~044 |
117~015 |
117~020 |
-0~014 |
314,493 |
721,875 |
+88,798 |
| Jun10 |
091201 |
115~122 |
116~009 |
115~122 |
115~122 |
-0~015 |
|
|
|
| Total Volume and Open Interest |
715,898 |
929,275 |
+23,725 |
| 2 Year T-Notes(CBOT) |
| Dec09 |
091201 |
109~058 |
109~064 |
109~058 |
109~062 |
+0~002 |
8,324 |
139,342 |
-114,948 |
| Mar10 |
091201 |
108~123 |
109~001 |
108~118 |
108~121 |
unch |
218,954 |
857,697 |
+78,150 |
| Jun10 |
091201 |
108~053 |
108~056 |
108~053 |
108~053 |
-0~003 |
629 |
7,536 |
+578 |
| Total Volume and Open Interest |
482,538 |
1,005,938 |
-36,220 |
| Eurodollars(CME) |
| Dec09 |
091201 |
99.720 |
99.735 |
99.720 |
99.730 |
+0.018 |
266,412 |
1,022,850 |
+2,476 |
| Mar10 |
091201 |
99.620 |
99.640 |
99.615 |
99.630 |
+0.015 |
298,050 |
1,099,087 |
+9,696 |
| Jun10 |
091201 |
99.485 |
99.510 |
99.475 |
99.485 |
+0.010 |
281,544 |
1,013,560 |
-39,436 |
| Sep10 |
091201 |
99.240 |
99.270 |
99.215 |
99.225 |
-0.005 |
253,810 |
759,757 |
-3,748 |
| Dec10 |
091201 |
98.915 |
98.950 |
98.880 |
98.890 |
-0.015 |
245,380 |
842,695 |
+508 |
| Mar11 |
091201 |
98.580 |
98.620 |
98.535 |
98.550 |
-0.030 |
200,026 |
546,715 |
-493 |
| Jun11 |
091201 |
98.250 |
98.280 |
98.195 |
98.205 |
-0.040 |
146,344 |
525,174 |
-4,956 |
| Sep11 |
091201 |
97.950 |
97.980 |
97.890 |
97.900 |
-0.045 |
146,169 |
485,362 |
-6,686 |
| Dec11 |
091201 |
97.660 |
97.690 |
97.605 |
97.615 |
-0.045 |
64,643 |
264,883 |
-10,001 |
| Mar12 |
091201 |
97.425 |
97.455 |
97.375 |
97.380 |
-0.045 |
42,828 |
190,450 |
-3,742 |
| Jun12 |
091201 |
97.185 |
97.215 |
97.135 |
97.145 |
-0.040 |
31,186 |
175,258 |
+1,362 |
| Sep12 |
091201 |
96.975 |
97.000 |
96.920 |
96.930 |
-0.040 |
28,811 |
113,167 |
-2,828 |
| Dec12 |
091201 |
96.770 |
96.785 |
96.705 |
96.720 |
-0.045 |
8,977 |
63,066 |
+636 |
| Mar13 |
091201 |
96.625 |
96.630 |
96.545 |
96.560 |
-0.050 |
6,505 |
57,827 |
+230 |
| Jun13 |
091201 |
96.465 |
96.475 |
96.385 |
96.400 |
-0.055 |
5,091 |
52,033 |
+127 |
| Sep13 |
091201 |
96.295 |
96.320 |
96.230 |
96.245 |
-0.065 |
4,902 |
52,767 |
-595 |
| Dec13 |
091201 |
96.155 |
96.160 |
96.070 |
96.085 |
-0.070 |
3,003 |
28,246 |
+121 |
| Mar14 |
091201 |
96.025 |
96.045 |
95.940 |
95.960 |
-0.080 |
1,833 |
26,416 |
-259 |
| Total Volume and Open Interest |
2,046,410 |
7,461,738 |
-53,259 |
| 30 Day Federal Funds(CBOT) |
| Dec09 |
091201 |
99.870 |
99.875 |
99.865 |
99.870 |
unch |
3,892 |
71,720 |
+2,138 |
| Jan10 |
091201 |
99.860 |
99.865 |
99.855 |
99.860 |
unch |
4,107 |
63,403 |
+1,188 |
| Feb10 |
091201 |
99.835 |
99.840 |
99.835 |
99.835 |
unch |
8,060 |
69,087 |
-1,770 |
| Mar10 |
091201 |
99.825 |
99.825 |
99.815 |
99.820 |
unch |
4,613 |
46,608 |
-1,142 |
| Apr10 |
091201 |
99.805 |
99.810 |
99.800 |
99.805 |
unch |
5,812 |
62,198 |
-683 |
| May10 |
091201 |
99.775 |
99.780 |
99.770 |
99.770 |
unch |
7,050 |
59,122 |
-1,266 |
| Total Volume and Open Interest |
46,111 |
545,670 |
-733 |
| 30 Day Fed Funds(e-CBOT) |
| 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 |
|
| May10 |
090519 |
99.255 |
99.260 |
99.240 |
99.250 |
unch |
230 |
7,105 |
|
| Total Volume and Open Interest |
22,142 |
354,023 |
|
| 3-Mth Euro-Yen(CME) |
| Dec09 |
091201 |
99.515 |
99.555 |
99.505 |
99.555 |
+0.055 |
|
|
|
| Mar10 |
091201 |
99.610 |
99.610 |
99.560 |
99.610 |
+0.065 |
0 |
423 |
+0 |
| Jun10 |
091201 |
99.630 |
99.630 |
99.580 |
99.630 |
+0.060 |
0 |
80 |
+0 |
| Sep10 |
091201 |
99.630 |
99.630 |
99.630 |
99.630 |
+0.060 |
0 |
230 |
+0 |
| Dec10 |
091201 |
99.570 |
99.570 |
99.570 |
99.570 |
+0.060 |
0 |
90 |
+0 |
| Mar11 |
091201 |
99.485 |
99.485 |
99.485 |
99.485 |
+0.060 |
|
|
|
| Jun11 |
091201 |
99.425 |
99.425 |
99.425 |
99.425 |
+0.060 |
|
|
|
| Sep11 |
091201 |
99.425 |
99.425 |
99.425 |
99.425 |
+0.060 |
|
|
|
| Dec11 |
091201 |
99.230 |
99.230 |
99.230 |
99.230 |
+0.055 |
|
|
|
| Mar12 |
091201 |
99.195 |
99.195 |
99.195 |
99.195 |
+0.055 |
|
|
|
| Total Volume and Open Interest |
0 |
5,297 |
-118 |
| 3-Mth Euro-Yen(SGX) |
| Dec09 |
091201 |
99.50 |
99.56 |
99.50 |
99.56 |
+0.06 |
200 |
4,116 |
+45 |
| Mar10 |
091201 |
99.59 |
99.61 |
99.59 |
99.61 |
+0.06 |
0 |
3,868 |
+244 |
| Jun10 |
091201 |
99.59 |
99.65 |
99.59 |
99.63 |
+0.06 |
0 |
2,121 |
+307 |
| Sep10 |
091201 |
99.63 |
99.63 |
99.63 |
99.63 |
+0.06 |
0 |
1,859 |
+65 |
| Dec10 |
091201 |
99.57 |
99.57 |
99.57 |
99.57 |
+0.06 |
0 |
957 |
+65 |
| Mar11 |
091201 |
99.49 |
99.49 |
99.49 |
99.49 |
+0.06 |
0 |
562 |
+0 |
| Jun11 |
091201 |
99.43 |
99.43 |
99.43 |
99.43 |
+0.06 |
0 |
52 |
+0 |
| Sep11 |
091201 |
99.43 |
99.43 |
99.43 |
99.43 |
+0.06 |
0 |
51 |
+0 |
| Total Volume and Open Interest |
200 |
15,058 |
+726 |
| Japanese Gov't Bonds(SGX) |
| Dec09 |
091201 |
139.83 |
140.50 |
139.73 |
140.01 |
+0.67 |
2,246 |
15,381 |
+893 |
| Mar10 |
091201 |
139.28 |
139.95 |
139.25 |
139.50 |
+0.18 |
76 |
34 |
-4 |
| Jun10 |
091201 |
139.50 |
139.50 |
139.50 |
139.50 |
+0.18 |
|
|
|
| Total Volume and Open Interest |
1,686 |
16,099 |
+486 |
| Euro-Bund(EUREX) |
| Dec09 |
091201 |
123.75 |
123.80 |
123.34 |
123.66 |
+0.18 |
674,275 |
942,723 |
-5,590 |
| Mar10 |
091201 |
123.46 |
123.47 |
123.05 |
123.34 |
-0.01 |
45,245 |
72,588 |
+13,209 |
| Jun10 |
091201 |
122.36 |
122.36 |
122.36 |
122.36 |
+0.03 |
100 |
2 |
+0 |
| Total Volume and Open Interest |
936,589 |
1,009,273 |
+7,169 |
| Euro-Bobl(EUREX) |
| Dec09 |
091201 |
116.85 |
116.95 |
116.63 |
116.84 |
+0.08 |
576,989 |
710,182 |
-31,184 |
| Mar10 |
091201 |
116.70 |
116.79 |
116.48 |
116.69 |
+0.09 |
15,207 |
42,632 |
+8,380 |
| Jun10 |
091201 |
116.14 |
116.14 |
116.14 |
116.14 |
+0.08 |
|
|
|
| Total Volume and Open Interest |
592,196 |
752,814 |
-22,804 |
| 3-Mth Euribor(EUREX) |
| Dec09 |
091201 |
99.245 |
99.250 |
99.240 |
99.250 |
+0.010 |
790 |
9,217 |
+700 |
| Mar10 |
091201 |
99.090 |
99.125 |
99.080 |
99.120 |
+0.025 |
68 |
4,372 |
-11 |
| Jun10 |
091201 |
98.790 |
98.845 |
98.790 |
98.835 |
+0.030 |
102 |
4,826 |
+0 |
| Total Volume and Open Interest |
969 |
22,605 |
+684 |
| Long Gilt(LIFFE) |
| Dec09 |
091201 |
120~02 |
120~02 |
119~21 |
119~27 |
-0~07 |
70,015 |
67,071 |
-42,660 |
| Mar10 |
091201 |
118~14 |
118~16 |
118~03 |
118~08 |
-0~07 |
79,289 |
206,767 |
+14,389 |
| Total Volume and Open Interest |
149,304 |
273,838 |
+2,043 |
| 3-Mth Short Sterling(LIFFE) |
| Dec09 |
091201 |
99.37 |
99.39 |
99.36 |
99.38 |
+0.02 |
67,449 |
367,462 |
+2,984 |
| Mar10 |
091201 |
99.25 |
99.28 |
99.25 |
99.27 |
+0.01 |
104,976 |
362,054 |
-6,100 |
| Jun10 |
091201 |
99.05 |
99.09 |
99.03 |
99.08 |
+0.03 |
79,577 |
423,217 |
-8,238 |
| Sep10 |
091201 |
98.68 |
98.72 |
98.64 |
98.71 |
+0.04 |
76,365 |
305,190 |
-5,010 |
| Dec10 |
091201 |
98.23 |
98.25 |
98.18 |
98.24 |
+0.03 |
94,101 |
343,945 |
-2,002 |
| Mar11 |
091201 |
97.81 |
97.83 |
97.76 |
97.81 |
+0.01 |
67,977 |
245,514 |
+1,962 |
| Total Volume and Open Interest |
611,092 |
2,566,136 |
-19,474 |
| 3-Mth Euribor(LIFFE) |
| Dec09 |
091120 |
99.260 |
99.270 |
99.225 |
99.260 |
-0.005 |
41,467 |
595,369 |
-5,839 |
| Mar10 |
091201 |
99.095 |
99.130 |
99.075 |
99.120 |
+0.025 |
175,163 |
705,870 |
+235 |
| Jun10 |
091201 |
98.805 |
98.850 |
98.775 |
98.835 |
+0.030 |
220,048 |
744,048 |
+18,343 |
| Total Volume and Open Interest |
1,262,395 |
3,589,265 |
+2,590 |
| 3-Mth Aus T-Bills(SFE) |
| Dec09 |
091201 |
95.96 |
95.98 |
95.88 |
95.93 |
-0.04 |
18,201 |
316,102 |
-1,882 |
| Mar10 |
091201 |
95.57 |
95.68 |
95.47 |
95.65 |
+0.07 |
20,755 |
248,392 |
+560 |
| Jun10 |
091201 |
95.26 |
95.40 |
95.16 |
95.37 |
+0.11 |
8,366 |
149,229 |
-2,182 |
| Sep10 |
091201 |
94.98 |
95.17 |
94.90 |
95.13 |
+0.14 |
7,296 |
90,280 |
+1,237 |
| Dec10 |
091201 |
94.75 |
94.95 |
94.67 |
94.91 |
+0.15 |
7,824 |
66,052 |
+2,800 |
| Mar11 |
091201 |
94.55 |
94.73 |
94.49 |
94.69 |
+0.14 |
1,378 |
26,487 |
+223 |
| Jun11 |
091201 |
94.37 |
94.52 |
94.32 |
94.50 |
+0.12 |
1,650 |
21,490 |
+816 |
| Sep11 |
091201 |
94.24 |
94.39 |
94.19 |
94.37 |
+0.11 |
862 |
14,360 |
+712 |
| Dec11 |
091201 |
94.21 |
94.28 |
94.21 |
94.28 |
+0.12 |
322 |
5,757 |
+47 |
| Mar12 |
091201 |
94.22 |
94.22 |
94.22 |
94.22 |
+0.11 |
315 |
2,805 |
+3 |
| Total Volume and Open Interest |
67,214 |
942,723 |
+2,479 |
| 10-Year Aus T-Bonds(SFE) |
| Dec09 |
091201 |
94.76 |
94.86 |
94.73 |
94.79 |
+0.02 |
36,219 |
366,797 |
+8,713 |
| Mar10 |
091201 |
94.71 |
94.71 |
94.71 |
94.71 |
+0.02 |
2 |
53 |
+2 |
| Total Volume and Open Interest |
36,221 |
366,850 |
+8,715 |
| 3-Year Aus T-Bonds(SFE) |
| Dec09 |
091201 |
95.30 |
95.45 |
95.22 |
95.39 |
+0.09 |
128,513 |
859,165 |
+24,951 |
| Mar10 |
091201 |
95.17 |
95.17 |
95.17 |
95.17 |
+0.10 |
|
|
|
| Total Volume and Open Interest |
128,513 |
859,165 |
+24,951 |
| Gold(CMX) |
| Dec09 |
091201 |
1181.0 |
1202.7 |
1176.0 |
1199.1 |
+18.0 |
112,015 |
17,426 |
-26,940 |
| Feb10 |
091201 |
1181.4 |
1204.0 |
1176.4 |
1200.2 |
+17.9 |
275,926 |
361,915 |
+20,314 |
| Apr10 |
091201 |
1180.7 |
1205.3 |
1178.1 |
1201.5 |
+17.9 |
4,661 |
47,463 |
+2,111 |
| Jun10 |
091201 |
1184.0 |
1206.0 |
1179.2 |
1202.7 |
+18.0 |
3,089 |
21,089 |
+317 |
| Aug10 |
091201 |
1182.6 |
1205.5 |
1182.6 |
1203.9 |
+18.0 |
198 |
11,363 |
-16 |
| Oct10 |
091201 |
1190.1 |
1206.9 |
1190.1 |
1205.2 |
+18.0 |
32 |
3,899 |
+5 |
| Dec10 |
091201 |
1187.4 |
1210.0 |
1184.1 |
1206.9 |
+18.0 |
1,436 |
23,011 |
+83 |
| Feb11 |
091201 |
1205.1 |
1209.2 |
1205.1 |
1209.2 |
+18.0 |
0 |
2,833 |
+0 |
| Apr11 |
091201 |
1211.7 |
1211.7 |
1211.7 |
1211.7 |
+18.0 |
925 |
1,058 |
-675 |
| Jun11 |
091201 |
559.2 |
559.2 |
559.2 |
559.2 |
+18.1 |
1,000 |
8,619 |
+750 |
| Aug11 |
091201 |
1217.9 |
1217.9 |
1217.9 |
1217.9 |
+18.1 |
0 |
265 |
+0 |
| Oct11 |
091201 |
1221.9 |
1221.9 |
1221.9 |
1221.9 |
+18.1 |
|
|
|
| Total Volume and Open Interest |
403,720 |
528,724 |
|
| Silver(CMX) |
| Dec09 |
091201 |
1847.0 |
1926.0 |
1840.0 |
1918.0 |
+68.5 |
29,244 |
3,998 |
-6,388 |
| Mar10 |
091201 |
1850.5 |
1930.0 |
1842.0 |
1921.0 |
+68.5 |
49,534 |
90,489 |
+3,838 |
| May10 |
091201 |
1856.5 |
1925.0 |
1847.5 |
1923.1 |
+68.6 |
736 |
9,854 |
+265 |
| Jul10 |
091201 |
1878.5 |
1927.0 |
1873.0 |
1925.0 |
+68.8 |
126 |
7,113 |
+38 |
| Sep10 |
091201 |
1862.0 |
1929.0 |
1848.0 |
1926.6 |
+68.8 |
62 |
2,618 |
+15 |
| Dec10 |
091201 |
1859.0 |
1934.0 |
1859.0 |
1929.3 |
+68.8 |
669 |
9,179 |
-178 |
| Mar11 |
091201 |
1932.0 |
1932.0 |
1930.5 |
1932.0 |
+68.8 |
1 |
48 |
+0 |
| Total Volume and Open Interest |
81,975 |
133,187 |
-2,305 |
| Platinum(NYMEX) |
| Jan10 |
091201 |
1458.2 |
1494.8 |
1454.1 |
1486.6 |
+26.4 |
5,439 |
32,324 |
+298 |
| Apr10 |
091201 |
1462.0 |
1494.8 |
1462.0 |
1489.9 |
+27.7 |
374 |
2,944 |
+104 |
| Jul10 |
091201 |
1489.7 |
1497.3 |
1489.7 |
1492.2 |
+27.7 |
25 |
159 |
+20 |
| Oct10 |
091201 |
1495.3 |
1495.3 |
1495.3 |
1495.3 |
+27.1 |
0 |
5 |
+0 |
| Total Volume and Open Interest |
5,838 |
35,432 |
+422 |
| Palladium(NYMEX) |
| Dec09 |
091201 |
378.25 |
381.55 |
378.20 |
381.55 |
+18.00 |
1,425 |
2,477 |
-759 |
| Mar10 |
091201 |
368.15 |
388.60 |
366.65 |
383.95 |
+17.75 |
3,411 |
21,060 |
+575 |
| Jun10 |
091201 |
373.10 |
387.95 |
373.10 |
385.20 |
+17.75 |
62 |
157 |
+31 |
| Total Volume and Open Interest |
4,898 |
23,695 |
-403 |
| Copper(CMX) |
| Dec09 |
091201 |
315.50 |
321.10 |
313.10 |
320.35 |
+5.50 |
15,004 |
6,453 |
-5,226 |
| Mar10 |
091201 |
318.20 |
323.80 |
315.50 |
323.10 |
+5.40 |
27,272 |
117,952 |
+448 |
| May10 |
091201 |
319.95 |
324.50 |
319.50 |
324.10 |
+5.25 |
301 |
11,215 |
+6 |
| Jul10 |
091201 |
323.10 |
324.80 |
323.10 |
324.80 |
+5.25 |
45 |
3,843 |
-3 |
| Sep10 |
091201 |
325.20 |
325.20 |
325.20 |
325.20 |
+5.25 |
9 |
2,140 |
-3 |
| Total Volume and Open Interest |
44,057 |
149,199 |
-4,207 |
| DJIA Index(CBOT) |
| Dec09 |
091201 |
10350 |
10490 |
10338 |
10461 |
+127 |
2,010 |
14,571 |
-1,095 |
| Mar10 |
091201 |
10300 |
10417 |
10300 |
10397 |
+126 |
32 |
1,030 |
+19 |
| Jun10 |
091201 |
10340 |
10340 |
10209 |
10340 |
+131 |
0 |
1 |
+0 |
| Sep10 |
091201 |
10284 |
10284 |
10157 |
10284 |
+127 |
|
|
|
| Total Volume and Open Interest |
2,042 |
15,602 |
-1,076 |
| S & P 500(CME) |
| Dec09 |
091201 |
1092.70 |
1111.70 |
1092.70 |
1108.40 |
+13.60 |
27,869 |
400,164 |
+2,941 |
| Mar10 |
091201 |
1101.00 |
1106.50 |
1098.50 |
1103.60 |
+13.70 |
360 |
9,072 |
+304 |
| Jun10 |
091201 |
1101.00 |
1103.20 |
1094.20 |
1098.80 |
+13.60 |
306 |
1,561 |
+335 |
| Sep10 |
091201 |
1094.60 |
1099.20 |
1072.20 |
1094.60 |
+13.40 |
|
|
|
| Total Volume and Open Interest |
28,535 |
410,802 |
+3,580 |
| S & P 500 E-Mini(Globex) |
| Dec09 |
091201 |
1092.75 |
1111.75 |
1092.25 |
1108.50 |
+13.75 |
1,704,981 |
2,599,910 |
+25,454 |
| Mar10 |
091201 |
1088.50 |
1107.00 |
1087.50 |
1103.50 |
+13.50 |
6,290 |
72,293 |
+2,873 |
| Total Volume and Open Interest |
1,711,283 |
2,672,374 |
+28,233 |
| NASDAQ 100(CME) |
| Dec09 |
091201 |
1765.80 |
1800.00 |
1765.50 |
1792.00 |
+24.50 |
2,752 |
24,091 |
-668 |
| Mar10 |
091201 |
1789.80 |
1789.80 |
1788.00 |
1789.80 |
+24.80 |
0 |
133 |
+0 |
| Jun10 |
091201 |
1788.80 |
1788.80 |
1787.00 |
1788.80 |
+24.80 |
|
|
|
| Total Volume and Open Interest |
2,752 |
24,224 |
-668 |
| NASDAQ 100 E-Mini(Globex) |
| Dec09 |
091201 |
1766.50 |
1799.00 |
1765.00 |
1792.00 |
+24.50 |
256,664 |
352,500 |
+3,221 |
| Mar10 |
091201 |
1763.30 |
1796.30 |
1763.30 |
1789.80 |
+24.80 |
436 |
5,041 |
+122 |
| Total Volume and Open Interest |
257,100 |
357,543 |
+3,343 |
| S & P Midcap 400(CME) |
| Dec09 |
091201 |
690.00 |
697.20 |
690.00 |
693.80 |
+9.80 |
9 |
2,225 |
-4 |
| Mar10 |
091201 |
691.50 |
694.50 |
691.30 |
691.30 |
+10.00 |
|
|
|
| Jun10 |
091201 |
689.30 |
689.30 |
689.30 |
689.30 |
+10.00 |
|
|
|
| Total Volume and Open Interest |
9 |
2,225 |
-4 |
| Russell 2000 E-Mini(Globex) |
| Nikkei 225(CME) |
| Dec09 |
091201 |
9250 |
9635 |
9250 |
9635 |
+390 |
10,703 |
34,719 |
+768 |
| Mar10 |
091201 |
9540 |
9705 |
9540 |
9705 |
+390 |
10 |
14 |
+4 |
| Total Volume and Open Interest |
10,713 |
34,733 |
+772 |
| Nikkei 225(SGX) |
| Dec09 |
091201 |
9325 |
9565 |
9220 |
9545 |
+240 |
137,916 |
195,621 |
-2,013 |
| Mar10 |
091201 |
9310 |
9550 |
9225 |
9540 |
+235 |
75 |
3,409 |
+256 |
| Jun10 |
091201 |
9575 |
9575 |
9575 |
9575 |
+240 |
1 |
388 |
+0 |
| Total Volume and Open Interest |
138,542 |
200,563 |
-1,607 |
| CAC 40(EURONEXT) |
| Dec09 |
091201 |
3706.0 |
3778.5 |
3705.0 |
3770.0 |
+95.5 |
149,400 |
393,384 |
+2,987 |
| Jan10 |
091201 |
3734.0 |
3775.5 |
3734.0 |
3770.5 |
+95.0 |
162 |
512 |
+157 |
| Feb10 |
091201 |
3770.0 |
3770.0 |
3770.0 |
3770.0 |
+94.5 |
2 |
1 |
+1 |
| Total Volume and Open Interest |
149,600 |
396,272 |
+3,179 |
| Hang Seng Index(HKFE) |
| Dec09 |
091201 |
21680 |
22270 |
21680 |
22264 |
+516 |
99,194 |
82,893 |
+860 |
| Jan10 |
091201 |
21693 |
22252 |
21693 |
22252 |
+509 |
0 |
217 |
|
| Total Volume and Open Interest |
120,911 |
84,090 |
|
| DAX(EUREX) |
| Dec09 |
091201 |
5675.0 |
5792.0 |
5673.0 |
5771.0 |
+134.5 |
190,927 |
199,721 |
+4,896 |
| Mar10 |
091201 |
5679.5 |
5796.5 |
5679.5 |
5776.5 |
+134.5 |
594 |
20,483 |
+32 |
| Jun10 |
091201 |
5686.5 |
5800.0 |
5686.5 |
5784.0 |
+135.0 |
196 |
2,075 |
+49 |
| Total Volume and Open Interest |
191,717 |
222,279 |
+4,977 |
| FT-SE 100(EURONEXT) |
| Dec09 |
091201 |
5238.00 |
5325.00 |
5229.00 |
5306.50 |
+110.00 |
127,997 |
635,457 |
+5,346 |
| Mar10 |
091201 |
5188.00 |
5280.00 |
5188.00 |
5262.00 |
+110.00 |
1,405 |
27,501 |
+932 |
| Jun10 |
091201 |
5198.00 |
5212.50 |
5198.00 |
5212.50 |
+110.00 |
85 |
984 |
+75 |
| Total Volume and Open Interest |
129,487 |
664,221 |
+6,353 |
| SPI 200(SFE) |
| Dec09 |
091201 |
4696.0 |
4729.0 |
4657.0 |
4727.0 |
+32.0 |
42,428 |
244,933 |
+13,680 |
| Mar10 |
091201 |
4684.0 |
4716.0 |
4650.0 |
4716.0 |
+32.0 |
121 |
5,241 |
-307 |
| Jun10 |
091201 |
4740.0 |
4740.0 |
4740.0 |
4740.0 |
+32.0 |
0 |
1,427 |
+0 |
| Total Volume and Open Interest |
42,549 |
252,694 |
+13,373 |
| GSCI(CME) |
| Dec09 |
091201 |
517.50 |
521.75 |
517.50 |
519.20 |
+6.90 |
770 |
19,697 |
+177 |
| Jan10 |
091201 |
525.25 |
526.50 |
524.00 |
525.25 |
+7.25 |
4 |
1 |
+0 |
| Feb10 |
091201 |
529.00 |
531.50 |
529.00 |
529.00 |
+5.00 |
2 |
0 |
+0 |
| Total Volume and Open Interest |
776 |
19,698 |
+177 |
| Reuters CCI(ICE) |
| Jan10 |
090519 |
430.00 |
430.00 |
430.00 |
430.00 |
unch |
0 |
11 |
|
| Total Volume and Open Interest |
|
|
|
|
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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|