|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Wed December 02, 2009 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Jan10 |
091202 |
1057.75 |
1064.50 |
1032.25 |
1034.00 |
-25.50 |
93,909 |
229,288 |
-3,013 |
| Mar10 |
091202 |
1064.25 |
1070.75 |
1039.25 |
1041.00 |
-25.00 |
32,713 |
102,086 |
+5,645 |
| May10 |
091202 |
1067.25 |
1074.75 |
1044.00 |
1046.00 |
-23.75 |
7,406 |
38,345 |
+660 |
| Jul10 |
091202 |
1072.75 |
1080.00 |
1050.25 |
1052.25 |
-23.25 |
10,287 |
40,196 |
+373 |
| Aug10 |
091202 |
1071.25 |
1071.75 |
1048.50 |
1049.50 |
-22.25 |
102 |
1,640 |
-11 |
| Sep10 |
091202 |
1059.75 |
1060.00 |
1040.00 |
1040.00 |
-18.50 |
185 |
577 |
-84 |
| Nov10 |
091202 |
1046.50 |
1050.00 |
1027.25 |
1031.50 |
-17.00 |
7,507 |
57,126 |
+1,459 |
| Total Volume and Open Interest |
152,567 |
472,376 |
+5,155 |
| Soybean Meal(CBOT) |
| Dec09 |
091202 |
325.00 |
327.10 |
316.50 |
317.30 |
-7.40 |
9,890 |
10,803 |
-3,414 |
| Jan10 |
091202 |
313.30 |
315.40 |
304.70 |
305.50 |
-7.90 |
27,721 |
56,048 |
-1,072 |
| Mar10 |
091202 |
308.50 |
310.60 |
300.50 |
301.70 |
-7.20 |
12,125 |
39,044 |
+481 |
| May10 |
091202 |
305.60 |
307.70 |
298.30 |
299.50 |
-6.60 |
6,193 |
20,022 |
+1,073 |
| Jul10 |
091202 |
306.70 |
308.80 |
299.60 |
300.70 |
-6.30 |
3,781 |
17,312 |
+170 |
| Aug10 |
091202 |
306.30 |
308.20 |
300.70 |
300.70 |
-6.00 |
232 |
4,535 |
-38 |
| Sep10 |
091202 |
304.60 |
306.10 |
298.90 |
298.90 |
-5.50 |
158 |
3,874 |
+0 |
| Oct10 |
091202 |
294.20 |
299.40 |
294.10 |
294.30 |
-5.10 |
75 |
2,658 |
+1 |
| Total Volume and Open Interest |
61,431 |
164,555 |
-2,553 |
| Soybean Oil(CBOT) |
| Dec09 |
091202 |
40.50 |
40.50 |
39.73 |
39.75 |
-0.83 |
23,215 |
11,663 |
-5,487 |
| Jan10 |
091202 |
40.88 |
41.05 |
40.08 |
40.11 |
-0.81 |
55,085 |
123,641 |
+834 |
| Mar10 |
091202 |
41.23 |
41.43 |
40.42 |
40.50 |
-0.81 |
22,178 |
69,706 |
+4,267 |
| May10 |
091202 |
41.48 |
41.75 |
40.79 |
40.83 |
-0.80 |
7,650 |
18,186 |
+1,397 |
| Jul10 |
091202 |
41.81 |
42.00 |
41.11 |
41.15 |
-0.78 |
4,603 |
15,218 |
+671 |
| Aug10 |
091202 |
41.82 |
41.87 |
41.25 |
41.27 |
-0.77 |
34 |
1,984 |
+15 |
| Sep10 |
091202 |
42.00 |
42.00 |
41.39 |
41.39 |
-0.75 |
90 |
1,291 |
+9 |
| Oct10 |
091202 |
41.96 |
42.10 |
41.47 |
41.47 |
-0.67 |
62 |
1,121 |
+33 |
| Total Volume and Open Interest |
114,237 |
256,432 |
+1,940 |
| Canola(WCE) |
| Jan10 |
091202 |
412.0 |
413.0 |
409.1 |
409.7 |
-3.9 |
10,788 |
70,978 |
-1,958 |
| Mar10 |
091202 |
420.0 |
420.0 |
415.9 |
416.4 |
-4.0 |
5,224 |
23,684 |
+4,088 |
| May10 |
091202 |
425.1 |
425.1 |
420.4 |
421.1 |
-5.0 |
91 |
2,680 |
-1 |
| Jul10 |
091202 |
427.4 |
429.4 |
422.8 |
424.0 |
-5.5 |
500 |
3,992 |
+209 |
| Nov10 |
091202 |
425.4 |
425.4 |
419.8 |
421.0 |
-6.5 |
571 |
2,308 |
+263 |
| Total Volume and Open Interest |
17,174 |
103,689 |
+2,601 |
| Corn(CBOT) |
| Dec09 |
091202 |
398.00 |
399.00 |
390.00 |
391.75 |
-8.00 |
67,469 |
47,607 |
-14,943 |
| Mar10 |
091202 |
413.00 |
413.75 |
404.50 |
406.50 |
-8.00 |
149,890 |
512,432 |
+5,090 |
| May10 |
091202 |
423.00 |
423.75 |
414.75 |
416.75 |
-7.75 |
16,127 |
92,704 |
+584 |
| Jul10 |
091202 |
431.25 |
432.75 |
423.00 |
425.25 |
-7.50 |
17,714 |
95,479 |
+1,295 |
| Sep10 |
091202 |
437.25 |
438.00 |
429.50 |
431.50 |
-7.00 |
2,842 |
24,062 |
+289 |
| Dec10 |
091202 |
443.00 |
443.50 |
436.00 |
438.00 |
-6.50 |
13,987 |
171,846 |
+860 |
| Total Volume and Open Interest |
268,747 |
973,178 |
-6,383 |
| Wheat(CBOT) |
| Dec09 |
091202 |
560.25 |
563.25 |
549.25 |
554.50 |
-8.00 |
16,714 |
9,203 |
-2,574 |
| Mar10 |
091202 |
582.75 |
586.50 |
570.50 |
576.00 |
-8.00 |
50,071 |
195,447 |
+2,563 |
| May10 |
091202 |
593.50 |
597.50 |
583.75 |
588.50 |
-8.00 |
1,420 |
25,917 |
+78 |
| Jul10 |
091202 |
604.50 |
608.00 |
593.00 |
598.25 |
-7.50 |
4,387 |
56,186 |
+584 |
| Sep10 |
091202 |
621.00 |
621.00 |
606.50 |
612.25 |
-8.00 |
660 |
16,244 |
-64 |
| Total Volume and Open Interest |
75,659 |
350,706 |
+1,365 |
| Wheat(KCBT) |
| Dec09 |
091202 |
555.00 |
557.00 |
546.75 |
551.00 |
-5.75 |
2,756 |
1,170 |
-968 |
| Mar10 |
091202 |
570.25 |
573.75 |
561.00 |
565.50 |
-6.00 |
10,239 |
62,083 |
+1,146 |
| May10 |
091202 |
583.00 |
584.00 |
572.75 |
577.25 |
-5.75 |
695 |
9,374 |
+26 |
| Jul10 |
091202 |
593.50 |
596.50 |
584.50 |
589.00 |
-6.00 |
2,661 |
27,499 |
+932 |
| Sep10 |
091202 |
604.75 |
604.75 |
598.00 |
601.00 |
-6.50 |
72 |
2,383 |
+35 |
| Total Volume and Open Interest |
17,789 |
135,164 |
+1,784 |
| Wheat(MGE) |
| Dec09 |
091202 |
567.00 |
568.00 |
562.00 |
563.50 |
-4.25 |
588 |
1,040 |
-281 |
| Mar10 |
091202 |
583.00 |
584.00 |
575.25 |
580.25 |
-4.50 |
2,904 |
21,369 |
+322 |
| May10 |
091202 |
593.25 |
594.25 |
588.00 |
591.75 |
-4.00 |
173 |
4,343 |
+46 |
| Jul10 |
091202 |
605.50 |
606.50 |
599.75 |
604.50 |
-3.00 |
153 |
8,425 |
+14 |
| Sep10 |
091202 |
618.00 |
618.00 |
611.50 |
616.25 |
-4.75 |
95 |
3,176 |
+18 |
| Total Volume and Open Interest |
4,157 |
45,814 |
+246 |
| Oats(CBOT) |
| Dec09 |
091202 |
253.75 |
256.50 |
250.00 |
251.50 |
-3.50 |
94 |
543 |
-78 |
| Mar10 |
091202 |
267.50 |
267.75 |
260.75 |
263.50 |
-4.00 |
1,061 |
10,495 |
+444 |
| May10 |
091202 |
272.00 |
275.75 |
269.25 |
271.75 |
-4.00 |
3 |
447 |
+3 |
| Jul10 |
091202 |
279.25 |
283.25 |
279.25 |
279.25 |
-4.00 |
0 |
514 |
+0 |
| Total Volume and Open Interest |
1,159 |
12,379 |
+369 |
| Rough Rice(CBOT) |
| Jan10 |
091202 |
15.44 |
15.52 |
15.40 |
15.41 |
-0.02 |
1,730 |
9,048 |
-276 |
| Mar10 |
091202 |
15.70 |
15.80 |
15.68 |
15.69 |
-0.02 |
1,134 |
5,513 |
+628 |
| May10 |
091202 |
15.95 |
15.96 |
15.94 |
15.94 |
-0.01 |
15 |
387 |
+6 |
| Jul10 |
091202 |
16.25 |
16.25 |
16.19 |
16.19 |
unch |
8 |
572 |
+4 |
| Total Volume and Open Interest |
2,894 |
16,323 |
+365 |
| Live Cattle(CME) |
| Dec09 |
091202 |
82.635 |
83.000 |
82.000 |
82.100 |
-0.450 |
7,972 |
31,408 |
-2,604 |
| Feb10 |
091202 |
84.750 |
85.250 |
84.180 |
84.285 |
-0.545 |
11,216 |
127,509 |
+1,893 |
| Apr10 |
091202 |
87.635 |
88.000 |
87.080 |
87.285 |
-0.365 |
5,233 |
62,641 |
+840 |
| Jun10 |
091202 |
84.930 |
85.450 |
84.500 |
84.535 |
-0.350 |
2,888 |
28,973 |
+537 |
| Aug10 |
091202 |
85.430 |
86.000 |
85.000 |
85.000 |
-0.430 |
619 |
7,296 |
+164 |
| Oct10 |
091202 |
88.250 |
88.750 |
88.000 |
88.150 |
-0.385 |
63 |
4,373 |
+25 |
| Total Volume and Open Interest |
28,031 |
264,491 |
+873 |
| Feeder Cattle(CME) |
| Jan10 |
091202 |
93.650 |
94.400 |
93.350 |
93.950 |
+0.470 |
957 |
16,792 |
-73 |
| Mar10 |
091202 |
94.000 |
94.700 |
93.700 |
94.480 |
+0.730 |
371 |
6,444 |
+55 |
| Apr10 |
091202 |
95.580 |
96.000 |
95.250 |
95.900 |
+0.515 |
80 |
1,067 |
+39 |
| May10 |
091202 |
96.500 |
96.900 |
96.100 |
96.730 |
+0.250 |
157 |
2,205 |
+94 |
| Aug10 |
091202 |
98.500 |
98.800 |
98.300 |
98.650 |
+0.500 |
156 |
779 |
+5 |
| Sep10 |
091202 |
98.150 |
98.150 |
98.150 |
98.150 |
+0.100 |
7 |
9 |
+4 |
| Oct10 |
091202 |
98.000 |
98.150 |
98.000 |
98.100 |
+0.300 |
0 |
4 |
+0 |
| Total Volume and Open Interest |
1,728 |
27,300 |
+124 |
| Lean Hogs(CME) |
| Dec09 |
091202 |
58.900 |
59.950 |
58.600 |
59.680 |
+0.445 |
5,895 |
17,429 |
-1,090 |
| Feb10 |
091202 |
66.680 |
67.050 |
66.100 |
66.650 |
-0.300 |
12,957 |
75,248 |
+2,152 |
| Apr10 |
091202 |
70.600 |
71.000 |
70.150 |
70.725 |
-0.060 |
3,947 |
39,285 |
+323 |
| May10 |
091202 |
74.200 |
74.900 |
74.200 |
74.900 |
-0.150 |
551 |
2,760 |
+451 |
| Jun10 |
091202 |
77.975 |
78.050 |
77.535 |
77.750 |
-0.400 |
1,678 |
20,996 |
+320 |
| Jul10 |
091202 |
76.930 |
77.035 |
76.430 |
76.950 |
-0.200 |
392 |
7,434 |
+189 |
| Aug10 |
091202 |
75.800 |
76.150 |
75.635 |
76.150 |
-0.300 |
236 |
5,802 |
+90 |
| Oct10 |
091202 |
67.650 |
67.900 |
67.550 |
67.885 |
-0.340 |
34 |
3,090 |
+7 |
| Total Volume and Open Interest |
25,720 |
174,015 |
+2,452 |
| Pork Bellies(CME) |
| Feb10 |
091202 |
84.300 |
84.300 |
81.600 |
82.300 |
-2.300 |
36 |
387 |
+6 |
| Mar10 |
091202 |
82.300 |
83.700 |
79.500 |
79.500 |
-2.250 |
0 |
88 |
+0 |
| May10 |
091202 |
84.250 |
84.250 |
82.250 |
82.250 |
-2.285 |
0 |
79 |
+0 |
| Jul10 |
091202 |
85.500 |
87.000 |
85.500 |
85.500 |
-2.500 |
0 |
20 |
+0 |
| Aug10 |
091202 |
85.000 |
85.000 |
84.980 |
85.000 |
unch |
0 |
15 |
+0 |
| Total Volume and Open Interest |
36 |
589 |
+6 |
| Class III Milk(CME) |
| Dec09 |
091202 |
14.94 |
14.94 |
14.71 |
14.80 |
-0.04 |
122 |
5,242 |
-22 |
| Jan10 |
091202 |
14.95 |
14.99 |
14.77 |
14.81 |
-0.16 |
304 |
3,427 |
+81 |
| Feb10 |
091202 |
15.10 |
15.15 |
14.83 |
14.92 |
-0.17 |
134 |
2,287 |
+19 |
| Mar10 |
091202 |
15.34 |
15.40 |
15.23 |
15.27 |
-0.13 |
52 |
1,910 |
+1 |
| Apr10 |
091202 |
15.50 |
15.57 |
15.33 |
15.37 |
-0.16 |
44 |
1,324 |
+19 |
| Total Volume and Open Interest |
1,216 |
25,114 |
+259 |
| Cocoa(ICE) |
| Dec09 |
091202 |
3335 |
3338 |
3314 |
3317 |
+2 |
22 |
269 |
-32 |
| Mar10 |
091202 |
3341 |
3365 |
3312 |
3327 |
-26 |
5,184 |
74,753 |
-220 |
| May10 |
091202 |
3362 |
3380 |
3339 |
3347 |
-24 |
461 |
18,448 |
-31 |
| Jul10 |
091202 |
3379 |
3379 |
3341 |
3349 |
-24 |
286 |
7,076 |
+101 |
| Sep10 |
091202 |
3340 |
3340 |
3340 |
3340 |
-23 |
25 |
5,007 |
+12 |
| Dec10 |
091202 |
3332 |
3332 |
3332 |
3332 |
-24 |
57 |
3,931 |
+20 |
| Mar11 |
091202 |
3323 |
3323 |
3323 |
3323 |
-21 |
41 |
7,613 |
+2 |
| Total Volume and Open Interest |
6,076 |
123,553 |
-148 |
| Coffee "C"(ICE) |
| Dec09 |
091202 |
142.75 |
144.10 |
142.10 |
143.20 |
+0.70 |
207 |
789 |
-273 |
| Mar10 |
091202 |
143.00 |
144.30 |
142.30 |
143.70 |
+1.00 |
14,322 |
73,893 |
+3,518 |
| May10 |
091202 |
144.40 |
145.90 |
144.05 |
145.40 |
+1.00 |
2,773 |
19,158 |
+930 |
| Jul10 |
091202 |
145.90 |
147.25 |
145.70 |
146.90 |
+1.00 |
1,414 |
5,160 |
-31 |
| Sep10 |
091202 |
147.30 |
148.90 |
147.25 |
148.30 |
+1.00 |
1,971 |
4,769 |
+192 |
| Dec10 |
091202 |
149.20 |
150.20 |
149.15 |
150.20 |
+1.00 |
1,029 |
4,827 |
+222 |
| Total Volume and Open Interest |
21,961 |
110,355 |
+4,696 |
| Orange Juice(ICE) |
| Jan10 |
091202 |
120.30 |
123.05 |
120.00 |
121.30 |
+1.00 |
2,426 |
17,194 |
+20 |
| Mar10 |
091202 |
123.85 |
126.55 |
123.85 |
124.95 |
+1.05 |
1,706 |
8,829 |
+420 |
| May10 |
091202 |
127.45 |
129.80 |
127.45 |
128.15 |
+0.95 |
83 |
3,158 |
-14 |
| Jul10 |
091202 |
130.10 |
132.00 |
130.10 |
131.10 |
+0.95 |
36 |
961 |
+32 |
| Sep10 |
091202 |
133.00 |
135.00 |
133.00 |
133.85 |
+1.00 |
22 |
438 |
+20 |
| Nov10 |
091202 |
136.00 |
137.00 |
136.00 |
136.10 |
+0.90 |
0 |
47 |
+0 |
| Total Volume and Open Interest |
4,273 |
30,827 |
+478 |
| Sugar #11(ICE) |
| Mar10 |
091202 |
22.82 |
23.17 |
22.60 |
23.04 |
+0.38 |
30,902 |
348,886 |
+95 |
| May10 |
091202 |
22.17 |
22.46 |
21.94 |
22.36 |
+0.37 |
11,505 |
110,812 |
+223 |
| Jul10 |
091202 |
20.95 |
21.30 |
20.77 |
21.18 |
+0.35 |
6,711 |
117,395 |
-48 |
| Oct10 |
091202 |
20.20 |
20.53 |
20.12 |
20.44 |
+0.31 |
4,987 |
87,392 |
-469 |
| Mar11 |
091202 |
19.84 |
20.07 |
19.72 |
20.03 |
+0.31 |
1,758 |
47,039 |
-99 |
| Total Volume and Open Interest |
57,518 |
776,546 |
+150 |
| London Cocoa(LCE) |
| Dec09 |
091202 |
2165 |
2174 |
2142 |
2145 |
-22 |
7,572 |
29,282 |
-25,162 |
| Mar10 |
091202 |
2205 |
2211 |
2179 |
2183 |
-22 |
12,840 |
48,676 |
-1,274 |
| May10 |
091202 |
2218 |
2230 |
2201 |
2204 |
-21 |
4,977 |
50,037 |
+377 |
| Jul10 |
091202 |
2196 |
2196 |
2169 |
2173 |
-20 |
1,120 |
19,587 |
+626 |
| Sep10 |
091202 |
2154 |
2157 |
2133 |
2135 |
-19 |
349 |
7,386 |
+82 |
| Dec10 |
091202 |
2115 |
2119 |
2095 |
2095 |
-20 |
27 |
8,681 |
+1 |
| Mar11 |
091202 |
2099 |
2099 |
2076 |
2076 |
-22 |
1 |
8,330 |
+1 |
| Total Volume and Open Interest |
26,887 |
173,158 |
-7,295 |
| London Sugar(LCE) |
| Mar10 |
091202 |
618.80 |
629.00 |
615.20 |
626.80 |
+7.80 |
3,258 |
32,230 |
-263 |
| May10 |
091202 |
608.30 |
617.70 |
604.80 |
615.80 |
+6.90 |
641 |
19,878 |
-49 |
| Aug10 |
091202 |
576.40 |
585.20 |
573.00 |
582.20 |
+5.80 |
419 |
10,080 |
+56 |
| Oct10 |
091202 |
547.00 |
556.30 |
546.80 |
554.40 |
+4.60 |
239 |
4,528 |
+16 |
| Dec10 |
091202 |
535.10 |
536.50 |
535.10 |
536.50 |
+2.50 |
1 |
830 |
+0 |
| Total Volume and Open Interest |
4,558 |
67,621 |
-240 |
| Cotton(ICE) |
| Dec09 |
091202 |
70.15 |
70.24 |
69.45 |
69.68 |
+0.03 |
25 |
286 |
-17 |
| Mar10 |
091202 |
73.48 |
74.07 |
73.06 |
73.57 |
+0.09 |
5,794 |
131,387 |
+941 |
| May10 |
091202 |
75.16 |
75.16 |
74.51 |
74.83 |
+0.15 |
1,038 |
13,586 |
+418 |
| Jul10 |
091202 |
75.80 |
75.96 |
75.40 |
75.62 |
+0.13 |
719 |
18,956 |
+63 |
| Oct10 |
091202 |
76.20 |
76.20 |
76.20 |
76.20 |
+0.30 |
0 |
116 |
-3 |
| Dec10 |
091202 |
76.81 |
77.16 |
76.50 |
76.79 |
+0.26 |
420 |
11,427 |
+162 |
| Total Volume and Open Interest |
8,063 |
176,564 |
+1,605 |
| Lumber(CME) |
| Jan10 |
091202 |
242.1 |
242.1 |
231.0 |
231.8 |
-9.2 |
1,029 |
6,846 |
-358 |
| Mar10 |
091202 |
258.7 |
259.4 |
254.0 |
254.0 |
-10.0 |
939 |
3,861 |
+379 |
| May10 |
091202 |
261.8 |
261.8 |
257.3 |
257.3 |
-10.0 |
150 |
647 |
+119 |
| Jul10 |
091202 |
260.3 |
260.5 |
257.0 |
257.0 |
-8.0 |
24 |
170 |
+20 |
| Total Volume and Open Interest |
2,152 |
11,644 |
+170 |
| Crude Oil(NYM) |
| Jan10 |
091202 |
77.90 |
78.59 |
76.22 |
76.60 |
-1.77 |
358,538 |
348,022 |
-6,414 |
| Feb10 |
091202 |
79.39 |
79.97 |
77.71 |
78.17 |
-1.60 |
96,205 |
102,819 |
+1,670 |
| Mar10 |
091202 |
80.73 |
81.10 |
78.94 |
79.45 |
-1.49 |
44,102 |
90,525 |
-1,315 |
| Apr10 |
091202 |
81.48 |
82.00 |
79.95 |
80.44 |
-1.40 |
15,412 |
28,414 |
-2,081 |
| May10 |
091202 |
82.52 |
82.52 |
80.71 |
81.25 |
-1.35 |
6,918 |
24,735 |
-2,984 |
| Jun10 |
091202 |
83.23 |
83.31 |
81.36 |
81.96 |
-1.35 |
18,275 |
107,030 |
-1,954 |
| Jul10 |
091202 |
83.84 |
83.84 |
81.96 |
82.53 |
-1.35 |
4,277 |
27,728 |
-1,883 |
| Aug10 |
091202 |
83.01 |
83.01 |
83.01 |
83.01 |
-1.34 |
1,850 |
13,753 |
-876 |
| Sep10 |
091202 |
84.95 |
84.95 |
83.38 |
83.49 |
-1.32 |
1,840 |
26,196 |
-843 |
| Oct10 |
091202 |
84.78 |
84.96 |
83.96 |
83.98 |
-1.30 |
2,161 |
15,506 |
-1,651 |
| Nov10 |
091202 |
84.53 |
84.53 |
84.52 |
84.52 |
-1.27 |
2,748 |
15,823 |
-222 |
| Dec10 |
091202 |
86.10 |
86.14 |
84.50 |
85.08 |
-1.23 |
17,419 |
123,804 |
-1,036 |
| Jan11 |
091202 |
86.05 |
86.05 |
85.44 |
85.44 |
-1.21 |
2,268 |
18,327 |
+424 |
| Feb11 |
091202 |
85.76 |
85.76 |
85.76 |
85.76 |
-1.19 |
1,113 |
7,914 |
-77 |
| Mar11 |
091202 |
86.10 |
86.10 |
86.10 |
86.10 |
-1.16 |
1,544 |
6,245 |
+82 |
| Apr11 |
091202 |
86.44 |
86.44 |
86.44 |
86.44 |
-1.13 |
950 |
8,260 |
+618 |
| Total Volume and Open Interest |
584,401 |
1,198,406 |
-18,267 |
| e-miNY Crude Oil(NYM) |
| Dec09 |
091119 |
79.700 |
79.925 |
77.050 |
77.450 |
-2.125 |
9,328 |
3,959 |
+159 |
| Jan10 |
091202 |
77.900 |
78.575 |
76.225 |
76.600 |
-1.775 |
15,662 |
4,452 |
-995 |
| Feb10 |
091202 |
79.300 |
79.925 |
77.750 |
78.175 |
-1.600 |
521 |
585 |
-5 |
| Mar10 |
091202 |
81.075 |
81.125 |
79.025 |
79.450 |
-1.500 |
139 |
231 |
-24 |
| Apr10 |
091202 |
80.225 |
80.450 |
80.225 |
80.450 |
-1.400 |
83 |
89 |
+81 |
| May10 |
091202 |
81.250 |
81.250 |
81.250 |
81.250 |
-1.350 |
0 |
2 |
+0 |
| Jun10 |
091202 |
81.950 |
81.950 |
81.950 |
81.950 |
-1.350 |
6 |
8 |
+0 |
| Jul10 |
091202 |
82.525 |
82.525 |
82.525 |
82.525 |
-1.350 |
0 |
8 |
+0 |
| Aug10 |
091202 |
83.000 |
83.000 |
83.000 |
83.000 |
-1.350 |
0 |
1 |
+0 |
| Sep10 |
091202 |
83.500 |
83.500 |
83.500 |
83.500 |
-1.300 |
|
|
|
| Total Volume and Open Interest |
16,411 |
5,468 |
-943 |
| Heating Oil(NYM) |
| Jan10 |
091202 |
206.50 |
208.16 |
202.56 |
203.64 |
-4.16 |
55,054 |
94,581 |
+1,939 |
| Feb10 |
091202 |
210.70 |
211.07 |
205.71 |
206.77 |
-3.98 |
11,913 |
40,844 |
+98 |
| Mar10 |
091202 |
211.53 |
212.34 |
208.00 |
209.00 |
-4.00 |
7,553 |
39,080 |
+1,017 |
| Apr10 |
091202 |
213.21 |
213.46 |
209.48 |
210.26 |
-3.90 |
3,378 |
18,921 |
+350 |
| May10 |
091202 |
215.16 |
215.16 |
210.55 |
211.47 |
-3.84 |
1,551 |
13,640 |
+206 |
| Jun10 |
091202 |
216.48 |
216.48 |
211.62 |
212.66 |
-3.82 |
3,171 |
31,674 |
-361 |
| Jul10 |
091202 |
216.82 |
216.82 |
214.36 |
214.36 |
-3.79 |
551 |
9,040 |
+83 |
| Aug10 |
091202 |
219.26 |
219.26 |
215.50 |
216.36 |
-3.72 |
572 |
4,296 |
-146 |
| Sep10 |
091202 |
221.70 |
221.70 |
218.60 |
218.86 |
-3.57 |
394 |
7,640 |
+79 |
| Oct10 |
091202 |
224.10 |
224.10 |
221.39 |
221.39 |
-3.56 |
243 |
4,082 |
+26 |
| Nov10 |
091202 |
226.59 |
226.59 |
223.91 |
223.91 |
-3.55 |
344 |
6,084 |
+3 |
| Dec10 |
091202 |
230.20 |
230.20 |
225.27 |
226.46 |
-3.51 |
904 |
19,941 |
+40 |
| Total Volume and Open Interest |
87,094 |
313,715 |
-7,247 |
| Gasoline(NYMEX) |
| Jan10 |
091202 |
202.51 |
204.10 |
197.97 |
199.28 |
-4.95 |
48,295 |
106,032 |
+3,301 |
| Feb10 |
091202 |
205.93 |
205.96 |
200.72 |
202.07 |
-4.67 |
12,984 |
32,512 |
+460 |
| Mar10 |
091202 |
208.44 |
208.45 |
203.40 |
204.73 |
-4.47 |
8,952 |
31,476 |
-714 |
| Apr10 |
091202 |
219.40 |
219.73 |
215.27 |
216.67 |
-4.24 |
3,961 |
19,853 |
-299 |
| May10 |
091202 |
220.21 |
220.21 |
216.87 |
218.11 |
-4.08 |
1,333 |
9,564 |
-29 |
| Jun10 |
091202 |
221.86 |
222.14 |
218.00 |
219.33 |
-3.91 |
1,993 |
11,317 |
+77 |
| Jul10 |
091202 |
219.85 |
220.26 |
218.95 |
219.88 |
-3.75 |
305 |
5,558 |
+32 |
| Aug10 |
091202 |
219.94 |
219.94 |
219.94 |
219.94 |
-3.69 |
162 |
5,184 |
+27 |
| Sep10 |
091202 |
219.23 |
219.23 |
219.23 |
219.23 |
-3.60 |
80 |
4,862 |
+8 |
| Oct10 |
091202 |
209.63 |
209.63 |
209.63 |
209.63 |
-3.47 |
123 |
2,124 |
+47 |
| Total Volume and Open Interest |
78,935 |
247,856 |
-6,988 |
| e-miNY RBOB Gasoline(NYM) |
| Jan10 |
091202 |
2.04 |
2.04 |
2.04 |
1.99 |
-0.05 |
0 |
4 |
+2 |
| Feb10 |
091202 |
202.10 |
202.10 |
202.07 |
202.10 |
-4.60 |
|
|
|
| Mar10 |
091202 |
204.70 |
204.73 |
204.70 |
204.70 |
-4.50 |
|
|
|
| Apr10 |
091202 |
216.70 |
216.70 |
216.67 |
216.70 |
-4.20 |
|
|
|
| Total Volume and Open Interest |
2 |
4 |
+2 |
| Natural Gas(NYM) |
| Jan10 |
091202 |
4.682 |
4.792 |
4.511 |
4.530 |
-0.232 |
122,148 |
205,715 |
+9,395 |
| Feb10 |
091202 |
4.792 |
4.873 |
4.600 |
4.621 |
-0.224 |
27,566 |
68,116 |
+271 |
| Mar10 |
091202 |
4.836 |
4.921 |
4.647 |
4.666 |
-0.224 |
19,028 |
84,343 |
-2,223 |
| Apr10 |
091202 |
4.904 |
4.962 |
4.700 |
4.716 |
-0.216 |
14,018 |
50,854 |
+1,393 |
| May10 |
091202 |
4.982 |
5.028 |
4.765 |
4.783 |
-0.215 |
4,404 |
31,078 |
-66 |
| Jun10 |
091202 |
5.030 |
5.100 |
4.867 |
4.879 |
-0.205 |
2,014 |
21,876 |
+451 |
| Jul10 |
091202 |
5.126 |
5.189 |
4.961 |
4.984 |
-0.201 |
1,931 |
17,106 |
-278 |
| Aug10 |
091202 |
5.221 |
5.269 |
5.051 |
5.064 |
-0.203 |
1,457 |
15,764 |
+82 |
| Sep10 |
091202 |
5.288 |
5.288 |
5.115 |
5.124 |
-0.203 |
1,207 |
16,514 |
+193 |
| Oct10 |
091202 |
5.406 |
5.484 |
5.240 |
5.271 |
-0.191 |
4,874 |
31,809 |
-126 |
| Nov10 |
091202 |
5.900 |
5.919 |
5.730 |
5.741 |
-0.181 |
980 |
7,916 |
+188 |
| Dec10 |
091202 |
6.300 |
6.352 |
6.160 |
6.181 |
-0.183 |
5,260 |
16,974 |
+1,002 |
| Jan11 |
091202 |
6.555 |
6.555 |
6.393 |
6.416 |
-0.181 |
2,122 |
14,386 |
-58 |
| Feb11 |
091202 |
6.569 |
6.569 |
6.390 |
6.416 |
-0.176 |
84 |
6,227 |
+7 |
| Mar11 |
091202 |
6.365 |
6.365 |
6.280 |
6.281 |
-0.166 |
1,208 |
15,930 |
-12 |
| Apr11 |
091202 |
6.030 |
6.030 |
5.919 |
5.931 |
-0.131 |
861 |
10,317 |
+114 |
| Total Volume and Open Interest |
215,140 |
714,288 |
+11,393 |
| Brent Crude Oil(ICE) |
| Jan10 |
091202 |
79.34 |
79.67 |
77.48 |
77.88 |
-1.47 |
155,212 |
172,219 |
-4,193 |
| Feb10 |
091202 |
80.17 |
80.45 |
78.30 |
78.71 |
-1.46 |
44,337 |
130,950 |
+5,766 |
| Mar10 |
091202 |
80.84 |
81.29 |
79.10 |
79.53 |
-1.45 |
18,812 |
62,644 |
-40 |
| Apr10 |
091202 |
81.51 |
81.80 |
80.02 |
80.33 |
-1.42 |
7,018 |
31,563 |
+650 |
| May10 |
091202 |
82.18 |
82.22 |
80.65 |
81.06 |
-1.39 |
4,089 |
19,016 |
+318 |
| Jun10 |
091202 |
82.96 |
82.96 |
81.28 |
81.73 |
-1.38 |
8,363 |
53,758 |
-635 |
| Jul10 |
091202 |
83.46 |
83.46 |
81.89 |
82.35 |
-1.36 |
3,001 |
13,810 |
+366 |
| Aug10 |
091202 |
84.03 |
84.03 |
82.47 |
82.93 |
-1.36 |
1,289 |
9,577 |
+115 |
| Sep10 |
091202 |
84.30 |
84.60 |
83.05 |
83.49 |
-1.36 |
1,930 |
6,417 |
+13 |
| Oct10 |
091202 |
84.04 |
84.04 |
84.04 |
84.04 |
-1.35 |
2,249 |
13,874 |
+409 |
| Nov10 |
091202 |
84.58 |
84.58 |
84.58 |
84.58 |
-1.34 |
1,597 |
10,228 |
-27 |
| Dec10 |
091202 |
86.33 |
86.33 |
84.72 |
85.14 |
-1.30 |
7,603 |
70,499 |
-236 |
| Jan11 |
091202 |
85.66 |
85.66 |
85.66 |
85.66 |
-1.26 |
1,552 |
6,742 |
-248 |
| Feb11 |
091202 |
86.12 |
86.12 |
86.12 |
86.12 |
-1.22 |
349 |
3,864 |
-16 |
| Total Volume and Open Interest |
260,353 |
698,620 |
+3,099 |
| Gas Oil(ICE) |
| Dec09 |
091202 |
628.00 |
632.50 |
615.00 |
617.50 |
-16.00 |
27,434 |
74,145 |
-3,161 |
| Jan10 |
091202 |
642.25 |
644.75 |
627.25 |
629.75 |
-15.00 |
44,215 |
117,945 |
+1,281 |
| Feb10 |
091202 |
649.00 |
650.25 |
636.50 |
639.00 |
-14.50 |
11,223 |
56,311 |
+2,164 |
| Mar10 |
091202 |
658.75 |
658.75 |
645.75 |
646.50 |
-14.50 |
4,400 |
34,116 |
-824 |
| Apr10 |
091202 |
661.75 |
664.25 |
653.25 |
653.25 |
-14.75 |
1,224 |
23,864 |
+425 |
| May10 |
091202 |
668.50 |
668.50 |
660.00 |
660.00 |
-14.75 |
1,158 |
19,007 |
-297 |
| Jun10 |
091202 |
676.00 |
677.75 |
665.00 |
666.75 |
-14.75 |
3,155 |
43,670 |
+649 |
| Jul10 |
091202 |
676.50 |
677.25 |
674.25 |
674.25 |
-14.75 |
473 |
16,054 |
-175 |
| Aug10 |
091202 |
689.75 |
689.75 |
681.50 |
681.50 |
-14.75 |
325 |
17,259 |
+175 |
| Sep10 |
091202 |
696.75 |
696.75 |
688.50 |
688.50 |
-14.75 |
111 |
14,880 |
+44 |
| Total Volume and Open Interest |
96,507 |
539,798 |
+885 |
| Ethanol(CBOT) |
| Dec09 |
091202 |
2.130 |
2.130 |
2.130 |
2.130 |
-0.029 |
49 |
284 |
-18 |
| Jan10 |
091202 |
2.043 |
2.044 |
2.017 |
2.027 |
-0.029 |
51 |
695 |
-55 |
| Feb10 |
091202 |
1.946 |
1.954 |
1.940 |
1.945 |
-0.043 |
61 |
560 |
+19 |
| Mar10 |
091202 |
1.931 |
1.935 |
1.910 |
1.921 |
-0.054 |
31 |
860 |
+15 |
| Apr10 |
091202 |
1.915 |
1.916 |
1.905 |
1.908 |
-0.045 |
32 |
513 |
+19 |
| May10 |
091202 |
1.895 |
1.895 |
1.880 |
1.888 |
-0.034 |
9 |
406 |
-3 |
| Jun10 |
091202 |
1.895 |
1.895 |
1.870 |
1.883 |
-0.037 |
7 |
320 |
+7 |
| Jul10 |
091202 |
1.870 |
1.870 |
1.857 |
1.866 |
-0.041 |
5 |
347 |
+0 |
| Total Volume and Open Interest |
276 |
5,932 |
+14 |
| US Dollar Index(ICE) |
| Dec09 |
091202 |
74.470 |
74.715 |
74.400 |
74.705 |
+0.290 |
18,317 |
36,586 |
-666 |
| Mar10 |
091202 |
74.800 |
75.055 |
74.750 |
75.045 |
+0.280 |
249 |
2,834 |
+30 |
| Jun10 |
091202 |
75.385 |
75.385 |
75.385 |
75.385 |
+0.280 |
0 |
7 |
+0 |
| Total Volume and Open Interest |
18,566 |
39,427 |
-636 |
| Australian Dollar(CME) |
| Dec09 |
091202 |
92.32 |
92.85 |
92.20 |
92.33 |
-0.15 |
107,730 |
108,488 |
+179 |
| Mar10 |
091202 |
91.48 |
92.00 |
91.35 |
91.47 |
-0.15 |
2,283 |
8,840 |
+971 |
| Jun10 |
091202 |
90.52 |
90.67 |
90.52 |
90.52 |
-0.15 |
0 |
10 |
+0 |
| Total Volume and Open Interest |
110,013 |
117,355 |
+1,150 |
| British Pound(CME) |
| Dec09 |
091202 |
166.12 |
166.97 |
165.49 |
166.40 |
+0.01 |
119,873 |
85,118 |
+1,058 |
| Mar10 |
091202 |
166.00 |
166.85 |
165.40 |
166.30 |
+0.01 |
1,731 |
4,866 |
+298 |
| Jun10 |
091202 |
166.06 |
166.48 |
165.58 |
166.20 |
+0.01 |
0 |
119 |
+0 |
| Total Volume and Open Interest |
121,604 |
90,174 |
+1,356 |
| Canadian Dollar(CME) |
| Dec09 |
091202 |
95.57 |
95.87 |
95.08 |
95.12 |
-0.68 |
87,501 |
81,378 |
-1,998 |
| Mar10 |
091202 |
95.56 |
95.84 |
95.10 |
95.12 |
-0.68 |
1,105 |
7,431 |
+322 |
| Jun10 |
091202 |
95.50 |
95.82 |
95.09 |
95.10 |
-0.68 |
13 |
609 |
-65 |
| Sep10 |
091202 |
95.10 |
95.74 |
95.06 |
95.06 |
-0.68 |
1 |
480 |
+0 |
| Total Volume and Open Interest |
88,620 |
90,218 |
-1,741 |
| Japanese Yen(CME) |
| Dec09 |
091202 |
115.30 |
115.49 |
114.29 |
114.36 |
-1.04 |
106,155 |
138,962 |
+2,584 |
| Mar10 |
091202 |
115.37 |
115.54 |
114.35 |
114.42 |
-1.04 |
1,952 |
4,780 |
+414 |
| Jun10 |
091202 |
114.52 |
115.56 |
114.52 |
114.52 |
-1.04 |
3 |
17 |
-1 |
| Total Volume and Open Interest |
108,110 |
143,791 |
+2,997 |
| Swiss Franc(CME) |
| Dec09 |
091202 |
100.05 |
100.22 |
99.73 |
99.76 |
-0.36 |
59,899 |
54,094 |
+468 |
| Mar10 |
091202 |
100.14 |
100.26 |
99.81 |
99.83 |
-0.36 |
223 |
771 |
+26 |
| Jun10 |
091202 |
100.15 |
100.27 |
99.90 |
99.90 |
-0.37 |
0 |
5 |
+0 |
| Total Volume and Open Interest |
60,122 |
54,871 |
+494 |
| EuroFX(CME) |
| Dec09 |
091202 |
150.77 |
151.10 |
150.32 |
150.35 |
-0.59 |
274,033 |
171,262 |
+716 |
| Mar10 |
091202 |
150.70 |
151.02 |
150.26 |
150.29 |
-0.59 |
2,565 |
5,577 |
+494 |
| Jun10 |
091202 |
150.19 |
150.76 |
150.19 |
150.19 |
-0.57 |
5 |
193 |
+0 |
| Total Volume and Open Interest |
276,603 |
177,162 |
+1,210 |
| Mexican Peso(CME) |
| Dec09 |
091202 |
776.0 |
786.0 |
776.0 |
784.0 |
+8.0 |
15,163 |
120,814 |
-2,302 |
| Jan10 |
091202 |
780.2 |
780.2 |
772.0 |
780.2 |
+8.2 |
2 |
2 |
+2 |
| Total Volume and Open Interest |
15,418 |
123,679 |
-2,274 |
| 30-Year T-Bonds(CBOT) |
| Dec09 |
091202 |
122~100 |
122~250 |
121~300 |
121~300 |
-0~130 |
88,702 |
120,312 |
-37,050 |
| Mar10 |
091202 |
121~180 |
122~030 |
121~070 |
121~070 |
-0~130 |
209,753 |
724,731 |
+20,372 |
| Jun10 |
091202 |
119~260 |
120~030 |
119~230 |
119~230 |
-0~110 |
3 |
76 |
+1 |
| Total Volume and Open Interest |
298,458 |
845,120 |
-16,677 |
| 10-Year T-Notes(CBOT) |
| Dec09 |
091202 |
120~245 |
120~285 |
120~130 |
120~130 |
-0~135 |
215,023 |
180,638 |
-77,259 |
| Mar10 |
091202 |
119~160 |
119~200 |
119~035 |
119~035 |
-0~140 |
634,459 |
1,207,345 |
+75,826 |
| Jun10 |
091202 |
117~290 |
118~110 |
117~290 |
117~290 |
-0~140 |
|
|
|
| Total Volume and Open Interest |
849,482 |
1,387,983 |
-1,433 |
| 5-Year T-Notes(CBOT) |
| Dec09 |
091202 |
118~048 |
118~050 |
118~016 |
118~012 |
-0~050 |
11,663 |
153,861 |
-53,539 |
| Mar10 |
091202 |
117~019 |
117~027 |
116~112 |
116~114 |
-0~034 |
329,194 |
755,633 |
+33,758 |
| Jun10 |
091202 |
116~056 |
116~056 |
115~126 |
115~126 |
+0~004 |
|
|
|
| Total Volume and Open Interest |
459,430 |
909,494 |
-19,781 |
| 2 Year T-Notes(CBOT) |
| Dec09 |
091202 |
109~060 |
109~060 |
109~047 |
109~048 |
-0~014 |
7,975 |
78,279 |
-61,063 |
| Mar10 |
091202 |
108~122 |
108~124 |
108~107 |
108~108 |
-0~013 |
242,670 |
895,368 |
+37,671 |
| Jun10 |
091202 |
108~040 |
108~053 |
108~040 |
108~040 |
-0~013 |
1 |
7,537 |
+1 |
| Total Volume and Open Interest |
368,146 |
982,547 |
-23,391 |
| Eurodollars(CME) |
| Dec09 |
091202 |
99.735 |
99.740 |
99.730 |
99.732 |
+0.002 |
166,282 |
1,008,244 |
-14,606 |
| Mar10 |
091202 |
99.630 |
99.640 |
99.590 |
99.595 |
-0.035 |
203,810 |
1,107,636 |
+8,549 |
| Jun10 |
091202 |
99.485 |
99.495 |
99.405 |
99.415 |
-0.070 |
208,653 |
1,024,038 |
+10,478 |
| Sep10 |
091202 |
99.225 |
99.245 |
99.135 |
99.145 |
-0.080 |
180,748 |
760,619 |
+862 |
| Dec10 |
091202 |
98.895 |
98.910 |
98.810 |
98.820 |
-0.070 |
188,100 |
854,063 |
+11,368 |
| Mar11 |
091202 |
98.550 |
98.575 |
98.485 |
98.490 |
-0.060 |
144,450 |
545,899 |
-816 |
| Jun11 |
091202 |
98.205 |
98.230 |
98.150 |
98.155 |
-0.050 |
91,458 |
525,837 |
+663 |
| Sep11 |
091202 |
97.900 |
97.925 |
97.845 |
97.850 |
-0.050 |
97,536 |
489,973 |
+4,611 |
| Dec11 |
091202 |
97.615 |
97.635 |
97.555 |
97.560 |
-0.055 |
48,566 |
266,670 |
+1,787 |
| Mar12 |
091202 |
97.375 |
97.395 |
97.315 |
97.325 |
-0.055 |
37,049 |
191,577 |
+1,127 |
| Jun12 |
091202 |
97.130 |
97.165 |
97.080 |
97.085 |
-0.060 |
30,876 |
174,079 |
-1,179 |
| Sep12 |
091202 |
96.920 |
96.950 |
96.870 |
96.870 |
-0.060 |
27,372 |
113,123 |
-44 |
| Dec12 |
091202 |
96.720 |
96.740 |
96.660 |
96.660 |
-0.060 |
8,210 |
62,838 |
-228 |
| Mar13 |
091202 |
96.555 |
96.575 |
96.495 |
96.500 |
-0.060 |
6,109 |
57,772 |
-55 |
| Jun13 |
091202 |
96.380 |
96.415 |
96.330 |
96.335 |
-0.065 |
5,733 |
51,421 |
-612 |
| Sep13 |
091202 |
96.245 |
96.255 |
96.175 |
96.180 |
-0.065 |
4,030 |
52,722 |
-45 |
| Dec13 |
091202 |
96.085 |
96.095 |
96.010 |
96.020 |
-0.065 |
3,700 |
28,393 |
+147 |
| Mar14 |
091202 |
95.955 |
95.965 |
95.895 |
95.895 |
-0.065 |
4,583 |
27,852 |
+1,436 |
| Total Volume and Open Interest |
1,474,550 |
7,485,902 |
+24,164 |
| 30 Day Federal Funds(CBOT) |
| Dec09 |
091202 |
99.870 |
99.875 |
99.865 |
99.870 |
unch |
10,130 |
74,898 |
+3,178 |
| Jan10 |
091202 |
99.865 |
99.865 |
99.860 |
99.860 |
unch |
8,675 |
65,125 |
+1,722 |
| Feb10 |
091202 |
99.840 |
99.840 |
99.830 |
99.835 |
unch |
13,905 |
73,024 |
+3,937 |
| Mar10 |
091202 |
99.825 |
99.825 |
99.810 |
99.815 |
-0.005 |
5,956 |
47,710 |
+1,102 |
| Apr10 |
091202 |
99.810 |
99.810 |
99.790 |
99.795 |
-0.010 |
6,390 |
65,096 |
+2,898 |
| May10 |
091202 |
99.780 |
99.780 |
99.740 |
99.745 |
-0.025 |
6,324 |
59,287 |
+165 |
| Total Volume and Open Interest |
62,949 |
490,823 |
-54,847 |
| 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 |
091202 |
99.555 |
99.555 |
99.555 |
99.555 |
unch |
0 |
4,474 |
+4,474 |
| Mar10 |
091202 |
99.610 |
99.650 |
99.610 |
99.610 |
unch |
0 |
423 |
+0 |
| Jun10 |
091202 |
99.630 |
99.670 |
99.630 |
99.630 |
unch |
0 |
80 |
+0 |
| Sep10 |
091202 |
99.630 |
99.660 |
99.630 |
99.630 |
unch |
0 |
230 |
+0 |
| Dec10 |
091202 |
99.570 |
99.570 |
99.570 |
99.570 |
unch |
0 |
90 |
+0 |
| Mar11 |
091202 |
99.485 |
99.485 |
99.485 |
99.485 |
unch |
|
|
|
| Jun11 |
091202 |
99.425 |
99.425 |
99.425 |
99.425 |
unch |
|
|
|
| Sep11 |
091202 |
99.425 |
99.425 |
99.425 |
99.425 |
unch |
|
|
|
| Dec11 |
091202 |
99.360 |
99.360 |
99.360 |
99.360 |
+0.130 |
|
|
|
| Mar12 |
091202 |
99.325 |
99.325 |
99.325 |
99.325 |
+0.130 |
|
|
|
| Total Volume and Open Interest |
0 |
5,297 |
+0 |
| 3-Mth Euro-Yen(SGX) |
| Dec09 |
091202 |
99.56 |
99.58 |
99.54 |
99.58 |
+0.03 |
294 |
4,426 |
+310 |
| Mar10 |
091202 |
99.65 |
99.70 |
99.65 |
99.70 |
+0.09 |
141 |
3,888 |
+20 |
| Jun10 |
091202 |
99.69 |
99.69 |
99.69 |
99.69 |
+0.06 |
73 |
2,123 |
+2 |
| Sep10 |
091202 |
99.65 |
99.68 |
99.65 |
99.68 |
+0.06 |
73 |
1,859 |
+0 |
| Dec10 |
091202 |
99.70 |
99.70 |
99.70 |
99.70 |
+0.13 |
70 |
957 |
+0 |
| Mar11 |
091202 |
99.61 |
99.61 |
99.61 |
99.61 |
+0.13 |
0 |
562 |
+0 |
| Jun11 |
091202 |
99.56 |
99.56 |
99.56 |
99.56 |
+0.13 |
0 |
52 |
+0 |
| Sep11 |
091202 |
99.56 |
99.56 |
99.56 |
99.56 |
+0.13 |
0 |
51 |
+0 |
| Total Volume and Open Interest |
651 |
15,390 |
+332 |
| Japanese Gov't Bonds(SGX) |
| Dec09 |
091202 |
140.03 |
140.31 |
139.92 |
140.26 |
+0.25 |
2,485 |
17,886 |
+2,505 |
| Mar10 |
091202 |
139.45 |
139.79 |
139.45 |
139.76 |
+0.26 |
11 |
34 |
+0 |
| Jun10 |
091202 |
139.76 |
139.76 |
139.76 |
139.76 |
+0.26 |
|
|
|
| Total Volume and Open Interest |
2,496 |
17,920 |
+1,821 |
| Euro-Bund(EUREX) |
| Dec09 |
091202 |
123.32 |
123.61 |
123.25 |
123.56 |
-0.10 |
724,903 |
885,005 |
-57,718 |
| Mar10 |
091202 |
123.03 |
123.32 |
122.94 |
123.27 |
-0.07 |
122,688 |
109,733 |
+37,145 |
| Jun10 |
091202 |
122.66 |
122.66 |
122.66 |
122.66 |
+0.30 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
847,591 |
994,740 |
-14,533 |
| Euro-Bobl(EUREX) |
| Dec09 |
091202 |
116.68 |
116.91 |
116.64 |
116.83 |
-0.01 |
473,870 |
699,894 |
-10,288 |
| Mar10 |
091202 |
116.53 |
116.76 |
116.50 |
116.70 |
+0.01 |
59,732 |
75,622 |
+32,990 |
| Jun10 |
091202 |
116.13 |
116.13 |
116.13 |
116.13 |
-0.01 |
|
|
|
| Total Volume and Open Interest |
533,602 |
775,516 |
+22,702 |
| 3-Mth Euribor(EUREX) |
| Dec09 |
091202 |
99.250 |
99.255 |
99.250 |
99.255 |
+0.005 |
298 |
9,255 |
+38 |
| Mar10 |
091202 |
99.115 |
99.140 |
99.115 |
99.130 |
+0.010 |
647 |
4,698 |
+326 |
| Jun10 |
091202 |
98.860 |
98.860 |
98.850 |
98.850 |
+0.015 |
3 |
4,810 |
-16 |
| Total Volume and Open Interest |
951 |
22,952 |
+347 |
| Long Gilt(LIFFE) |
| Dec09 |
091202 |
119~20 |
119~23 |
119~09 |
119~14 |
-0~12 |
33,999 |
58,288 |
-8,783 |
| Mar10 |
091202 |
118~02 |
118~07 |
117~23 |
117~28 |
-0~12 |
97,354 |
221,247 |
+14,480 |
| Total Volume and Open Interest |
131,353 |
279,535 |
+5,697 |
| 3-Mth Short Sterling(LIFFE) |
| Dec09 |
091202 |
99.38 |
99.39 |
99.37 |
99.37 |
-0.01 |
24,711 |
365,848 |
-1,614 |
| Mar10 |
091202 |
99.26 |
99.28 |
99.25 |
99.26 |
-0.01 |
37,321 |
355,006 |
-7,048 |
| Jun10 |
091202 |
99.08 |
99.09 |
99.06 |
99.07 |
-0.01 |
37,320 |
421,420 |
-1,797 |
| Sep10 |
091202 |
98.69 |
98.72 |
98.67 |
98.69 |
-0.02 |
36,512 |
308,247 |
+3,057 |
| Dec10 |
091202 |
98.22 |
98.25 |
98.20 |
98.22 |
-0.02 |
40,405 |
344,458 |
+513 |
| Mar11 |
091202 |
97.80 |
97.83 |
97.78 |
97.81 |
unch |
42,514 |
258,077 |
+12,563 |
| Total Volume and Open Interest |
283,100 |
2,574,303 |
+8,167 |
| 3-Mth Euribor(LIFFE) |
| Dec09 |
091120 |
99.260 |
99.270 |
99.225 |
99.260 |
-0.005 |
41,467 |
595,369 |
-5,839 |
| Mar10 |
091202 |
99.115 |
99.145 |
99.110 |
99.130 |
+0.010 |
119,674 |
709,137 |
+3,267 |
| Jun10 |
091202 |
98.830 |
98.880 |
98.820 |
98.850 |
+0.015 |
159,553 |
730,061 |
-13,987 |
| Total Volume and Open Interest |
715,928 |
3,584,953 |
-4,312 |
| 3-Mth Aus T-Bills(SFE) |
| Dec09 |
091202 |
95.93 |
95.94 |
95.88 |
95.92 |
-0.01 |
35,507 |
321,640 |
+5,538 |
| Mar10 |
091202 |
95.64 |
95.65 |
95.57 |
95.60 |
-0.05 |
48,939 |
271,055 |
+22,663 |
| Jun10 |
091202 |
95.35 |
95.37 |
95.27 |
95.30 |
-0.07 |
17,643 |
153,226 |
+3,997 |
| Sep10 |
091202 |
95.13 |
95.13 |
95.02 |
95.06 |
-0.07 |
8,592 |
92,935 |
+2,655 |
| Dec10 |
091202 |
94.89 |
94.90 |
94.76 |
94.84 |
-0.07 |
12,814 |
71,854 |
+5,802 |
| Mar11 |
091202 |
94.64 |
94.69 |
94.52 |
94.60 |
-0.09 |
2,677 |
25,221 |
-1,266 |
| Jun11 |
091202 |
94.46 |
94.51 |
94.29 |
94.39 |
-0.11 |
2,478 |
21,238 |
-252 |
| Sep11 |
091202 |
94.32 |
94.38 |
94.16 |
94.25 |
-0.12 |
1,686 |
14,899 |
+539 |
| Dec11 |
091202 |
94.20 |
94.25 |
94.10 |
94.17 |
-0.11 |
625 |
6,242 |
+485 |
| Mar12 |
091202 |
94.08 |
94.11 |
94.08 |
94.10 |
-0.12 |
0 |
2,805 |
+0 |
| Total Volume and Open Interest |
130,961 |
982,884 |
+40,161 |
| 10-Year Aus T-Bonds(SFE) |
| Dec09 |
091202 |
94.79 |
94.80 |
94.65 |
94.66 |
-0.13 |
45,440 |
374,638 |
+7,841 |
| Mar10 |
091202 |
94.69 |
94.70 |
94.59 |
94.59 |
-0.12 |
0 |
2 |
-51 |
| Total Volume and Open Interest |
45,440 |
374,640 |
+7,790 |
| 3-Year Aus T-Bonds(SFE) |
| Dec09 |
091202 |
95.39 |
95.40 |
95.27 |
95.31 |
-0.08 |
186,226 |
932,535 |
+73,370 |
| Mar10 |
091202 |
95.13 |
95.18 |
95.09 |
95.10 |
-0.07 |
433 |
433 |
+433 |
| Total Volume and Open Interest |
186,659 |
932,968 |
+73,803 |
| Gold(CMX) |
| Dec09 |
091202 |
1196.4 |
1217.3 |
1196.3 |
1212.0 |
+12.9 |
14,549 |
12,041 |
-5,385 |
| Feb10 |
091202 |
1197.0 |
1218.4 |
1196.5 |
1213.0 |
+12.8 |
174,369 |
364,298 |
+2,383 |
| Apr10 |
091202 |
1199.0 |
1219.1 |
1198.2 |
1214.4 |
+12.9 |
3,358 |
46,370 |
-1,093 |
| Jun10 |
091202 |
1200.8 |
1221.0 |
1200.8 |
1215.6 |
+12.9 |
885 |
20,920 |
-169 |
| Aug10 |
091202 |
1208.0 |
1220.2 |
1206.4 |
1216.9 |
+13.0 |
267 |
11,448 |
+85 |
| Oct10 |
091202 |
1209.5 |
1222.1 |
1207.9 |
1218.3 |
+13.1 |
57 |
3,908 |
+9 |
| Dec10 |
091202 |
1208.7 |
1224.6 |
1208.3 |
1220.1 |
+13.2 |
822 |
22,987 |
-24 |
| Feb11 |
091202 |
1220.9 |
1222.4 |
1218.8 |
1222.4 |
+13.2 |
5 |
2,828 |
-5 |
| Apr11 |
091202 |
1221.9 |
1225.0 |
1221.6 |
1225.0 |
+13.3 |
0 |
1,058 |
+0 |
| Jun11 |
091202 |
567.0 |
572.7 |
566.6 |
572.7 |
+13.5 |
1 |
8,619 |
+0 |
| Aug11 |
091202 |
1224.9 |
1231.7 |
1224.7 |
1231.7 |
+13.8 |
0 |
265 |
+0 |
| Oct11 |
091202 |
1226.3 |
1235.9 |
1224.0 |
1235.9 |
+14.0 |
|
|
|
| Total Volume and Open Interest |
199,699 |
526,335 |
-2,389 |
| Silver(CMX) |
| Dec09 |
091202 |
1916.0 |
1943.0 |
1912.5 |
1929.5 |
+11.5 |
4,180 |
2,815 |
-1,183 |
| Mar10 |
091202 |
1914.0 |
1947.0 |
1910.0 |
1932.5 |
+11.5 |
26,385 |
89,879 |
-610 |
| May10 |
091202 |
1919.0 |
1945.0 |
1919.0 |
1934.7 |
+11.6 |
236 |
9,797 |
-57 |
| Jul10 |
091202 |
1941.5 |
1942.0 |
1924.0 |
1936.6 |
+11.6 |
240 |
7,226 |
+113 |
| Sep10 |
091202 |
1936.0 |
1938.3 |
1932.0 |
1938.3 |
+11.7 |
41 |
2,635 |
+17 |
| Dec10 |
091202 |
1920.0 |
1952.0 |
1920.0 |
1941.1 |
+11.8 |
333 |
9,287 |
+108 |
| Mar11 |
091202 |
1932.0 |
1944.0 |
1932.0 |
1944.0 |
+12.0 |
0 |
48 |
+0 |
| Total Volume and Open Interest |
31,798 |
131,516 |
-1,671 |
| Platinum(NYMEX) |
| Jan10 |
091202 |
1494.9 |
1514.8 |
1486.6 |
1506.3 |
+19.7 |
2,725 |
32,090 |
-234 |
| Apr10 |
091202 |
1489.0 |
1515.0 |
1489.0 |
1509.4 |
+19.5 |
403 |
3,201 |
+257 |
| Jul10 |
091202 |
1495.2 |
1515.0 |
1495.2 |
1511.1 |
+18.9 |
30 |
171 |
+12 |
| Oct10 |
091202 |
1514.2 |
1514.2 |
1514.2 |
1514.2 |
+18.9 |
8 |
13 |
+8 |
| Total Volume and Open Interest |
3,166 |
35,475 |
+43 |
| Palladium(NYMEX) |
| Dec09 |
091202 |
390.45 |
390.45 |
387.70 |
387.70 |
+6.15 |
299 |
2,376 |
-101 |
| Mar10 |
091202 |
384.20 |
393.80 |
384.10 |
390.00 |
+6.05 |
1,596 |
21,258 |
+198 |
| Jun10 |
091202 |
387.95 |
394.80 |
387.60 |
391.15 |
+5.95 |
37 |
166 |
+9 |
| Total Volume and Open Interest |
1,932 |
23,801 |
+106 |
| Copper(CMX) |
| Dec09 |
091202 |
318.80 |
324.45 |
318.15 |
323.15 |
+2.80 |
5,037 |
5,585 |
-868 |
| Mar10 |
091202 |
321.70 |
327.30 |
320.75 |
325.85 |
+2.75 |
23,943 |
117,978 |
+26 |
| May10 |
091202 |
325.00 |
327.50 |
323.05 |
326.85 |
+2.75 |
423 |
11,258 |
+43 |
| Jul10 |
091202 |
325.00 |
328.70 |
325.00 |
327.50 |
+2.70 |
246 |
3,810 |
-33 |
| Sep10 |
091202 |
329.10 |
329.10 |
327.80 |
327.85 |
+2.65 |
95 |
2,135 |
-5 |
| Total Volume and Open Interest |
30,564 |
148,090 |
-1,109 |
| DJIA Index(CBOT) |
| Dec09 |
091202 |
10457 |
10500 |
10415 |
10439 |
-22 |
853 |
14,487 |
-84 |
| Mar10 |
091202 |
10400 |
10440 |
10360 |
10377 |
-20 |
9 |
1,032 |
+2 |
| Jun10 |
091202 |
10318 |
10340 |
10318 |
10318 |
-22 |
0 |
1 |
+0 |
| Sep10 |
091202 |
10262 |
10284 |
10262 |
10262 |
-22 |
|
|
|
| Total Volume and Open Interest |
862 |
15,520 |
-82 |
| S & P 500(CME) |
| Dec09 |
091202 |
1107.90 |
1115.00 |
1104.50 |
1107.90 |
-0.50 |
23,250 |
399,944 |
-220 |
| Mar10 |
091202 |
1106.00 |
1110.00 |
1100.00 |
1103.10 |
-0.50 |
2,318 |
10,738 |
+1,666 |
| Jun10 |
091202 |
1098.30 |
1106.80 |
1094.80 |
1098.30 |
-0.50 |
25 |
1,593 |
+32 |
| Sep10 |
091202 |
1094.10 |
1102.60 |
1090.60 |
1094.10 |
-0.50 |
|
|
|
| Total Volume and Open Interest |
25,593 |
412,280 |
+1,478 |
| S & P 500 E-Mini(Globex) |
| Dec09 |
091202 |
1108.25 |
1115.50 |
1104.25 |
1108.00 |
-0.50 |
2,016,591 |
2,577,784 |
-22,126 |
| Mar10 |
091202 |
1103.50 |
1110.50 |
1099.50 |
1103.00 |
-0.50 |
8,883 |
74,444 |
+2,151 |
| Total Volume and Open Interest |
2,025,475 |
2,652,399 |
-19,975 |
| NASDAQ 100(CME) |
| Dec09 |
091202 |
1790.50 |
1807.00 |
1785.00 |
1791.50 |
-0.50 |
2,349 |
23,296 |
-795 |
| Mar10 |
091202 |
1789.30 |
1789.30 |
1788.80 |
1789.30 |
-0.50 |
9 |
138 |
+5 |
| Jun10 |
091202 |
1788.30 |
1788.30 |
1787.80 |
1788.30 |
-0.50 |
|
|
|
| Total Volume and Open Interest |
2,358 |
23,434 |
-790 |
| NASDAQ 100 E-Mini(Globex) |
| Dec09 |
091202 |
1791.30 |
1806.50 |
1786.00 |
1791.50 |
-0.50 |
309,164 |
340,156 |
-12,344 |
| Mar10 |
091202 |
1790.00 |
1804.00 |
1784.00 |
1789.30 |
-0.50 |
916 |
5,704 |
+663 |
| Total Volume and Open Interest |
310,080 |
345,862 |
-11,681 |
| S & P Midcap 400(CME) |
| Dec09 |
091202 |
693.00 |
703.00 |
693.00 |
699.00 |
+5.20 |
28 |
2,223 |
-2 |
| Mar10 |
091202 |
696.70 |
696.70 |
696.30 |
696.70 |
+5.40 |
|
|
|
| Jun10 |
091202 |
694.70 |
694.70 |
694.30 |
694.70 |
+5.40 |
|
|
|
| Total Volume and Open Interest |
28 |
2,223 |
-2 |
| Russell 2000 E-Mini(Globex) |
| Nikkei 225(CME) |
| Dec09 |
091202 |
9635 |
9725 |
9630 |
9705 |
+70 |
11,496 |
34,238 |
-481 |
| Mar10 |
091202 |
9695 |
9785 |
9695 |
9775 |
+70 |
67 |
66 |
+52 |
| Total Volume and Open Interest |
11,563 |
34,304 |
-429 |
| Nikkei 225(SGX) |
| Dec09 |
091202 |
9485 |
9645 |
9465 |
9630 |
+85 |
151,566 |
203,521 |
+7,900 |
| Mar10 |
091202 |
9470 |
9630 |
9460 |
9620 |
+80 |
1,148 |
5,571 |
+2,162 |
| Jun10 |
091202 |
9660 |
9660 |
9660 |
9660 |
+85 |
0 |
490 |
+102 |
| Total Volume and Open Interest |
152,984 |
210,803 |
+10,240 |
| CAC 40(EURONEXT) |
| Dec09 |
091202 |
3771.5 |
3806.5 |
3758.0 |
3791.0 |
+21.0 |
120,555 |
381,973 |
-11,411 |
| Jan10 |
091202 |
3781.5 |
3801.0 |
3771.0 |
3792.0 |
+21.5 |
31 |
476 |
-36 |
| Feb10 |
091202 |
3791.0 |
3791.0 |
3791.0 |
3791.0 |
+21.0 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
120,586 |
384,821 |
-11,451 |
| Hang Seng Index(HKFE) |
| Dec09 |
091202 |
22352 |
22458 |
22274 |
22420 |
+156 |
80,850 |
84,796 |
+1,903 |
| Jan10 |
091202 |
22378 |
22447 |
22276 |
22412 |
+160 |
847 |
418 |
+201 |
| Total Volume and Open Interest |
82,003 |
86,230 |
+2,140 |
| DAX(EUREX) |
| Dec09 |
091202 |
5775.0 |
5816.0 |
5753.5 |
5777.0 |
+6.0 |
175,487 |
200,623 |
+902 |
| Mar10 |
091202 |
5771.5 |
5821.0 |
5764.0 |
5782.5 |
+6.0 |
585 |
20,805 |
+322 |
| Jun10 |
091202 |
5779.0 |
5824.5 |
5771.0 |
5789.5 |
+5.5 |
364 |
2,231 |
+156 |
| Total Volume and Open Interest |
176,436 |
223,659 |
+1,380 |
| FT-SE 100(EURONEXT) |
| Dec09 |
091202 |
5310.00 |
5351.00 |
5283.00 |
5324.50 |
+18.00 |
134,010 |
626,296 |
-9,161 |
| Mar10 |
091202 |
5276.00 |
5304.00 |
5241.00 |
5280.00 |
+18.00 |
532 |
28,068 |
+567 |
| Jun10 |
091202 |
5229.50 |
5229.50 |
5229.50 |
5229.50 |
+17.00 |
0 |
984 |
+0 |
| Total Volume and Open Interest |
134,552 |
655,637 |
-8,584 |
| SPI 200(SFE) |
| Dec09 |
091202 |
4725.0 |
4806.0 |
4725.0 |
4765.0 |
+38.0 |
29,644 |
236,720 |
-8,213 |
| Mar10 |
091202 |
4734.0 |
4795.0 |
4732.0 |
4755.0 |
+39.0 |
15 |
5,245 |
+4 |
| Jun10 |
091202 |
4779.0 |
4779.0 |
4779.0 |
4779.0 |
+39.0 |
138 |
1,450 |
+23 |
| Total Volume and Open Interest |
29,797 |
244,508 |
-8,186 |
| GSCI(CME) |
| Dec09 |
091202 |
515.75 |
516.50 |
508.00 |
510.75 |
-8.45 |
284 |
19,652 |
-45 |
| Jan10 |
091202 |
517.25 |
522.00 |
514.00 |
517.25 |
-8.00 |
0 |
1 |
+0 |
| Feb10 |
091202 |
522.00 |
527.50 |
520.00 |
522.00 |
-7.00 |
|
|
|
| Total Volume and Open Interest |
284 |
19,653 |
-45 |
| 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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|