|
MRCI's End of Day Prices |
Daily Futures Price Listing Tue December 08, 2009 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jan10 |
091208 |
1053.25 |
1063.75 |
1042.50 |
1044.00 |
-9.00 |
75,753 |
211,097 |
-4,927 |
Mar10 |
091208 |
1061.00 |
1071.50 |
1051.00 |
1052.75 |
-8.25 |
22,928 |
114,229 |
+2,799 |
May10 |
091208 |
1069.00 |
1079.25 |
1058.75 |
1061.00 |
-8.00 |
8,837 |
44,804 |
+280 |
Jul10 |
091208 |
1075.00 |
1086.50 |
1064.75 |
1067.75 |
-8.00 |
10,132 |
43,265 |
+550 |
Aug10 |
091208 |
1065.50 |
1072.25 |
1064.00 |
1064.00 |
-8.25 |
182 |
1,717 |
-23 |
Sep10 |
091208 |
1050.00 |
1056.00 |
1045.00 |
1047.00 |
-9.00 |
226 |
484 |
-82 |
Nov10 |
091208 |
1045.25 |
1055.00 |
1031.50 |
1037.00 |
-9.50 |
6,782 |
61,209 |
+1,452 |
Total Volume and Open Interest |
126,910 |
482,087 |
+989 |
Soybean Meal(CBOT) |
Dec09 |
091208 |
322.50 |
326.90 |
316.00 |
316.60 |
-4.80 |
1,890 |
5,176 |
-846 |
Jan10 |
091208 |
312.40 |
315.40 |
307.50 |
308.10 |
-4.30 |
26,738 |
52,345 |
-1,259 |
Mar10 |
091208 |
308.00 |
311.30 |
304.40 |
305.00 |
-3.20 |
8,034 |
43,562 |
-541 |
May10 |
091208 |
306.70 |
310.00 |
303.60 |
304.40 |
-2.80 |
2,302 |
21,822 |
-151 |
Jul10 |
091208 |
309.60 |
311.40 |
305.10 |
306.00 |
-2.80 |
1,908 |
18,104 |
-259 |
Aug10 |
091208 |
305.20 |
308.40 |
305.20 |
305.50 |
-2.90 |
299 |
4,679 |
+40 |
Sep10 |
091208 |
308.50 |
308.50 |
302.00 |
302.20 |
-3.20 |
168 |
4,149 |
+16 |
Oct10 |
091208 |
296.20 |
298.80 |
296.20 |
296.20 |
-2.60 |
132 |
2,720 |
+7 |
Total Volume and Open Interest |
42,430 |
163,514 |
-2,725 |
Soybean Oil(CBOT) |
Dec09 |
091208 |
40.31 |
40.31 |
39.90 |
40.11 |
-0.20 |
5,143 |
3,717 |
-992 |
Jan10 |
091208 |
40.60 |
41.04 |
40.15 |
40.49 |
-0.18 |
39,270 |
120,270 |
+75 |
Mar10 |
091208 |
41.00 |
41.40 |
40.55 |
40.91 |
-0.16 |
11,935 |
74,083 |
+1,363 |
May10 |
091208 |
41.47 |
41.72 |
40.91 |
41.26 |
-0.15 |
3,230 |
21,372 |
+264 |
Jul10 |
091208 |
41.99 |
42.11 |
41.29 |
41.63 |
-0.15 |
2,399 |
16,775 |
+200 |
Aug10 |
091208 |
41.50 |
41.91 |
41.50 |
41.76 |
-0.15 |
156 |
1,962 |
-47 |
Sep10 |
091208 |
41.85 |
42.03 |
41.80 |
41.88 |
-0.15 |
85 |
1,428 |
+4 |
Oct10 |
091208 |
41.72 |
42.03 |
41.63 |
41.96 |
-0.15 |
6 |
1,258 |
-5 |
Total Volume and Open Interest |
63,600 |
253,157 |
+1,084 |
Canola(WCE) |
Jan10 |
091208 |
412.8 |
415.3 |
409.3 |
415.1 |
+2.5 |
9,782 |
43,047 |
-9,203 |
Mar10 |
091208 |
419.1 |
422.7 |
416.6 |
422.7 |
+3.2 |
4,650 |
35,892 |
+3,279 |
May10 |
091208 |
424.4 |
428.6 |
422.7 |
428.6 |
+4.1 |
381 |
2,823 |
-17 |
Jul10 |
091208 |
427.9 |
433.0 |
425.8 |
432.2 |
+4.2 |
332 |
5,211 |
+163 |
Nov10 |
091208 |
428.0 |
432.9 |
427.0 |
432.9 |
+2.9 |
430 |
2,509 |
+144 |
Total Volume and Open Interest |
15,575 |
89,686 |
-5,634 |
Corn(CBOT) |
Dec09 |
091208 |
370.00 |
375.00 |
367.50 |
369.50 |
+0.75 |
28,400 |
21,104 |
-4,307 |
Mar10 |
091208 |
384.25 |
390.50 |
382.50 |
385.00 |
+1.25 |
139,288 |
512,847 |
-2,064 |
May10 |
091208 |
394.75 |
401.50 |
393.50 |
396.00 |
+1.25 |
17,872 |
100,614 |
+2,415 |
Jul10 |
091208 |
404.25 |
410.25 |
403.50 |
405.75 |
+1.50 |
11,864 |
99,836 |
+1,311 |
Sep10 |
091208 |
412.00 |
417.00 |
410.50 |
413.00 |
+1.50 |
2,457 |
25,129 |
+667 |
Dec10 |
091208 |
419.50 |
425.50 |
418.25 |
420.75 |
+1.00 |
10,963 |
176,776 |
+1,354 |
Total Volume and Open Interest |
211,502 |
966,444 |
-353 |
Wheat(CBOT) |
Dec09 |
091208 |
533.25 |
533.25 |
516.75 |
519.25 |
-7.25 |
3,748 |
3,099 |
-617 |
Mar10 |
091208 |
547.00 |
554.25 |
537.00 |
539.75 |
-8.25 |
35,639 |
192,701 |
-2,794 |
May10 |
091208 |
560.00 |
566.00 |
550.00 |
552.75 |
-8.25 |
3,828 |
29,120 |
+1,599 |
Jul10 |
091208 |
571.00 |
577.00 |
560.75 |
563.25 |
-8.25 |
3,646 |
58,559 |
+947 |
Sep10 |
091208 |
585.00 |
588.25 |
575.00 |
577.50 |
-6.75 |
1,472 |
16,552 |
+87 |
Total Volume and Open Interest |
49,260 |
348,142 |
-742 |
Wheat(KCBT) |
Dec09 |
091208 |
520.00 |
521.50 |
518.00 |
520.50 |
-4.00 |
171 |
542 |
+0 |
Mar10 |
091208 |
537.00 |
544.25 |
530.50 |
533.00 |
-4.00 |
6,457 |
59,560 |
+0 |
May10 |
091208 |
549.00 |
550.50 |
542.75 |
544.75 |
-3.75 |
474 |
9,777 |
+0 |
Jul10 |
091208 |
561.75 |
566.00 |
554.25 |
556.75 |
-3.75 |
758 |
27,483 |
+0 |
Sep10 |
091208 |
569.00 |
569.00 |
568.25 |
569.00 |
-3.75 |
99 |
2,466 |
+0 |
Total Volume and Open Interest |
8,859 |
133,025 |
+0 |
Wheat(MGE) |
Dec09 |
091208 |
539.00 |
540.00 |
533.75 |
533.75 |
-5.50 |
99 |
121 |
-71 |
Mar10 |
091208 |
554.00 |
558.25 |
546.75 |
548.25 |
-6.00 |
2,188 |
21,396 |
-392 |
May10 |
091208 |
565.75 |
565.75 |
558.75 |
560.25 |
-6.00 |
120 |
4,429 |
-32 |
Jul10 |
091208 |
578.00 |
578.00 |
570.75 |
572.00 |
-6.00 |
67 |
8,432 |
-18 |
Sep10 |
091208 |
589.00 |
589.00 |
583.00 |
584.25 |
-5.50 |
34 |
3,160 |
+2 |
Total Volume and Open Interest |
2,541 |
45,002 |
-504 |
Oats(CBOT) |
Dec09 |
091208 |
245.00 |
245.50 |
242.00 |
242.00 |
-0.50 |
282 |
289 |
+60 |
Mar10 |
091208 |
256.50 |
257.75 |
249.75 |
253.00 |
-2.50 |
1,723 |
10,014 |
+139 |
May10 |
091208 |
265.50 |
265.50 |
259.00 |
261.50 |
-2.25 |
509 |
917 |
+412 |
Jul10 |
091208 |
268.00 |
272.50 |
268.00 |
270.50 |
-2.00 |
0 |
514 |
+0 |
Total Volume and Open Interest |
2,515 |
12,126 |
+611 |
Rough Rice(CBOT) |
Jan10 |
091208 |
15.56 |
15.60 |
15.29 |
15.30 |
-0.31 |
490 |
7,929 |
-275 |
Mar10 |
091208 |
15.80 |
15.89 |
15.56 |
15.57 |
-0.31 |
378 |
7,220 |
+74 |
May10 |
091208 |
15.94 |
16.11 |
15.83 |
15.83 |
-0.28 |
21 |
389 |
-13 |
Jul10 |
091208 |
16.07 |
16.34 |
16.07 |
16.07 |
-0.27 |
23 |
580 |
+8 |
Total Volume and Open Interest |
943 |
17,021 |
-182 |
Live Cattle(CME) |
Dec09 |
091208 |
81.000 |
81.400 |
80.785 |
80.885 |
-0.250 |
7,899 |
16,040 |
-6,398 |
Feb10 |
091208 |
83.330 |
83.635 |
83.080 |
83.135 |
-0.165 |
11,983 |
138,074 |
+2,024 |
Apr10 |
091208 |
86.300 |
86.500 |
85.930 |
85.980 |
-0.350 |
4,515 |
64,239 |
+23 |
Jun10 |
091208 |
83.900 |
84.050 |
83.500 |
83.600 |
-0.300 |
2,913 |
29,842 |
-68 |
Aug10 |
091208 |
84.430 |
84.550 |
84.100 |
84.285 |
-0.195 |
445 |
8,988 |
+35 |
Oct10 |
091208 |
87.580 |
87.650 |
87.135 |
87.450 |
+0.050 |
186 |
5,207 |
+27 |
Total Volume and Open Interest |
27,956 |
264,814 |
-4,349 |
Feeder Cattle(CME) |
Jan10 |
091208 |
92.930 |
93.050 |
91.900 |
92.050 |
-0.800 |
2,390 |
14,534 |
-636 |
Mar10 |
091208 |
93.700 |
93.850 |
92.800 |
93.150 |
-0.800 |
2,192 |
8,654 |
+544 |
Apr10 |
091208 |
95.050 |
95.200 |
94.400 |
95.000 |
-0.500 |
692 |
2,101 |
+213 |
May10 |
091208 |
95.930 |
95.950 |
95.250 |
95.800 |
-0.600 |
224 |
2,768 |
+104 |
Aug10 |
091208 |
98.080 |
98.080 |
97.750 |
98.000 |
-0.400 |
123 |
1,150 |
+86 |
Sep10 |
091208 |
98.000 |
98.200 |
97.800 |
98.000 |
-0.200 |
1 |
10 |
+1 |
Oct10 |
091208 |
98.000 |
98.000 |
98.000 |
98.000 |
-0.135 |
12 |
8 |
+0 |
Total Volume and Open Interest |
5,634 |
29,225 |
+312 |
Lean Hogs(CME) |
Dec09 |
091208 |
62.200 |
62.880 |
61.600 |
62.680 |
+0.480 |
5,366 |
13,575 |
+137 |
Feb10 |
091208 |
66.385 |
66.550 |
64.700 |
65.135 |
-1.415 |
12,320 |
80,450 |
+2,214 |
Apr10 |
091208 |
70.830 |
70.950 |
69.180 |
69.635 |
-1.340 |
3,141 |
41,672 |
+328 |
May10 |
091208 |
74.830 |
74.900 |
73.400 |
74.285 |
-0.545 |
95 |
2,807 |
+50 |
Jun10 |
091208 |
78.180 |
78.250 |
76.800 |
77.500 |
-0.930 |
1,543 |
22,724 |
+538 |
Jul10 |
091208 |
76.650 |
76.900 |
75.850 |
76.430 |
-1.000 |
350 |
8,030 |
+20 |
Aug10 |
091208 |
75.535 |
75.885 |
74.975 |
75.600 |
-0.875 |
295 |
6,279 |
+78 |
Oct10 |
091208 |
66.785 |
67.400 |
66.450 |
67.400 |
-0.500 |
34 |
3,199 |
+26 |
Total Volume and Open Interest |
23,152 |
180,719 |
+3,394 |
Pork Bellies(CME) |
Feb10 |
091208 |
84.000 |
84.000 |
81.535 |
83.700 |
-0.835 |
37 |
402 |
+3 |
Mar10 |
091208 |
81.000 |
82.000 |
81.000 |
81.000 |
-0.550 |
1 |
90 |
+0 |
May10 |
091208 |
83.635 |
83.650 |
83.500 |
83.635 |
-0.365 |
4 |
78 |
+0 |
Jul10 |
091208 |
83.700 |
83.700 |
83.500 |
83.700 |
unch |
0 |
20 |
+0 |
Aug10 |
091208 |
85.000 |
85.000 |
84.700 |
85.000 |
unch |
0 |
15 |
+0 |
Total Volume and Open Interest |
42 |
605 |
+3 |
Class III Milk(CME) |
Dec09 |
091208 |
14.68 |
14.75 |
14.68 |
14.71 |
-0.01 |
53 |
5,057 |
-26 |
Jan10 |
091208 |
14.42 |
14.60 |
14.37 |
14.50 |
+0.06 |
314 |
3,710 |
+113 |
Feb10 |
091208 |
14.54 |
14.68 |
14.44 |
14.54 |
-0.02 |
339 |
2,589 |
+177 |
Mar10 |
091208 |
15.01 |
15.11 |
14.95 |
15.01 |
unch |
244 |
2,064 |
+132 |
Apr10 |
091208 |
15.27 |
15.30 |
15.16 |
15.29 |
+0.02 |
93 |
1,424 |
+47 |
Total Volume and Open Interest |
1,598 |
22,479 |
+705 |
Cocoa(ICE) |
Dec09 |
091208 |
3354 |
3375 |
3350 |
3368 |
-11 |
19 |
84 |
-11 |
Mar10 |
091208 |
3381 |
3381 |
3341 |
3362 |
-16 |
7,002 |
77,080 |
+665 |
May10 |
091208 |
3392 |
3392 |
3359 |
3382 |
-15 |
428 |
19,121 |
+64 |
Jul10 |
091208 |
3389 |
3389 |
3376 |
3381 |
-15 |
132 |
7,696 |
+25 |
Sep10 |
091208 |
3380 |
3388 |
3380 |
3388 |
-2 |
94 |
5,108 |
-1 |
Dec10 |
091208 |
3364 |
3366 |
3360 |
3363 |
-14 |
212 |
3,887 |
-45 |
Mar11 |
091208 |
3350 |
3352 |
3347 |
3352 |
-15 |
98 |
7,670 |
-8 |
Total Volume and Open Interest |
7,985 |
127,102 |
+689 |
Coffee "C"(ICE) |
Dec09 |
091208 |
146.15 |
146.15 |
143.65 |
143.65 |
-2.60 |
61 |
423 |
-101 |
Mar10 |
091208 |
146.00 |
146.50 |
143.60 |
143.90 |
-2.70 |
12,867 |
76,335 |
-1,263 |
May10 |
091208 |
147.70 |
148.00 |
145.40 |
145.60 |
-2.65 |
1,891 |
20,481 |
+648 |
Jul10 |
091208 |
149.10 |
149.25 |
146.95 |
147.05 |
-2.65 |
447 |
5,062 |
-113 |
Sep10 |
091208 |
150.00 |
150.65 |
148.25 |
148.45 |
-2.60 |
173 |
5,039 |
+15 |
Dec10 |
091208 |
151.80 |
152.55 |
150.15 |
150.20 |
-2.65 |
262 |
5,363 |
-95 |
Total Volume and Open Interest |
15,716 |
114,594 |
-899 |
Orange Juice(ICE) |
Jan10 |
091208 |
127.00 |
127.20 |
124.80 |
125.25 |
-1.25 |
931 |
14,497 |
-179 |
Mar10 |
091208 |
130.75 |
130.75 |
128.60 |
129.05 |
-1.05 |
528 |
12,434 |
+314 |
May10 |
091208 |
133.25 |
133.45 |
132.15 |
132.35 |
-1.00 |
261 |
3,762 |
+166 |
Jul10 |
091208 |
134.80 |
135.00 |
134.65 |
135.00 |
-1.00 |
98 |
1,171 |
+83 |
Sep10 |
091208 |
136.30 |
136.35 |
135.90 |
135.90 |
-2.55 |
21 |
501 |
+21 |
Nov10 |
091208 |
137.00 |
137.00 |
137.00 |
137.00 |
-3.55 |
0 |
57 |
+0 |
Total Volume and Open Interest |
1,839 |
32,622 |
+405 |
Sugar #11(ICE) |
Mar10 |
091208 |
22.45 |
22.58 |
22.21 |
22.22 |
-0.23 |
48,737 |
349,621 |
-2,116 |
May10 |
091208 |
21.92 |
22.04 |
21.64 |
21.67 |
-0.25 |
21,876 |
119,807 |
+1,512 |
Jul10 |
091208 |
20.90 |
21.04 |
20.71 |
20.76 |
-0.17 |
10,279 |
119,359 |
-208 |
Oct10 |
091208 |
20.29 |
20.42 |
20.13 |
20.14 |
-0.15 |
2,791 |
88,174 |
+44 |
Mar11 |
091208 |
19.93 |
20.00 |
19.75 |
19.77 |
-0.16 |
1,875 |
48,294 |
+26 |
Total Volume and Open Interest |
86,455 |
792,021 |
-674 |
London Cocoa(LCE) |
Dec09 |
091208 |
2190 |
2190 |
2175 |
2190 |
+45 |
3,667 |
27,028 |
-2,254 |
Mar10 |
091208 |
2245 |
2249 |
2234 |
2245 |
+2 |
6,597 |
50,132 |
+545 |
May10 |
091208 |
2261 |
2267 |
2253 |
2266 |
+3 |
1,411 |
51,337 |
+751 |
Jul10 |
091208 |
2229 |
2234 |
2224 |
2231 |
unch |
1,012 |
20,620 |
+574 |
Sep10 |
091208 |
2198 |
2204 |
2198 |
2199 |
unch |
368 |
8,850 |
+269 |
Dec10 |
091208 |
2157 |
2160 |
2157 |
2160 |
unch |
78 |
8,736 |
-7 |
Mar11 |
091208 |
2138 |
2143 |
2138 |
2140 |
unch |
22 |
8,282 |
+22 |
Total Volume and Open Interest |
11,523 |
173,833 |
+1,416 |
London Sugar(LCE) |
Mar10 |
091208 |
617.40 |
622.50 |
608.00 |
609.90 |
-7.00 |
4,669 |
34,201 |
-480 |
May10 |
091208 |
608.00 |
610.70 |
599.30 |
599.70 |
-6.80 |
2,443 |
20,090 |
-36 |
Aug10 |
091208 |
577.30 |
579.70 |
570.00 |
570.00 |
-5.50 |
1,102 |
11,450 |
+90 |
Oct10 |
091208 |
549.10 |
549.10 |
542.00 |
542.20 |
-3.80 |
93 |
4,599 |
-3 |
Dec10 |
091208 |
528.00 |
528.00 |
526.20 |
527.80 |
-2.70 |
6 |
830 |
+0 |
Total Volume and Open Interest |
8,313 |
71,395 |
-429 |
Cotton(ICE) |
Dec09 |
091208 |
70.91 |
70.91 |
70.30 |
70.30 |
-0.53 |
29 |
45 |
-37 |
Mar10 |
091208 |
74.69 |
75.09 |
74.12 |
74.21 |
-0.48 |
6,825 |
130,197 |
-888 |
May10 |
091208 |
75.75 |
76.06 |
75.33 |
75.42 |
-0.37 |
492 |
14,066 |
+207 |
Jul10 |
091208 |
76.25 |
76.63 |
75.85 |
76.13 |
-0.19 |
480 |
19,364 |
-43 |
Oct10 |
091208 |
76.81 |
76.81 |
76.81 |
76.81 |
+0.09 |
17 |
144 |
+16 |
Dec10 |
091208 |
77.00 |
77.39 |
76.75 |
77.35 |
+0.16 |
248 |
11,936 |
+150 |
Total Volume and Open Interest |
8,117 |
176,663 |
-575 |
Lumber(CME) |
Jan10 |
091208 |
217.7 |
218.8 |
214.0 |
214.0 |
-5.0 |
484 |
4,721 |
-215 |
Mar10 |
091208 |
238.0 |
239.2 |
235.6 |
236.0 |
-0.5 |
343 |
4,912 |
+7 |
May10 |
091208 |
245.8 |
247.1 |
245.0 |
247.0 |
-0.5 |
58 |
770 |
+1 |
Jul10 |
091208 |
251.0 |
252.0 |
251.0 |
251.0 |
-4.0 |
6 |
193 |
+2 |
Total Volume and Open Interest |
891 |
10,717 |
-205 |
Crude Oil(NYM) |
Jan10 |
091208 |
74.00 |
74.39 |
72.51 |
72.62 |
-1.31 |
411,579 |
320,427 |
+2,235 |
Feb10 |
091208 |
76.09 |
76.43 |
74.50 |
74.62 |
-1.29 |
125,080 |
122,845 |
+4,471 |
Mar10 |
091208 |
77.60 |
78.09 |
75.90 |
76.14 |
-1.41 |
55,510 |
106,678 |
+4,614 |
Apr10 |
091208 |
79.18 |
79.29 |
77.00 |
77.24 |
-1.51 |
17,105 |
33,859 |
-239 |
May10 |
091208 |
80.00 |
80.00 |
77.87 |
78.06 |
-1.57 |
15,253 |
26,647 |
-1,153 |
Jun10 |
091208 |
80.68 |
80.82 |
78.65 |
78.77 |
-1.63 |
23,140 |
109,091 |
-737 |
Jul10 |
091208 |
81.05 |
81.31 |
79.22 |
79.35 |
-1.67 |
4,534 |
29,141 |
-339 |
Aug10 |
091208 |
81.90 |
81.90 |
79.86 |
79.89 |
-1.67 |
4,115 |
14,553 |
+120 |
Sep10 |
091208 |
82.00 |
82.00 |
80.39 |
80.43 |
-1.66 |
2,546 |
27,458 |
-18 |
Oct10 |
091208 |
81.00 |
81.00 |
81.00 |
81.00 |
-1.63 |
1,491 |
14,938 |
+97 |
Nov10 |
091208 |
81.60 |
81.60 |
81.60 |
81.60 |
-1.61 |
2,464 |
16,799 |
-77 |
Dec10 |
091208 |
84.15 |
84.33 |
82.00 |
82.22 |
-1.60 |
19,067 |
128,703 |
-969 |
Jan11 |
091208 |
82.75 |
82.99 |
82.64 |
82.64 |
-1.59 |
1,161 |
19,075 |
+485 |
Feb11 |
091208 |
83.02 |
83.02 |
83.02 |
83.02 |
-1.57 |
263 |
7,774 |
-35 |
Mar11 |
091208 |
83.42 |
83.42 |
83.42 |
83.42 |
-1.54 |
177 |
6,260 |
-13 |
Apr11 |
091208 |
83.84 |
83.84 |
83.84 |
83.84 |
-1.51 |
246 |
8,867 |
+0 |
Total Volume and Open Interest |
695,232 |
1,225,598 |
+8,916 |
e-miNY Crude Oil(NYM) |
Dec09 |
091119 |
79.700 |
79.925 |
77.050 |
77.450 |
-2.125 |
9,328 |
3,959 |
+159 |
Jan10 |
091208 |
74.075 |
74.375 |
72.500 |
72.625 |
-1.300 |
16,912 |
4,571 |
-159 |
Feb10 |
091208 |
76.325 |
76.375 |
74.525 |
74.625 |
-1.275 |
1,397 |
1,081 |
+211 |
Mar10 |
091208 |
77.550 |
77.950 |
76.000 |
76.150 |
-1.400 |
74 |
219 |
-8 |
Apr10 |
091208 |
78.975 |
79.050 |
77.250 |
77.250 |
-1.500 |
3 |
82 |
+3 |
May10 |
091208 |
80.025 |
80.025 |
78.050 |
78.050 |
-1.575 |
0 |
2 |
+0 |
Jun10 |
091208 |
80.225 |
80.650 |
78.775 |
78.775 |
-1.625 |
2 |
9 |
-1 |
Jul10 |
091208 |
79.350 |
79.350 |
79.350 |
79.350 |
-1.675 |
0 |
6 |
+0 |
Aug10 |
091208 |
80.200 |
80.200 |
79.900 |
79.900 |
-1.650 |
0 |
1 |
+0 |
Sep10 |
091208 |
80.425 |
80.425 |
80.425 |
80.425 |
-1.675 |
|
|
|
Total Volume and Open Interest |
18,388 |
6,069 |
+46 |
Heating Oil(NYM) |
Jan10 |
091208 |
201.80 |
202.48 |
198.02 |
199.09 |
-1.88 |
53,393 |
84,612 |
-4,212 |
Feb10 |
091208 |
204.75 |
205.43 |
200.89 |
201.73 |
-2.35 |
15,384 |
46,955 |
+2,822 |
Mar10 |
091208 |
206.60 |
207.40 |
202.75 |
203.49 |
-2.71 |
8,129 |
37,971 |
-504 |
Apr10 |
091208 |
206.00 |
206.26 |
204.00 |
204.27 |
-2.99 |
3,206 |
20,672 |
+130 |
May10 |
091208 |
208.02 |
209.09 |
205.12 |
205.23 |
-3.06 |
2,343 |
13,836 |
+188 |
Jun10 |
091208 |
210.12 |
210.34 |
205.56 |
206.15 |
-3.19 |
4,924 |
32,546 |
+730 |
Jul10 |
091208 |
208.90 |
211.66 |
207.93 |
207.93 |
-3.20 |
968 |
9,167 |
-68 |
Aug10 |
091208 |
211.24 |
211.24 |
210.15 |
210.21 |
-3.20 |
699 |
4,275 |
+26 |
Sep10 |
091208 |
212.62 |
213.80 |
212.62 |
212.76 |
-3.30 |
843 |
7,657 |
-185 |
Oct10 |
091208 |
215.58 |
216.55 |
215.39 |
215.44 |
-3.27 |
138 |
4,375 |
+22 |
Nov10 |
091208 |
218.09 |
219.45 |
217.92 |
218.08 |
-3.25 |
631 |
6,135 |
+15 |
Dec10 |
091208 |
223.70 |
224.50 |
220.52 |
220.71 |
-3.24 |
2,571 |
20,633 |
-276 |
Total Volume and Open Interest |
95,148 |
314,034 |
-678 |
Gasoline(NYMEX) |
Jan10 |
091208 |
195.40 |
195.52 |
191.19 |
192.46 |
-1.60 |
57,090 |
91,512 |
-5,610 |
Feb10 |
091208 |
198.16 |
198.30 |
193.96 |
195.00 |
-1.93 |
16,566 |
38,962 |
+779 |
Mar10 |
091208 |
200.47 |
200.80 |
196.71 |
197.46 |
-2.28 |
9,215 |
33,231 |
+246 |
Apr10 |
091208 |
211.15 |
211.15 |
208.93 |
209.58 |
-2.38 |
6,846 |
23,056 |
+1,113 |
May10 |
091208 |
211.79 |
212.09 |
210.26 |
211.03 |
-2.45 |
3,345 |
10,077 |
+185 |
Jun10 |
091208 |
214.60 |
214.60 |
211.71 |
212.23 |
-2.62 |
1,644 |
12,196 |
+410 |
Jul10 |
091208 |
213.55 |
213.69 |
212.19 |
212.61 |
-2.76 |
566 |
5,537 |
+112 |
Aug10 |
091208 |
212.68 |
212.89 |
212.43 |
212.71 |
-2.84 |
136 |
5,166 |
-21 |
Sep10 |
091208 |
212.11 |
212.16 |
212.11 |
212.11 |
-2.83 |
145 |
5,081 |
+46 |
Oct10 |
091208 |
202.71 |
202.76 |
202.71 |
202.71 |
-2.84 |
152 |
2,210 |
+74 |
Total Volume and Open Interest |
96,989 |
247,378 |
-2,417 |
e-miNY RBOB Gasoline(NYM) |
Jan10 |
091208 |
1.94 |
1.94 |
1.94 |
1.92 |
-0.02 |
0 |
4 |
+0 |
Feb10 |
091208 |
195.00 |
195.00 |
195.00 |
195.00 |
-1.90 |
|
|
|
Mar10 |
091208 |
197.50 |
197.50 |
197.46 |
197.50 |
-2.20 |
|
|
|
Apr10 |
091208 |
209.60 |
209.60 |
209.58 |
209.60 |
-2.40 |
|
|
|
Total Volume and Open Interest |
0 |
4 |
+0 |
Natural Gas(NYM) |
Jan10 |
091208 |
4.969 |
5.152 |
4.969 |
5.114 |
+0.143 |
92,950 |
205,912 |
-3,094 |
Feb10 |
091208 |
5.054 |
5.222 |
5.054 |
5.173 |
+0.116 |
19,064 |
74,313 |
-1,646 |
Mar10 |
091208 |
5.103 |
5.250 |
5.093 |
5.198 |
+0.101 |
20,771 |
83,236 |
-1,461 |
Apr10 |
091208 |
5.145 |
5.275 |
5.145 |
5.228 |
+0.094 |
13,634 |
55,903 |
-773 |
May10 |
091208 |
5.246 |
5.315 |
5.178 |
5.272 |
+0.090 |
5,004 |
33,395 |
-745 |
Jun10 |
091208 |
5.272 |
5.379 |
5.246 |
5.336 |
+0.081 |
2,349 |
22,687 |
+353 |
Jul10 |
091208 |
5.380 |
5.463 |
5.348 |
5.416 |
+0.074 |
2,531 |
17,380 |
+24 |
Aug10 |
091208 |
5.469 |
5.530 |
5.427 |
5.493 |
+0.073 |
1,574 |
16,726 |
+131 |
Sep10 |
091208 |
5.500 |
5.587 |
5.471 |
5.545 |
+0.073 |
1,632 |
18,757 |
+12 |
Oct10 |
091208 |
5.675 |
5.727 |
5.615 |
5.685 |
+0.066 |
5,293 |
31,386 |
+654 |
Nov10 |
091208 |
6.136 |
6.150 |
6.055 |
6.110 |
+0.051 |
714 |
7,977 |
+23 |
Dec10 |
091208 |
6.475 |
6.571 |
6.475 |
6.535 |
+0.036 |
1,305 |
17,959 |
+381 |
Jan11 |
091208 |
6.783 |
6.825 |
6.723 |
6.775 |
+0.031 |
1,696 |
15,783 |
+440 |
Feb11 |
091208 |
6.785 |
6.810 |
6.744 |
6.770 |
+0.031 |
152 |
6,568 |
-19 |
Mar11 |
091208 |
6.640 |
6.667 |
6.590 |
6.625 |
+0.026 |
411 |
16,248 |
+133 |
Apr11 |
091208 |
6.270 |
6.270 |
6.180 |
6.225 |
+0.006 |
245 |
11,137 |
+219 |
Total Volume and Open Interest |
170,434 |
735,275 |
-5,326 |
Brent Crude Oil(ICE) |
Jan10 |
091208 |
76.78 |
77.02 |
75.08 |
75.19 |
-1.24 |
172,267 |
143,961 |
-5,872 |
Feb10 |
091208 |
77.65 |
77.88 |
75.91 |
76.03 |
-1.27 |
71,200 |
151,183 |
+5,144 |
Mar10 |
091208 |
78.78 |
78.78 |
76.80 |
76.91 |
-1.30 |
40,401 |
70,025 |
+3,578 |
Apr10 |
091208 |
79.63 |
79.64 |
77.68 |
77.76 |
-1.32 |
15,026 |
37,386 |
-140 |
May10 |
091208 |
79.89 |
80.28 |
78.47 |
78.54 |
-1.34 |
8,814 |
22,082 |
-266 |
Jun10 |
091208 |
81.10 |
81.19 |
79.18 |
79.24 |
-1.38 |
12,886 |
55,591 |
-190 |
Jul10 |
091208 |
81.07 |
81.07 |
79.87 |
79.87 |
-1.41 |
4,292 |
14,068 |
+117 |
Aug10 |
091208 |
81.34 |
81.34 |
80.47 |
80.47 |
-1.42 |
2,800 |
9,920 |
-436 |
Sep10 |
091208 |
82.09 |
82.09 |
81.06 |
81.06 |
-1.42 |
2,002 |
6,890 |
+94 |
Oct10 |
091208 |
81.64 |
81.64 |
81.64 |
81.64 |
-1.43 |
1,599 |
13,551 |
+250 |
Nov10 |
091208 |
83.05 |
83.05 |
82.23 |
82.23 |
-1.43 |
1,321 |
10,617 |
+126 |
Dec10 |
091208 |
84.86 |
84.89 |
82.76 |
82.82 |
-1.45 |
10,277 |
72,060 |
-126 |
Jan11 |
091208 |
83.36 |
83.36 |
83.36 |
83.36 |
-1.45 |
941 |
7,963 |
+385 |
Feb11 |
091208 |
83.84 |
83.84 |
83.84 |
83.84 |
-1.45 |
91 |
4,055 |
+81 |
Total Volume and Open Interest |
347,861 |
715,604 |
+2,884 |
Gas Oil(ICE) |
Dec09 |
091208 |
612.25 |
614.00 |
600.25 |
602.00 |
-7.25 |
45,415 |
50,949 |
-13,563 |
Jan10 |
091208 |
625.00 |
626.75 |
612.75 |
614.50 |
-7.50 |
86,141 |
125,770 |
-2,279 |
Feb10 |
091208 |
635.00 |
635.50 |
621.50 |
623.50 |
-8.00 |
25,396 |
65,304 |
-219 |
Mar10 |
091208 |
643.25 |
643.25 |
629.25 |
630.75 |
-8.25 |
11,167 |
43,614 |
+2,909 |
Apr10 |
091208 |
645.50 |
645.50 |
636.75 |
638.00 |
-8.50 |
3,822 |
25,164 |
+759 |
May10 |
091208 |
650.00 |
650.00 |
644.00 |
645.00 |
-8.75 |
2,644 |
20,113 |
+762 |
Jun10 |
091208 |
664.50 |
664.50 |
650.00 |
651.75 |
-9.00 |
4,756 |
45,431 |
+260 |
Jul10 |
091208 |
664.00 |
664.50 |
659.25 |
659.50 |
-9.00 |
1,172 |
15,912 |
-126 |
Aug10 |
091208 |
671.50 |
672.00 |
667.00 |
667.00 |
-8.75 |
563 |
17,692 |
+90 |
Sep10 |
091208 |
683.25 |
683.25 |
674.25 |
674.25 |
-8.75 |
888 |
15,296 |
-433 |
Total Volume and Open Interest |
187,719 |
550,711 |
-10,602 |
Ethanol(CBOT) |
Dec09 |
091203 |
2.135 |
2.135 |
2.130 |
2.130 |
unch |
46 |
267 |
-17 |
Jan10 |
091208 |
1.970 |
1.970 |
1.969 |
1.969 |
-0.013 |
37 |
709 |
-4 |
Feb10 |
091208 |
1.890 |
1.890 |
1.888 |
1.890 |
-0.005 |
268 |
672 |
+51 |
Mar10 |
091208 |
1.875 |
1.880 |
1.874 |
1.880 |
unch |
242 |
1,132 |
+219 |
Apr10 |
091208 |
1.870 |
1.874 |
1.870 |
1.873 |
+0.003 |
12 |
569 |
+7 |
May10 |
091208 |
1.860 |
1.860 |
1.844 |
1.853 |
-0.005 |
10 |
430 |
+3 |
Jun10 |
091208 |
1.845 |
1.854 |
1.840 |
1.844 |
+0.001 |
9 |
317 |
+1 |
Jul10 |
091208 |
1.825 |
1.845 |
1.825 |
1.845 |
+0.015 |
15 |
359 |
+11 |
Total Volume and Open Interest |
636 |
6,202 |
+326 |
US Dollar Index(ICE) |
Dec09 |
091208 |
75.655 |
76.355 |
75.545 |
76.330 |
+0.520 |
39,747 |
31,090 |
-5,707 |
Mar10 |
091208 |
75.955 |
76.645 |
75.875 |
76.630 |
+0.515 |
11,917 |
9,967 |
+6,701 |
Jun10 |
091208 |
76.985 |
76.985 |
76.985 |
76.985 |
+0.515 |
0 |
7 |
+0 |
Total Volume and Open Interest |
51,664 |
41,065 |
+994 |
Australian Dollar(CME) |
Dec09 |
091208 |
91.38 |
91.60 |
90.14 |
90.18 |
-0.97 |
148,041 |
102,194 |
-6,807 |
Mar10 |
091208 |
90.52 |
90.75 |
89.29 |
89.34 |
-0.96 |
9,191 |
16,593 |
+5,785 |
Jun10 |
091208 |
88.42 |
89.36 |
88.42 |
88.42 |
-0.94 |
4 |
14 |
+4 |
Total Volume and Open Interest |
157,236 |
118,823 |
-1,018 |
British Pound(CME) |
Dec09 |
091208 |
164.52 |
164.77 |
162.55 |
162.59 |
-1.80 |
138,541 |
82,247 |
+562 |
Mar10 |
091208 |
164.40 |
164.65 |
162.45 |
162.49 |
-1.80 |
4,850 |
10,644 |
+1,267 |
Jun10 |
091208 |
162.39 |
164.19 |
162.39 |
162.39 |
-1.80 |
0 |
121 |
+0 |
Total Volume and Open Interest |
143,400 |
93,086 |
+1,832 |
Canadian Dollar(CME) |
Dec09 |
091208 |
95.08 |
95.36 |
93.70 |
93.71 |
-1.25 |
124,579 |
83,297 |
-3,807 |
Mar10 |
091208 |
95.05 |
95.36 |
93.69 |
93.71 |
-1.25 |
7,839 |
12,049 |
+2,296 |
Jun10 |
091208 |
94.70 |
95.29 |
93.71 |
93.71 |
-1.24 |
14 |
642 |
+5 |
Sep10 |
091208 |
93.69 |
94.97 |
93.69 |
93.69 |
-1.25 |
25 |
472 |
+16 |
Total Volume and Open Interest |
132,547 |
96,807 |
-1,473 |
Japanese Yen(CME) |
Dec09 |
091208 |
111.85 |
113.42 |
111.80 |
113.21 |
+1.43 |
199,643 |
125,487 |
-10,124 |
Mar10 |
091208 |
111.95 |
113.48 |
111.87 |
113.28 |
+1.43 |
9,173 |
8,147 |
+1,737 |
Jun10 |
091208 |
113.40 |
113.48 |
111.97 |
113.40 |
+1.43 |
1 |
24 |
+0 |
Total Volume and Open Interest |
208,818 |
133,692 |
-8,386 |
Swiss Franc(CME) |
Dec09 |
091208 |
98.08 |
98.38 |
97.22 |
97.23 |
-0.87 |
106,529 |
50,961 |
-5,045 |
Mar10 |
091208 |
98.14 |
98.44 |
97.28 |
97.30 |
-0.86 |
5,277 |
4,306 |
+1,535 |
Jun10 |
091208 |
97.38 |
98.34 |
97.38 |
97.38 |
-0.86 |
0 |
12 |
+0 |
Total Volume and Open Interest |
111,807 |
55,281 |
-3,509 |
EuroFX(CME) |
Dec09 |
091208 |
148.27 |
148.67 |
146.80 |
146.82 |
-1.38 |
451,403 |
168,045 |
+754 |
Mar10 |
091208 |
148.22 |
148.60 |
146.75 |
146.77 |
-1.38 |
16,721 |
18,485 |
+3,337 |
Jun10 |
091208 |
146.56 |
148.20 |
146.56 |
146.70 |
-1.40 |
490 |
670 |
+477 |
Total Volume and Open Interest |
469,095 |
187,861 |
+5,049 |
Mexican Peso(CME) |
Dec09 |
091208 |
788.0 |
789.5 |
769.2 |
771.0 |
-18.5 |
60,787 |
105,120 |
-11,654 |
Jan10 |
091208 |
767.8 |
786.0 |
767.8 |
767.8 |
-18.2 |
2 |
0 |
-2 |
Total Volume and Open Interest |
86,884 |
146,155 |
+8,985 |
30-Year T-Bonds(CBOT) |
Dec09 |
091208 |
120~020 |
121~010 |
119~310 |
120~160 |
+0~170 |
28,189 |
57,589 |
-10,673 |
Mar10 |
091208 |
119~080 |
120~080 |
119~040 |
119~210 |
+0~170 |
274,361 |
686,329 |
-6,124 |
Jun10 |
091208 |
117~310 |
118~140 |
117~200 |
118~050 |
+0~170 |
5 |
79 |
+1 |
Total Volume and Open Interest |
302,555 |
743,998 |
-16,796 |
10-Year T-Notes(CBOT) |
Dec09 |
091208 |
119~215 |
120~115 |
119~185 |
120~045 |
+0~180 |
51,589 |
51,338 |
-13,305 |
Mar10 |
091208 |
118~080 |
119~000 |
118~055 |
118~250 |
+0~185 |
1,131,250 |
1,200,476 |
-22,487 |
Jun10 |
091208 |
117~145 |
117~145 |
117~010 |
117~145 |
+0~135 |
4 |
4 |
+0 |
Total Volume and Open Interest |
1,182,843 |
1,251,818 |
-35,792 |
5-Year T-Notes(CBOT) |
Dec09 |
091208 |
118~010 |
118~012 |
117~083 |
117~083 |
-0~001 |
900 |
77,406 |
-11,486 |
Mar10 |
091208 |
116~058 |
116~124 |
116~052 |
116~105 |
+0~048 |
615,201 |
811,437 |
-12,347 |
Jun10 |
091208 |
115~117 |
115~117 |
115~069 |
115~117 |
+0~048 |
0 |
1 |
+0 |
Total Volume and Open Interest |
647,077 |
888,844 |
-23,833 |
2 Year T-Notes(CBOT) |
Dec09 |
091208 |
109~024 |
109~055 |
109~034 |
109~046 |
+0~010 |
9,177 |
33,179 |
-6,740 |
Mar10 |
091208 |
108~098 |
108~119 |
108~093 |
108~109 |
+0~013 |
347,850 |
926,612 |
+10,530 |
Jun10 |
091208 |
108~032 |
108~038 |
108~027 |
108~038 |
+0~011 |
0 |
7,541 |
+0 |
Total Volume and Open Interest |
366,131 |
967,333 |
+3,790 |
Eurodollars(CME) |
Dec09 |
091208 |
99.740 |
99.743 |
99.735 |
99.738 |
unch |
123,550 |
993,976 |
-6,299 |
Mar10 |
091208 |
99.610 |
99.625 |
99.600 |
99.610 |
+0.010 |
343,646 |
1,131,515 |
+23,633 |
Jun10 |
091208 |
99.395 |
99.450 |
99.385 |
99.420 |
+0.030 |
441,204 |
938,540 |
-47,467 |
Sep10 |
091208 |
99.085 |
99.170 |
99.070 |
99.135 |
+0.055 |
500,308 |
739,518 |
-32,814 |
Dec10 |
091208 |
98.730 |
98.835 |
98.710 |
98.805 |
+0.080 |
622,677 |
868,525 |
-5,865 |
Mar11 |
091208 |
98.375 |
98.495 |
98.365 |
98.470 |
+0.095 |
430,566 |
518,879 |
-21,986 |
Jun11 |
091208 |
98.030 |
98.150 |
98.020 |
98.130 |
+0.105 |
339,521 |
540,305 |
+8,445 |
Sep11 |
091208 |
97.710 |
97.850 |
97.705 |
97.825 |
+0.115 |
273,688 |
480,599 |
-9,924 |
Dec11 |
091208 |
97.410 |
97.565 |
97.410 |
97.530 |
+0.120 |
157,978 |
272,720 |
+1,473 |
Mar12 |
091208 |
97.170 |
97.315 |
97.160 |
97.280 |
+0.115 |
105,093 |
201,364 |
+2,708 |
Jun12 |
091208 |
96.920 |
97.065 |
96.910 |
97.030 |
+0.115 |
82,386 |
179,581 |
+3,281 |
Sep12 |
091208 |
96.695 |
96.840 |
96.690 |
96.800 |
+0.105 |
69,474 |
115,173 |
+898 |
Dec12 |
091208 |
96.480 |
96.615 |
96.475 |
96.575 |
+0.100 |
25,671 |
64,705 |
+1,388 |
Mar13 |
091208 |
96.350 |
96.445 |
96.340 |
96.405 |
+0.095 |
19,686 |
57,591 |
-85 |
Jun13 |
091208 |
96.190 |
96.280 |
96.180 |
96.235 |
+0.090 |
15,697 |
56,061 |
+2,274 |
Sep13 |
091208 |
96.030 |
96.115 |
96.020 |
96.075 |
+0.090 |
11,619 |
54,649 |
-131 |
Dec13 |
091208 |
95.875 |
95.950 |
95.870 |
95.915 |
+0.090 |
8,626 |
30,390 |
+1,633 |
Mar14 |
091208 |
95.745 |
95.835 |
95.745 |
95.795 |
+0.090 |
6,509 |
29,189 |
+253 |
Total Volume and Open Interest |
3,597,255 |
7,422,508 |
-77,331 |
30 Day Federal Funds(CBOT) |
Dec09 |
091208 |
99.870 |
99.875 |
99.870 |
99.872 |
+0.002 |
2,224 |
76,826 |
+159 |
Jan10 |
091208 |
99.860 |
99.865 |
99.855 |
99.860 |
unch |
4,714 |
63,918 |
+616 |
Feb10 |
091208 |
99.835 |
99.840 |
99.830 |
99.830 |
unch |
7,002 |
71,415 |
+994 |
Mar10 |
091208 |
99.810 |
99.820 |
99.805 |
99.810 |
+0.005 |
8,074 |
47,057 |
+774 |
Apr10 |
091208 |
99.790 |
99.800 |
99.785 |
99.790 |
+0.005 |
12,091 |
62,172 |
-1,405 |
May10 |
091208 |
99.735 |
99.765 |
99.735 |
99.745 |
+0.010 |
9,587 |
55,700 |
-599 |
Total Volume and Open Interest |
64,716 |
494,580 |
+459 |
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 |
091208 |
99.540 |
99.540 |
99.540 |
99.540 |
unch |
0 |
4,474 |
-108 |
Mar10 |
091208 |
99.630 |
99.630 |
99.630 |
99.630 |
unch |
360 |
483 |
+60 |
Jun10 |
091208 |
99.645 |
99.645 |
99.645 |
99.645 |
+0.025 |
0 |
80 |
+0 |
Sep10 |
091208 |
99.675 |
99.675 |
99.675 |
99.675 |
+0.025 |
0 |
230 |
+0 |
Dec10 |
091208 |
99.685 |
99.685 |
99.685 |
99.685 |
+0.020 |
242 |
332 |
+242 |
Mar11 |
091208 |
99.600 |
99.600 |
99.600 |
99.600 |
+0.020 |
|
|
|
Jun11 |
091208 |
99.540 |
99.540 |
99.540 |
99.540 |
+0.020 |
|
|
|
Sep11 |
091208 |
99.540 |
99.540 |
99.540 |
99.540 |
+0.020 |
|
|
|
Dec11 |
091208 |
99.325 |
99.325 |
99.325 |
99.325 |
-0.035 |
|
|
|
Mar12 |
091208 |
99.290 |
99.290 |
99.290 |
99.290 |
-0.035 |
|
|
|
Total Volume and Open Interest |
602 |
5,599 |
+194 |
3-Mth Euro-Yen(SGX) |
Mar10 |
091208 |
99.61 |
99.62 |
99.61 |
99.61 |
-0.03 |
191 |
4,010 |
-10 |
Jun10 |
091208 |
99.68 |
99.68 |
99.62 |
99.62 |
-0.04 |
100 |
2,142 |
+0 |
Sep10 |
091208 |
99.67 |
99.67 |
99.65 |
99.65 |
-0.04 |
101 |
1,958 |
+0 |
Dec10 |
091208 |
99.63 |
99.67 |
99.63 |
99.67 |
-0.03 |
100 |
1,163 |
+152 |
Mar11 |
091208 |
99.58 |
99.58 |
99.58 |
99.58 |
-0.03 |
100 |
662 |
+0 |
Jun11 |
091208 |
99.52 |
99.52 |
99.52 |
99.52 |
+87.01 |
0 |
52 |
+0 |
Sep11 |
091208 |
99.52 |
99.52 |
99.52 |
99.52 |
+87.01 |
0 |
51 |
+0 |
Dec11 |
091208 |
99.32 |
99.32 |
99.32 |
99.32 |
+88.76 |
0 |
101 |
+0 |
Total Volume and Open Interest |
884 |
16,484 |
+142 |
Japanese Gov't Bonds(SGX) |
Mar10 |
091208 |
139.36 |
139.70 |
139.21 |
139.59 |
+0.22 |
6,099 |
12,352 |
+5,030 |
Jun10 |
091208 |
139.59 |
139.59 |
139.59 |
139.59 |
+0.22 |
|
|
|
Sep10 |
091208 |
139.59 |
139.59 |
139.59 |
139.59 |
+0.22 |
|
|
|
Total Volume and Open Interest |
13,488 |
26,434 |
+4,172 |
Euro-Bund(EUREX) |
Dec09 |
091208 |
123.22 |
123.64 |
123.10 |
123.57 |
+0.42 |
1,441,733 |
245,366 |
-259,577 |
Mar10 |
091208 |
123.02 |
123.72 |
122.91 |
123.40 |
+0.44 |
897,627 |
776,501 |
+293,358 |
Jun10 |
091208 |
121.70 |
122.23 |
121.48 |
122.06 |
+0.42 |
623 |
5 |
+2 |
Total Volume and Open Interest |
2,339,983 |
1,021,872 |
+33,783 |
Euro-Bobl(EUREX) |
Dec09 |
091207 |
116.24 |
116.52 |
116.14 |
116.47 |
+0.28 |
1,032,873 |
364,678 |
-190,093 |
Mar10 |
091208 |
116.36 |
116.86 |
116.29 |
116.75 |
+0.44 |
620,934 |
538,523 |
+145,042 |
Jun10 |
091208 |
116.21 |
116.21 |
116.21 |
116.21 |
+0.44 |
|
|
|
Total Volume and Open Interest |
1,568,171 |
728,092 |
-30,067 |
3-Mth Euribor(EUREX) |
Dec09 |
091208 |
99.275 |
99.280 |
99.275 |
99.280 |
unch |
1,212 |
9,345 |
-97 |
Mar10 |
091208 |
99.180 |
99.205 |
99.180 |
99.205 |
+0.035 |
2,601 |
6,807 |
+2,117 |
Jun10 |
091208 |
98.895 |
98.915 |
98.895 |
98.915 |
+0.075 |
860 |
5,319 |
+400 |
Total Volume and Open Interest |
4,790 |
25,996 |
+2,352 |
Long Gilt(LIFFE) |
Dec09 |
091208 |
118~15 |
118~26 |
118~11 |
118~17 |
unch |
2,306 |
46,048 |
-1,495 |
Mar10 |
091208 |
116~28 |
117~16 |
116~24 |
116~31 |
+0~00 |
74,329 |
237,727 |
-2,060 |
Total Volume and Open Interest |
76,635 |
283,775 |
-3,555 |
3-Mth Short Sterling(LIFFE) |
Dec09 |
091208 |
99.38 |
99.41 |
99.38 |
99.39 |
+0.01 |
27,953 |
354,744 |
-1,661 |
Mar10 |
091208 |
99.24 |
99.28 |
99.23 |
99.24 |
+0.01 |
80,292 |
360,679 |
+6,715 |
Jun10 |
091208 |
99.00 |
99.06 |
98.98 |
99.02 |
+0.04 |
100,682 |
405,674 |
-11,639 |
Sep10 |
091208 |
98.58 |
98.71 |
98.58 |
98.65 |
+0.06 |
96,098 |
313,818 |
-4,887 |
Dec10 |
091208 |
98.14 |
98.26 |
98.12 |
98.21 |
+0.08 |
102,391 |
331,080 |
-12,941 |
Mar11 |
091208 |
97.73 |
97.87 |
97.72 |
97.82 |
+0.09 |
85,747 |
263,448 |
+928 |
Total Volume and Open Interest |
699,474 |
2,562,752 |
-24,152 |
3-Mth Euribor(LIFFE) |
Dec09 |
091208 |
99.275 |
99.305 |
99.275 |
99.280 |
unch |
85,343 |
496,171 |
-94,442 |
Mar10 |
091208 |
99.170 |
99.210 |
99.160 |
99.205 |
+0.035 |
195,615 |
737,396 |
+14,642 |
Jun10 |
091208 |
98.835 |
98.920 |
98.830 |
98.915 |
+0.075 |
364,598 |
743,875 |
+20,077 |
Total Volume and Open Interest |
1,803,841 |
3,769,082 |
+113,110 |
3-Mth Aus T-Bills(SFE) |
Dec09 |
091208 |
95.91 |
95.91 |
95.88 |
95.89 |
-0.03 |
24,532 |
87,051 |
-214,666 |
Mar10 |
091208 |
95.56 |
95.61 |
95.55 |
95.61 |
+0.05 |
31,176 |
257,711 |
-11,712 |
Jun10 |
091208 |
95.22 |
95.28 |
95.21 |
95.28 |
+0.06 |
11,664 |
151,607 |
-562 |
Sep10 |
091208 |
94.93 |
94.99 |
94.92 |
94.99 |
+0.05 |
5,025 |
90,084 |
-6,076 |
Dec10 |
091208 |
94.69 |
94.72 |
94.66 |
94.72 |
+0.04 |
4,092 |
73,454 |
-220 |
Mar11 |
091208 |
94.42 |
94.45 |
94.40 |
94.45 |
+0.04 |
1,428 |
26,333 |
+496 |
Jun11 |
091208 |
94.19 |
94.23 |
94.18 |
94.21 |
+0.03 |
1,131 |
23,613 |
+388 |
Sep11 |
091208 |
94.06 |
94.06 |
94.00 |
94.02 |
+0.04 |
552 |
16,660 |
-5 |
Dec11 |
091208 |
93.87 |
93.89 |
93.85 |
93.89 |
+0.06 |
178 |
6,726 |
-101 |
Mar12 |
091208 |
93.77 |
93.77 |
93.77 |
93.77 |
+0.03 |
1 |
3,045 |
+0 |
Total Volume and Open Interest |
79,779 |
738,073 |
-232,458 |
10-Year Aus T-Bonds(SFE) |
Dec09 |
091208 |
94.54 |
94.58 |
94.49 |
94.50 |
-0.03 |
53,220 |
272,103 |
-101,691 |
Mar10 |
091208 |
94.47 |
94.51 |
94.42 |
94.43 |
-0.02 |
17,625 |
18,125 |
+13,439 |
Total Volume and Open Interest |
70,845 |
290,228 |
-88,252 |
3-Year Aus T-Bonds(SFE) |
Dec09 |
091208 |
95.14 |
95.18 |
95.10 |
95.15 |
+0.02 |
117,724 |
471,304 |
-446,582 |
Mar10 |
091208 |
94.89 |
94.92 |
94.87 |
94.91 |
+0.04 |
2,905 |
17,875 |
+1,456 |
Total Volume and Open Interest |
120,629 |
489,179 |
-445,126 |
Gold(CMX) |
Dec09 |
091208 |
1159.5 |
1169.3 |
1125.3 |
1142.8 |
-20.6 |
4,288 |
5,256 |
-3,727 |
Feb10 |
091208 |
1159.8 |
1170.2 |
1125.3 |
1143.4 |
-20.6 |
366,076 |
366,981 |
+1,865 |
Apr10 |
091208 |
1164.7 |
1171.3 |
1126.8 |
1144.6 |
-20.6 |
8,349 |
50,792 |
+2,570 |
Jun10 |
091208 |
1162.5 |
1171.8 |
1128.5 |
1145.6 |
-20.7 |
5,573 |
21,635 |
-113 |
Aug10 |
091208 |
1151.0 |
1157.5 |
1130.4 |
1146.8 |
-20.7 |
1,768 |
11,863 |
+213 |
Oct10 |
091208 |
1167.7 |
1174.4 |
1143.0 |
1148.2 |
-20.8 |
1,168 |
4,358 |
-750 |
Dec10 |
091208 |
1167.2 |
1175.2 |
1133.0 |
1149.9 |
-20.9 |
3,335 |
22,844 |
+136 |
Feb11 |
091208 |
1156.5 |
1156.5 |
1138.9 |
1152.1 |
-21.1 |
157 |
2,913 |
+71 |
Apr11 |
091208 |
1171.6 |
1171.6 |
1154.6 |
1154.6 |
-21.3 |
89 |
1,086 |
-5 |
Jun11 |
091208 |
527.1 |
527.1 |
502.2 |
502.2 |
-21.5 |
716 |
8,532 |
-557 |
Aug11 |
091208 |
1165.0 |
1165.0 |
1161.0 |
1161.0 |
-21.8 |
58 |
391 |
+58 |
Oct11 |
091208 |
1167.0 |
1168.0 |
1164.9 |
1164.9 |
-22.1 |
69 |
125 |
+59 |
Total Volume and Open Interest |
399,666 |
529,773 |
-594 |
Silver(CMX) |
Dec09 |
091208 |
1828.0 |
1828.0 |
1755.0 |
1778.5 |
-55.1 |
439 |
890 |
-669 |
Mar10 |
091208 |
1822.5 |
1838.5 |
1756.0 |
1780.7 |
-55.3 |
48,730 |
89,887 |
-1,527 |
May10 |
091208 |
1837.0 |
1839.5 |
1759.0 |
1782.7 |
-55.3 |
1,255 |
9,453 |
+418 |
Jul10 |
091208 |
1834.0 |
1834.0 |
1762.0 |
1784.5 |
-55.4 |
188 |
7,237 |
+41 |
Sep10 |
091208 |
1836.0 |
1839.0 |
1772.0 |
1786.2 |
-55.4 |
30 |
2,717 |
-6 |
Dec10 |
091208 |
1846.0 |
1846.0 |
1765.0 |
1788.6 |
-55.5 |
468 |
9,193 |
+50 |
Mar11 |
091208 |
1783.0 |
1791.5 |
1783.0 |
1791.5 |
-55.7 |
8 |
56 |
+6 |
Total Volume and Open Interest |
51,961 |
129,232 |
-1,616 |
Platinum(NYMEX) |
Jan10 |
091208 |
1443.7 |
1463.0 |
1411.9 |
1440.4 |
-4.2 |
6,414 |
28,763 |
-876 |
Apr10 |
091208 |
1466.0 |
1466.0 |
1418.0 |
1444.3 |
-3.9 |
681 |
6,434 |
+477 |
Jul10 |
091208 |
1446.7 |
1446.7 |
1446.7 |
1446.7 |
-3.9 |
4 |
205 |
+2 |
Oct10 |
091208 |
1449.8 |
1449.8 |
1449.5 |
1449.8 |
-3.9 |
0 |
13 |
+0 |
Total Volume and Open Interest |
7,099 |
35,415 |
-397 |
Palladium(NYMEX) |
Dec09 |
091208 |
365.00 |
373.20 |
365.00 |
373.20 |
+0.40 |
8 |
1,172 |
-9 |
Mar10 |
091208 |
373.55 |
381.00 |
366.50 |
375.35 |
+0.10 |
1,758 |
21,882 |
+220 |
Jun10 |
091208 |
380.10 |
380.10 |
375.00 |
376.50 |
+0.20 |
25 |
163 |
-9 |
Total Volume and Open Interest |
1,791 |
23,220 |
+202 |
Copper(CMX) |
Dec09 |
091208 |
318.50 |
321.20 |
311.90 |
313.95 |
-4.55 |
597 |
3,473 |
-335 |
Mar10 |
091208 |
320.10 |
324.50 |
314.05 |
316.50 |
-4.40 |
28,603 |
122,239 |
-217 |
May10 |
091208 |
321.45 |
325.45 |
316.00 |
317.95 |
-4.35 |
1,103 |
12,202 |
+502 |
Jul10 |
091208 |
318.70 |
318.85 |
318.60 |
318.70 |
-4.35 |
119 |
4,728 |
+49 |
Sep10 |
091208 |
318.00 |
319.30 |
318.00 |
319.30 |
-4.25 |
60 |
2,458 |
+31 |
Total Volume and Open Interest |
30,964 |
151,512 |
+11 |
DJIA Index(CBOT) |
Dec09 |
091208 |
10410 |
10414 |
10240 |
10271 |
-120 |
607 |
14,655 |
+128 |
Mar10 |
091208 |
10265 |
10265 |
10195 |
10209 |
-120 |
46 |
1,076 |
+31 |
Jun10 |
091208 |
10146 |
10272 |
10146 |
10146 |
-126 |
0 |
1 |
+0 |
Sep10 |
091208 |
10094 |
10214 |
10094 |
10094 |
-120 |
|
|
|
Total Volume and Open Interest |
653 |
15,732 |
+159 |
S & P 500(CME) |
Dec09 |
091208 |
1104.50 |
1107.50 |
1087.80 |
1090.00 |
-13.70 |
26,563 |
388,435 |
-938 |
Mar10 |
091208 |
1091.00 |
1092.00 |
1083.00 |
1085.20 |
-13.70 |
6,288 |
25,240 |
+4,048 |
Jun10 |
091208 |
1080.40 |
1087.20 |
1078.20 |
1080.40 |
-13.80 |
367 |
1,600 |
+139 |
Sep10 |
091208 |
1076.20 |
1083.00 |
1074.00 |
1076.20 |
-13.80 |
|
|
|
Total Volume and Open Interest |
33,218 |
415,280 |
+3,248 |
S & P 500 E-Mini(Globex) |
Dec09 |
091208 |
1104.75 |
1107.50 |
1087.75 |
1090.00 |
-13.75 |
2,928,961 |
2,608,336 |
+36,021 |
Mar10 |
091208 |
1099.50 |
1102.50 |
1082.75 |
1085.25 |
-13.75 |
39,314 |
127,011 |
+17,604 |
Total Volume and Open Interest |
2,968,290 |
2,735,520 |
+53,620 |
NASDAQ 100(CME) |
Dec09 |
091208 |
1787.30 |
1790.00 |
1759.00 |
1768.50 |
-15.50 |
2,997 |
24,517 |
-327 |
Mar10 |
091208 |
1762.00 |
1783.00 |
1760.00 |
1766.50 |
-15.30 |
3 |
150 |
-7 |
Jun10 |
091208 |
1765.50 |
1765.80 |
1765.50 |
1765.50 |
-15.30 |
|
|
|
Total Volume and Open Interest |
3,000 |
24,667 |
-334 |
NASDAQ 100 E-Mini(Globex) |
Dec09 |
091208 |
1785.30 |
1789.80 |
1760.00 |
1768.50 |
-15.50 |
409,656 |
338,713 |
-1,661 |
Mar10 |
091208 |
1782.50 |
1787.30 |
1758.30 |
1766.50 |
-15.30 |
2,468 |
10,945 |
+550 |
Total Volume and Open Interest |
412,126 |
349,662 |
-1,110 |
S & P Midcap 400(CME) |
Dec09 |
091208 |
694.00 |
701.55 |
689.50 |
692.90 |
-7.40 |
368 |
3,413 |
-4 |
Mar10 |
091208 |
690.70 |
693.00 |
690.70 |
690.70 |
-7.20 |
0 |
1 |
+0 |
Jun10 |
091208 |
688.70 |
690.40 |
688.70 |
688.70 |
-7.20 |
|
|
|
Total Volume and Open Interest |
368 |
3,414 |
-4 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Dec09 |
091208 |
10115 |
10130 |
9940 |
9980 |
-135 |
19,107 |
39,919 |
+3,587 |
Mar10 |
091208 |
10190 |
10195 |
10010 |
10050 |
-140 |
1,129 |
1,990 |
+443 |
Total Volume and Open Interest |
20,236 |
41,909 |
+4,030 |
Nikkei 225(SGX) |
Dec09 |
091208 |
10150 |
10155 |
10065 |
10120 |
-40 |
148,237 |
207,715 |
+10,077 |
Mar10 |
091208 |
10140 |
10145 |
10060 |
10110 |
-55 |
6,022 |
19,996 |
+4,684 |
Jun10 |
091208 |
10060 |
10060 |
10060 |
10060 |
-16400 |
0 |
710 |
+170 |
Total Volume and Open Interest |
154,650 |
231,184 |
+14,980 |
CAC 40(EURONEXT) |
Dec09 |
091208 |
3842.5 |
3848.5 |
3753.5 |
3781.0 |
-55.0 |
121,144 |
396,662 |
+12,160 |
Jan10 |
091208 |
3837.0 |
3839.5 |
3763.5 |
3782.0 |
-55.0 |
683 |
1,036 |
+328 |
Feb10 |
091208 |
3781.0 |
3781.0 |
3781.0 |
3781.0 |
-55.0 |
0 |
1 |
+0 |
Total Volume and Open Interest |
122,050 |
400,319 |
+12,710 |
Hang Seng Index(HKFE) |
Dec09 |
091208 |
22377 |
22378 |
22001 |
22069 |
-272 |
72,188 |
86,168 |
-2,121 |
Jan10 |
091208 |
22353 |
22353 |
21999 |
22080 |
-240 |
703 |
811 |
+0 |
Total Volume and Open Interest |
73,066 |
88,105 |
-2,116 |
DAX(EUREX) |
Dec09 |
091208 |
5795.0 |
5812.0 |
5657.5 |
5695.0 |
-89.0 |
165,668 |
209,818 |
+4,536 |
Mar10 |
091208 |
5790.0 |
5817.0 |
5664.0 |
5701.0 |
-89.0 |
1,292 |
21,034 |
+336 |
Jun10 |
091208 |
5791.0 |
5821.5 |
5674.5 |
5706.5 |
-89.5 |
390 |
2,267 |
-38 |
Total Volume and Open Interest |
167,350 |
233,119 |
+4,834 |
FT-SE 100(EURONEXT) |
Dec09 |
091208 |
5285.00 |
5325.00 |
5205.00 |
5231.00 |
-77.00 |
116,950 |
642,409 |
+6,333 |
Mar10 |
091208 |
5243.00 |
5280.00 |
5164.50 |
5189.00 |
-77.00 |
860 |
30,116 |
+431 |
Jun10 |
091208 |
5197.50 |
5216.50 |
5134.00 |
5140.00 |
-77.00 |
120 |
1,115 |
+119 |
Total Volume and Open Interest |
117,930 |
673,954 |
+6,883 |
SPI 200(SFE) |
Dec09 |
091208 |
4663.0 |
4704.0 |
4630.0 |
4669.0 |
-4.0 |
31,291 |
196,553 |
-31,863 |
Mar10 |
091208 |
4651.0 |
4687.0 |
4621.0 |
4657.0 |
-4.0 |
657 |
5,737 |
+349 |
Jun10 |
091208 |
4700.0 |
4700.0 |
4681.0 |
4681.0 |
-4.0 |
0 |
1,427 |
+0 |
Total Volume and Open Interest |
31,948 |
205,107 |
-31,514 |
GSCI(CME) |
Dec09 |
091208 |
494.50 |
495.00 |
491.50 |
491.50 |
-6.00 |
615 |
19,386 |
+69 |
Jan10 |
091208 |
499.00 |
505.50 |
499.00 |
499.00 |
-6.25 |
11 |
242 |
+15 |
Feb10 |
091208 |
507.00 |
513.05 |
506.50 |
506.50 |
-6.50 |
|
|
|
Total Volume and Open Interest |
626 |
19,628 |
+84 |
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. |
|
|