|
MRCI's End of Day Prices |
Daily Futures Price Listing Wed December 09, 2009 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jan10 |
091209 |
1043.75 |
1051.50 |
1021.50 |
1028.50 |
-15.50 |
91,295 |
201,652 |
-9,445 |
Mar10 |
091209 |
1052.50 |
1060.25 |
1030.75 |
1037.75 |
-15.00 |
45,983 |
123,107 |
+8,878 |
May10 |
091209 |
1059.00 |
1067.75 |
1038.75 |
1045.75 |
-15.25 |
14,252 |
45,742 |
+938 |
Jul10 |
091209 |
1066.25 |
1073.75 |
1045.00 |
1052.00 |
-15.75 |
14,466 |
43,526 |
+261 |
Aug10 |
091209 |
1062.00 |
1064.00 |
1048.00 |
1048.00 |
-16.00 |
141 |
1,767 |
+50 |
Sep10 |
091209 |
1040.00 |
1047.00 |
1025.00 |
1030.00 |
-17.00 |
216 |
470 |
-14 |
Nov10 |
091209 |
1035.00 |
1040.25 |
1012.00 |
1020.00 |
-17.00 |
9,637 |
62,726 |
+1,517 |
Total Volume and Open Interest |
177,500 |
484,982 |
+2,895 |
Soybean Meal(CBOT) |
Dec09 |
091209 |
316.50 |
320.00 |
312.40 |
314.20 |
-2.40 |
1,396 |
4,357 |
-819 |
Jan10 |
091209 |
309.50 |
311.60 |
302.90 |
305.60 |
-2.50 |
22,010 |
53,637 |
+1,292 |
Mar10 |
091209 |
304.60 |
308.30 |
300.00 |
302.60 |
-2.40 |
7,878 |
43,521 |
-41 |
May10 |
091209 |
303.50 |
307.60 |
299.10 |
301.60 |
-2.80 |
2,831 |
21,637 |
-185 |
Jul10 |
091209 |
305.00 |
308.60 |
300.70 |
303.10 |
-2.90 |
1,883 |
18,177 |
+73 |
Aug10 |
091209 |
306.10 |
307.90 |
301.00 |
302.30 |
-3.20 |
134 |
4,668 |
-11 |
Sep10 |
091209 |
302.80 |
304.40 |
298.00 |
298.50 |
-3.70 |
217 |
4,211 |
+62 |
Oct10 |
091209 |
297.30 |
298.00 |
291.30 |
292.10 |
-4.10 |
115 |
2,722 |
+2 |
Total Volume and Open Interest |
37,496 |
163,799 |
+285 |
Soybean Oil(CBOT) |
Dec09 |
091209 |
39.92 |
39.92 |
38.90 |
38.90 |
-1.21 |
5,415 |
2,919 |
-798 |
Jan10 |
091209 |
40.17 |
40.30 |
39.23 |
39.27 |
-1.22 |
54,663 |
109,761 |
-10,509 |
Mar10 |
091209 |
40.75 |
40.75 |
39.65 |
39.69 |
-1.22 |
19,717 |
77,446 |
+3,363 |
May10 |
091209 |
40.98 |
41.40 |
40.00 |
40.04 |
-1.22 |
6,965 |
21,146 |
-226 |
Jul10 |
091209 |
41.43 |
41.44 |
40.40 |
40.41 |
-1.22 |
4,095 |
16,659 |
-116 |
Aug10 |
091209 |
41.51 |
41.51 |
40.55 |
40.55 |
-1.21 |
20 |
1,962 |
+0 |
Sep10 |
091209 |
41.66 |
41.66 |
40.68 |
40.68 |
-1.20 |
11 |
1,432 |
+4 |
Oct10 |
091209 |
41.68 |
41.96 |
40.76 |
40.76 |
-1.20 |
22 |
1,257 |
-1 |
Total Volume and Open Interest |
92,291 |
245,270 |
-7,887 |
Canola(WCE) |
Jan10 |
091209 |
410.8 |
415.9 |
408.8 |
410.6 |
-4.5 |
9,445 |
43,091 |
+44 |
Mar10 |
091209 |
420.1 |
423.4 |
416.5 |
418.3 |
-4.4 |
6,187 |
40,260 |
+4,368 |
May10 |
091209 |
426.5 |
428.4 |
421.8 |
423.6 |
-5.0 |
265 |
2,884 |
+61 |
Jul10 |
091209 |
428.9 |
431.9 |
424.8 |
427.4 |
-4.8 |
154 |
5,330 |
+119 |
Nov10 |
091209 |
428.5 |
432.6 |
426.6 |
428.4 |
-4.5 |
381 |
2,739 |
+230 |
Total Volume and Open Interest |
16,485 |
94,561 |
+4,875 |
Corn(CBOT) |
Dec09 |
091209 |
370.50 |
373.25 |
363.75 |
368.00 |
-1.50 |
26,026 |
16,981 |
-4,123 |
Mar10 |
091209 |
385.50 |
388.75 |
379.00 |
383.50 |
-1.50 |
117,825 |
511,542 |
-1,305 |
May10 |
091209 |
396.50 |
399.50 |
390.00 |
394.50 |
-1.50 |
27,450 |
103,726 |
+3,112 |
Jul10 |
091209 |
406.25 |
409.50 |
400.00 |
404.25 |
-1.50 |
8,505 |
99,793 |
-43 |
Sep10 |
091209 |
413.00 |
416.50 |
408.00 |
411.75 |
-1.25 |
2,283 |
25,764 |
+635 |
Dec10 |
091209 |
421.00 |
427.75 |
415.75 |
420.00 |
-0.75 |
8,891 |
178,659 |
+1,883 |
Total Volume and Open Interest |
191,728 |
966,763 |
+319 |
Wheat(CBOT) |
Dec09 |
091209 |
518.00 |
522.25 |
512.25 |
515.00 |
-4.25 |
3,161 |
2,524 |
-575 |
Mar10 |
091209 |
539.50 |
544.50 |
532.50 |
535.25 |
-4.50 |
33,464 |
189,567 |
-3,134 |
May10 |
091209 |
551.75 |
557.25 |
545.50 |
548.50 |
-4.25 |
4,399 |
29,855 |
+735 |
Jul10 |
091209 |
564.00 |
567.25 |
556.00 |
558.50 |
-4.75 |
3,421 |
58,756 |
+197 |
Sep10 |
091209 |
576.50 |
581.50 |
571.00 |
573.00 |
-4.50 |
1,679 |
16,470 |
-82 |
Total Volume and Open Interest |
47,712 |
345,399 |
-2,743 |
Wheat(KCBT) |
Dec09 |
091209 |
520.00 |
520.00 |
515.25 |
515.50 |
-5.00 |
80 |
284 |
-258 |
Mar10 |
091209 |
532.50 |
537.00 |
526.00 |
528.00 |
-5.00 |
6,889 |
60,141 |
+581 |
May10 |
091209 |
545.00 |
549.50 |
536.00 |
539.50 |
-5.25 |
577 |
10,148 |
+371 |
Jul10 |
091209 |
556.00 |
560.50 |
550.25 |
551.50 |
-5.25 |
832 |
27,788 |
+305 |
Sep10 |
091209 |
568.50 |
572.50 |
563.50 |
563.75 |
-5.25 |
73 |
2,501 |
+35 |
Total Volume and Open Interest |
9,249 |
134,442 |
+1,417 |
Wheat(MGE) |
Dec09 |
091209 |
531.25 |
531.25 |
531.25 |
531.25 |
-2.50 |
25 |
97 |
-24 |
Mar10 |
091209 |
546.50 |
551.50 |
543.50 |
546.50 |
-1.75 |
2,448 |
20,929 |
-467 |
May10 |
091209 |
557.75 |
563.25 |
555.50 |
558.75 |
-1.50 |
249 |
4,520 |
+91 |
Jul10 |
091209 |
570.50 |
575.25 |
568.00 |
570.25 |
-1.75 |
156 |
8,480 |
+48 |
Sep10 |
091209 |
583.50 |
587.00 |
580.25 |
582.00 |
-2.25 |
71 |
3,184 |
+24 |
Total Volume and Open Interest |
3,089 |
44,717 |
-285 |
Oats(CBOT) |
Dec09 |
091209 |
243.25 |
244.50 |
242.00 |
244.50 |
+2.50 |
6 |
11 |
-278 |
Mar10 |
091209 |
252.75 |
256.75 |
252.00 |
254.50 |
+1.50 |
588 |
9,912 |
-102 |
May10 |
091209 |
263.50 |
263.50 |
261.50 |
263.00 |
+1.50 |
50 |
942 |
+25 |
Jul10 |
091209 |
270.25 |
273.50 |
269.00 |
272.00 |
+1.50 |
1 |
515 |
+1 |
Total Volume and Open Interest |
663 |
11,778 |
-348 |
Rough Rice(CBOT) |
Jan10 |
091209 |
15.30 |
15.69 |
15.21 |
15.53 |
+0.23 |
962 |
7,743 |
-186 |
Mar10 |
091209 |
15.57 |
15.97 |
15.48 |
15.81 |
+0.24 |
622 |
7,343 |
+123 |
May10 |
091209 |
16.05 |
16.21 |
15.83 |
16.07 |
+0.24 |
17 |
391 |
+2 |
Jul10 |
091209 |
16.12 |
16.30 |
16.12 |
16.30 |
+0.23 |
13 |
586 |
+6 |
Total Volume and Open Interest |
1,620 |
16,963 |
-58 |
Live Cattle(CME) |
Dec09 |
091209 |
81.000 |
81.250 |
79.100 |
79.200 |
-1.685 |
7,293 |
13,503 |
-2,537 |
Feb10 |
091209 |
83.200 |
83.480 |
81.900 |
81.930 |
-1.205 |
13,130 |
137,812 |
-262 |
Apr10 |
091209 |
85.980 |
86.350 |
85.050 |
85.200 |
-0.780 |
6,311 |
64,156 |
-83 |
Jun10 |
091209 |
83.535 |
83.980 |
83.150 |
83.230 |
-0.370 |
3,202 |
30,514 |
+672 |
Aug10 |
091209 |
84.200 |
84.450 |
83.600 |
83.730 |
-0.555 |
1,474 |
9,036 |
+48 |
Oct10 |
091209 |
87.230 |
87.450 |
86.700 |
87.050 |
-0.400 |
215 |
5,325 |
+118 |
Total Volume and Open Interest |
31,636 |
262,780 |
-2,034 |
Feeder Cattle(CME) |
Jan10 |
091209 |
92.200 |
92.430 |
90.400 |
91.050 |
-1.000 |
2,810 |
13,600 |
-934 |
Mar10 |
091209 |
93.230 |
93.500 |
91.400 |
91.930 |
-1.220 |
1,908 |
8,953 |
+299 |
Apr10 |
091209 |
94.800 |
95.000 |
93.300 |
94.000 |
-1.000 |
1,363 |
2,752 |
+651 |
May10 |
091209 |
95.830 |
95.930 |
94.350 |
95.400 |
-0.400 |
267 |
2,768 |
+0 |
Aug10 |
091209 |
97.830 |
97.900 |
97.350 |
97.800 |
-0.200 |
50 |
1,147 |
-3 |
Sep10 |
091209 |
97.500 |
98.000 |
97.500 |
97.800 |
-0.200 |
0 |
10 |
+0 |
Oct10 |
091209 |
97.500 |
97.980 |
97.500 |
97.500 |
-0.500 |
0 |
8 |
+0 |
Total Volume and Open Interest |
6,398 |
29,238 |
+13 |
Lean Hogs(CME) |
Dec09 |
091209 |
62.850 |
64.000 |
62.700 |
63.400 |
+0.720 |
4,868 |
12,549 |
-1,026 |
Feb10 |
091209 |
65.700 |
66.180 |
64.850 |
65.080 |
-0.055 |
10,633 |
78,353 |
-2,097 |
Apr10 |
091209 |
70.250 |
70.430 |
69.400 |
69.550 |
-0.085 |
4,946 |
42,340 |
+668 |
May10 |
091209 |
74.300 |
74.600 |
73.550 |
74.400 |
+0.115 |
56 |
2,841 |
+34 |
Jun10 |
091209 |
77.900 |
77.975 |
77.250 |
77.650 |
+0.150 |
2,024 |
23,252 |
+528 |
Jul10 |
091209 |
76.750 |
77.000 |
76.400 |
76.600 |
+0.170 |
437 |
8,285 |
+255 |
Aug10 |
091209 |
75.800 |
75.800 |
75.200 |
75.800 |
+0.200 |
107 |
6,317 |
+38 |
Oct10 |
091209 |
67.200 |
67.550 |
66.800 |
67.385 |
-0.015 |
37 |
3,219 |
+20 |
Total Volume and Open Interest |
23,120 |
179,148 |
-1,571 |
Pork Bellies(CME) |
Feb10 |
091209 |
83.700 |
84.600 |
82.900 |
83.250 |
-0.450 |
51 |
401 |
-1 |
Mar10 |
091209 |
80.750 |
83.000 |
80.750 |
80.750 |
-0.250 |
2 |
87 |
-3 |
May10 |
091209 |
82.800 |
84.050 |
82.800 |
82.800 |
-0.835 |
0 |
78 |
+0 |
Jul10 |
091209 |
84.500 |
84.500 |
84.500 |
84.500 |
+0.800 |
1 |
20 |
+0 |
Aug10 |
091209 |
85.000 |
85.000 |
85.000 |
85.000 |
unch |
1 |
15 |
+0 |
Total Volume and Open Interest |
55 |
601 |
-4 |
Class III Milk(CME) |
Dec09 |
091209 |
14.72 |
14.77 |
14.71 |
14.76 |
+0.05 |
88 |
5,013 |
-44 |
Jan10 |
091209 |
14.55 |
14.70 |
14.52 |
14.66 |
+0.16 |
305 |
3,843 |
+133 |
Feb10 |
091209 |
14.57 |
14.73 |
14.50 |
14.70 |
+0.16 |
206 |
2,655 |
+66 |
Mar10 |
091209 |
15.05 |
15.20 |
15.01 |
15.17 |
+0.16 |
182 |
2,140 |
+76 |
Apr10 |
091209 |
15.34 |
15.34 |
15.25 |
15.34 |
+0.05 |
176 |
1,470 |
+46 |
Total Volume and Open Interest |
1,513 |
23,025 |
+546 |
Cocoa(ICE) |
Dec09 |
091209 |
3430 |
3430 |
3417 |
3417 |
+49 |
19 |
49 |
-35 |
Mar10 |
091209 |
3368 |
3419 |
3363 |
3411 |
+49 |
3,644 |
77,499 |
+419 |
May10 |
091209 |
3399 |
3434 |
3385 |
3433 |
+51 |
313 |
19,294 |
+173 |
Jul10 |
091209 |
3398 |
3437 |
3387 |
3432 |
+51 |
167 |
7,859 |
+163 |
Sep10 |
091209 |
3401 |
3448 |
3401 |
3448 |
+60 |
17 |
5,105 |
-3 |
Dec10 |
091209 |
3375 |
3413 |
3375 |
3413 |
+50 |
74 |
3,883 |
-4 |
Mar11 |
091209 |
3359 |
3398 |
3356 |
3398 |
+46 |
12 |
7,675 |
+5 |
Total Volume and Open Interest |
4,246 |
127,820 |
+718 |
Coffee "C"(ICE) |
Dec09 |
091209 |
145.45 |
145.90 |
141.40 |
141.55 |
-2.10 |
26 |
382 |
-41 |
Mar10 |
091209 |
144.10 |
146.65 |
141.25 |
141.65 |
-2.25 |
16,135 |
79,314 |
+2,979 |
May10 |
091209 |
145.90 |
148.25 |
142.95 |
143.35 |
-2.25 |
2,735 |
21,588 |
+1,107 |
Jul10 |
091209 |
148.70 |
149.60 |
144.30 |
144.80 |
-2.25 |
1,469 |
4,866 |
-196 |
Sep10 |
091209 |
149.75 |
150.90 |
145.60 |
146.10 |
-2.35 |
905 |
5,305 |
+266 |
Dec10 |
091209 |
151.50 |
152.50 |
147.35 |
147.85 |
-2.35 |
423 |
5,557 |
+194 |
Total Volume and Open Interest |
21,887 |
119,028 |
+4,434 |
Orange Juice(ICE) |
Jan10 |
091209 |
125.25 |
127.25 |
124.95 |
126.50 |
+1.25 |
1,571 |
14,227 |
-270 |
Mar10 |
091209 |
127.05 |
130.95 |
127.05 |
130.20 |
+1.15 |
920 |
12,664 |
+230 |
May10 |
091209 |
132.10 |
134.15 |
132.10 |
133.55 |
+1.20 |
310 |
3,767 |
+5 |
Jul10 |
091209 |
135.00 |
137.00 |
135.00 |
136.60 |
+1.60 |
75 |
1,210 |
+39 |
Sep10 |
091209 |
137.00 |
138.25 |
137.00 |
138.10 |
+2.20 |
25 |
524 |
+23 |
Nov10 |
091209 |
138.00 |
139.20 |
137.00 |
139.20 |
+2.20 |
13 |
68 |
+11 |
Total Volume and Open Interest |
2,914 |
32,660 |
+38 |
Sugar #11(ICE) |
Mar10 |
091209 |
22.34 |
22.65 |
22.09 |
22.15 |
-0.07 |
19,090 |
344,387 |
-5,234 |
May10 |
091209 |
21.84 |
22.02 |
21.50 |
21.57 |
-0.10 |
9,315 |
121,394 |
+1,587 |
Jul10 |
091209 |
20.79 |
21.01 |
20.53 |
20.67 |
-0.09 |
4,794 |
119,335 |
-24 |
Oct10 |
091209 |
20.25 |
20.39 |
19.97 |
20.07 |
-0.07 |
2,913 |
87,682 |
-492 |
Mar11 |
091209 |
19.84 |
19.98 |
19.64 |
19.73 |
-0.04 |
1,413 |
48,307 |
+13 |
Total Volume and Open Interest |
38,890 |
788,022 |
-3,999 |
London Cocoa(LCE) |
Dec09 |
091209 |
2190 |
2210 |
2176 |
2204 |
+14 |
2,787 |
23,794 |
-3,234 |
Mar10 |
091209 |
2246 |
2269 |
2231 |
2266 |
+21 |
5,450 |
50,195 |
+63 |
May10 |
091209 |
2267 |
2290 |
2252 |
2287 |
+21 |
1,258 |
51,374 |
+37 |
Jul10 |
091209 |
2231 |
2269 |
2219 |
2263 |
+32 |
180 |
20,665 |
+45 |
Sep10 |
091209 |
2191 |
2230 |
2190 |
2230 |
+31 |
65 |
8,843 |
-7 |
Dec10 |
091209 |
2160 |
2197 |
2155 |
2191 |
+31 |
31 |
8,723 |
-13 |
Mar11 |
091209 |
2170 |
2182 |
2170 |
2173 |
+33 |
5 |
8,285 |
+3 |
Total Volume and Open Interest |
9,776 |
173,049 |
-784 |
London Sugar(LCE) |
Mar10 |
091209 |
612.20 |
614.60 |
597.00 |
599.80 |
-10.10 |
1,982 |
34,290 |
+89 |
May10 |
091209 |
602.70 |
605.60 |
590.40 |
592.90 |
-6.80 |
382 |
20,019 |
-71 |
Aug10 |
091209 |
572.60 |
577.00 |
564.80 |
565.40 |
-4.60 |
172 |
11,422 |
-28 |
Oct10 |
091209 |
545.20 |
547.90 |
535.80 |
537.50 |
-4.70 |
18 |
4,596 |
-3 |
Dec10 |
091209 |
531.00 |
532.40 |
523.00 |
523.20 |
-4.60 |
9 |
830 |
+0 |
Total Volume and Open Interest |
2,563 |
71,382 |
-13 |
Cotton(ICE) |
Dec09 |
091208 |
70.91 |
70.91 |
70.30 |
70.30 |
-0.53 |
29 |
45 |
-37 |
Mar10 |
091209 |
74.25 |
74.50 |
73.30 |
74.42 |
+0.21 |
5,360 |
130,846 |
+649 |
May10 |
091209 |
75.43 |
75.78 |
74.59 |
75.74 |
+0.32 |
831 |
14,496 |
+430 |
Jul10 |
091209 |
76.06 |
76.56 |
75.43 |
76.45 |
+0.32 |
993 |
19,467 |
+103 |
Oct10 |
091209 |
77.03 |
77.03 |
77.03 |
77.03 |
+0.22 |
3 |
145 |
+1 |
Dec10 |
091209 |
77.00 |
77.50 |
76.40 |
77.49 |
+0.14 |
191 |
12,023 |
+87 |
Total Volume and Open Interest |
7,423 |
177,948 |
+1,285 |
Lumber(CME) |
Jan10 |
091209 |
215.8 |
221.0 |
213.1 |
213.2 |
-0.8 |
1,012 |
4,476 |
-245 |
Mar10 |
091209 |
237.3 |
240.0 |
236.0 |
238.3 |
+2.3 |
485 |
4,871 |
-41 |
May10 |
091209 |
245.8 |
249.5 |
245.8 |
248.5 |
+1.5 |
62 |
782 |
+12 |
Jul10 |
091209 |
252.0 |
252.0 |
251.2 |
252.0 |
+1.0 |
12 |
192 |
-1 |
Total Volume and Open Interest |
1,571 |
10,442 |
-275 |
Crude Oil(NYM) |
Jan10 |
091209 |
73.12 |
73.87 |
70.13 |
70.67 |
-1.95 |
359,248 |
307,952 |
-12,475 |
Feb10 |
091209 |
75.00 |
75.68 |
72.04 |
72.55 |
-2.07 |
168,776 |
141,942 |
+19,097 |
Mar10 |
091209 |
76.37 |
77.07 |
73.41 |
73.92 |
-2.22 |
78,024 |
122,637 |
+15,959 |
Apr10 |
091209 |
77.42 |
78.05 |
74.68 |
74.90 |
-2.34 |
23,028 |
39,005 |
+5,146 |
May10 |
091209 |
78.23 |
78.85 |
75.26 |
75.68 |
-2.38 |
14,888 |
29,832 |
+3,185 |
Jun10 |
091209 |
79.01 |
79.55 |
75.92 |
76.34 |
-2.43 |
28,703 |
109,668 |
+577 |
Jul10 |
091209 |
80.00 |
80.00 |
76.51 |
76.89 |
-2.46 |
4,604 |
30,386 |
+1,245 |
Aug10 |
091209 |
79.69 |
79.69 |
77.27 |
77.41 |
-2.48 |
1,946 |
15,284 |
+731 |
Sep10 |
091209 |
81.02 |
81.02 |
77.78 |
77.95 |
-2.48 |
2,382 |
27,987 |
+529 |
Oct10 |
091209 |
80.64 |
80.64 |
78.32 |
78.50 |
-2.50 |
2,003 |
16,003 |
+1,065 |
Nov10 |
091209 |
81.22 |
81.22 |
79.03 |
79.10 |
-2.50 |
1,188 |
16,840 |
+41 |
Dec10 |
091209 |
82.33 |
82.79 |
79.31 |
79.72 |
-2.50 |
13,177 |
131,000 |
+2,297 |
Jan11 |
091209 |
80.15 |
80.15 |
80.15 |
80.15 |
-2.49 |
1,581 |
19,385 |
+310 |
Feb11 |
091209 |
80.53 |
80.53 |
80.53 |
80.53 |
-2.49 |
886 |
8,089 |
+315 |
Mar11 |
091209 |
80.94 |
80.94 |
80.94 |
80.94 |
-2.48 |
772 |
6,412 |
+152 |
Apr11 |
091209 |
81.36 |
81.36 |
81.36 |
81.36 |
-2.48 |
610 |
9,119 |
+252 |
Total Volume and Open Interest |
708,825 |
1,263,830 |
+38,232 |
e-miNY Crude Oil(NYM) |
Dec09 |
091119 |
79.700 |
79.925 |
77.050 |
77.450 |
-2.125 |
9,328 |
3,959 |
+159 |
Jan10 |
091209 |
73.075 |
73.850 |
70.150 |
70.675 |
-1.950 |
12,561 |
5,795 |
+1,224 |
Feb10 |
091209 |
74.950 |
75.675 |
72.050 |
72.550 |
-2.075 |
546 |
1,149 |
+68 |
Mar10 |
091209 |
76.400 |
77.025 |
73.575 |
73.925 |
-2.225 |
25 |
215 |
-4 |
Apr10 |
091209 |
76.975 |
76.975 |
74.600 |
74.900 |
-2.350 |
2 |
82 |
+0 |
May10 |
091209 |
77.650 |
77.650 |
75.675 |
75.675 |
-2.375 |
2 |
2 |
+0 |
Jun10 |
091209 |
77.700 |
77.700 |
76.350 |
76.350 |
-2.425 |
1 |
9 |
+0 |
Jul10 |
091209 |
79.300 |
79.300 |
76.900 |
76.900 |
-2.450 |
0 |
6 |
+0 |
Aug10 |
091209 |
77.400 |
77.400 |
77.400 |
77.400 |
-2.500 |
0 |
1 |
+0 |
Sep10 |
091209 |
77.950 |
77.950 |
77.950 |
77.950 |
-2.475 |
1 |
1 |
+1 |
Total Volume and Open Interest |
13,139 |
7,359 |
+1,290 |
Heating Oil(NYM) |
Jan10 |
091209 |
199.52 |
200.83 |
190.60 |
190.93 |
-8.16 |
49,644 |
79,993 |
-4,619 |
Feb10 |
091209 |
201.97 |
203.27 |
193.35 |
193.65 |
-8.08 |
17,381 |
50,344 |
+3,389 |
Mar10 |
091209 |
203.92 |
205.00 |
195.48 |
195.68 |
-7.81 |
10,376 |
38,485 |
+514 |
Apr10 |
091209 |
205.65 |
205.65 |
196.55 |
196.70 |
-7.57 |
4,585 |
21,896 |
+1,224 |
May10 |
091209 |
205.39 |
205.59 |
197.76 |
197.78 |
-7.45 |
3,222 |
14,423 |
+587 |
Jun10 |
091209 |
206.22 |
207.08 |
198.55 |
198.81 |
-7.34 |
5,576 |
33,219 |
+673 |
Jul10 |
091209 |
207.30 |
207.30 |
200.64 |
200.64 |
-7.29 |
903 |
8,794 |
-373 |
Aug10 |
091209 |
208.75 |
208.75 |
202.99 |
202.99 |
-7.22 |
767 |
4,371 |
+96 |
Sep10 |
091209 |
211.52 |
211.80 |
205.59 |
205.59 |
-7.17 |
895 |
7,438 |
-219 |
Oct10 |
091209 |
213.88 |
213.88 |
208.29 |
208.29 |
-7.15 |
414 |
4,382 |
+7 |
Nov10 |
091209 |
215.20 |
215.20 |
210.94 |
210.94 |
-7.14 |
228 |
6,159 |
+24 |
Dec10 |
091209 |
220.71 |
220.71 |
213.26 |
213.59 |
-7.12 |
1,356 |
20,344 |
-289 |
Total Volume and Open Interest |
95,572 |
315,127 |
+1,093 |
Gasoline(NYMEX) |
Jan10 |
091209 |
193.75 |
195.16 |
185.23 |
185.73 |
-6.73 |
49,033 |
85,586 |
-5,926 |
Feb10 |
091209 |
196.15 |
197.52 |
187.83 |
188.27 |
-6.73 |
21,827 |
39,170 |
+208 |
Mar10 |
091209 |
198.25 |
199.69 |
190.44 |
190.71 |
-6.75 |
13,229 |
35,356 |
+2,125 |
Apr10 |
091209 |
210.95 |
211.75 |
202.61 |
202.76 |
-6.82 |
4,994 |
23,590 |
+534 |
May10 |
091209 |
212.25 |
212.25 |
204.19 |
204.19 |
-6.84 |
3,378 |
10,473 |
+396 |
Jun10 |
091209 |
212.02 |
213.00 |
205.10 |
205.38 |
-6.85 |
3,157 |
12,338 |
+142 |
Jul10 |
091209 |
211.98 |
212.02 |
205.36 |
205.71 |
-6.90 |
1,827 |
5,982 |
+445 |
Aug10 |
091209 |
211.58 |
211.58 |
205.67 |
205.82 |
-6.89 |
1,418 |
5,447 |
+281 |
Sep10 |
091209 |
210.81 |
210.81 |
205.22 |
205.22 |
-6.89 |
1,006 |
5,316 |
+235 |
Oct10 |
091209 |
195.77 |
195.77 |
195.77 |
195.77 |
-6.94 |
492 |
2,146 |
-64 |
Total Volume and Open Interest |
101,516 |
245,700 |
-1,678 |
e-miNY RBOB Gasoline(NYM) |
Jan10 |
091209 |
1.92 |
1.92 |
1.92 |
1.86 |
-0.06 |
0 |
4 |
+0 |
Feb10 |
091209 |
188.30 |
188.30 |
188.27 |
188.30 |
-6.70 |
|
|
|
Mar10 |
091209 |
190.70 |
190.71 |
190.70 |
190.70 |
-6.80 |
|
|
|
Apr10 |
091209 |
202.80 |
202.80 |
202.76 |
202.80 |
-6.80 |
|
|
|
Total Volume and Open Interest |
0 |
4 |
+0 |
Natural Gas(NYM) |
Jan10 |
091209 |
5.095 |
5.230 |
4.867 |
4.898 |
-0.216 |
171,970 |
185,874 |
-20,038 |
Feb10 |
091209 |
5.165 |
5.280 |
4.915 |
4.965 |
-0.208 |
58,599 |
75,337 |
+1,024 |
Mar10 |
091209 |
5.203 |
5.290 |
4.981 |
5.005 |
-0.193 |
60,764 |
88,064 |
+4,828 |
Apr10 |
091209 |
5.228 |
5.311 |
5.015 |
5.040 |
-0.188 |
23,266 |
60,859 |
+4,956 |
May10 |
091209 |
5.244 |
5.353 |
5.072 |
5.093 |
-0.179 |
7,544 |
34,535 |
+1,140 |
Jun10 |
091209 |
5.384 |
5.384 |
5.159 |
5.164 |
-0.172 |
4,664 |
23,023 |
+336 |
Jul10 |
091209 |
5.434 |
5.434 |
5.243 |
5.246 |
-0.170 |
2,537 |
17,433 |
+53 |
Aug10 |
091209 |
5.461 |
5.543 |
5.322 |
5.323 |
-0.170 |
4,284 |
18,121 |
+1,395 |
Sep10 |
091209 |
5.562 |
5.562 |
5.363 |
5.380 |
-0.165 |
1,434 |
18,899 |
+142 |
Oct10 |
091209 |
5.740 |
5.740 |
5.500 |
5.523 |
-0.162 |
7,581 |
31,570 |
+184 |
Nov10 |
091209 |
6.101 |
6.101 |
5.938 |
5.953 |
-0.157 |
970 |
7,899 |
-78 |
Dec10 |
091209 |
6.540 |
6.540 |
6.366 |
6.378 |
-0.157 |
1,497 |
17,982 |
+23 |
Jan11 |
091209 |
6.775 |
6.810 |
6.600 |
6.618 |
-0.157 |
3,143 |
16,196 |
+413 |
Feb11 |
091209 |
6.741 |
6.741 |
6.610 |
6.613 |
-0.157 |
108 |
6,591 |
+23 |
Mar11 |
091209 |
6.680 |
6.680 |
6.453 |
6.473 |
-0.152 |
1,861 |
15,721 |
-527 |
Apr11 |
091209 |
6.110 |
6.110 |
6.075 |
6.083 |
-0.142 |
1,262 |
11,315 |
+178 |
Total Volume and Open Interest |
353,528 |
729,209 |
-6,066 |
Brent Crude Oil(ICE) |
Jan10 |
091209 |
75.47 |
76.19 |
72.00 |
72.39 |
-2.80 |
134,703 |
130,170 |
-13,791 |
Feb10 |
091209 |
76.29 |
76.99 |
72.90 |
73.26 |
-2.77 |
85,679 |
147,716 |
-3,467 |
Mar10 |
091209 |
77.14 |
77.83 |
73.80 |
74.13 |
-2.78 |
49,685 |
79,928 |
+9,903 |
Apr10 |
091209 |
78.02 |
78.58 |
74.65 |
74.98 |
-2.78 |
14,936 |
39,303 |
+1,917 |
May10 |
091209 |
78.77 |
79.31 |
75.45 |
75.76 |
-2.78 |
8,156 |
22,268 |
+186 |
Jun10 |
091209 |
79.47 |
80.04 |
76.17 |
76.47 |
-2.77 |
11,891 |
56,834 |
+1,243 |
Jul10 |
091209 |
80.12 |
80.37 |
76.92 |
77.09 |
-2.78 |
2,136 |
13,659 |
-409 |
Aug10 |
091209 |
80.80 |
80.94 |
77.67 |
77.70 |
-2.77 |
1,163 |
10,140 |
+220 |
Sep10 |
091209 |
81.29 |
81.50 |
78.05 |
78.30 |
-2.76 |
1,208 |
6,767 |
-123 |
Oct10 |
091209 |
78.89 |
78.89 |
78.89 |
78.89 |
-2.75 |
1,309 |
13,819 |
+268 |
Nov10 |
091209 |
79.48 |
79.48 |
79.48 |
79.48 |
-2.75 |
1,589 |
10,526 |
-91 |
Dec10 |
091209 |
83.06 |
83.45 |
79.81 |
80.07 |
-2.75 |
8,634 |
74,386 |
+2,326 |
Jan11 |
091209 |
80.63 |
80.63 |
80.63 |
80.63 |
-2.73 |
663 |
8,106 |
+143 |
Feb11 |
091209 |
81.13 |
81.13 |
81.13 |
81.13 |
-2.71 |
164 |
4,200 |
+145 |
Total Volume and Open Interest |
323,867 |
714,921 |
-683 |
Gas Oil(ICE) |
Dec09 |
091209 |
603.25 |
606.50 |
577.75 |
595.50 |
-6.50 |
26,595 |
42,660 |
-8,289 |
Jan10 |
091209 |
615.50 |
619.50 |
589.00 |
607.50 |
-7.00 |
65,933 |
129,708 |
+3,938 |
Feb10 |
091209 |
624.25 |
628.00 |
597.50 |
615.75 |
-7.75 |
21,857 |
64,261 |
-1,043 |
Mar10 |
091209 |
632.00 |
635.00 |
605.50 |
623.00 |
-7.75 |
4,998 |
44,634 |
+1,020 |
Apr10 |
091209 |
640.00 |
642.00 |
615.00 |
630.25 |
-7.75 |
2,601 |
26,052 |
+888 |
May10 |
091209 |
647.25 |
648.25 |
620.00 |
637.50 |
-7.50 |
3,078 |
20,451 |
+338 |
Jun10 |
091209 |
653.00 |
655.00 |
626.75 |
644.25 |
-7.50 |
5,045 |
45,216 |
-215 |
Jul10 |
091209 |
651.75 |
651.75 |
651.75 |
651.75 |
-7.75 |
1,842 |
15,864 |
-48 |
Aug10 |
091209 |
659.25 |
659.25 |
659.25 |
659.25 |
-7.75 |
1,722 |
17,891 |
+199 |
Sep10 |
091209 |
676.50 |
676.50 |
666.50 |
666.50 |
-7.75 |
1,572 |
15,687 |
+391 |
Total Volume and Open Interest |
142,965 |
549,256 |
-1,455 |
Ethanol(CBOT) |
Dec09 |
091203 |
2.135 |
2.135 |
2.130 |
2.130 |
unch |
46 |
267 |
-17 |
Jan10 |
091209 |
1.970 |
1.970 |
1.940 |
1.945 |
-0.024 |
28 |
724 |
+15 |
Feb10 |
091209 |
1.880 |
1.880 |
1.852 |
1.859 |
-0.031 |
39 |
681 |
+9 |
Mar10 |
091209 |
1.866 |
1.866 |
1.840 |
1.848 |
-0.032 |
23 |
1,142 |
+10 |
Apr10 |
091209 |
1.870 |
1.870 |
1.849 |
1.849 |
-0.024 |
15 |
578 |
+9 |
May10 |
091209 |
1.840 |
1.850 |
1.836 |
1.843 |
-0.010 |
3 |
433 |
+3 |
Jun10 |
091209 |
1.850 |
1.850 |
1.820 |
1.832 |
-0.012 |
6 |
319 |
+2 |
Jul10 |
091209 |
1.850 |
1.850 |
1.820 |
1.820 |
-0.025 |
20 |
373 |
+14 |
Total Volume and Open Interest |
190 |
6,301 |
+99 |
US Dollar Index(ICE) |
Dec09 |
091209 |
76.275 |
76.340 |
75.875 |
76.055 |
-0.275 |
30,741 |
31,529 |
+439 |
Mar10 |
091209 |
76.530 |
76.660 |
76.200 |
76.430 |
-0.200 |
7,395 |
12,208 |
+2,241 |
Jun10 |
091209 |
76.720 |
76.720 |
76.715 |
76.720 |
-0.265 |
4,898 |
4,805 |
+4,798 |
Total Volume and Open Interest |
43,034 |
48,543 |
+7,478 |
Australian Dollar(CME) |
Dec09 |
091209 |
90.38 |
91.10 |
90.09 |
90.60 |
+0.42 |
103,313 |
92,046 |
-10,148 |
Mar10 |
091209 |
89.50 |
90.24 |
89.27 |
89.77 |
+0.43 |
15,915 |
26,239 |
+9,646 |
Jun10 |
091209 |
88.84 |
88.84 |
88.42 |
88.84 |
+0.42 |
1 |
15 |
+1 |
Total Volume and Open Interest |
119,229 |
118,322 |
-501 |
British Pound(CME) |
Dec09 |
091209 |
162.71 |
163.78 |
161.65 |
162.44 |
-0.15 |
119,422 |
76,082 |
-6,165 |
Mar10 |
091209 |
162.61 |
163.66 |
161.57 |
162.35 |
-0.14 |
11,210 |
14,936 |
+4,292 |
Jun10 |
091209 |
163.00 |
163.21 |
161.75 |
162.25 |
-0.14 |
0 |
121 |
+0 |
Total Volume and Open Interest |
130,632 |
91,213 |
-1,873 |
Canadian Dollar(CME) |
Dec09 |
091209 |
94.06 |
95.08 |
93.77 |
94.89 |
+1.18 |
102,974 |
79,442 |
-3,855 |
Mar10 |
091209 |
94.03 |
95.09 |
93.77 |
94.89 |
+1.18 |
16,972 |
20,642 |
+8,593 |
Jun10 |
091209 |
94.31 |
95.06 |
93.71 |
94.89 |
+1.18 |
95 |
693 |
+51 |
Sep10 |
091209 |
94.87 |
95.02 |
93.69 |
94.87 |
+1.18 |
79 |
525 |
+53 |
Total Volume and Open Interest |
120,121 |
101,650 |
+4,843 |
Japanese Yen(CME) |
Dec09 |
091209 |
113.17 |
114.47 |
112.73 |
113.99 |
+0.78 |
104,215 |
108,850 |
-16,637 |
Mar10 |
091209 |
113.23 |
114.53 |
112.80 |
114.06 |
+0.78 |
14,141 |
12,631 |
+4,484 |
Jun10 |
091209 |
113.79 |
114.43 |
113.22 |
114.18 |
+0.78 |
0 |
24 |
+0 |
Total Volume and Open Interest |
118,356 |
121,539 |
-12,153 |
Swiss Franc(CME) |
Dec09 |
091209 |
97.37 |
97.87 |
97.08 |
97.36 |
+0.13 |
77,719 |
42,733 |
-8,228 |
Mar10 |
091209 |
97.46 |
97.92 |
97.14 |
97.43 |
+0.13 |
7,392 |
7,325 |
+3,019 |
Jun10 |
091209 |
97.50 |
97.72 |
97.38 |
97.50 |
+0.12 |
0 |
12 |
+0 |
Total Volume and Open Interest |
85,113 |
50,072 |
-5,209 |
EuroFX(CME) |
Dec09 |
091209 |
147.04 |
147.82 |
146.67 |
147.15 |
+0.33 |
310,855 |
149,634 |
-18,411 |
Mar10 |
091209 |
147.00 |
147.77 |
146.62 |
147.11 |
+0.34 |
27,148 |
25,560 |
+7,075 |
Jun10 |
091209 |
146.88 |
147.46 |
146.70 |
147.03 |
+0.33 |
10 |
673 |
+3 |
Total Volume and Open Interest |
338,013 |
176,528 |
-11,333 |
Mexican Peso(CME) |
Dec09 |
091209 |
772.5 |
777.2 |
767.2 |
774.5 |
+3.5 |
39,317 |
91,421 |
-13,699 |
Jan10 |
091209 |
771.8 |
771.8 |
767.8 |
771.8 |
+4.0 |
|
|
|
Total Volume and Open Interest |
67,959 |
152,976 |
+6,821 |
30-Year T-Bonds(CBOT) |
Dec09 |
091209 |
120~140 |
120~220 |
119~220 |
120~070 |
-0~090 |
11,098 |
52,681 |
-4,908 |
Mar10 |
091209 |
119~210 |
119~270 |
118~200 |
119~090 |
-0~120 |
189,551 |
682,120 |
-4,209 |
Jun10 |
091209 |
117~180 |
118~050 |
117~180 |
117~250 |
-0~120 |
5 |
80 |
+1 |
Total Volume and Open Interest |
200,654 |
734,882 |
-9,116 |
10-Year T-Notes(CBOT) |
Dec09 |
091209 |
120~050 |
120~100 |
119~250 |
120~010 |
-0~035 |
17,961 |
42,730 |
-8,608 |
Mar10 |
091209 |
118~250 |
118~305 |
118~145 |
118~205 |
-0~045 |
664,487 |
1,169,482 |
-30,994 |
Jun10 |
091209 |
117~155 |
117~155 |
117~090 |
117~090 |
-0~055 |
5 |
7 |
+3 |
Total Volume and Open Interest |
682,453 |
1,212,219 |
-39,599 |
5-Year T-Notes(CBOT) |
Dec09 |
091209 |
118~007 |
118~007 |
118~002 |
117~116 |
+0~033 |
85 |
71,422 |
-5,984 |
Mar10 |
091209 |
116~107 |
116~118 |
116~080 |
116~090 |
-0~015 |
368,022 |
811,576 |
+139 |
Jun10 |
091209 |
115~102 |
115~117 |
115~102 |
115~102 |
-0~015 |
0 |
1 |
+0 |
Total Volume and Open Interest |
382,641 |
882,999 |
-5,845 |
2 Year T-Notes(CBOT) |
Dec09 |
091209 |
109~046 |
109~048 |
109~039 |
109~043 |
-0~003 |
3,150 |
24,963 |
-8,216 |
Mar10 |
091209 |
108~108 |
108~112 |
108~101 |
108~106 |
-0~003 |
190,483 |
931,588 |
+4,976 |
Jun10 |
091209 |
108~038 |
108~038 |
108~038 |
108~038 |
unch |
184 |
7,676 |
+135 |
Total Volume and Open Interest |
211,584 |
964,228 |
-3,105 |
Eurodollars(CME) |
Dec09 |
091209 |
99.738 |
99.740 |
99.735 |
99.738 |
unch |
66,384 |
990,250 |
-3,726 |
Mar10 |
091209 |
99.615 |
99.620 |
99.605 |
99.615 |
+0.005 |
162,312 |
1,144,259 |
+12,744 |
Jun10 |
091209 |
99.425 |
99.440 |
99.410 |
99.435 |
+0.015 |
189,320 |
914,209 |
-24,331 |
Sep10 |
091209 |
99.140 |
99.170 |
99.120 |
99.160 |
+0.025 |
216,115 |
736,271 |
-3,247 |
Dec10 |
091209 |
98.810 |
98.850 |
98.785 |
98.830 |
+0.025 |
299,453 |
860,257 |
-8,268 |
Mar11 |
091209 |
98.475 |
98.520 |
98.450 |
98.490 |
+0.020 |
210,366 |
512,353 |
-6,526 |
Jun11 |
091209 |
98.130 |
98.180 |
98.110 |
98.145 |
+0.015 |
197,852 |
537,959 |
-2,346 |
Sep11 |
091209 |
97.825 |
97.870 |
97.800 |
97.830 |
+0.005 |
119,617 |
478,301 |
-2,298 |
Dec11 |
091209 |
97.535 |
97.575 |
97.500 |
97.530 |
unch |
68,846 |
273,336 |
+616 |
Mar12 |
091209 |
97.280 |
97.320 |
97.240 |
97.270 |
-0.010 |
47,092 |
201,227 |
-137 |
Jun12 |
091209 |
97.015 |
97.065 |
96.985 |
97.010 |
-0.020 |
39,749 |
179,923 |
+342 |
Sep12 |
091209 |
96.795 |
96.830 |
96.755 |
96.780 |
-0.020 |
31,729 |
114,539 |
-634 |
Dec12 |
091209 |
96.565 |
96.610 |
96.530 |
96.555 |
-0.020 |
13,227 |
64,968 |
+263 |
Mar13 |
091209 |
96.405 |
96.440 |
96.360 |
96.385 |
-0.020 |
9,077 |
57,838 |
+247 |
Jun13 |
091209 |
96.235 |
96.265 |
96.195 |
96.215 |
-0.020 |
7,274 |
55,839 |
-222 |
Sep13 |
091209 |
96.080 |
96.105 |
96.030 |
96.055 |
-0.020 |
5,211 |
54,659 |
+10 |
Dec13 |
091209 |
95.920 |
95.945 |
95.870 |
95.890 |
-0.025 |
3,493 |
30,713 |
+323 |
Mar14 |
091209 |
95.800 |
95.820 |
95.745 |
95.770 |
-0.025 |
3,219 |
29,554 |
+365 |
Total Volume and Open Interest |
1,702,417 |
7,387,918 |
-34,590 |
30 Day Federal Funds(CBOT) |
Dec09 |
091209 |
99.875 |
99.875 |
99.872 |
99.872 |
unch |
2,417 |
76,626 |
-200 |
Jan10 |
091209 |
99.860 |
99.865 |
99.855 |
99.860 |
unch |
2,429 |
63,609 |
-309 |
Feb10 |
091209 |
99.835 |
99.840 |
99.830 |
99.835 |
+0.005 |
4,197 |
72,036 |
+621 |
Mar10 |
091209 |
99.815 |
99.820 |
99.810 |
99.815 |
+0.005 |
3,896 |
46,126 |
-931 |
Apr10 |
091209 |
99.795 |
99.800 |
99.790 |
99.795 |
+0.005 |
4,113 |
62,998 |
+826 |
May10 |
091209 |
99.750 |
99.760 |
99.745 |
99.755 |
+0.010 |
2,986 |
56,092 |
+392 |
Total Volume and Open Interest |
28,014 |
495,910 |
+1,330 |
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 |
091209 |
99.520 |
99.530 |
99.520 |
99.530 |
-0.010 |
0 |
4,474 |
+0 |
Mar10 |
091209 |
99.610 |
99.610 |
99.610 |
99.610 |
-0.020 |
0 |
433 |
-50 |
Jun10 |
091209 |
99.625 |
99.625 |
99.625 |
99.625 |
-0.020 |
0 |
80 |
+0 |
Sep10 |
091209 |
99.655 |
99.670 |
99.655 |
99.655 |
-0.020 |
0 |
230 |
+0 |
Dec10 |
091209 |
99.665 |
99.665 |
99.665 |
99.665 |
-0.020 |
0 |
242 |
-90 |
Mar11 |
091209 |
99.580 |
99.580 |
99.580 |
99.580 |
-0.020 |
|
|
|
Jun11 |
091209 |
99.520 |
99.520 |
99.520 |
99.520 |
-0.020 |
|
|
|
Sep11 |
091209 |
99.520 |
99.520 |
99.520 |
99.520 |
-0.020 |
|
|
|
Dec11 |
091209 |
99.330 |
99.330 |
99.330 |
99.330 |
+0.005 |
|
|
|
Mar12 |
091209 |
99.295 |
99.295 |
99.295 |
99.295 |
+0.005 |
|
|
|
Total Volume and Open Interest |
0 |
5,459 |
-140 |
3-Mth Euro-Yen(SGX) |
Mar10 |
091209 |
99.61 |
99.61 |
99.61 |
99.61 |
+0.00 |
40 |
4,399 |
+389 |
Jun10 |
091209 |
99.63 |
99.63 |
99.63 |
99.63 |
+0.00 |
0 |
2,032 |
-110 |
Sep10 |
091209 |
99.66 |
99.66 |
99.66 |
99.66 |
+0.01 |
0 |
1,962 |
+4 |
Dec10 |
091209 |
99.67 |
99.67 |
99.67 |
99.67 |
+0.00 |
0 |
1,228 |
+65 |
Mar11 |
091209 |
99.58 |
99.58 |
99.58 |
99.58 |
+0.00 |
0 |
662 |
+0 |
Jun11 |
091209 |
99.53 |
99.53 |
99.53 |
99.53 |
+0.01 |
0 |
52 |
+0 |
Sep11 |
091209 |
99.53 |
99.53 |
99.53 |
99.53 |
+0.01 |
0 |
51 |
+0 |
Dec11 |
091209 |
99.33 |
99.33 |
99.33 |
99.33 |
+0.01 |
0 |
101 |
+0 |
Total Volume and Open Interest |
40 |
16,978 |
+494 |
Japanese Gov't Bonds(SGX) |
Mar10 |
091209 |
139.72 |
139.90 |
139.66 |
139.83 |
+0.24 |
10,453 |
16,242 |
+3,890 |
Jun10 |
091209 |
139.83 |
139.83 |
139.83 |
139.83 |
+0.24 |
|
|
|
Sep10 |
091209 |
139.83 |
139.83 |
139.83 |
139.83 |
+0.24 |
|
|
|
Total Volume and Open Interest |
20,436 |
22,741 |
-3,693 |
Euro-Bund(EUREX) |
Dec09 |
091208 |
123.22 |
123.64 |
123.10 |
123.57 |
+0.42 |
1,441,733 |
245,366 |
-259,577 |
Mar10 |
091209 |
123.32 |
123.72 |
123.22 |
123.51 |
+0.11 |
736,344 |
879,059 |
+102,558 |
Jun10 |
091209 |
122.00 |
122.21 |
121.93 |
122.10 |
+0.04 |
3 |
3 |
-2 |
Total Volume and Open Interest |
1,227,545 |
929,383 |
-92,489 |
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 |
091209 |
115.49 |
115.49 |
115.49 |
115.49 |
-0.72 |
|
|
|
Total Volume and Open Interest |
984,096 |
686,624 |
-41,468 |
3-Mth Euribor(EUREX) |
Dec09 |
091209 |
99.285 |
99.285 |
99.280 |
99.280 |
unch |
197 |
9,241 |
-104 |
Mar10 |
091209 |
99.195 |
99.200 |
99.185 |
99.195 |
-0.010 |
541 |
6,418 |
-389 |
Jun10 |
091209 |
98.890 |
98.905 |
98.880 |
98.905 |
-0.010 |
495 |
5,272 |
-47 |
Total Volume and Open Interest |
1,271 |
25,457 |
-539 |
Long Gilt(LIFFE) |
Dec09 |
091209 |
118~12 |
118~30 |
118~00 |
118~25 |
+0~08 |
4,182 |
43,486 |
-2,562 |
Mar10 |
091209 |
116~23 |
117~13 |
116~12 |
117~07 |
+0~08 |
72,316 |
243,552 |
+5,825 |
Total Volume and Open Interest |
76,498 |
287,038 |
+3,263 |
3-Mth Short Sterling(LIFFE) |
Dec09 |
091209 |
99.39 |
99.40 |
99.38 |
99.40 |
+0.01 |
12,102 |
349,490 |
-5,254 |
Mar10 |
091209 |
99.23 |
99.25 |
99.22 |
99.24 |
unch |
44,290 |
363,580 |
+2,901 |
Jun10 |
091209 |
99.01 |
99.04 |
98.98 |
99.03 |
+0.01 |
44,204 |
388,988 |
-16,686 |
Sep10 |
091209 |
98.63 |
98.70 |
98.61 |
98.68 |
+0.03 |
49,237 |
316,625 |
+2,807 |
Dec10 |
091209 |
98.20 |
98.27 |
98.17 |
98.25 |
+0.04 |
47,214 |
325,072 |
-6,008 |
Mar11 |
091209 |
97.81 |
97.88 |
97.79 |
97.86 |
+0.04 |
32,579 |
260,635 |
-2,813 |
Total Volume and Open Interest |
292,078 |
2,531,633 |
-31,119 |
3-Mth Euribor(LIFFE) |
Dec09 |
091209 |
99.280 |
99.285 |
99.275 |
99.280 |
unch |
63,853 |
485,035 |
-11,136 |
Mar10 |
091209 |
99.205 |
99.205 |
99.180 |
99.195 |
-0.010 |
95,078 |
732,175 |
-5,221 |
Jun10 |
091209 |
98.915 |
98.920 |
98.875 |
98.905 |
-0.010 |
143,107 |
742,506 |
-1,369 |
Total Volume and Open Interest |
796,890 |
3,728,018 |
-41,064 |
3-Mth Aus T-Bills(SFE) |
Dec09 |
091209 |
95.88 |
95.89 |
95.84 |
95.87 |
-0.02 |
28,449 |
81,481 |
-5,570 |
Mar10 |
091209 |
95.61 |
95.65 |
95.58 |
95.63 |
+0.02 |
31,033 |
263,641 |
+5,930 |
Jun10 |
091209 |
95.27 |
95.34 |
95.26 |
95.32 |
+0.04 |
8,943 |
152,938 |
+1,331 |
Sep10 |
091209 |
94.98 |
95.06 |
94.98 |
95.05 |
+0.06 |
6,056 |
88,998 |
-1,086 |
Dec10 |
091209 |
94.70 |
94.81 |
94.69 |
94.80 |
+0.08 |
4,200 |
74,216 |
+762 |
Mar11 |
091209 |
94.45 |
94.54 |
94.45 |
94.54 |
+0.09 |
1,512 |
25,571 |
-762 |
Jun11 |
091209 |
94.24 |
94.31 |
94.24 |
94.31 |
+0.10 |
1,503 |
23,485 |
-128 |
Sep11 |
091209 |
94.05 |
94.13 |
94.04 |
94.12 |
+0.10 |
459 |
16,289 |
-371 |
Dec11 |
091209 |
93.92 |
93.99 |
93.92 |
93.99 |
+0.10 |
369 |
6,837 |
+111 |
Mar12 |
091209 |
93.86 |
93.88 |
93.86 |
93.88 |
+0.11 |
0 |
3,045 |
+0 |
Total Volume and Open Interest |
82,524 |
738,290 |
+217 |
10-Year Aus T-Bonds(SFE) |
Dec09 |
091209 |
94.50 |
94.59 |
94.50 |
94.54 |
+0.04 |
46,313 |
280,459 |
+8,356 |
Mar10 |
091209 |
94.45 |
94.51 |
94.44 |
94.47 |
+0.04 |
6,834 |
23,866 |
+5,741 |
Total Volume and Open Interest |
53,147 |
304,325 |
+14,097 |
3-Year Aus T-Bonds(SFE) |
Dec09 |
091209 |
95.14 |
95.25 |
95.14 |
95.22 |
+0.07 |
97,753 |
464,644 |
-6,660 |
Mar10 |
091209 |
94.92 |
95.01 |
94.92 |
94.99 |
+0.07 |
13,193 |
28,165 |
+10,290 |
Total Volume and Open Interest |
110,946 |
492,809 |
+3,630 |
Gold(CMX) |
Dec09 |
091209 |
1130.3 |
1147.0 |
1116.5 |
1120.4 |
-22.4 |
3,669 |
4,833 |
-423 |
Feb10 |
091209 |
1129.5 |
1148.4 |
1117.0 |
1120.9 |
-22.5 |
276,335 |
347,630 |
-19,351 |
Apr10 |
091209 |
1131.0 |
1148.7 |
1118.4 |
1122.1 |
-22.5 |
3,702 |
50,921 |
+129 |
Jun10 |
091209 |
1131.6 |
1150.3 |
1121.0 |
1123.1 |
-22.5 |
2,774 |
21,615 |
-20 |
Aug10 |
091209 |
1136.3 |
1145.7 |
1124.3 |
1124.3 |
-22.5 |
867 |
11,597 |
-266 |
Oct10 |
091209 |
1140.0 |
1140.0 |
1125.0 |
1125.6 |
-22.6 |
38 |
4,378 |
+20 |
Dec10 |
091209 |
1137.4 |
1153.2 |
1123.2 |
1127.2 |
-22.7 |
4,151 |
21,682 |
-1,162 |
Feb11 |
091209 |
1153.0 |
1153.0 |
1129.4 |
1129.4 |
-22.7 |
118 |
2,961 |
+48 |
Apr11 |
091209 |
1156.1 |
1156.1 |
1131.8 |
1131.8 |
-22.8 |
162 |
1,198 |
+112 |
Jun11 |
091209 |
502.6 |
503.0 |
479.3 |
479.3 |
-22.9 |
732 |
8,375 |
-157 |
Aug11 |
091209 |
1160.9 |
1162.5 |
1138.1 |
1138.1 |
-22.9 |
173 |
559 |
+168 |
Oct11 |
091209 |
1166.9 |
1166.9 |
1141.9 |
1141.9 |
-23.0 |
0 |
125 |
+0 |
Total Volume and Open Interest |
296,524 |
508,730 |
-21,043 |
Silver(CMX) |
Dec09 |
091209 |
1766.0 |
1785.0 |
1712.0 |
1715.8 |
-62.7 |
504 |
809 |
-81 |
Mar10 |
091209 |
1766.0 |
1791.0 |
1713.5 |
1718.0 |
-62.7 |
44,106 |
88,586 |
-1,301 |
May10 |
091209 |
1769.0 |
1792.0 |
1717.5 |
1720.0 |
-62.7 |
1,289 |
9,919 |
+466 |
Jul10 |
091209 |
1771.0 |
1792.0 |
1721.7 |
1721.7 |
-62.8 |
205 |
7,335 |
+98 |
Sep10 |
091209 |
1776.0 |
1781.5 |
1720.5 |
1723.3 |
-62.9 |
40 |
2,704 |
-13 |
Dec10 |
091209 |
1782.0 |
1795.0 |
1722.5 |
1725.5 |
-63.1 |
367 |
9,245 |
+52 |
Mar11 |
091209 |
1728.2 |
1728.2 |
1728.2 |
1728.2 |
-63.3 |
40 |
89 |
+33 |
Total Volume and Open Interest |
47,302 |
128,735 |
-497 |
Platinum(NYMEX) |
Jan10 |
091209 |
1420.0 |
1439.7 |
1407.4 |
1409.2 |
-31.2 |
5,292 |
27,338 |
-1,425 |
Apr10 |
091209 |
1412.5 |
1441.0 |
1412.4 |
1413.4 |
-30.9 |
940 |
6,966 |
+532 |
Jul10 |
091209 |
1430.9 |
1430.9 |
1414.0 |
1415.9 |
-30.8 |
2 |
206 |
+1 |
Oct10 |
091209 |
1419.0 |
1419.0 |
1419.0 |
1419.0 |
-30.8 |
0 |
13 |
+0 |
Total Volume and Open Interest |
6,234 |
34,523 |
-892 |
Palladium(NYMEX) |
Dec09 |
091209 |
369.75 |
369.75 |
360.25 |
363.75 |
-9.45 |
2 |
1,170 |
-2 |
Mar10 |
091209 |
370.00 |
375.80 |
360.75 |
365.55 |
-9.80 |
1,601 |
21,873 |
-9 |
Jun10 |
091209 |
372.25 |
372.25 |
362.50 |
366.70 |
-9.80 |
11 |
168 |
+5 |
Total Volume and Open Interest |
1,614 |
23,214 |
-6 |
Copper(CMX) |
Dec09 |
091209 |
312.75 |
316.00 |
308.15 |
309.80 |
-4.15 |
680 |
3,203 |
-270 |
Mar10 |
091209 |
315.80 |
319.20 |
310.65 |
312.35 |
-4.15 |
19,510 |
119,780 |
-2,459 |
May10 |
091209 |
317.75 |
319.80 |
312.55 |
313.85 |
-4.10 |
2,621 |
13,001 |
+799 |
Jul10 |
091209 |
319.35 |
319.35 |
314.70 |
314.70 |
-4.00 |
763 |
5,021 |
+293 |
Sep10 |
091209 |
321.05 |
321.05 |
315.00 |
315.20 |
-4.10 |
10 |
2,463 |
+5 |
Total Volume and Open Interest |
24,171 |
149,745 |
-1,767 |
DJIA Index(CBOT) |
Dec09 |
091209 |
10263 |
10335 |
10230 |
10330 |
+59 |
351 |
14,577 |
-78 |
Mar10 |
091209 |
10245 |
10274 |
10195 |
10269 |
+60 |
129 |
1,180 |
+104 |
Jun10 |
091209 |
10205 |
10205 |
10146 |
10205 |
+59 |
0 |
1 |
+0 |
Sep10 |
091209 |
10153 |
10153 |
10094 |
10153 |
+59 |
|
|
|
Total Volume and Open Interest |
480 |
15,758 |
+26 |
S & P 500(CME) |
Dec09 |
091209 |
1090.50 |
1097.50 |
1085.50 |
1095.60 |
+5.60 |
19,575 |
383,225 |
-5,210 |
Mar10 |
091209 |
1086.30 |
1091.50 |
1081.00 |
1090.90 |
+5.70 |
8,610 |
31,237 |
+5,997 |
Jun10 |
091209 |
1086.30 |
1086.40 |
1077.40 |
1086.30 |
+5.90 |
0 |
1,600 |
+0 |
Sep10 |
091209 |
1082.10 |
1082.20 |
1073.20 |
1082.10 |
+5.90 |
|
|
|
Total Volume and Open Interest |
28,185 |
416,067 |
+787 |
S & P 500 E-Mini(Globex) |
Dec09 |
091209 |
1090.00 |
1097.50 |
1085.00 |
1095.50 |
+5.50 |
1,572,214 |
2,568,259 |
-40,077 |
Mar10 |
091209 |
1085.00 |
1092.50 |
1080.50 |
1091.00 |
+5.75 |
44,683 |
155,404 |
+28,393 |
Total Volume and Open Interest |
1,616,910 |
2,723,841 |
-11,679 |
NASDAQ 100(CME) |
Dec09 |
091209 |
1770.00 |
1794.00 |
1759.00 |
1792.50 |
+24.00 |
2,390 |
24,441 |
-76 |
Mar10 |
091209 |
1763.50 |
1791.00 |
1759.00 |
1790.50 |
+24.00 |
74 |
195 |
+45 |
Jun10 |
091209 |
1789.00 |
1789.50 |
1789.00 |
1789.50 |
+24.00 |
|
|
|
Total Volume and Open Interest |
2,464 |
24,636 |
-31 |
NASDAQ 100 E-Mini(Globex) |
Dec09 |
091209 |
1768.80 |
1792.80 |
1758.80 |
1792.50 |
+24.00 |
239,154 |
334,860 |
-3,853 |
Mar10 |
091209 |
1767.30 |
1790.80 |
1756.80 |
1790.50 |
+24.00 |
2,750 |
12,526 |
+1,581 |
Total Volume and Open Interest |
241,904 |
347,390 |
-2,272 |
S & P Midcap 400(CME) |
Dec09 |
091209 |
693.50 |
697.30 |
689.00 |
695.80 |
+2.90 |
119 |
3,299 |
-114 |
Mar10 |
091209 |
693.60 |
693.70 |
693.60 |
693.60 |
+2.90 |
2 |
3 |
+2 |
Jun10 |
091209 |
691.60 |
691.70 |
691.60 |
691.60 |
+2.90 |
|
|
|
Total Volume and Open Interest |
121 |
3,302 |
-112 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Dec09 |
091208 |
10115 |
10130 |
9940 |
9980 |
-135 |
19,107 |
39,919 |
+3,587 |
Mar10 |
091209 |
10005 |
10050 |
9935 |
10015 |
-35 |
10,358 |
8,961 |
+6,971 |
Total Volume and Open Interest |
28,146 |
42,844 |
+935 |
Nikkei 225(SGX) |
Dec09 |
091209 |
10115 |
10125 |
9935 |
9980 |
-140 |
122,848 |
201,432 |
-6,283 |
Mar10 |
091209 |
10105 |
10120 |
9925 |
9975 |
-135 |
9,666 |
48,735 |
+28,739 |
Jun10 |
091209 |
10010 |
10010 |
10010 |
10010 |
-50 |
171 |
940 |
+230 |
Total Volume and Open Interest |
132,740 |
255,015 |
+23,831 |
CAC 40(EURONEXT) |
Dec09 |
091209 |
3776.0 |
3795.5 |
3726.0 |
3750.5 |
-30.5 |
77,167 |
399,655 |
+2,993 |
Jan10 |
091209 |
3772.0 |
3788.0 |
3732.0 |
3751.5 |
-30.5 |
150 |
1,147 |
+111 |
Feb10 |
091209 |
3753.5 |
3753.5 |
3753.5 |
3753.5 |
-27.5 |
0 |
1 |
+0 |
Total Volume and Open Interest |
77,407 |
403,448 |
+3,129 |
Hang Seng Index(HKFE) |
Dec09 |
091209 |
21900 |
22064 |
21632 |
21896 |
-173 |
58,339 |
84,821 |
-1,347 |
Jan10 |
091209 |
21875 |
22050 |
21627 |
21890 |
-190 |
696 |
1,488 |
+677 |
Total Volume and Open Interest |
59,081 |
87,457 |
-648 |
DAX(EUREX) |
Dec09 |
091209 |
5670.0 |
5719.5 |
5604.5 |
5657.5 |
-37.5 |
123,227 |
199,762 |
-10,056 |
Mar10 |
091209 |
5674.0 |
5720.0 |
5611.0 |
5663.0 |
-38.0 |
1,855 |
21,341 |
+307 |
Jun10 |
091209 |
5668.5 |
5726.5 |
5600.0 |
5669.0 |
-37.5 |
271 |
2,272 |
+5 |
Total Volume and Open Interest |
125,353 |
223,375 |
-9,744 |
FT-SE 100(EURONEXT) |
Dec09 |
091209 |
5209.50 |
5247.00 |
5174.50 |
5208.50 |
-22.50 |
83,316 |
643,604 |
+1,195 |
Mar10 |
091209 |
5166.50 |
5203.00 |
5135.00 |
5166.50 |
-22.50 |
2,260 |
30,359 |
+243 |
Jun10 |
091209 |
5142.50 |
5142.50 |
5107.00 |
5117.50 |
-22.50 |
150 |
1,265 |
+150 |
Total Volume and Open Interest |
85,726 |
675,542 |
+1,588 |
SPI 200(SFE) |
Dec09 |
091209 |
4670.0 |
4686.0 |
4595.0 |
4630.0 |
-39.0 |
24,995 |
198,352 |
+1,799 |
Mar10 |
091209 |
4666.0 |
4670.0 |
4582.0 |
4617.0 |
-40.0 |
1,656 |
6,336 |
+599 |
Jun10 |
091209 |
4641.0 |
4641.0 |
4639.0 |
4639.0 |
-42.0 |
1 |
1,427 |
+0 |
Total Volume and Open Interest |
26,652 |
207,505 |
+2,398 |
GSCI(CME) |
Dec09 |
091209 |
495.50 |
495.50 |
478.00 |
479.50 |
-12.00 |
3,551 |
16,576 |
-2,810 |
Jan10 |
091209 |
500.00 |
503.00 |
486.80 |
486.80 |
-12.20 |
3,354 |
3,356 |
+3,114 |
Feb10 |
091209 |
506.50 |
508.00 |
493.00 |
493.00 |
-13.50 |
|
|
|
Total Volume and Open Interest |
6,905 |
19,932 |
+304 |
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. |
|
|