|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Fri December 11, 2009 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Jan10 |
091211 |
1028.25 |
1041.25 |
1020.00 |
1035.00 |
+8.00 |
120,468 |
172,452 |
-16,094 |
| Mar10 |
091211 |
1036.75 |
1049.00 |
1028.50 |
1043.00 |
+7.25 |
60,633 |
140,253 |
+10,242 |
| May10 |
091211 |
1044.00 |
1054.00 |
1035.00 |
1049.00 |
+6.50 |
11,641 |
48,205 |
+1,086 |
| Jul10 |
091211 |
1048.50 |
1058.00 |
1039.50 |
1053.50 |
+5.75 |
14,177 |
44,316 |
+531 |
| Aug10 |
091211 |
1047.75 |
1050.00 |
1036.00 |
1048.50 |
+5.00 |
59 |
1,794 |
+3 |
| Sep10 |
091211 |
1024.25 |
1031.00 |
1020.00 |
1031.00 |
+2.00 |
46 |
498 |
+21 |
| Nov10 |
091211 |
1018.75 |
1030.00 |
1009.25 |
1018.00 |
-1.50 |
6,441 |
64,259 |
+442 |
| Total Volume and Open Interest |
214,036 |
478,517 |
-3,655 |
| Soybean Meal(CBOT) |
| Dec09 |
091211 |
313.50 |
316.30 |
311.00 |
314.50 |
+1.40 |
1,197 |
2,352 |
-808 |
| Jan10 |
091211 |
305.40 |
308.40 |
301.40 |
306.50 |
+0.90 |
32,284 |
51,814 |
-1,297 |
| Mar10 |
091211 |
302.90 |
305.90 |
298.90 |
303.90 |
+0.80 |
9,596 |
44,187 |
+355 |
| May10 |
091211 |
302.40 |
303.60 |
297.90 |
302.70 |
+0.70 |
4,457 |
21,938 |
+415 |
| Jul10 |
091211 |
303.10 |
305.80 |
299.00 |
303.70 |
+0.30 |
3,395 |
18,738 |
+592 |
| Aug10 |
091211 |
301.50 |
302.90 |
299.00 |
302.90 |
+0.10 |
262 |
4,730 |
+74 |
| Sep10 |
091211 |
298.60 |
301.00 |
295.80 |
298.90 |
-0.90 |
979 |
4,546 |
+328 |
| Oct10 |
091211 |
291.20 |
293.50 |
289.20 |
292.50 |
-0.90 |
367 |
2,647 |
-76 |
| Total Volume and Open Interest |
53,653 |
162,469 |
-84 |
| Soybean Oil(CBOT) |
| Dec09 |
091211 |
39.26 |
39.32 |
39.00 |
39.22 |
+0.13 |
3,453 |
1,996 |
-905 |
| Jan10 |
091211 |
39.47 |
39.92 |
39.25 |
39.57 |
+0.12 |
56,144 |
90,550 |
-5,601 |
| Mar10 |
091211 |
39.97 |
40.95 |
39.68 |
39.99 |
+0.12 |
23,321 |
83,626 |
+4,757 |
| May10 |
091211 |
40.39 |
40.67 |
40.06 |
40.37 |
+0.13 |
4,021 |
23,114 |
+464 |
| Jul10 |
091211 |
40.80 |
40.91 |
40.41 |
40.73 |
+0.12 |
4,395 |
17,112 |
-174 |
| Aug10 |
091211 |
40.74 |
40.92 |
40.74 |
40.88 |
+0.12 |
146 |
2,008 |
+35 |
| Sep10 |
091211 |
40.92 |
41.02 |
40.90 |
41.02 |
+0.12 |
102 |
1,534 |
+72 |
| Oct10 |
091211 |
40.91 |
41.20 |
40.91 |
41.10 |
+0.12 |
34 |
1,263 |
+6 |
| Total Volume and Open Interest |
94,364 |
234,392 |
-1,188 |
| Canola(WCE) |
| Jan10 |
091211 |
409.8 |
413.2 |
409.0 |
412.2 |
+2.1 |
9,252 |
35,693 |
-3,570 |
| Mar10 |
091211 |
416.8 |
420.3 |
416.4 |
419.2 |
+1.9 |
10,713 |
50,487 |
+5,806 |
| May10 |
091211 |
422.1 |
426.2 |
422.0 |
425.7 |
+2.7 |
1,116 |
2,571 |
-201 |
| Jul10 |
091211 |
425.0 |
431.3 |
425.0 |
430.2 |
+2.6 |
494 |
5,653 |
+163 |
| Nov10 |
091211 |
428.3 |
431.9 |
427.0 |
430.8 |
+3.8 |
662 |
3,571 |
+605 |
| Total Volume and Open Interest |
22,267 |
98,262 |
+2,833 |
| Corn(CBOT) |
| Dec09 |
091211 |
377.75 |
391.00 |
374.50 |
389.25 |
+12.00 |
18,140 |
10,239 |
-3,235 |
| Mar10 |
091211 |
393.00 |
406.25 |
390.25 |
404.50 |
+11.50 |
118,431 |
503,041 |
-6,415 |
| May10 |
091211 |
404.00 |
417.00 |
401.50 |
415.50 |
+11.50 |
17,675 |
110,937 |
+2,135 |
| Jul10 |
091211 |
413.75 |
426.50 |
411.25 |
425.00 |
+11.25 |
8,897 |
100,578 |
+1,244 |
| Sep10 |
091211 |
420.00 |
432.00 |
418.50 |
431.25 |
+10.75 |
4,076 |
29,427 |
+1,386 |
| Dec10 |
091211 |
428.00 |
440.00 |
426.00 |
438.25 |
+9.50 |
10,292 |
179,588 |
+131 |
| Total Volume and Open Interest |
178,120 |
964,555 |
-4,463 |
| Wheat(CBOT) |
| Dec09 |
091211 |
519.25 |
523.00 |
512.00 |
519.25 |
+1.50 |
1,282 |
1,331 |
-363 |
| Mar10 |
091211 |
537.00 |
544.75 |
530.25 |
537.50 |
+0.50 |
32,671 |
185,506 |
-1,875 |
| May10 |
091211 |
557.00 |
557.00 |
544.00 |
550.75 |
+0.50 |
5,540 |
33,833 |
+1,624 |
| Jul10 |
091211 |
560.00 |
567.00 |
553.75 |
560.25 |
unch |
3,859 |
58,534 |
-598 |
| Sep10 |
091211 |
572.75 |
575.00 |
568.00 |
574.25 |
unch |
585 |
16,537 |
+59 |
| Total Volume and Open Interest |
45,768 |
343,743 |
-1,474 |
| Wheat(KCBT) |
| Dec09 |
091211 |
514.25 |
522.00 |
514.25 |
517.25 |
+2.25 |
76 |
40 |
-219 |
| Mar10 |
091211 |
527.50 |
534.50 |
522.50 |
527.50 |
+0.50 |
7,463 |
60,087 |
+29 |
| May10 |
091211 |
539.50 |
545.50 |
534.00 |
539.25 |
+0.75 |
652 |
10,774 |
+250 |
| Jul10 |
091211 |
554.00 |
557.25 |
546.00 |
551.00 |
+0.50 |
548 |
28,187 |
-58 |
| Sep10 |
091211 |
563.75 |
569.00 |
559.50 |
563.25 |
+0.50 |
127 |
2,647 |
+78 |
| Total Volume and Open Interest |
9,502 |
135,739 |
+126 |
| Wheat(MGE) |
| Dec09 |
091211 |
529.75 |
530.50 |
526.50 |
527.50 |
-2.50 |
43 |
51 |
-38 |
| Mar10 |
091211 |
544.00 |
548.25 |
538.00 |
542.50 |
-0.75 |
2,675 |
21,306 |
+312 |
| May10 |
091211 |
559.50 |
559.50 |
550.25 |
555.25 |
-0.50 |
186 |
4,668 |
+107 |
| Jul10 |
091211 |
570.50 |
572.75 |
562.50 |
566.00 |
-2.00 |
176 |
8,521 |
+53 |
| Sep10 |
091211 |
582.00 |
583.00 |
574.50 |
578.00 |
-1.25 |
203 |
3,215 |
+29 |
| Total Volume and Open Interest |
3,575 |
45,358 |
+557 |
| Oats(CBOT) |
| Dec09 |
091211 |
248.00 |
248.00 |
246.00 |
248.00 |
+2.00 |
3 |
4 |
-3 |
| Mar10 |
091211 |
256.75 |
259.00 |
254.00 |
259.00 |
+3.00 |
590 |
10,036 |
-38 |
| May10 |
091211 |
265.75 |
267.50 |
263.00 |
267.50 |
+3.00 |
138 |
932 |
+13 |
| Jul10 |
091211 |
272.50 |
276.25 |
272.50 |
276.25 |
+2.75 |
143 |
741 |
+49 |
| Total Volume and Open Interest |
948 |
12,184 |
+91 |
| Rough Rice(CBOT) |
| Jan10 |
091211 |
15.58 |
15.75 |
15.55 |
15.66 |
+0.05 |
707 |
6,406 |
-108 |
| Mar10 |
091211 |
15.86 |
16.03 |
15.83 |
15.94 |
+0.05 |
580 |
8,561 |
+213 |
| May10 |
091211 |
16.21 |
16.21 |
16.14 |
16.18 |
+0.05 |
5 |
389 |
-5 |
| Jul10 |
091211 |
16.40 |
16.40 |
16.36 |
16.40 |
+0.04 |
0 |
582 |
+0 |
| Total Volume and Open Interest |
1,296 |
16,851 |
+102 |
| Live Cattle(CME) |
| Dec09 |
091211 |
79.350 |
80.385 |
79.200 |
80.150 |
+1.050 |
6,451 |
10,313 |
-2,530 |
| Feb10 |
091211 |
82.250 |
83.680 |
82.200 |
83.285 |
+1.105 |
18,602 |
138,677 |
+541 |
| Apr10 |
091211 |
85.500 |
86.730 |
85.500 |
86.430 |
+1.045 |
8,351 |
63,284 |
-979 |
| Jun10 |
091211 |
83.535 |
84.400 |
83.535 |
84.285 |
+0.785 |
8,191 |
31,836 |
+433 |
| Aug10 |
091211 |
84.000 |
84.600 |
83.930 |
84.550 |
+0.700 |
1,839 |
8,946 |
-110 |
| Oct10 |
091211 |
87.000 |
87.800 |
86.980 |
87.800 |
+0.800 |
229 |
5,589 |
+93 |
| Total Volume and Open Interest |
43,702 |
261,100 |
-2,550 |
| Feeder Cattle(CME) |
| Jan10 |
091211 |
91.150 |
91.885 |
90.550 |
91.580 |
+0.850 |
4,428 |
13,333 |
+371 |
| Mar10 |
091211 |
91.885 |
92.580 |
91.300 |
92.385 |
+0.735 |
3,489 |
9,577 |
+482 |
| Apr10 |
091211 |
93.830 |
94.580 |
93.600 |
94.180 |
+0.530 |
1,036 |
3,271 |
+46 |
| May10 |
091211 |
95.000 |
95.500 |
94.785 |
95.200 |
+0.500 |
550 |
3,048 |
+95 |
| Aug10 |
091211 |
97.850 |
98.200 |
97.250 |
97.400 |
-0.300 |
291 |
1,325 |
+143 |
| Sep10 |
091211 |
98.000 |
98.500 |
97.550 |
97.700 |
+0.165 |
1 |
11 |
-1 |
| Oct10 |
091211 |
97.250 |
97.600 |
97.230 |
97.600 |
+0.400 |
0 |
8 |
+0 |
| Total Volume and Open Interest |
9,796 |
30,574 |
+1,137 |
| Lean Hogs(CME) |
| Dec09 |
091211 |
63.830 |
64.100 |
63.750 |
64.000 |
+0.370 |
3,560 |
11,501 |
-569 |
| Feb10 |
091211 |
65.580 |
66.000 |
64.750 |
65.430 |
unch |
10,864 |
76,634 |
-752 |
| Apr10 |
091211 |
69.800 |
70.100 |
69.050 |
69.600 |
-0.250 |
4,807 |
42,859 |
-248 |
| May10 |
091211 |
74.550 |
74.900 |
74.285 |
74.885 |
+0.035 |
66 |
2,962 |
+3 |
| Jun10 |
091211 |
78.000 |
78.080 |
77.250 |
77.850 |
-0.185 |
1,915 |
23,736 |
-19 |
| Jul10 |
091211 |
77.180 |
77.180 |
76.500 |
76.830 |
-0.420 |
404 |
8,508 |
+60 |
| Aug10 |
091211 |
75.400 |
76.100 |
75.400 |
76.035 |
-0.065 |
67 |
6,314 |
+13 |
| Oct10 |
091211 |
67.600 |
67.680 |
67.300 |
67.680 |
-0.105 |
39 |
3,296 |
+9 |
| Total Volume and Open Interest |
21,730 |
177,860 |
-1,504 |
| Pork Bellies(CME) |
| Feb10 |
091211 |
85.000 |
86.700 |
84.800 |
86.100 |
+1.050 |
20 |
394 |
-13 |
| Mar10 |
091211 |
84.000 |
85.500 |
82.635 |
84.000 |
+1.500 |
0 |
87 |
+0 |
| May10 |
091211 |
87.500 |
87.500 |
85.000 |
87.500 |
+3.000 |
0 |
78 |
+0 |
| Jul10 |
091211 |
85.500 |
86.000 |
85.500 |
85.500 |
+0.500 |
0 |
20 |
+0 |
| Aug10 |
091211 |
85.000 |
85.000 |
85.000 |
85.000 |
unch |
0 |
15 |
+0 |
| Total Volume and Open Interest |
20 |
594 |
-13 |
| Class III Milk(CME) |
| Dec09 |
091211 |
14.79 |
14.89 |
14.78 |
14.83 |
+0.04 |
63 |
4,998 |
-8 |
| Jan10 |
091211 |
14.79 |
15.03 |
14.78 |
14.93 |
+0.13 |
294 |
3,961 |
+97 |
| Feb10 |
091211 |
14.76 |
15.04 |
14.76 |
15.00 |
+0.19 |
331 |
2,912 |
+142 |
| Mar10 |
091211 |
15.34 |
15.44 |
15.28 |
15.39 |
+0.11 |
215 |
2,341 |
+139 |
| Apr10 |
091211 |
15.40 |
15.55 |
15.38 |
15.48 |
+0.10 |
64 |
1,540 |
+16 |
| Total Volume and Open Interest |
1,293 |
23,847 |
+515 |
| Cocoa(ICE) |
| Dec09 |
091211 |
3423 |
3437 |
3400 |
3409 |
-14 |
1 |
28 |
-1 |
| Mar10 |
091211 |
3433 |
3437 |
3388 |
3394 |
-23 |
7,511 |
77,613 |
+456 |
| May10 |
091211 |
3449 |
3454 |
3410 |
3416 |
-23 |
1,203 |
19,216 |
-269 |
| Jul10 |
091211 |
3450 |
3455 |
3417 |
3417 |
-24 |
1,243 |
7,937 |
+217 |
| Sep10 |
091211 |
3462 |
3466 |
3431 |
3431 |
-22 |
569 |
5,739 |
+332 |
| Dec10 |
091211 |
3427 |
3431 |
3394 |
3395 |
-20 |
195 |
4,045 |
+130 |
| Mar11 |
091211 |
3414 |
3414 |
3380 |
3380 |
-19 |
216 |
7,729 |
+37 |
| Total Volume and Open Interest |
10,938 |
128,763 |
+902 |
| Coffee "C"(ICE) |
| Dec09 |
091211 |
143.75 |
143.75 |
141.00 |
142.60 |
-0.05 |
35 |
271 |
-84 |
| Mar10 |
091211 |
142.75 |
144.50 |
140.30 |
142.65 |
-0.05 |
13,013 |
78,851 |
-293 |
| May10 |
091211 |
144.95 |
146.25 |
142.20 |
144.40 |
unch |
2,225 |
22,713 |
+321 |
| Jul10 |
091211 |
147.20 |
147.20 |
143.60 |
145.75 |
-0.10 |
635 |
5,130 |
+166 |
| Sep10 |
091211 |
148.55 |
148.55 |
144.75 |
147.05 |
-0.15 |
597 |
5,741 |
+70 |
| Dec10 |
091211 |
150.50 |
150.50 |
146.55 |
148.85 |
-0.15 |
537 |
5,793 |
+203 |
| Total Volume and Open Interest |
17,182 |
120,495 |
+368 |
| Orange Juice(ICE) |
| Jan10 |
091211 |
126.05 |
128.05 |
124.85 |
126.85 |
+0.50 |
698 |
13,517 |
-102 |
| Mar10 |
091211 |
129.85 |
131.55 |
128.55 |
130.70 |
+0.65 |
475 |
14,034 |
+154 |
| May10 |
091211 |
133.00 |
135.15 |
132.30 |
134.15 |
+0.60 |
499 |
4,016 |
+267 |
| Jul10 |
091211 |
135.70 |
137.35 |
135.70 |
137.35 |
+0.60 |
325 |
1,524 |
+306 |
| Sep10 |
091211 |
139.35 |
139.35 |
139.35 |
139.35 |
+1.05 |
5 |
526 |
+1 |
| Nov10 |
091211 |
140.45 |
140.45 |
140.45 |
140.45 |
+1.05 |
52 |
61 |
+0 |
| Total Volume and Open Interest |
2,055 |
33,879 |
+627 |
| Sugar #11(ICE) |
| Mar10 |
091211 |
23.39 |
24.10 |
23.12 |
24.00 |
+0.74 |
32,042 |
342,395 |
+955 |
| May10 |
091211 |
22.48 |
23.15 |
22.27 |
23.07 |
+0.63 |
13,356 |
122,286 |
+490 |
| Jul10 |
091211 |
21.40 |
21.90 |
21.16 |
21.85 |
+0.44 |
8,957 |
120,532 |
+696 |
| Oct10 |
091211 |
20.76 |
21.14 |
20.49 |
21.10 |
+0.37 |
3,603 |
88,470 |
+882 |
| Mar11 |
091211 |
20.26 |
20.56 |
20.00 |
20.55 |
+0.27 |
1,686 |
47,760 |
-526 |
| Total Volume and Open Interest |
61,005 |
788,885 |
+3,074 |
| London Cocoa(LCE) |
| Dec09 |
091211 |
2210 |
2223 |
2208 |
2211 |
-3 |
8,331 |
16,146 |
-6,686 |
| Mar10 |
091211 |
2272 |
2284 |
2265 |
2267 |
-9 |
7,601 |
53,454 |
+1,905 |
| May10 |
091211 |
2291 |
2301 |
2283 |
2286 |
-9 |
4,841 |
51,397 |
+46 |
| Jul10 |
091211 |
2260 |
2273 |
2256 |
2260 |
-10 |
721 |
20,860 |
+121 |
| Sep10 |
091211 |
2242 |
2249 |
2231 |
2231 |
-10 |
238 |
8,962 |
+76 |
| Dec10 |
091211 |
2190 |
2205 |
2187 |
2187 |
-10 |
101 |
8,826 |
+94 |
| Mar11 |
091211 |
2179 |
2183 |
2171 |
2171 |
-10 |
26 |
8,309 |
+16 |
| Total Volume and Open Interest |
21,859 |
169,124 |
-4,428 |
| London Sugar(LCE) |
| Mar10 |
091211 |
625.00 |
629.10 |
618.30 |
626.10 |
+5.10 |
5,725 |
32,494 |
-1,957 |
| May10 |
091211 |
615.70 |
619.60 |
610.10 |
616.10 |
+5.00 |
2,601 |
20,110 |
+516 |
| Aug10 |
091211 |
589.30 |
591.30 |
582.10 |
589.10 |
+5.10 |
1,314 |
11,038 |
-241 |
| Oct10 |
091211 |
553.50 |
560.30 |
548.10 |
556.70 |
+2.70 |
239 |
4,675 |
+69 |
| Dec10 |
091211 |
542.30 |
542.30 |
542.30 |
542.30 |
+2.70 |
100 |
754 |
-76 |
| Total Volume and Open Interest |
9,984 |
69,299 |
-1,686 |
| Cotton(ICE) |
| Mar10 |
091211 |
73.72 |
74.60 |
73.62 |
74.31 |
+0.59 |
10,038 |
128,659 |
-1,779 |
| May10 |
091211 |
75.20 |
75.65 |
74.86 |
75.51 |
+0.65 |
1,640 |
15,592 |
+596 |
| Jul10 |
091211 |
75.65 |
76.10 |
75.45 |
75.81 |
+0.45 |
959 |
20,037 |
+216 |
| Oct10 |
091211 |
76.17 |
76.17 |
76.17 |
76.17 |
+0.33 |
0 |
144 |
+0 |
| Dec10 |
091211 |
76.50 |
76.50 |
76.20 |
76.44 |
+0.22 |
316 |
12,166 |
+125 |
| Mar11 |
091211 |
77.56 |
77.56 |
77.56 |
77.56 |
+0.22 |
0 |
213 |
+0 |
| Total Volume and Open Interest |
12,975 |
177,561 |
-820 |
| Lumber(CME) |
| Jan10 |
091211 |
216.0 |
217.2 |
213.0 |
214.0 |
-0.8 |
879 |
3,655 |
-413 |
| Mar10 |
091211 |
238.3 |
240.4 |
236.8 |
238.5 |
+2.5 |
723 |
5,178 |
+342 |
| May10 |
091211 |
251.5 |
252.5 |
249.3 |
251.1 |
-2.4 |
54 |
845 |
+11 |
| Jul10 |
091211 |
255.1 |
256.1 |
253.5 |
255.1 |
+1.8 |
2 |
191 |
+0 |
| Total Volume and Open Interest |
1,658 |
9,990 |
-60 |
| Crude Oil(NYM) |
| Jan10 |
091211 |
70.57 |
71.20 |
69.46 |
69.87 |
-0.67 |
526,968 |
235,576 |
-28,735 |
| Feb10 |
091211 |
72.39 |
72.97 |
71.30 |
71.95 |
-0.37 |
271,108 |
170,292 |
+17,796 |
| Mar10 |
091211 |
73.55 |
74.33 |
72.75 |
73.54 |
-0.14 |
116,502 |
127,140 |
+5,069 |
| Apr10 |
091211 |
74.78 |
75.25 |
73.83 |
74.63 |
-0.01 |
30,112 |
38,188 |
+479 |
| May10 |
091211 |
75.55 |
75.96 |
74.52 |
75.39 |
-0.01 |
15,438 |
28,085 |
-581 |
| Jun10 |
091211 |
76.26 |
76.62 |
75.23 |
75.99 |
-0.06 |
31,156 |
107,392 |
+1,059 |
| Jul10 |
091211 |
76.91 |
76.95 |
75.83 |
76.53 |
-0.07 |
2,525 |
28,166 |
-64 |
| Aug10 |
091211 |
77.43 |
77.43 |
76.74 |
77.04 |
-0.05 |
1,666 |
14,730 |
-83 |
| Sep10 |
091211 |
77.50 |
77.59 |
77.26 |
77.56 |
-0.02 |
2,249 |
26,761 |
-402 |
| Oct10 |
091211 |
77.98 |
78.08 |
77.78 |
78.08 |
-0.02 |
1,477 |
14,953 |
+290 |
| Nov10 |
091211 |
78.40 |
78.64 |
78.40 |
78.64 |
-0.02 |
1,629 |
16,229 |
-178 |
| Dec10 |
091211 |
79.25 |
79.82 |
78.39 |
79.23 |
-0.02 |
23,636 |
130,435 |
-17 |
| Jan11 |
091211 |
79.63 |
79.81 |
79.63 |
79.63 |
-0.02 |
631 |
18,953 |
-41 |
| Feb11 |
091211 |
79.98 |
80.16 |
79.98 |
79.98 |
-0.02 |
111 |
7,962 |
-57 |
| Mar11 |
091211 |
80.38 |
80.56 |
80.38 |
80.38 |
-0.02 |
236 |
6,554 |
-13 |
| Apr11 |
091211 |
80.81 |
80.81 |
80.81 |
80.81 |
-0.01 |
254 |
9,193 |
+134 |
| Total Volume and Open Interest |
1,037,324 |
1,212,740 |
-5,168 |
| e-miNY Crude Oil(NYM) |
| Dec09 |
091119 |
79.700 |
79.925 |
77.050 |
77.450 |
-2.125 |
9,328 |
3,959 |
+159 |
| Jan10 |
091211 |
70.600 |
71.175 |
69.450 |
69.875 |
-0.675 |
18,282 |
5,937 |
+1,246 |
| Feb10 |
091211 |
72.250 |
72.900 |
71.300 |
71.950 |
-0.375 |
1,328 |
1,673 |
+339 |
| Mar10 |
091211 |
73.900 |
74.250 |
73.100 |
73.550 |
-0.125 |
91 |
314 |
+18 |
| Apr10 |
091211 |
74.400 |
74.625 |
74.400 |
74.625 |
-0.025 |
3 |
82 |
-1 |
| May10 |
091211 |
75.400 |
75.400 |
75.400 |
75.400 |
unch |
3 |
3 |
+0 |
| Jun10 |
091211 |
76.525 |
76.525 |
75.975 |
76.000 |
-0.050 |
1 |
11 |
+0 |
| Jul10 |
091211 |
76.525 |
76.525 |
76.525 |
76.525 |
-0.075 |
1 |
7 |
+1 |
| Aug10 |
091211 |
77.050 |
77.050 |
77.050 |
77.050 |
-0.050 |
0 |
2 |
+0 |
| Sep10 |
091211 |
77.550 |
77.550 |
77.550 |
77.550 |
-0.025 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
19,709 |
8,129 |
+1,603 |
| Heating Oil(NYM) |
| Jan10 |
091211 |
190.23 |
191.96 |
188.90 |
190.85 |
+0.56 |
73,673 |
66,048 |
-8,159 |
| Feb10 |
091211 |
193.05 |
194.42 |
191.26 |
193.10 |
+0.18 |
27,943 |
52,621 |
+2,810 |
| Mar10 |
091211 |
195.08 |
195.96 |
193.00 |
194.77 |
-0.07 |
16,348 |
40,679 |
+914 |
| Apr10 |
091211 |
195.83 |
197.06 |
194.10 |
195.58 |
-0.23 |
7,092 |
22,893 |
+125 |
| May10 |
091211 |
197.07 |
197.52 |
195.52 |
196.61 |
-0.36 |
5,909 |
14,817 |
+375 |
| Jun10 |
091211 |
198.04 |
198.73 |
196.00 |
197.67 |
-0.37 |
11,111 |
32,669 |
+21 |
| Jul10 |
091211 |
199.67 |
199.67 |
198.05 |
199.46 |
-0.39 |
1,702 |
9,121 |
+65 |
| Aug10 |
091211 |
202.08 |
202.08 |
201.62 |
201.80 |
-0.42 |
685 |
4,293 |
-21 |
| Sep10 |
091211 |
205.72 |
205.72 |
203.40 |
204.41 |
-0.43 |
687 |
8,094 |
+155 |
| Oct10 |
091211 |
206.15 |
207.25 |
206.15 |
207.13 |
-0.40 |
253 |
4,484 |
+18 |
| Nov10 |
091211 |
209.35 |
210.12 |
208.62 |
209.79 |
-0.37 |
179 |
6,168 |
+31 |
| Dec10 |
091211 |
212.79 |
213.19 |
211.30 |
212.41 |
-0.38 |
2,115 |
21,151 |
+463 |
| Total Volume and Open Interest |
150,182 |
308,679 |
-2,970 |
| Gasoline(NYMEX) |
| Jan10 |
091211 |
183.51 |
184.77 |
181.24 |
184.16 |
+0.65 |
54,443 |
70,615 |
-7,727 |
| Feb10 |
091211 |
185.94 |
187.44 |
183.88 |
186.89 |
+0.71 |
27,259 |
41,439 |
+1,982 |
| Mar10 |
091211 |
188.74 |
190.04 |
186.53 |
189.60 |
+0.75 |
15,728 |
37,275 |
+433 |
| Apr10 |
091211 |
202.06 |
202.06 |
199.35 |
201.90 |
+0.84 |
6,935 |
24,130 |
+97 |
| May10 |
091211 |
202.82 |
203.20 |
200.30 |
203.20 |
+0.74 |
3,870 |
10,653 |
-130 |
| Jun10 |
091211 |
203.73 |
204.34 |
201.69 |
204.28 |
+0.55 |
3,741 |
12,915 |
+35 |
| Jul10 |
091211 |
204.16 |
204.61 |
203.40 |
204.61 |
+0.49 |
887 |
6,040 |
-64 |
| Aug10 |
091211 |
204.27 |
204.73 |
204.27 |
204.73 |
+0.44 |
678 |
5,153 |
+131 |
| Sep10 |
091211 |
204.28 |
204.28 |
203.67 |
204.28 |
+0.45 |
695 |
5,377 |
+146 |
| Oct10 |
091211 |
195.02 |
195.10 |
194.88 |
194.88 |
+0.43 |
505 |
2,300 |
+119 |
| Total Volume and Open Interest |
116,427 |
236,756 |
-4,678 |
| e-miNY RBOB Gasoline(NYM) |
| Jan10 |
091211 |
1.84 |
1.84 |
1.84 |
1.84 |
unch |
0 |
4 |
+0 |
| Feb10 |
091211 |
186.90 |
186.90 |
186.89 |
186.90 |
+0.70 |
|
|
|
| Mar10 |
091211 |
189.60 |
189.60 |
189.60 |
189.60 |
+0.70 |
|
|
|
| Apr10 |
091211 |
201.90 |
201.90 |
201.90 |
201.90 |
+0.80 |
|
|
|
| Total Volume and Open Interest |
0 |
4 |
+0 |
| Natural Gas(NYM) |
| Jan10 |
091211 |
5.260 |
5.375 |
5.121 |
5.163 |
-0.135 |
157,380 |
149,141 |
-14,087 |
| Feb10 |
091211 |
5.318 |
5.424 |
5.197 |
5.232 |
-0.114 |
52,549 |
73,291 |
-774 |
| Mar10 |
091211 |
5.345 |
5.458 |
5.235 |
5.274 |
-0.109 |
49,732 |
101,840 |
+9,857 |
| Apr10 |
091211 |
5.360 |
5.465 |
5.256 |
5.299 |
-0.103 |
20,221 |
64,766 |
+4,391 |
| May10 |
091211 |
5.430 |
5.506 |
5.294 |
5.343 |
-0.101 |
6,056 |
35,512 |
+774 |
| Jun10 |
091211 |
5.445 |
5.569 |
5.356 |
5.404 |
-0.102 |
3,718 |
23,445 |
+381 |
| Jul10 |
091211 |
5.557 |
5.646 |
5.432 |
5.481 |
-0.103 |
2,213 |
17,505 |
+308 |
| Aug10 |
091211 |
5.595 |
5.710 |
5.508 |
5.555 |
-0.104 |
2,129 |
19,152 |
+396 |
| Sep10 |
091211 |
5.651 |
5.765 |
5.559 |
5.607 |
-0.104 |
1,804 |
19,149 |
-172 |
| Oct10 |
091211 |
5.799 |
5.900 |
5.703 |
5.749 |
-0.098 |
8,040 |
31,595 |
+625 |
| Nov10 |
091211 |
6.178 |
6.265 |
6.105 |
6.144 |
-0.093 |
1,507 |
8,080 |
+89 |
| Dec10 |
091211 |
6.585 |
6.650 |
6.500 |
6.539 |
-0.078 |
3,028 |
18,584 |
+462 |
| Jan11 |
091211 |
6.820 |
6.890 |
6.740 |
6.779 |
-0.078 |
3,893 |
17,325 |
+873 |
| Feb11 |
091211 |
6.844 |
6.870 |
6.727 |
6.769 |
-0.078 |
154 |
6,764 |
+63 |
| Mar11 |
091211 |
6.660 |
6.720 |
6.590 |
6.624 |
-0.078 |
1,133 |
15,770 |
+11 |
| Apr11 |
091211 |
6.210 |
6.290 |
6.160 |
6.194 |
-0.068 |
481 |
11,787 |
+121 |
| Total Volume and Open Interest |
314,602 |
713,358 |
+3,210 |
| Brent Crude Oil(ICE) |
| Jan10 |
091211 |
71.85 |
72.60 |
71.02 |
71.88 |
+0.02 |
209,492 |
116,397 |
-6,792 |
| Feb10 |
091211 |
72.30 |
73.44 |
71.85 |
72.70 |
-0.03 |
140,414 |
159,657 |
+21,677 |
| Mar10 |
091211 |
73.73 |
74.29 |
72.73 |
73.57 |
-0.04 |
80,524 |
96,316 |
+11,032 |
| Apr10 |
091211 |
74.79 |
75.11 |
73.60 |
74.40 |
-0.06 |
29,753 |
40,934 |
-172 |
| May10 |
091211 |
75.68 |
75.84 |
74.39 |
75.17 |
-0.08 |
18,640 |
26,622 |
+3,975 |
| Jun10 |
091211 |
76.39 |
76.58 |
75.10 |
75.87 |
-0.09 |
21,300 |
59,402 |
+3,196 |
| Jul10 |
091211 |
77.09 |
77.18 |
76.06 |
76.48 |
-0.10 |
5,134 |
15,374 |
+1,244 |
| Aug10 |
091211 |
77.69 |
77.76 |
76.65 |
77.07 |
-0.11 |
3,190 |
10,752 |
+266 |
| Sep10 |
091211 |
78.25 |
78.33 |
77.45 |
77.65 |
-0.11 |
2,514 |
7,120 |
+216 |
| Oct10 |
091211 |
78.20 |
78.23 |
78.20 |
78.23 |
-0.12 |
1,815 |
13,860 |
-76 |
| Nov10 |
091211 |
78.82 |
78.82 |
78.82 |
78.82 |
-0.11 |
2,522 |
11,103 |
+133 |
| Dec10 |
091211 |
79.77 |
80.02 |
78.62 |
79.43 |
-0.10 |
14,562 |
75,123 |
+865 |
| Jan11 |
091211 |
79.98 |
79.98 |
79.98 |
79.98 |
-0.10 |
531 |
8,774 |
+156 |
| Feb11 |
091211 |
80.48 |
80.48 |
80.48 |
80.48 |
-0.11 |
85 |
4,277 |
+10 |
| Total Volume and Open Interest |
534,696 |
743,191 |
+35,976 |
| Gas Oil(ICE) |
| Jan10 |
091211 |
586.00 |
591.50 |
580.75 |
582.00 |
-5.00 |
92,431 |
136,255 |
+5,693 |
| Feb10 |
091211 |
596.00 |
600.25 |
589.25 |
590.50 |
-5.50 |
29,316 |
74,819 |
+8,680 |
| Mar10 |
091211 |
603.50 |
607.75 |
596.75 |
597.75 |
-5.75 |
7,307 |
45,115 |
-130 |
| Apr10 |
091211 |
610.75 |
613.00 |
604.75 |
604.75 |
-6.25 |
3,439 |
25,206 |
-911 |
| May10 |
091211 |
620.00 |
620.00 |
612.00 |
612.00 |
-6.25 |
2,881 |
21,253 |
+932 |
| Jun10 |
091211 |
625.00 |
627.75 |
618.00 |
619.00 |
-6.50 |
6,588 |
45,848 |
-122 |
| Jul10 |
091211 |
634.00 |
634.00 |
625.75 |
626.75 |
-6.50 |
709 |
16,031 |
+250 |
| Aug10 |
091211 |
641.50 |
641.50 |
634.25 |
634.25 |
-6.75 |
657 |
17,806 |
-43 |
| Sep10 |
091211 |
645.75 |
646.25 |
641.50 |
641.50 |
-7.00 |
766 |
15,965 |
+174 |
| Oct10 |
091211 |
653.00 |
653.00 |
648.25 |
648.25 |
-6.75 |
524 |
10,310 |
-12 |
| Total Volume and Open Interest |
179,606 |
542,841 |
-4,430 |
| Ethanol(CBOT) |
| Dec09 |
091203 |
2.135 |
2.135 |
2.130 |
2.130 |
unch |
46 |
267 |
-17 |
| Jan10 |
091211 |
1.910 |
1.913 |
1.900 |
1.912 |
-0.015 |
72 |
704 |
-6 |
| Feb10 |
091211 |
1.839 |
1.845 |
1.835 |
1.835 |
-0.012 |
38 |
694 |
+29 |
| Mar10 |
091211 |
1.828 |
1.837 |
1.824 |
1.832 |
unch |
40 |
1,148 |
+14 |
| Apr10 |
091211 |
1.830 |
1.830 |
1.830 |
1.830 |
-0.002 |
18 |
847 |
+9 |
| May10 |
091211 |
1.800 |
1.810 |
1.800 |
1.803 |
-0.013 |
14 |
431 |
+5 |
| Jun10 |
091211 |
1.805 |
1.805 |
1.805 |
1.805 |
-0.002 |
21 |
316 |
-3 |
| Jul10 |
091211 |
1.820 |
1.820 |
1.805 |
1.805 |
+0.006 |
40 |
367 |
-11 |
| Total Volume and Open Interest |
290 |
6,633 |
+85 |
| US Dollar Index(ICE) |
| Dec09 |
091211 |
76.055 |
76.740 |
75.735 |
76.585 |
+0.515 |
36,601 |
12,353 |
-16,651 |
| Mar10 |
091211 |
76.380 |
77.120 |
76.260 |
76.955 |
+0.545 |
28,074 |
29,971 |
+15,187 |
| Jun10 |
091211 |
76.625 |
77.365 |
76.625 |
77.245 |
+0.545 |
0 |
4,805 |
+0 |
| Total Volume and Open Interest |
64,675 |
47,130 |
-1,464 |
| Australian Dollar(CME) |
| Dec09 |
091211 |
91.66 |
91.97 |
90.90 |
91.08 |
-0.59 |
100,762 |
66,888 |
-12,202 |
| Mar10 |
091211 |
90.82 |
91.21 |
90.04 |
90.22 |
-0.60 |
45,318 |
65,121 |
+18,986 |
| Jun10 |
091211 |
89.64 |
89.86 |
89.26 |
89.26 |
-0.60 |
0 |
15 |
+0 |
| Total Volume and Open Interest |
146,080 |
132,046 |
+6,784 |
| British Pound(CME) |
| Dec09 |
091211 |
162.76 |
163.40 |
161.97 |
162.40 |
-0.24 |
166,612 |
55,643 |
-20,401 |
| Mar10 |
091211 |
162.77 |
163.29 |
161.87 |
162.31 |
-0.23 |
58,097 |
43,958 |
+16,701 |
| Jun10 |
091211 |
162.22 |
162.84 |
162.13 |
162.22 |
-0.22 |
7 |
126 |
+5 |
| Total Volume and Open Interest |
224,716 |
99,801 |
-3,695 |
| Canadian Dollar(CME) |
| Dec09 |
091211 |
95.09 |
95.38 |
94.13 |
94.28 |
-0.94 |
97,716 |
67,465 |
-6,122 |
| Mar10 |
091211 |
95.10 |
95.40 |
94.13 |
94.28 |
-0.94 |
39,229 |
51,413 |
+23,441 |
| Jun10 |
091211 |
94.30 |
95.31 |
94.17 |
94.29 |
-0.93 |
258 |
903 |
+145 |
| Sep10 |
091211 |
94.30 |
95.28 |
94.17 |
94.26 |
-0.94 |
36 |
551 |
+4 |
| Total Volume and Open Interest |
137,304 |
120,704 |
+17,486 |
| Japanese Yen(CME) |
| Dec09 |
091211 |
113.25 |
113.36 |
111.34 |
112.12 |
-1.20 |
136,327 |
81,417 |
-15,752 |
| Mar10 |
091211 |
113.33 |
113.44 |
111.41 |
112.19 |
-1.20 |
57,038 |
54,284 |
+28,018 |
| Jun10 |
091211 |
113.25 |
113.49 |
111.47 |
112.29 |
-1.20 |
3 |
25 |
+1 |
| Total Volume and Open Interest |
193,368 |
135,768 |
+12,267 |
| Swiss Franc(CME) |
| Dec09 |
091211 |
97.47 |
97.70 |
96.45 |
96.68 |
-0.71 |
60,962 |
29,792 |
-7,329 |
| Mar10 |
091211 |
97.50 |
97.76 |
96.51 |
96.74 |
-0.71 |
21,342 |
21,113 |
+8,653 |
| Jun10 |
091211 |
96.82 |
97.56 |
96.82 |
96.82 |
-0.70 |
0 |
12 |
+0 |
| Total Volume and Open Interest |
82,304 |
50,919 |
+1,324 |
| EuroFX(CME) |
| Dec09 |
091211 |
147.33 |
147.76 |
145.86 |
146.19 |
-1.00 |
304,302 |
119,417 |
-18,369 |
| Mar10 |
091211 |
147.26 |
147.72 |
145.81 |
146.14 |
-1.00 |
99,035 |
67,286 |
+27,144 |
| Jun10 |
091211 |
146.61 |
147.36 |
145.75 |
146.09 |
-0.97 |
8 |
707 |
+2 |
| Total Volume and Open Interest |
403,347 |
188,071 |
+8,777 |
| Mexican Peso(CME) |
| Dec09 |
091211 |
772.2 |
779.2 |
771.5 |
776.0 |
+3.8 |
42,025 |
70,633 |
-10,301 |
| Jan10 |
091211 |
773.2 |
773.2 |
769.5 |
773.2 |
+3.8 |
|
|
|
| Total Volume and Open Interest |
71,922 |
175,696 |
+3,185 |
| 30-Year T-Bonds(CBOT) |
| Dec09 |
091211 |
119~050 |
119~130 |
118~080 |
118~290 |
-0~160 |
25,922 |
29,219 |
-14,701 |
| Mar10 |
091211 |
118~070 |
118~110 |
117~050 |
117~270 |
-0~180 |
231,145 |
683,495 |
-1,075 |
| Jun10 |
091211 |
116~160 |
116~300 |
115~280 |
116~120 |
-0~180 |
1 |
83 |
+1 |
| Total Volume and Open Interest |
257,068 |
712,798 |
-15,775 |
| 10-Year T-Notes(CBOT) |
| Dec09 |
091211 |
119~125 |
119~165 |
118~265 |
119~005 |
-0~160 |
8,419 |
32,429 |
-3,315 |
| Mar10 |
091211 |
118~025 |
118~050 |
117~135 |
117~215 |
-0~160 |
793,164 |
1,205,217 |
+10,986 |
| Jun10 |
091211 |
116~160 |
116~260 |
116~080 |
116~095 |
-0~165 |
5 |
8 |
+1 |
| Total Volume and Open Interest |
801,588 |
1,237,654 |
+7,672 |
| 5-Year T-Notes(CBOT) |
| Dec09 |
091211 |
117~052 |
117~060 |
117~052 |
117~058 |
-0~033 |
127 |
57,518 |
-1,819 |
| Mar10 |
091211 |
116~056 |
116~062 |
115~125 |
116~027 |
-0~036 |
361,741 |
800,716 |
+3,809 |
| Jun10 |
091211 |
115~035 |
115~073 |
115~035 |
115~035 |
-0~038 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
370,621 |
858,235 |
+1,990 |
| 2 Year T-Notes(CBOT) |
| Dec09 |
091211 |
109~038 |
109~040 |
109~017 |
109~025 |
-0~011 |
0 |
16,423 |
-5,884 |
| Mar10 |
091211 |
108~097 |
108~100 |
108~078 |
108~088 |
-0~011 |
175,840 |
914,075 |
+4,106 |
| Jun10 |
091211 |
108~020 |
108~031 |
108~020 |
108~020 |
-0~011 |
0 |
7,676 |
+0 |
| Total Volume and Open Interest |
188,816 |
938,174 |
-1,779 |
| Eurodollars(CME) |
| Dec09 |
091211 |
99.743 |
99.747 |
99.740 |
99.743 |
+0.003 |
84,343 |
969,906 |
-8,458 |
| Mar10 |
091211 |
99.600 |
99.605 |
99.575 |
99.595 |
-0.005 |
147,396 |
1,158,700 |
-17,727 |
| Jun10 |
091211 |
99.410 |
99.415 |
99.360 |
99.380 |
-0.035 |
204,688 |
901,071 |
-10,542 |
| Sep10 |
091211 |
99.130 |
99.135 |
99.060 |
99.085 |
-0.055 |
248,299 |
747,794 |
+16,026 |
| Dec10 |
091211 |
98.795 |
98.805 |
98.710 |
98.745 |
-0.060 |
234,996 |
868,400 |
+12,452 |
| Mar11 |
091211 |
98.455 |
98.465 |
98.360 |
98.410 |
-0.055 |
181,056 |
513,213 |
-4,456 |
| Jun11 |
091211 |
98.110 |
98.115 |
98.005 |
98.065 |
-0.055 |
161,713 |
541,272 |
+6,236 |
| Sep11 |
091211 |
97.795 |
97.805 |
97.685 |
97.745 |
-0.060 |
123,704 |
480,463 |
+3,187 |
| Dec11 |
091211 |
97.505 |
97.510 |
97.390 |
97.445 |
-0.065 |
83,304 |
274,794 |
+7,368 |
| Mar12 |
091211 |
97.250 |
97.250 |
97.125 |
97.180 |
-0.070 |
58,348 |
206,809 |
+3,145 |
| Jun12 |
091211 |
96.970 |
96.985 |
96.855 |
96.910 |
-0.075 |
50,645 |
185,059 |
+4,405 |
| Sep12 |
091211 |
96.750 |
96.750 |
96.615 |
96.670 |
-0.080 |
42,271 |
112,975 |
+571 |
| Dec12 |
091211 |
96.510 |
96.520 |
96.380 |
96.435 |
-0.090 |
13,540 |
65,852 |
-178 |
| Mar13 |
091211 |
96.325 |
96.325 |
96.205 |
96.260 |
-0.090 |
10,646 |
57,617 |
+190 |
| Jun13 |
091211 |
96.140 |
96.145 |
96.030 |
96.085 |
-0.095 |
9,617 |
56,679 |
+423 |
| Sep13 |
091211 |
95.975 |
95.990 |
95.865 |
95.920 |
-0.095 |
7,464 |
54,039 |
-355 |
| Dec13 |
091211 |
95.815 |
95.835 |
95.700 |
95.755 |
-0.095 |
4,772 |
30,227 |
-503 |
| Mar14 |
091211 |
95.690 |
95.725 |
95.575 |
95.635 |
-0.095 |
4,669 |
29,676 |
+128 |
| Total Volume and Open Interest |
1,697,006 |
7,410,893 |
+15,087 |
| 30 Day Federal Funds(CBOT) |
| Dec09 |
091211 |
99.872 |
99.872 |
99.870 |
99.872 |
unch |
1,100 |
76,142 |
-96 |
| Jan10 |
091211 |
99.855 |
99.860 |
99.850 |
99.855 |
-0.005 |
3,449 |
63,712 |
-356 |
| Feb10 |
091211 |
99.830 |
99.835 |
99.820 |
99.825 |
-0.010 |
6,007 |
76,359 |
+3,343 |
| Mar10 |
091211 |
99.810 |
99.810 |
99.795 |
99.800 |
-0.010 |
4,483 |
47,113 |
+1,007 |
| Apr10 |
091211 |
99.785 |
99.785 |
99.770 |
99.780 |
-0.010 |
2,848 |
64,594 |
-112 |
| May10 |
091211 |
99.745 |
99.745 |
99.720 |
99.735 |
-0.010 |
2,184 |
52,747 |
-3 |
| Total Volume and Open Interest |
27,239 |
502,090 |
+4,123 |
| 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 |
091211 |
99.530 |
99.535 |
99.530 |
99.530 |
unch |
240 |
4,714 |
+240 |
| Mar10 |
091211 |
99.610 |
99.615 |
99.610 |
99.610 |
unch |
0 |
433 |
+0 |
| Jun10 |
091211 |
99.625 |
99.625 |
99.625 |
99.625 |
unch |
0 |
80 |
+0 |
| Sep10 |
091211 |
99.655 |
99.655 |
99.655 |
99.655 |
unch |
0 |
230 |
+0 |
| Dec10 |
091211 |
99.665 |
99.665 |
99.665 |
99.665 |
unch |
0 |
242 |
+0 |
| Mar11 |
091211 |
99.580 |
99.580 |
99.580 |
99.580 |
unch |
|
|
|
| Jun11 |
091211 |
99.520 |
99.520 |
99.520 |
99.520 |
unch |
|
|
|
| Sep11 |
091211 |
99.520 |
99.520 |
99.520 |
99.520 |
unch |
|
|
|
| Dec11 |
091211 |
99.340 |
99.340 |
99.340 |
99.340 |
+0.010 |
|
|
|
| Mar12 |
091211 |
99.305 |
99.305 |
99.305 |
99.305 |
+0.010 |
|
|
|
| Total Volume and Open Interest |
240 |
5,699 |
+240 |
| 3-Mth Euro-Yen(SGX) |
| Mar10 |
091211 |
99.63 |
99.63 |
99.62 |
99.62 |
+0.01 |
501 |
4,307 |
-92 |
| Jun10 |
091211 |
99.65 |
99.65 |
99.64 |
99.64 |
+0.01 |
0 |
1,867 |
-165 |
| Sep10 |
091211 |
99.67 |
99.67 |
99.67 |
99.67 |
+0.01 |
0 |
1,797 |
-165 |
| Dec10 |
091211 |
99.68 |
99.68 |
99.68 |
99.68 |
+0.01 |
0 |
1,163 |
-65 |
| Mar11 |
091211 |
99.60 |
99.60 |
99.60 |
99.60 |
+0.01 |
0 |
562 |
-100 |
| Jun11 |
091211 |
99.54 |
99.54 |
99.54 |
99.54 |
+0.01 |
0 |
52 |
+0 |
| Sep11 |
091211 |
99.54 |
99.54 |
99.54 |
99.54 |
+0.01 |
0 |
51 |
+0 |
| Dec11 |
091211 |
99.34 |
99.34 |
99.34 |
99.34 |
+0.01 |
0 |
101 |
+0 |
| Total Volume and Open Interest |
910 |
16,178 |
+236 |
| Japanese Gov't Bonds(SGX) |
| Mar10 |
091209 |
139.72 |
139.90 |
139.66 |
139.83 |
+0.24 |
10,453 |
16,242 |
+3,890 |
| Jun10 |
091211 |
139.41 |
139.41 |
139.41 |
139.41 |
-0.20 |
|
|
|
| Sep10 |
091211 |
139.41 |
139.41 |
139.41 |
139.41 |
-0.20 |
|
|
|
| Total Volume and Open Interest |
2,831 |
17,563 |
+271 |
| Euro-Bund(EUREX) |
| Mar10 |
091211 |
122.98 |
123.00 |
122.55 |
122.69 |
-0.42 |
564,924 |
904,979 |
-20,786 |
| Jun10 |
091211 |
121.55 |
121.55 |
121.11 |
121.30 |
-0.41 |
36 |
29 |
+18 |
| Sep10 |
091211 |
120.89 |
120.89 |
120.89 |
120.89 |
-0.82 |
|
|
|
| Total Volume and Open Interest |
564,960 |
905,008 |
-20,768 |
| Euro-Bobl(EUREX) |
| Mar10 |
091211 |
116.60 |
116.62 |
116.31 |
116.44 |
-0.18 |
342,980 |
693,294 |
+30,031 |
| Jun10 |
091211 |
115.04 |
115.04 |
115.04 |
115.04 |
-0.18 |
|
|
|
| Sep10 |
091211 |
114.74 |
114.74 |
114.74 |
114.74 |
-0.48 |
|
|
|
| Total Volume and Open Interest |
342,980 |
693,294 |
+920 |
| 3-Mth Euribor(EUREX) |
| Dec09 |
091211 |
99.285 |
99.285 |
99.280 |
99.285 |
unch |
1,267 |
9,050 |
-111 |
| Mar10 |
091211 |
99.175 |
99.175 |
99.170 |
99.170 |
-0.005 |
3,064 |
9,026 |
+1,013 |
| Jun10 |
091211 |
98.845 |
98.845 |
98.835 |
98.840 |
-0.015 |
420 |
5,199 |
-74 |
| Total Volume and Open Interest |
6,279 |
28,384 |
+1,536 |
| Long Gilt(LIFFE) |
| Dec09 |
091211 |
117~13 |
117~17 |
117~01 |
117~02 |
-0~15 |
1,317 |
41,444 |
-953 |
| Mar10 |
091211 |
115~26 |
116~02 |
115~11 |
115~16 |
-0~15 |
91,082 |
243,350 |
+1,871 |
| Total Volume and Open Interest |
92,399 |
284,794 |
+918 |
| 3-Mth Short Sterling(LIFFE) |
| Dec09 |
091211 |
99.39 |
99.40 |
99.36 |
99.39 |
unch |
15,000 |
350,725 |
+1,940 |
| Mar10 |
091211 |
99.25 |
99.26 |
99.22 |
99.24 |
-0.01 |
40,423 |
356,080 |
-3,391 |
| Jun10 |
091211 |
99.02 |
99.05 |
98.99 |
98.99 |
-0.04 |
60,869 |
385,012 |
+2,548 |
| Sep10 |
091211 |
98.68 |
98.68 |
98.62 |
98.63 |
-0.05 |
73,918 |
328,004 |
+9,973 |
| Dec10 |
091211 |
98.24 |
98.26 |
98.19 |
98.21 |
-0.04 |
52,086 |
335,731 |
+3,647 |
| Mar11 |
091211 |
97.85 |
97.87 |
97.80 |
97.83 |
-0.03 |
53,130 |
276,985 |
+8,428 |
| Total Volume and Open Interest |
430,544 |
2,574,171 |
+30,051 |
| 3-Mth Euribor(LIFFE) |
| Dec09 |
091211 |
99.280 |
99.285 |
99.280 |
99.285 |
unch |
39,508 |
479,576 |
-9,234 |
| Mar10 |
091211 |
99.185 |
99.190 |
99.160 |
99.170 |
-0.005 |
105,541 |
720,973 |
-1,818 |
| Jun10 |
091211 |
98.860 |
98.865 |
98.830 |
98.840 |
-0.015 |
135,670 |
730,160 |
+5,535 |
| Total Volume and Open Interest |
806,846 |
3,760,671 |
+22,090 |
| 3-Mth Aus T-Bills(SFE) |
| Dec09 |
091210 |
95.87 |
95.87 |
95.80 |
95.84 |
-0.03 |
25,046 |
58,292 |
-23,189 |
| Mar10 |
091211 |
95.53 |
95.55 |
95.43 |
95.44 |
-0.10 |
39,304 |
285,159 |
+7,171 |
| Jun10 |
091211 |
95.20 |
95.21 |
95.09 |
95.12 |
-0.07 |
17,856 |
159,216 |
+1,716 |
| Sep10 |
091211 |
94.91 |
94.93 |
94.80 |
94.82 |
-0.07 |
7,073 |
89,534 |
+762 |
| Dec10 |
091211 |
94.67 |
94.67 |
94.56 |
94.58 |
-0.08 |
5,561 |
76,020 |
+868 |
| Mar11 |
091211 |
94.42 |
94.42 |
94.31 |
94.33 |
-0.06 |
1,574 |
25,693 |
-697 |
| Jun11 |
091211 |
94.10 |
94.14 |
94.08 |
94.10 |
-0.07 |
780 |
22,686 |
-443 |
| Sep11 |
091211 |
93.94 |
93.94 |
93.92 |
93.93 |
-0.06 |
516 |
16,636 |
+137 |
| Dec11 |
091211 |
93.82 |
93.82 |
93.79 |
93.80 |
-0.06 |
327 |
7,102 |
+90 |
| Mar12 |
091211 |
93.72 |
93.72 |
93.71 |
93.71 |
-0.06 |
216 |
3,030 |
-15 |
| Total Volume and Open Interest |
84,079 |
687,086 |
-48,482 |
| 10-Year Aus T-Bonds(SFE) |
| Dec09 |
091211 |
94.54 |
94.57 |
94.45 |
94.47 |
-0.07 |
110,541 |
307,406 |
+14,428 |
| Mar10 |
091211 |
94.49 |
94.49 |
94.39 |
94.40 |
-0.06 |
85,777 |
120,643 |
+74,912 |
| Total Volume and Open Interest |
196,318 |
428,049 |
+89,340 |
| 3-Year Aus T-Bonds(SFE) |
| Dec09 |
091211 |
95.14 |
95.18 |
95.06 |
95.07 |
-0.07 |
196,117 |
488,693 |
-3,673 |
| Mar10 |
091211 |
94.89 |
94.90 |
94.82 |
94.83 |
-0.05 |
105,219 |
135,413 |
+85,056 |
| Total Volume and Open Interest |
301,336 |
624,106 |
+81,383 |
| Gold(CMX) |
| Dec09 |
091211 |
1132.7 |
1141.4 |
1110.8 |
1119.4 |
-6.3 |
2,256 |
3,654 |
-571 |
| Feb10 |
091211 |
1133.3 |
1143.4 |
1110.2 |
1119.9 |
-6.3 |
263,927 |
340,184 |
-4,187 |
| Apr10 |
091211 |
1134.4 |
1144.5 |
1111.8 |
1121.2 |
-6.2 |
3,374 |
50,527 |
-137 |
| Jun10 |
091211 |
1137.0 |
1145.4 |
1112.8 |
1122.3 |
-6.2 |
2,160 |
22,866 |
+308 |
| Aug10 |
091211 |
1137.4 |
1137.4 |
1119.0 |
1123.6 |
-6.1 |
223 |
11,598 |
-48 |
| Oct10 |
091211 |
1138.0 |
1138.0 |
1116.4 |
1125.0 |
-6.0 |
12 |
4,117 |
+9 |
| Dec10 |
091211 |
1139.9 |
1149.6 |
1117.4 |
1126.7 |
-6.0 |
2,094 |
20,674 |
-370 |
| Feb11 |
091211 |
1132.8 |
1139.0 |
1125.0 |
1129.0 |
-5.9 |
50 |
2,980 |
+8 |
| Apr11 |
091211 |
1131.3 |
1131.6 |
1127.3 |
1131.6 |
-5.8 |
51 |
1,127 |
+9 |
| Jun11 |
091211 |
479.2 |
479.2 |
479.2 |
479.2 |
-5.8 |
98 |
8,368 |
-22 |
| Aug11 |
091211 |
1138.1 |
1138.1 |
1138.1 |
1138.1 |
-5.7 |
55 |
675 |
+55 |
| Oct11 |
091211 |
1142.1 |
1142.1 |
1142.1 |
1142.1 |
-5.6 |
55 |
382 |
+75 |
| Total Volume and Open Interest |
279,388 |
501,857 |
-3,795 |
| Silver(CMX) |
| Dec09 |
091211 |
1738.5 |
1758.0 |
1693.0 |
1708.4 |
-8.9 |
279 |
694 |
+33 |
| Mar10 |
091211 |
1742.0 |
1764.0 |
1690.0 |
1709.0 |
-9.8 |
43,954 |
83,591 |
-2,188 |
| May10 |
091211 |
1745.0 |
1761.0 |
1702.5 |
1711.0 |
-9.8 |
1,052 |
10,668 |
+603 |
| Jul10 |
091211 |
1762.5 |
1762.5 |
1700.0 |
1712.8 |
-9.7 |
268 |
7,458 |
+147 |
| Sep10 |
091211 |
1727.0 |
1727.0 |
1714.7 |
1714.7 |
-9.5 |
20 |
2,673 |
+3 |
| Dec10 |
091211 |
1748.5 |
1771.5 |
1700.0 |
1717.4 |
-9.3 |
439 |
9,262 |
-36 |
| Mar11 |
091211 |
1738.0 |
1738.0 |
1716.0 |
1720.5 |
-9.1 |
0 |
89 |
+0 |
| Total Volume and Open Interest |
47,612 |
124,476 |
-1,523 |
| Platinum(NYMEX) |
| Jan10 |
091211 |
1428.9 |
1452.2 |
1416.5 |
1422.7 |
-1.8 |
4,643 |
24,948 |
-1,234 |
| Apr10 |
091211 |
1433.2 |
1454.4 |
1422.0 |
1427.2 |
-1.7 |
1,335 |
8,660 |
+941 |
| Jul10 |
091211 |
1430.2 |
1430.2 |
1430.2 |
1430.2 |
-1.7 |
15 |
206 |
+0 |
| Oct10 |
091211 |
1433.3 |
1433.3 |
1433.3 |
1433.3 |
-1.7 |
0 |
13 |
+0 |
| Total Volume and Open Interest |
5,993 |
33,827 |
-293 |
| Palladium(NYMEX) |
| Dec09 |
091211 |
365.00 |
368.00 |
360.15 |
360.15 |
-2.80 |
35 |
1,192 |
+24 |
| Mar10 |
091211 |
367.30 |
370.50 |
360.90 |
362.15 |
-2.95 |
1,357 |
21,593 |
+36 |
| Jun10 |
091211 |
371.65 |
371.65 |
362.15 |
363.30 |
-2.95 |
19 |
188 |
+13 |
| Total Volume and Open Interest |
1,411 |
22,977 |
+73 |
| Copper(CMX) |
| Dec09 |
091211 |
309.25 |
312.50 |
309.20 |
311.00 |
+3.05 |
636 |
2,842 |
-290 |
| Mar10 |
091211 |
311.90 |
315.40 |
310.55 |
313.30 |
+3.00 |
23,615 |
114,820 |
-1,285 |
| May10 |
091211 |
314.30 |
316.05 |
313.00 |
314.95 |
+3.05 |
2,285 |
15,857 |
+1,434 |
| Jul10 |
091211 |
317.05 |
317.05 |
315.00 |
316.00 |
+3.10 |
270 |
5,161 |
+45 |
| Sep10 |
091211 |
316.55 |
316.55 |
316.55 |
316.55 |
+3.10 |
226 |
3,124 |
+204 |
| Total Volume and Open Interest |
27,734 |
148,087 |
+137 |
| DJIA Index(CBOT) |
| Dec09 |
091211 |
10414 |
10484 |
10407 |
10484 |
+82 |
757 |
14,564 |
+70 |
| Mar10 |
091211 |
10352 |
10425 |
10352 |
10423 |
+81 |
70 |
1,316 |
+151 |
| Jun10 |
091211 |
10359 |
10359 |
10277 |
10359 |
+82 |
0 |
1 |
+0 |
| Sep10 |
091211 |
10307 |
10307 |
10225 |
10307 |
+82 |
|
|
|
| Total Volume and Open Interest |
827 |
15,881 |
+221 |
| S & P 500(CME) |
| Dec09 |
091211 |
1106.00 |
1108.80 |
1101.50 |
1108.00 |
+6.00 |
59,756 |
332,047 |
-30,219 |
| Mar10 |
091211 |
1097.40 |
1105.50 |
1096.40 |
1103.20 |
+6.00 |
47,545 |
92,241 |
+34,522 |
| Jun10 |
091211 |
1098.60 |
1098.60 |
1089.50 |
1098.60 |
+6.10 |
2 |
1,518 |
+0 |
| Sep10 |
091211 |
1094.20 |
1094.30 |
1085.30 |
1094.20 |
+5.90 |
|
|
|
| Total Volume and Open Interest |
107,303 |
425,813 |
+4,305 |
| S & P 500 E-Mini(Globex) |
| Dec09 |
091211 |
1102.50 |
1110.50 |
1101.25 |
1108.00 |
+6.00 |
2,239,481 |
2,351,765 |
-142,315 |
| Mar10 |
091211 |
1097.75 |
1105.50 |
1096.25 |
1103.25 |
+6.00 |
355,747 |
500,284 |
+224,107 |
| Total Volume and Open Interest |
2,595,251 |
2,852,239 |
+81,804 |
| NASDAQ 100(CME) |
| Dec09 |
091211 |
1808.00 |
1810.00 |
1785.00 |
1794.00 |
-6.00 |
2,567 |
23,443 |
-439 |
| Mar10 |
091211 |
1797.00 |
1810.00 |
1781.00 |
1792.00 |
-6.00 |
1,473 |
2,207 |
+1,864 |
| Jun10 |
091211 |
1791.00 |
1791.50 |
1791.00 |
1791.00 |
-6.00 |
|
|
|
| Total Volume and Open Interest |
4,040 |
25,650 |
+1,425 |
| NASDAQ 100 E-Mini(Globex) |
| Dec09 |
091211 |
1799.50 |
1812.80 |
1784.50 |
1794.00 |
-6.00 |
364,559 |
329,899 |
-4,917 |
| Mar10 |
091211 |
1797.30 |
1811.50 |
1782.50 |
1792.00 |
-6.00 |
53,907 |
51,821 |
+37,006 |
| Total Volume and Open Interest |
418,466 |
381,728 |
+32,089 |
| S & P Midcap 400(CME) |
| Dec09 |
091211 |
705.00 |
705.70 |
701.00 |
705.70 |
+4.50 |
216 |
2,639 |
-942 |
| Mar10 |
091211 |
700.00 |
704.50 |
698.00 |
703.40 |
+4.40 |
191 |
571 |
+69 |
| Jun10 |
091211 |
701.40 |
701.40 |
701.00 |
701.40 |
+4.40 |
|
|
|
| Total Volume and Open Interest |
407 |
3,210 |
-873 |
| Russell 2000 E-Mini(Globex) |
| Nikkei 225(CME) |
| Mar10 |
091211 |
10140 |
10200 |
10115 |
10155 |
+165 |
9,342 |
25,091 |
+5,662 |
| Jun10 |
091211 |
10155 |
10160 |
10155 |
10155 |
+165 |
|
|
|
| Total Volume and Open Interest |
25,270 |
51,377 |
-3,618 |
| Nikkei 225(SGX) |
| Mar10 |
091211 |
9835 |
10110 |
9795 |
10085 |
+245 |
90,278 |
144,913 |
+96,178 |
| Jun10 |
091211 |
9970 |
10030 |
9970 |
10030 |
+240 |
48 |
1,070 |
+130 |
| Sep10 |
091211 |
10120 |
10120 |
10120 |
10120 |
+330 |
0 |
55 |
+0 |
| Total Volume and Open Interest |
268,771 |
312,987 |
-4 |
| CAC 40(EURONEXT) |
| Dec09 |
091211 |
3787.5 |
3833.0 |
3787.5 |
3795.0 |
+4.0 |
124,821 |
409,623 |
-5,381 |
| Jan10 |
091211 |
3790.5 |
3830.5 |
3790.5 |
3796.0 |
+4.0 |
5,899 |
7,422 |
+5,658 |
| Feb10 |
091211 |
3799.0 |
3799.0 |
3799.0 |
3799.0 |
+4.0 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
130,750 |
419,740 |
+270 |
| Hang Seng Index(HKFE) |
| Dec09 |
091211 |
21814 |
22190 |
21775 |
21878 |
+190 |
75,360 |
85,635 |
-337 |
| Jan10 |
091211 |
21809 |
22180 |
21774 |
21860 |
+178 |
1,000 |
2,159 |
+112 |
| Total Volume and Open Interest |
76,438 |
89,050 |
-126 |
| DAX(EUREX) |
| Dec09 |
091211 |
5720.0 |
5798.5 |
5718.0 |
5761.0 |
+55.5 |
190,849 |
197,732 |
-3,123 |
| Mar10 |
091211 |
5725.5 |
5800.0 |
5724.0 |
5766.5 |
+55.5 |
4,689 |
26,434 |
+2,500 |
| Jun10 |
091211 |
5732.0 |
5807.0 |
5730.0 |
5773.0 |
+56.0 |
470 |
2,598 |
+127 |
| Total Volume and Open Interest |
196,008 |
226,764 |
-496 |
| FT-SE 100(EURONEXT) |
| Dec09 |
091211 |
5254.00 |
5315.00 |
5251.50 |
5258.50 |
+20.50 |
131,724 |
628,442 |
-12,864 |
| Mar10 |
091211 |
5216.00 |
5268.50 |
5212.00 |
5216.50 |
+20.50 |
26,621 |
52,181 |
+18,332 |
| Jun10 |
091211 |
5220.50 |
5220.50 |
5168.00 |
5168.00 |
+21.00 |
648 |
2,041 |
+586 |
| Total Volume and Open Interest |
159,053 |
683,043 |
+6,114 |
| SPI 200(SFE) |
| Dec09 |
091211 |
4614.0 |
4662.0 |
4606.0 |
4659.0 |
+45.0 |
28,995 |
205,506 |
+2,620 |
| Mar10 |
091211 |
4600.0 |
4651.0 |
4597.0 |
4648.0 |
+47.0 |
881 |
7,902 |
+590 |
| Jun10 |
091211 |
4670.0 |
4670.0 |
4670.0 |
4670.0 |
+47.0 |
1 |
1,429 |
+1 |
| Total Volume and Open Interest |
29,877 |
216,227 |
+3,211 |
| GSCI(CME) |
| Dec09 |
091211 |
486.00 |
486.00 |
478.00 |
479.70 |
-1.95 |
3,958 |
9,976 |
-3,445 |
| Jan10 |
091211 |
490.00 |
491.50 |
484.50 |
487.50 |
-1.00 |
3,719 |
9,670 |
+3,397 |
| Feb10 |
091211 |
496.50 |
497.00 |
492.00 |
496.00 |
+1.00 |
2 |
0 |
+0 |
| Total Volume and Open Interest |
7,679 |
19,646 |
-48 |
| 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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|