|
MRCI's End of Day Prices |
Daily Futures Price Listing Mon December 14, 2009 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jan10 |
091214 |
1032.75 |
1059.00 |
1023.50 |
1055.00 |
+20.00 |
96,194 |
143,687 |
-17,607 |
Mar10 |
091214 |
1041.00 |
1066.00 |
1032.00 |
1061.75 |
+18.75 |
55,984 |
163,832 |
+12,781 |
May10 |
091214 |
1048.00 |
1070.00 |
1038.75 |
1066.25 |
+17.25 |
13,804 |
51,291 |
+2,013 |
Jul10 |
091214 |
1050.00 |
1073.75 |
1042.75 |
1069.50 |
+16.00 |
14,608 |
45,616 |
-399 |
Aug10 |
091214 |
1050.50 |
1066.25 |
1047.00 |
1064.00 |
+15.50 |
82 |
1,833 |
+4 |
Sep10 |
091214 |
1031.75 |
1046.25 |
1030.50 |
1044.00 |
+13.00 |
138 |
582 |
+57 |
Nov10 |
091214 |
1017.00 |
1032.75 |
1007.25 |
1028.25 |
+10.25 |
5,881 |
67,401 |
+1,966 |
Total Volume and Open Interest |
187,022 |
481,468 |
-1,109 |
Soybean Meal(CBOT) |
Dec09 |
091214 |
315.30 |
333.50 |
314.50 |
326.50 |
+12.00 |
2,671 |
570 |
-796 |
Jan10 |
091214 |
306.30 |
317.00 |
303.00 |
316.20 |
+9.70 |
26,902 |
49,468 |
-1,226 |
Mar10 |
091214 |
302.90 |
313.40 |
300.00 |
312.60 |
+8.70 |
9,148 |
47,673 |
+1,293 |
May10 |
091214 |
302.70 |
311.00 |
298.70 |
310.50 |
+7.80 |
7,895 |
24,918 |
+1,998 |
Jul10 |
091214 |
303.20 |
311.30 |
300.00 |
311.00 |
+7.30 |
2,893 |
19,118 |
+63 |
Aug10 |
091214 |
302.80 |
310.00 |
302.70 |
309.50 |
+6.60 |
728 |
4,624 |
-98 |
Sep10 |
091214 |
298.90 |
305.20 |
298.90 |
304.50 |
+5.60 |
566 |
5,079 |
+153 |
Oct10 |
091214 |
290.50 |
297.20 |
290.50 |
297.20 |
+4.70 |
325 |
2,758 |
+119 |
Total Volume and Open Interest |
52,114 |
166,197 |
+1,817 |
Soybean Oil(CBOT) |
Dec09 |
091214 |
39.01 |
39.40 |
39.01 |
39.40 |
+0.18 |
572 |
677 |
-422 |
Jan10 |
091214 |
39.58 |
39.84 |
39.20 |
39.63 |
+0.06 |
30,448 |
80,830 |
-4,476 |
Mar10 |
091214 |
40.03 |
40.25 |
39.61 |
40.04 |
+0.05 |
16,591 |
94,008 |
+3,916 |
May10 |
091214 |
40.52 |
40.63 |
40.04 |
40.42 |
+0.05 |
2,920 |
24,188 |
-42 |
Jul10 |
091214 |
40.48 |
40.99 |
40.34 |
40.78 |
+0.05 |
2,439 |
16,774 |
-118 |
Aug10 |
091214 |
40.90 |
41.07 |
40.82 |
40.93 |
+0.05 |
24 |
2,014 |
+2 |
Sep10 |
091214 |
41.02 |
41.24 |
40.99 |
41.07 |
+0.05 |
71 |
1,530 |
-5 |
Oct10 |
091214 |
41.30 |
41.30 |
41.10 |
41.17 |
+0.07 |
2 |
1,247 |
+1 |
Total Volume and Open Interest |
53,739 |
235,113 |
-946 |
Canola(WCE) |
Jan10 |
091214 |
409.8 |
414.4 |
407.8 |
411.5 |
-0.7 |
8,974 |
25,799 |
-4,468 |
Mar10 |
091214 |
417.0 |
421.8 |
415.0 |
418.7 |
-0.5 |
10,638 |
61,636 |
+5,674 |
May10 |
091214 |
419.9 |
426.8 |
419.9 |
425.4 |
-0.3 |
744 |
3,004 |
+485 |
Jul10 |
091214 |
425.4 |
431.9 |
425.4 |
429.9 |
-0.3 |
313 |
5,567 |
+56 |
Nov10 |
091214 |
424.9 |
432.5 |
424.9 |
430.5 |
-0.3 |
299 |
4,375 |
+146 |
Total Volume and Open Interest |
20,968 |
100,698 |
+1,893 |
Corn(CBOT) |
Dec09 |
091214 |
387.25 |
395.25 |
385.00 |
392.00 |
+2.75 |
12,518 |
3,791 |
-3,609 |
Mar10 |
091214 |
404.00 |
410.00 |
399.50 |
408.50 |
+4.00 |
128,327 |
497,859 |
-5,635 |
May10 |
091214 |
414.50 |
420.75 |
410.50 |
419.25 |
+3.75 |
19,029 |
116,969 |
+3,265 |
Jul10 |
091214 |
424.00 |
430.00 |
420.25 |
428.50 |
+3.50 |
16,261 |
101,255 |
+559 |
Sep10 |
091214 |
430.50 |
435.00 |
427.00 |
434.00 |
+2.75 |
1,939 |
30,146 |
+339 |
Dec10 |
091214 |
437.50 |
442.00 |
433.00 |
440.50 |
+2.25 |
12,400 |
183,587 |
+2,232 |
Total Volume and Open Interest |
191,419 |
965,077 |
-2,469 |
Wheat(CBOT) |
Dec09 |
091214 |
517.00 |
529.25 |
517.00 |
525.00 |
+5.75 |
816 |
657 |
-166 |
Mar10 |
091214 |
537.50 |
548.00 |
531.50 |
543.50 |
+6.00 |
27,985 |
185,083 |
-306 |
May10 |
091214 |
550.75 |
561.25 |
546.00 |
556.75 |
+6.00 |
3,515 |
36,421 |
+1,141 |
Jul10 |
091214 |
560.00 |
571.00 |
554.50 |
566.75 |
+6.50 |
4,119 |
60,613 |
+925 |
Sep10 |
091214 |
570.75 |
582.75 |
568.00 |
581.25 |
+7.00 |
400 |
16,611 |
-42 |
Total Volume and Open Interest |
38,853 |
347,238 |
+1,467 |
Wheat(KCBT) |
Dec09 |
091214 |
526.00 |
526.00 |
526.00 |
526.00 |
+8.75 |
6 |
3 |
+0 |
Mar10 |
091214 |
528.25 |
539.25 |
523.00 |
534.00 |
+6.50 |
6,634 |
59,698 |
-564 |
May10 |
091214 |
535.50 |
550.00 |
535.50 |
545.50 |
+6.25 |
472 |
10,977 |
+41 |
Jul10 |
091214 |
549.50 |
563.00 |
548.75 |
557.75 |
+6.75 |
1,277 |
28,289 |
+148 |
Sep10 |
091214 |
570.00 |
572.50 |
562.75 |
569.75 |
+6.50 |
350 |
2,760 |
+97 |
Total Volume and Open Interest |
10,868 |
136,412 |
+25 |
Wheat(MGE) |
Dec09 |
091214 |
533.00 |
533.00 |
533.00 |
533.00 |
+5.50 |
23 |
12 |
-207 |
Mar10 |
091214 |
541.25 |
551.25 |
537.50 |
547.75 |
+5.25 |
1,492 |
21,743 |
-121 |
May10 |
091214 |
552.75 |
563.00 |
552.00 |
559.00 |
+3.75 |
108 |
4,710 |
+46 |
Jul10 |
091214 |
568.50 |
575.25 |
564.25 |
571.25 |
+5.25 |
166 |
8,572 |
+52 |
Sep10 |
091214 |
574.75 |
586.75 |
574.75 |
583.00 |
+5.00 |
82 |
3,182 |
+14 |
Total Volume and Open Interest |
1,984 |
45,723 |
-283 |
Oats(CBOT) |
Dec09 |
091214 |
247.50 |
248.00 |
247.50 |
247.50 |
-0.50 |
0 |
4 |
+0 |
Mar10 |
091214 |
257.50 |
261.75 |
257.50 |
258.75 |
-0.25 |
539 |
9,406 |
-551 |
May10 |
091214 |
266.50 |
269.75 |
266.50 |
267.25 |
-0.25 |
110 |
911 |
-21 |
Jul10 |
091214 |
274.25 |
276.25 |
274.25 |
276.00 |
-0.25 |
243 |
818 |
+77 |
Total Volume and Open Interest |
1,185 |
11,971 |
-255 |
Rough Rice(CBOT) |
Jan10 |
091214 |
15.64 |
15.98 |
15.56 |
15.98 |
+0.32 |
855 |
6,014 |
-312 |
Mar10 |
091214 |
15.94 |
16.27 |
15.94 |
16.26 |
+0.32 |
960 |
9,295 |
+412 |
May10 |
091214 |
16.27 |
16.45 |
16.27 |
16.45 |
+0.27 |
26 |
368 |
-8 |
Jul10 |
091214 |
16.45 |
16.65 |
16.45 |
16.65 |
+0.25 |
14 |
587 |
+0 |
Total Volume and Open Interest |
1,877 |
17,207 |
+111 |
Live Cattle(CME) |
Dec09 |
091214 |
80.400 |
81.135 |
80.225 |
81.050 |
+0.900 |
2,220 |
8,823 |
-706 |
Feb10 |
091214 |
83.450 |
84.050 |
83.350 |
83.950 |
+0.665 |
17,206 |
139,326 |
+824 |
Apr10 |
091214 |
86.650 |
87.450 |
86.650 |
87.330 |
+0.900 |
4,952 |
63,122 |
+39 |
Jun10 |
091214 |
84.285 |
84.800 |
84.285 |
84.700 |
+0.415 |
4,147 |
32,305 |
+197 |
Aug10 |
091214 |
84.600 |
84.980 |
84.500 |
84.885 |
+0.335 |
1,174 |
9,044 |
+366 |
Oct10 |
091214 |
87.800 |
88.300 |
87.600 |
88.250 |
+0.450 |
301 |
5,831 |
+3 |
Total Volume and Open Interest |
30,027 |
260,968 |
+742 |
Feeder Cattle(CME) |
Jan10 |
091214 |
91.785 |
92.050 |
91.600 |
91.900 |
+0.320 |
2,684 |
12,247 |
-581 |
Mar10 |
091214 |
92.650 |
92.750 |
92.250 |
92.385 |
unch |
2,240 |
10,954 |
+661 |
Apr10 |
091214 |
94.480 |
94.500 |
94.000 |
94.080 |
-0.100 |
559 |
3,413 |
+8 |
May10 |
091214 |
95.385 |
95.385 |
95.100 |
95.200 |
unch |
259 |
3,372 |
+23 |
Aug10 |
091214 |
98.150 |
98.150 |
97.635 |
97.635 |
+0.235 |
119 |
1,356 |
-22 |
Sep10 |
091214 |
97.700 |
97.700 |
97.700 |
97.700 |
unch |
2 |
13 |
+2 |
Oct10 |
091214 |
97.600 |
97.600 |
97.600 |
97.600 |
unch |
1 |
17 |
+1 |
Total Volume and Open Interest |
5,864 |
31,373 |
+92 |
Lean Hogs(CME) |
Dec09 |
091214 |
64.100 |
64.600 |
63.985 |
64.580 |
+0.580 |
2,285 |
11,228 |
-273 |
Feb10 |
091214 |
65.500 |
66.500 |
65.450 |
65.885 |
+0.455 |
9,364 |
76,470 |
+12 |
Apr10 |
091214 |
69.800 |
70.580 |
69.785 |
70.330 |
+0.730 |
3,096 |
43,543 |
+438 |
May10 |
091214 |
74.700 |
75.200 |
74.300 |
75.150 |
+0.265 |
68 |
3,059 |
+7 |
Jun10 |
091214 |
77.900 |
78.300 |
77.550 |
78.225 |
+0.375 |
2,270 |
24,460 |
+461 |
Jul10 |
091214 |
77.000 |
77.450 |
76.830 |
77.430 |
+0.600 |
440 |
8,697 |
+142 |
Aug10 |
091214 |
75.950 |
76.200 |
75.785 |
76.180 |
+0.145 |
135 |
6,355 |
+61 |
Oct10 |
091214 |
67.475 |
67.850 |
67.250 |
67.850 |
+0.170 |
86 |
3,321 |
-10 |
Total Volume and Open Interest |
17,178 |
178,382 |
+299 |
Pork Bellies(CME) |
Feb10 |
091214 |
86.950 |
89.100 |
86.300 |
89.100 |
+3.000 |
56 |
367 |
-18 |
Mar10 |
091214 |
87.000 |
87.000 |
85.000 |
87.000 |
+3.000 |
0 |
87 |
+0 |
May10 |
091214 |
89.500 |
90.500 |
87.700 |
89.500 |
+2.000 |
0 |
78 |
+0 |
Jul10 |
091214 |
88.000 |
88.000 |
88.000 |
88.000 |
+2.500 |
0 |
20 |
+0 |
Aug10 |
091214 |
85.000 |
85.000 |
85.000 |
85.000 |
unch |
0 |
15 |
+0 |
Total Volume and Open Interest |
56 |
567 |
-18 |
Class III Milk(CME) |
Dec09 |
091214 |
14.85 |
14.88 |
14.83 |
14.86 |
+0.03 |
178 |
4,972 |
-17 |
Jan10 |
091214 |
14.99 |
15.10 |
14.93 |
15.05 |
+0.12 |
339 |
4,023 |
+15 |
Feb10 |
091214 |
15.05 |
15.15 |
14.98 |
15.08 |
+0.08 |
543 |
3,159 |
+150 |
Mar10 |
091214 |
15.41 |
15.53 |
15.32 |
15.44 |
+0.05 |
160 |
2,389 |
+28 |
Apr10 |
091214 |
15.49 |
15.60 |
15.43 |
15.52 |
+0.04 |
103 |
1,621 |
+45 |
Total Volume and Open Interest |
1,597 |
24,463 |
+345 |
Cocoa(ICE) |
Dec09 |
091214 |
3435 |
3440 |
3401 |
3401 |
-8 |
13 |
22 |
-2 |
Mar10 |
091214 |
3400 |
3422 |
3371 |
3411 |
+17 |
4,307 |
77,805 |
+474 |
May10 |
091214 |
3421 |
3440 |
3399 |
3430 |
+14 |
494 |
19,017 |
+91 |
Jul10 |
091214 |
3410 |
3442 |
3410 |
3433 |
+16 |
139 |
7,880 |
-269 |
Sep10 |
091214 |
3454 |
3454 |
3437 |
3444 |
+13 |
91 |
5,753 |
+51 |
Dec10 |
091214 |
3398 |
3420 |
3387 |
3408 |
+13 |
285 |
4,306 |
+158 |
Mar11 |
091214 |
3405 |
3405 |
3392 |
3395 |
+15 |
67 |
7,601 |
+2 |
Total Volume and Open Interest |
5,398 |
128,840 |
+505 |
Coffee "C"(ICE) |
Dec09 |
091214 |
143.40 |
145.85 |
143.00 |
145.85 |
+3.25 |
11 |
156 |
-52 |
Mar10 |
091214 |
143.20 |
146.60 |
142.85 |
145.90 |
+3.25 |
9,066 |
77,857 |
-733 |
May10 |
091214 |
144.40 |
148.00 |
144.40 |
147.60 |
+3.20 |
1,395 |
23,194 |
+525 |
Jul10 |
091214 |
146.00 |
149.50 |
146.00 |
148.90 |
+3.15 |
575 |
5,272 |
-76 |
Sep10 |
091214 |
147.50 |
150.50 |
147.50 |
150.20 |
+3.15 |
178 |
5,825 |
+25 |
Dec10 |
091214 |
149.25 |
152.50 |
149.25 |
152.00 |
+3.15 |
294 |
5,805 |
+73 |
Total Volume and Open Interest |
11,521 |
120,107 |
-236 |
Orange Juice(ICE) |
Jan10 |
091214 |
126.90 |
134.35 |
126.85 |
132.90 |
+6.05 |
1,448 |
12,786 |
-290 |
Mar10 |
091214 |
130.70 |
138.35 |
130.60 |
136.80 |
+6.10 |
606 |
14,863 |
+449 |
May10 |
091214 |
135.30 |
140.20 |
135.30 |
140.20 |
+6.05 |
450 |
4,782 |
+393 |
Jul10 |
091214 |
141.75 |
143.60 |
141.55 |
143.60 |
+6.25 |
5 |
1,574 |
+5 |
Sep10 |
091214 |
143.50 |
144.50 |
143.00 |
144.50 |
+5.15 |
0 |
558 |
+0 |
Nov10 |
091214 |
143.50 |
145.00 |
143.50 |
145.00 |
+4.55 |
0 |
61 |
+0 |
Total Volume and Open Interest |
2,510 |
34,826 |
+558 |
Sugar #11(ICE) |
Mar10 |
091214 |
24.07 |
25.40 |
24.00 |
25.28 |
+1.28 |
70,227 |
340,446 |
-1,227 |
May10 |
091214 |
23.01 |
24.18 |
23.01 |
24.12 |
+1.05 |
27,603 |
131,543 |
-363 |
Jul10 |
091214 |
21.80 |
22.70 |
21.78 |
22.65 |
+0.80 |
15,208 |
124,569 |
+1,648 |
Oct10 |
091214 |
21.10 |
21.65 |
21.05 |
21.63 |
+0.53 |
5,569 |
90,290 |
+407 |
Mar11 |
091214 |
20.52 |
20.98 |
20.40 |
20.97 |
+0.42 |
3,518 |
49,401 |
+439 |
Total Volume and Open Interest |
124,660 |
804,428 |
+1,324 |
London Cocoa(LCE) |
Dec09 |
091214 |
2214 |
2215 |
2185 |
2207 |
-4 |
4,738 |
5,862 |
-3,711 |
Mar10 |
091214 |
2267 |
2277 |
2253 |
2268 |
+1 |
7,293 |
59,252 |
+2,424 |
May10 |
091214 |
2285 |
2297 |
2271 |
2287 |
+1 |
1,573 |
50,726 |
-590 |
Jul10 |
091214 |
2245 |
2267 |
2245 |
2262 |
+2 |
849 |
21,312 |
+366 |
Sep10 |
091214 |
2223 |
2235 |
2223 |
2234 |
+3 |
3,383 |
10,828 |
+1,844 |
Dec10 |
091214 |
2179 |
2194 |
2178 |
2185 |
-2 |
453 |
8,835 |
-235 |
Mar11 |
091214 |
2163 |
2179 |
2163 |
2169 |
-2 |
86 |
8,377 |
+69 |
Total Volume and Open Interest |
18,375 |
166,378 |
+167 |
London Sugar(LCE) |
Mar10 |
091214 |
635.10 |
652.80 |
634.20 |
650.70 |
+24.60 |
5,627 |
32,273 |
-669 |
May10 |
091214 |
625.00 |
640.30 |
623.10 |
638.00 |
+21.90 |
1,866 |
20,105 |
-85 |
Aug10 |
091214 |
595.00 |
610.00 |
595.00 |
606.60 |
+17.50 |
1,382 |
11,179 |
-424 |
Oct10 |
091214 |
560.00 |
571.30 |
560.00 |
567.40 |
+10.70 |
311 |
4,523 |
-5 |
Dec10 |
091214 |
549.10 |
550.50 |
545.00 |
548.90 |
+6.60 |
0 |
761 |
+0 |
Total Volume and Open Interest |
9,186 |
69,069 |
-1,183 |
Cotton(ICE) |
Mar10 |
091214 |
74.00 |
76.13 |
73.81 |
75.77 |
+1.46 |
5,072 |
128,590 |
-443 |
May10 |
091214 |
74.99 |
77.00 |
74.99 |
76.73 |
+1.22 |
1,498 |
16,323 |
+388 |
Jul10 |
091214 |
75.45 |
77.30 |
75.45 |
77.00 |
+1.19 |
807 |
19,815 |
-407 |
Oct10 |
091214 |
76.58 |
77.21 |
76.58 |
77.00 |
+0.83 |
0 |
144 |
+0 |
Dec10 |
091214 |
76.95 |
77.47 |
76.55 |
77.29 |
+0.85 |
173 |
12,490 |
+89 |
Mar11 |
091214 |
78.41 |
78.41 |
78.41 |
78.41 |
+0.85 |
0 |
213 |
+0 |
Total Volume and Open Interest |
7,550 |
178,325 |
-373 |
Lumber(CME) |
Jan10 |
091214 |
214.0 |
214.8 |
212.0 |
214.0 |
unch |
464 |
3,432 |
-31 |
Mar10 |
091214 |
238.1 |
239.4 |
236.7 |
239.1 |
+0.6 |
303 |
5,121 |
-74 |
May10 |
091214 |
250.8 |
253.2 |
250.5 |
252.9 |
+1.8 |
130 |
974 |
+57 |
Jul10 |
091214 |
255.8 |
257.0 |
255.8 |
256.8 |
+1.7 |
4 |
195 |
+2 |
Total Volume and Open Interest |
901 |
9,843 |
-46 |
Crude Oil(NYM) |
Jan10 |
091214 |
69.63 |
70.22 |
68.59 |
69.51 |
-0.36 |
343,411 |
172,256 |
-16,425 |
Feb10 |
091214 |
71.70 |
72.54 |
70.83 |
71.86 |
-0.09 |
187,814 |
231,544 |
+32,674 |
Mar10 |
091214 |
73.27 |
74.08 |
72.45 |
73.46 |
-0.08 |
77,542 |
149,509 |
+15,738 |
Apr10 |
091214 |
74.10 |
75.08 |
73.72 |
74.56 |
-0.07 |
23,574 |
41,508 |
+4,171 |
May10 |
091214 |
74.78 |
75.77 |
74.78 |
75.34 |
-0.05 |
11,697 |
30,087 |
+2,210 |
Jun10 |
091214 |
75.48 |
76.51 |
75.00 |
75.97 |
-0.02 |
19,423 |
105,906 |
+965 |
Jul10 |
091214 |
76.30 |
77.02 |
76.30 |
76.51 |
-0.02 |
3,448 |
27,316 |
+144 |
Aug10 |
091214 |
76.35 |
77.23 |
76.35 |
77.02 |
-0.02 |
1,648 |
15,405 |
+514 |
Sep10 |
091214 |
77.60 |
77.79 |
77.51 |
77.54 |
-0.02 |
1,481 |
27,164 |
+309 |
Oct10 |
091214 |
78.33 |
78.33 |
78.00 |
78.06 |
-0.02 |
618 |
14,913 |
+247 |
Nov10 |
091214 |
78.64 |
78.85 |
78.62 |
78.62 |
-0.02 |
722 |
16,574 |
+150 |
Dec10 |
091214 |
78.40 |
79.77 |
78.40 |
79.22 |
-0.01 |
12,499 |
131,615 |
+786 |
Jan11 |
091214 |
79.64 |
79.64 |
79.64 |
79.64 |
+0.01 |
1,548 |
19,762 |
+551 |
Feb11 |
091214 |
80.01 |
80.01 |
80.01 |
80.01 |
+0.03 |
1,596 |
8,477 |
+821 |
Mar11 |
091214 |
80.41 |
80.41 |
80.41 |
80.41 |
+0.03 |
1,081 |
7,294 |
+776 |
Apr11 |
091214 |
80.82 |
80.82 |
80.82 |
80.82 |
+0.01 |
399 |
9,323 |
+130 |
Total Volume and Open Interest |
694,024 |
1,242,214 |
+44,627 |
e-miNY Crude Oil(NYM) |
Dec09 |
091119 |
79.700 |
79.925 |
77.050 |
77.450 |
-2.125 |
8,718 |
3,560 |
-399 |
Jan10 |
091214 |
69.625 |
70.225 |
68.200 |
69.500 |
-0.375 |
9,889 |
5,108 |
+746 |
Feb10 |
091214 |
72.000 |
72.525 |
70.500 |
71.850 |
-0.100 |
863 |
2,043 |
+195 |
Mar10 |
091214 |
72.975 |
74.000 |
72.425 |
73.450 |
-0.100 |
26 |
355 |
+7 |
Apr10 |
091214 |
74.700 |
74.700 |
74.550 |
74.550 |
-0.075 |
1 |
88 |
+0 |
May10 |
091214 |
75.350 |
75.350 |
75.350 |
75.350 |
-0.050 |
0 |
4 |
+0 |
Jun10 |
091214 |
75.975 |
75.975 |
75.975 |
75.975 |
-0.025 |
1 |
11 |
-1 |
Jul10 |
091214 |
76.500 |
76.500 |
76.500 |
76.500 |
-0.025 |
0 |
8 |
+0 |
Aug10 |
091214 |
77.025 |
77.025 |
77.025 |
77.025 |
-0.025 |
0 |
3 |
+0 |
Sep10 |
091214 |
77.550 |
77.550 |
77.550 |
77.550 |
unch |
0 |
2 |
+0 |
Total Volume and Open Interest |
10,781 |
7,721 |
+947 |
Heating Oil(NYM) |
Jan10 |
091214 |
190.36 |
192.61 |
189.56 |
190.82 |
-0.03 |
48,114 |
58,173 |
-2,914 |
Feb10 |
091214 |
193.09 |
194.74 |
192.44 |
193.07 |
-0.03 |
21,148 |
55,705 |
+1,280 |
Mar10 |
091214 |
194.42 |
196.25 |
193.70 |
194.72 |
-0.05 |
13,563 |
43,548 |
+1,107 |
Apr10 |
091214 |
194.90 |
197.00 |
194.49 |
195.45 |
-0.13 |
5,049 |
23,165 |
-179 |
May10 |
091214 |
196.90 |
198.02 |
196.31 |
196.48 |
-0.13 |
4,965 |
15,651 |
+805 |
Jun10 |
091214 |
197.75 |
198.96 |
197.24 |
197.58 |
-0.09 |
4,837 |
33,164 |
+820 |
Jul10 |
091214 |
199.35 |
200.99 |
199.21 |
199.38 |
-0.08 |
999 |
9,502 |
+333 |
Aug10 |
091214 |
201.87 |
203.11 |
201.68 |
201.68 |
-0.12 |
924 |
4,205 |
-23 |
Sep10 |
091214 |
204.40 |
205.33 |
204.26 |
204.26 |
-0.15 |
652 |
7,726 |
+79 |
Oct10 |
091214 |
208.25 |
208.43 |
206.75 |
206.98 |
-0.15 |
681 |
4,639 |
+139 |
Nov10 |
091214 |
210.29 |
210.29 |
209.63 |
209.63 |
-0.16 |
603 |
6,080 |
-16 |
Dec10 |
091214 |
211.00 |
213.85 |
211.00 |
212.29 |
-0.12 |
1,880 |
20,414 |
-186 |
Total Volume and Open Interest |
103,751 |
307,778 |
+1,307 |
Gasoline(NYMEX) |
Jan10 |
091214 |
183.96 |
184.95 |
182.40 |
182.67 |
-1.49 |
36,456 |
54,284 |
-7,897 |
Feb10 |
091214 |
186.57 |
187.75 |
185.19 |
185.50 |
-1.39 |
20,779 |
48,965 |
+4,222 |
Mar10 |
091214 |
188.70 |
190.20 |
187.93 |
188.24 |
-1.36 |
11,547 |
40,819 |
+2,453 |
Apr10 |
091214 |
201.10 |
202.41 |
200.39 |
200.59 |
-1.31 |
4,840 |
25,372 |
+591 |
May10 |
091214 |
201.76 |
203.81 |
201.67 |
202.11 |
-1.09 |
2,470 |
10,942 |
+29 |
Jun10 |
091214 |
203.88 |
205.20 |
203.40 |
203.40 |
-0.88 |
2,101 |
12,899 |
-41 |
Jul10 |
091214 |
205.09 |
205.30 |
203.71 |
203.78 |
-0.83 |
494 |
6,136 |
-32 |
Aug10 |
091214 |
203.93 |
203.93 |
203.93 |
203.93 |
-0.80 |
265 |
5,244 |
-18 |
Sep10 |
091214 |
203.50 |
203.50 |
203.50 |
203.50 |
-0.78 |
377 |
5,536 |
+128 |
Oct10 |
091214 |
194.16 |
194.16 |
194.16 |
194.16 |
-0.72 |
280 |
2,707 |
+103 |
Total Volume and Open Interest |
80,521 |
234,298 |
-412 |
e-miNY RBOB Gasoline(NYM) |
Jan10 |
091214 |
182.70 |
182.70 |
182.67 |
182.70 |
-1.50 |
1 |
3 |
-1 |
Feb10 |
091214 |
185.50 |
185.50 |
185.50 |
185.50 |
-1.40 |
|
|
|
Mar10 |
091214 |
188.20 |
188.24 |
188.20 |
188.20 |
-1.40 |
|
|
|
Apr10 |
091214 |
200.60 |
200.60 |
200.59 |
200.60 |
-1.30 |
|
|
|
Total Volume and Open Interest |
1 |
3 |
-1 |
Natural Gas(NYM) |
Jan10 |
091214 |
5.235 |
5.409 |
5.191 |
5.332 |
+0.169 |
140,013 |
118,292 |
-7,548 |
Feb10 |
091214 |
5.296 |
5.469 |
5.262 |
5.402 |
+0.170 |
51,416 |
98,108 |
+19,218 |
Mar10 |
091214 |
5.349 |
5.490 |
5.303 |
5.437 |
+0.163 |
47,294 |
120,570 |
+10,208 |
Apr10 |
091214 |
5.419 |
5.502 |
5.323 |
5.452 |
+0.153 |
17,712 |
68,250 |
+3,962 |
May10 |
091214 |
5.494 |
5.545 |
5.357 |
5.494 |
+0.151 |
5,100 |
36,786 |
+996 |
Jun10 |
091214 |
5.507 |
5.600 |
5.433 |
5.555 |
+0.151 |
1,911 |
23,389 |
-101 |
Jul10 |
091214 |
5.591 |
5.682 |
5.515 |
5.635 |
+0.154 |
1,585 |
17,853 |
+235 |
Aug10 |
091214 |
5.670 |
5.755 |
5.603 |
5.712 |
+0.157 |
3,770 |
22,557 |
+2,015 |
Sep10 |
091214 |
5.723 |
5.800 |
5.636 |
5.757 |
+0.150 |
1,347 |
18,750 |
+36 |
Oct10 |
091214 |
5.875 |
5.945 |
5.774 |
5.892 |
+0.143 |
7,671 |
33,425 |
+549 |
Nov10 |
091214 |
6.245 |
6.301 |
6.174 |
6.282 |
+0.138 |
985 |
8,360 |
+102 |
Dec10 |
091214 |
6.660 |
6.680 |
6.566 |
6.662 |
+0.123 |
2,136 |
18,734 |
+204 |
Jan11 |
091214 |
6.898 |
6.926 |
6.796 |
6.902 |
+0.123 |
3,881 |
18,600 |
+1,182 |
Feb11 |
091214 |
6.890 |
6.900 |
6.836 |
6.892 |
+0.123 |
586 |
7,207 |
+390 |
Mar11 |
091214 |
6.740 |
6.770 |
6.680 |
6.742 |
+0.118 |
1,792 |
16,335 |
+297 |
Apr11 |
091214 |
6.270 |
6.295 |
6.210 |
6.287 |
+0.093 |
801 |
12,321 |
+240 |
Total Volume and Open Interest |
289,868 |
739,762 |
+32,673 |
Brent Crude Oil(ICE) |
Jan10 |
091214 |
71.47 |
72.37 |
71.16 |
71.89 |
+0.01 |
106,601 |
72,947 |
-28,872 |
Feb10 |
091214 |
72.45 |
73.17 |
71.96 |
72.71 |
+0.01 |
85,341 |
164,717 |
-2,119 |
Mar10 |
091214 |
73.35 |
74.05 |
72.84 |
73.58 |
+0.01 |
36,785 |
110,666 |
+11,353 |
Apr10 |
091214 |
74.05 |
74.85 |
73.99 |
74.40 |
unch |
11,056 |
42,441 |
+1,802 |
May10 |
091214 |
74.83 |
75.64 |
74.83 |
75.17 |
unch |
3,810 |
22,762 |
-973 |
Jun10 |
091214 |
75.53 |
76.35 |
75.47 |
75.87 |
unch |
6,853 |
57,327 |
+858 |
Jul10 |
091214 |
76.57 |
76.90 |
76.36 |
76.49 |
+0.01 |
1,219 |
15,517 |
+287 |
Aug10 |
091214 |
77.22 |
77.54 |
76.89 |
77.09 |
+0.02 |
1,226 |
10,646 |
-212 |
Sep10 |
091214 |
77.69 |
78.13 |
77.49 |
77.68 |
+0.03 |
1,626 |
7,083 |
-252 |
Oct10 |
091214 |
78.66 |
78.66 |
78.26 |
78.26 |
+0.03 |
1,416 |
12,799 |
+128 |
Nov10 |
091214 |
78.85 |
78.85 |
78.85 |
78.85 |
+0.03 |
1,131 |
10,208 |
+17 |
Dec10 |
091214 |
79.11 |
79.89 |
79.05 |
79.46 |
+0.03 |
7,345 |
74,812 |
-177 |
Jan11 |
091214 |
80.02 |
80.02 |
80.02 |
80.02 |
+0.04 |
338 |
8,896 |
+89 |
Feb11 |
091214 |
80.54 |
80.54 |
80.54 |
80.54 |
+0.06 |
41 |
4,616 |
+399 |
Total Volume and Open Interest |
266,290 |
713,516 |
-17,484 |
Gas Oil(ICE) |
Jan10 |
091214 |
585.25 |
591.25 |
583.00 |
588.25 |
+6.25 |
56,335 |
125,254 |
-8,369 |
Feb10 |
091214 |
595.25 |
599.25 |
592.25 |
596.25 |
+5.75 |
31,556 |
79,426 |
+1,154 |
Mar10 |
091214 |
604.25 |
606.00 |
599.25 |
603.00 |
+5.25 |
7,952 |
45,040 |
+184 |
Apr10 |
091214 |
609.50 |
612.00 |
609.00 |
610.00 |
+5.25 |
5,231 |
26,692 |
+867 |
May10 |
091214 |
617.00 |
619.25 |
616.50 |
617.25 |
+5.25 |
2,867 |
22,772 |
+1,144 |
Jun10 |
091214 |
622.75 |
626.50 |
621.00 |
624.25 |
+5.25 |
7,016 |
44,350 |
-835 |
Jul10 |
091214 |
631.25 |
633.50 |
631.25 |
631.75 |
+5.00 |
2,612 |
15,988 |
+188 |
Aug10 |
091214 |
638.50 |
641.25 |
638.50 |
639.25 |
+5.00 |
1,578 |
17,854 |
+323 |
Sep10 |
091214 |
646.75 |
649.25 |
646.00 |
646.50 |
+5.00 |
865 |
15,969 |
+134 |
Oct10 |
091214 |
655.00 |
655.00 |
651.25 |
653.25 |
+5.00 |
347 |
10,380 |
+88 |
Total Volume and Open Interest |
119,672 |
525,060 |
-4,771 |
Ethanol(CBOT) |
Dec09 |
091203 |
2.135 |
2.135 |
2.130 |
2.130 |
unch |
8 |
263 |
-4 |
Jan10 |
091214 |
1.917 |
1.917 |
1.870 |
1.881 |
-0.031 |
43 |
729 |
-6 |
Feb10 |
091214 |
1.845 |
1.845 |
1.804 |
1.819 |
-0.016 |
26 |
778 |
+13 |
Mar10 |
091214 |
1.810 |
1.810 |
1.800 |
1.809 |
-0.023 |
31 |
1,168 |
+7 |
Apr10 |
091214 |
1.823 |
1.830 |
1.785 |
1.802 |
-0.028 |
10 |
863 |
+6 |
May10 |
091214 |
1.775 |
1.805 |
1.775 |
1.789 |
-0.014 |
8 |
437 |
+4 |
Jun10 |
091214 |
1.805 |
1.805 |
1.776 |
1.783 |
-0.022 |
3 |
321 |
+3 |
Jul10 |
091214 |
1.800 |
1.800 |
1.770 |
1.770 |
-0.035 |
1 |
374 |
+0 |
Total Volume and Open Interest |
164 |
6,852 |
+38 |
US Dollar Index(ICE) |
Dec09 |
091214 |
76.610 |
76.625 |
76.260 |
76.415 |
-0.170 |
12,060 |
6,043 |
-2,404 |
Mar10 |
091214 |
76.930 |
77.030 |
76.640 |
76.735 |
-0.220 |
27,309 |
41,079 |
+8,603 |
Jun10 |
091214 |
77.000 |
77.095 |
77.000 |
77.095 |
-0.150 |
88 |
4,862 |
+57 |
Total Volume and Open Interest |
39,457 |
51,985 |
+6,256 |
Australian Dollar(CME) |
Dec09 |
091214 |
91.07 |
91.26 |
89.51 |
91.21 |
+0.13 |
23,670 |
51,404 |
-3,596 |
Mar10 |
091214 |
90.21 |
90.90 |
89.67 |
90.80 |
+0.58 |
80,735 |
98,513 |
+7,054 |
Jun10 |
091214 |
89.35 |
89.89 |
89.26 |
89.84 |
+0.58 |
22 |
26 |
+11 |
Total Volume and Open Interest |
104,427 |
149,965 |
+3,469 |
British Pound(CME) |
Dec09 |
091214 |
162.22 |
163.24 |
161.90 |
162.42 |
+0.02 |
26,298 |
31,720 |
-6,498 |
Mar10 |
091214 |
162.14 |
163.16 |
161.79 |
162.94 |
+0.63 |
93,227 |
72,201 |
+8,600 |
Jun10 |
091214 |
162.84 |
162.98 |
162.06 |
162.84 |
+0.62 |
0 |
126 |
+0 |
Total Volume and Open Interest |
119,525 |
104,121 |
+2,102 |
Canadian Dollar(CME) |
Dec09 |
091214 |
94.22 |
94.62 |
93.78 |
94.37 |
+0.09 |
21,849 |
34,162 |
-7,521 |
Mar10 |
091214 |
94.23 |
94.64 |
93.78 |
94.37 |
+0.09 |
90,072 |
76,148 |
+8,691 |
Jun10 |
091214 |
94.00 |
94.59 |
93.79 |
94.36 |
+0.07 |
141 |
1,071 |
+153 |
Sep10 |
091214 |
94.00 |
94.57 |
93.78 |
94.33 |
+0.07 |
16 |
574 |
+12 |
Total Volume and Open Interest |
112,198 |
112,383 |
+1,390 |
Japanese Yen(CME) |
Dec09 |
091214 |
111.96 |
113.22 |
111.95 |
113.04 |
+0.92 |
37,150 |
51,224 |
-9,636 |
Mar10 |
091214 |
112.09 |
113.30 |
112.03 |
112.88 |
+0.69 |
107,809 |
89,721 |
+5,741 |
Jun10 |
091214 |
113.20 |
113.30 |
112.29 |
112.98 |
+0.69 |
9 |
130 |
+7 |
Total Volume and Open Interest |
144,986 |
141,117 |
-3,888 |
Swiss Franc(CME) |
Dec09 |
091214 |
96.60 |
97.12 |
96.58 |
96.87 |
+0.19 |
10,959 |
18,007 |
-4,725 |
Mar10 |
091214 |
96.63 |
97.20 |
96.63 |
96.96 |
+0.22 |
54,765 |
33,394 |
+4,326 |
Jun10 |
091214 |
97.01 |
97.11 |
96.82 |
97.04 |
+0.22 |
0 |
13 |
+0 |
Total Volume and Open Interest |
65,724 |
51,416 |
-399 |
EuroFX(CME) |
Dec09 |
091214 |
146.17 |
146.86 |
146.06 |
146.41 |
+0.22 |
93,413 |
76,982 |
-20,859 |
Mar10 |
091214 |
146.11 |
146.82 |
145.99 |
146.43 |
+0.29 |
272,679 |
126,868 |
+35,033 |
Jun10 |
091214 |
146.25 |
146.50 |
146.09 |
146.35 |
+0.26 |
22 |
726 |
+16 |
Total Volume and Open Interest |
366,119 |
205,241 |
+14,194 |
Mexican Peso(CME) |
Dec09 |
091214 |
775.8 |
780.8 |
773.8 |
779.2 |
+3.2 |
7,810 |
60,956 |
-3,614 |
Jan10 |
091214 |
778.0 |
778.0 |
773.2 |
778.0 |
+4.8 |
|
|
|
Total Volume and Open Interest |
36,348 |
177,333 |
-1,582 |
30-Year T-Bonds(CBOT) |
Dec09 |
091214 |
119~030 |
119~090 |
118~240 |
119~030 |
+0~060 |
3,112 |
23,707 |
-1,267 |
Mar10 |
091214 |
117~210 |
118~070 |
117~170 |
118~010 |
+0~060 |
278,380 |
677,820 |
-5,158 |
Jun10 |
091214 |
116~120 |
116~180 |
116~120 |
116~180 |
+0~060 |
14 |
83 |
+0 |
Total Volume and Open Interest |
281,506 |
701,611 |
-6,425 |
10-Year T-Notes(CBOT) |
Dec09 |
091214 |
119~060 |
119~120 |
118~285 |
118~295 |
-0~030 |
6,529 |
22,449 |
-3,744 |
Mar10 |
091214 |
117~190 |
117~290 |
117~150 |
117~180 |
-0~035 |
885,674 |
1,159,873 |
-25,330 |
Jun10 |
091214 |
117~060 |
117~060 |
116~060 |
116~060 |
-0~035 |
14 |
24 |
+6 |
Total Volume and Open Interest |
892,217 |
1,182,346 |
-29,068 |
5-Year T-Notes(CBOT) |
Dec09 |
091214 |
117~053 |
117~060 |
117~053 |
117~058 |
unch |
0 |
44,299 |
-13,219 |
Mar10 |
091214 |
116~023 |
116~047 |
115~112 |
115~120 |
-0~035 |
393,926 |
775,051 |
-7,923 |
Jun10 |
091214 |
115~000 |
115~035 |
115~000 |
115~000 |
-0~035 |
0 |
1 |
+0 |
Total Volume and Open Interest |
401,053 |
817,407 |
-9,867 |
2 Year T-Notes(CBOT) |
Dec09 |
091214 |
109~026 |
109~026 |
109~015 |
109~016 |
-0~009 |
1,924 |
13,210 |
-930 |
Mar10 |
091214 |
108~088 |
108~094 |
108~073 |
108~077 |
-0~011 |
187,764 |
899,750 |
-13,781 |
Jun10 |
091214 |
108~009 |
108~020 |
108~009 |
108~009 |
-0~011 |
0 |
7,726 |
+0 |
Total Volume and Open Interest |
189,688 |
920,686 |
-14,711 |
Eurodollars(CME) |
Dec09 |
091214 |
99.747 |
99.747 |
99.743 |
99.745 |
+0.003 |
109,804 |
972,556 |
-9,457 |
Mar10 |
091214 |
99.595 |
99.610 |
99.575 |
99.600 |
+0.005 |
257,804 |
1,124,481 |
-14,629 |
Jun10 |
091214 |
99.380 |
99.410 |
99.355 |
99.365 |
-0.015 |
232,904 |
882,123 |
-8,114 |
Sep10 |
091214 |
99.080 |
99.125 |
99.040 |
99.050 |
-0.035 |
310,243 |
737,046 |
-6,989 |
Dec10 |
091214 |
98.745 |
98.790 |
98.690 |
98.705 |
-0.040 |
405,207 |
787,484 |
-76,616 |
Mar11 |
091214 |
98.410 |
98.455 |
98.340 |
98.355 |
-0.055 |
296,067 |
549,143 |
+31,013 |
Jun11 |
091214 |
98.075 |
98.110 |
97.980 |
98.000 |
-0.065 |
173,248 |
548,362 |
-1,650 |
Sep11 |
091214 |
97.750 |
97.790 |
97.660 |
97.675 |
-0.070 |
154,233 |
497,732 |
+6,535 |
Dec11 |
091214 |
97.450 |
97.490 |
97.360 |
97.375 |
-0.070 |
105,769 |
302,679 |
+652 |
Mar12 |
091214 |
97.205 |
97.220 |
97.095 |
97.110 |
-0.070 |
67,691 |
216,434 |
+6,627 |
Jun12 |
091214 |
96.915 |
96.955 |
96.825 |
96.845 |
-0.065 |
60,277 |
190,228 |
+1,376 |
Sep12 |
091214 |
96.675 |
96.710 |
96.585 |
96.600 |
-0.070 |
49,031 |
117,295 |
+1,795 |
Dec12 |
091214 |
96.460 |
96.470 |
96.350 |
96.365 |
-0.070 |
24,663 |
68,564 |
+1,393 |
Mar13 |
091214 |
96.260 |
96.270 |
96.180 |
96.195 |
-0.065 |
20,641 |
57,184 |
+39 |
Jun13 |
091214 |
96.095 |
96.115 |
96.010 |
96.025 |
-0.060 |
20,450 |
58,479 |
+944 |
Sep13 |
091214 |
95.905 |
95.925 |
95.845 |
95.865 |
-0.055 |
20,714 |
55,916 |
+1,003 |
Dec13 |
091214 |
95.750 |
95.765 |
95.695 |
95.705 |
-0.050 |
19,593 |
33,337 |
+1,596 |
Mar14 |
091214 |
95.615 |
95.640 |
95.575 |
95.590 |
-0.045 |
14,798 |
31,201 |
+737 |
Total Volume and Open Interest |
2,438,108 |
7,407,372 |
-45,510 |
30 Day Federal Funds(CBOT) |
Dec09 |
091214 |
99.870 |
99.872 |
99.868 |
99.870 |
-0.002 |
2,192 |
78,058 |
+405 |
Jan10 |
091214 |
99.850 |
99.855 |
99.840 |
99.845 |
-0.010 |
6,068 |
64,470 |
+711 |
Feb10 |
091214 |
99.820 |
99.825 |
99.810 |
99.820 |
-0.005 |
6,961 |
80,726 |
+2,667 |
Mar10 |
091214 |
99.795 |
99.800 |
99.790 |
99.795 |
-0.005 |
8,179 |
50,654 |
+2,541 |
Apr10 |
091214 |
99.775 |
99.780 |
99.770 |
99.775 |
-0.005 |
5,761 |
65,177 |
+937 |
May10 |
091214 |
99.730 |
99.735 |
99.715 |
99.725 |
-0.010 |
5,621 |
51,664 |
-213 |
Total Volume and Open Interest |
52,094 |
516,247 |
+7,986 |
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 |
091214 |
99.533 |
99.533 |
99.533 |
99.533 |
+0.003 |
0 |
4,714 |
+0 |
Mar10 |
091214 |
99.615 |
99.615 |
99.615 |
99.615 |
+0.005 |
0 |
433 |
+0 |
Jun10 |
091214 |
99.630 |
99.630 |
99.630 |
99.630 |
+0.005 |
0 |
80 |
+0 |
Sep10 |
091214 |
99.660 |
99.660 |
99.660 |
99.660 |
+0.005 |
0 |
230 |
+0 |
Dec10 |
091214 |
99.645 |
99.645 |
99.645 |
99.645 |
-0.020 |
0 |
242 |
+0 |
Mar11 |
091214 |
99.575 |
99.575 |
99.575 |
99.575 |
-0.005 |
|
|
|
Jun11 |
091214 |
99.515 |
99.515 |
99.515 |
99.515 |
-0.005 |
|
|
|
Sep11 |
091214 |
99.515 |
99.515 |
99.515 |
99.515 |
-0.005 |
|
|
|
Dec11 |
091214 |
99.320 |
99.320 |
99.320 |
99.320 |
-0.020 |
|
|
|
Mar12 |
091214 |
99.285 |
99.285 |
99.285 |
99.285 |
-0.020 |
|
|
|
Total Volume and Open Interest |
0 |
5,699 |
+0 |
3-Mth Euro-Yen(SGX) |
Mar10 |
091214 |
99.62 |
99.62 |
99.61 |
99.62 |
unch |
197 |
3,866 |
+31 |
Jun10 |
091214 |
99.65 |
99.66 |
99.64 |
99.64 |
unch |
20 |
1,765 |
-2 |
Sep10 |
091214 |
99.64 |
99.67 |
99.64 |
99.67 |
unch |
0 |
1,791 |
-6 |
Dec10 |
091214 |
99.64 |
99.66 |
99.64 |
99.66 |
-0.02 |
0 |
1,213 |
+50 |
Mar11 |
091214 |
99.57 |
99.57 |
99.57 |
99.57 |
-0.02 |
0 |
562 |
+0 |
Jun11 |
091214 |
99.51 |
99.51 |
99.51 |
99.51 |
-0.02 |
0 |
52 |
+0 |
Sep11 |
091214 |
99.51 |
99.51 |
99.51 |
99.51 |
-0.02 |
0 |
51 |
+0 |
Dec11 |
091214 |
99.32 |
99.32 |
99.32 |
99.32 |
-0.02 |
0 |
101 |
+0 |
Total Volume and Open Interest |
1,017 |
10,772 |
-4,898 |
Japanese Gov't Bonds(SGX) |
Mar10 |
091214 |
139.45 |
139.63 |
139.29 |
139.42 |
+0.01 |
1,043 |
18,103 |
+370 |
Jun10 |
091214 |
139.42 |
139.42 |
139.42 |
139.42 |
+0.01 |
|
|
|
Sep10 |
091214 |
139.42 |
139.42 |
139.42 |
139.42 |
+0.01 |
|
|
|
Total Volume and Open Interest |
1,043 |
18,103 |
+370 |
Euro-Bund(EUREX) |
Mar10 |
091214 |
122.72 |
123.13 |
122.61 |
122.97 |
+0.28 |
574,614 |
885,024 |
-12,314 |
Jun10 |
091214 |
121.62 |
121.66 |
121.48 |
121.58 |
+0.28 |
41 |
53 |
+10 |
Sep10 |
091214 |
121.17 |
121.17 |
121.17 |
121.17 |
+0.28 |
|
|
|
Total Volume and Open Interest |
574,655 |
885,077 |
-12,304 |
Euro-Bobl(EUREX) |
Mar10 |
091214 |
116.48 |
116.68 |
116.38 |
116.63 |
+0.19 |
349,878 |
691,603 |
+6,452 |
Jun10 |
091214 |
115.23 |
115.23 |
115.23 |
115.23 |
+0.19 |
311 |
0 |
+0 |
Sep10 |
091214 |
114.93 |
114.93 |
114.93 |
114.93 |
+0.19 |
|
|
|
Total Volume and Open Interest |
350,189 |
691,603 |
+6,452 |
3-Mth Euribor(EUREX) |
Dec09 |
091214 |
99.285 |
99.290 |
99.285 |
99.285 |
unch |
135 |
8,689 |
-127 |
Mar10 |
091214 |
99.170 |
99.180 |
99.165 |
99.175 |
+0.005 |
58 |
9,382 |
+18 |
Jun10 |
091214 |
98.850 |
98.855 |
98.845 |
98.855 |
+0.015 |
16 |
5,234 |
+9 |
Total Volume and Open Interest |
222 |
28,788 |
-103 |
Long Gilt(LIFFE) |
Dec09 |
091214 |
116~29 |
117~12 |
116~29 |
117~09 |
+0~07 |
205 |
39,755 |
-149 |
Mar10 |
091214 |
115~12 |
115~28 |
115~09 |
115~24 |
+0~08 |
69,936 |
240,950 |
+2,411 |
Total Volume and Open Interest |
70,141 |
280,705 |
+2,262 |
3-Mth Short Sterling(LIFFE) |
Dec09 |
091214 |
99.39 |
99.40 |
99.38 |
99.39 |
unch |
26,638 |
358,271 |
+3,075 |
Mar10 |
091214 |
99.24 |
99.25 |
99.22 |
99.22 |
-0.02 |
24,826 |
354,360 |
+1,015 |
Jun10 |
091214 |
99.00 |
99.00 |
98.96 |
98.97 |
-0.02 |
38,255 |
372,921 |
+3,080 |
Sep10 |
091214 |
98.64 |
98.66 |
98.61 |
98.62 |
-0.01 |
36,840 |
316,571 |
-3,767 |
Dec10 |
091214 |
98.21 |
98.23 |
98.20 |
98.21 |
unch |
44,721 |
336,676 |
-4,639 |
Mar11 |
091214 |
97.81 |
97.85 |
97.81 |
97.83 |
unch |
38,800 |
283,419 |
+5,234 |
Total Volume and Open Interest |
297,090 |
2,566,990 |
-63 |
3-Mth Euribor(LIFFE) |
Dec09 |
091214 |
99.285 |
99.290 |
99.280 |
99.285 |
unch |
48,903 |
471,104 |
-8,602 |
Mar10 |
091214 |
99.170 |
99.185 |
99.160 |
99.175 |
+0.005 |
153,062 |
714,423 |
-11,338 |
Jun10 |
091214 |
98.840 |
98.875 |
98.825 |
98.855 |
+0.015 |
167,496 |
727,466 |
+3,892 |
Total Volume and Open Interest |
894,497 |
3,820,300 |
+29,949 |
3-Mth Aus T-Bills(SFE) |
Dec09 |
091210 |
95.87 |
95.87 |
95.80 |
95.84 |
-0.03 |
10,871 |
220 |
-58,072 |
Mar10 |
091214 |
95.44 |
95.48 |
95.42 |
95.46 |
+0.02 |
17,133 |
284,683 |
-5,417 |
Jun10 |
091214 |
95.10 |
95.15 |
95.06 |
95.12 |
unch |
7,823 |
160,590 |
-100 |
Sep10 |
091214 |
94.81 |
94.86 |
94.77 |
94.83 |
+0.01 |
5,229 |
89,985 |
+36 |
Dec10 |
091214 |
94.57 |
94.61 |
94.52 |
94.59 |
+0.01 |
2,563 |
76,381 |
+897 |
Mar11 |
091214 |
94.31 |
94.35 |
94.26 |
94.34 |
+0.01 |
1,391 |
26,294 |
+557 |
Jun11 |
091214 |
94.07 |
94.14 |
94.05 |
94.13 |
+0.03 |
486 |
22,218 |
+75 |
Sep11 |
091214 |
93.90 |
93.96 |
93.89 |
93.96 |
+0.03 |
393 |
16,896 |
+392 |
Dec11 |
091214 |
93.76 |
93.83 |
93.76 |
93.83 |
+0.03 |
462 |
7,626 |
+462 |
Mar12 |
091214 |
93.74 |
93.74 |
93.74 |
93.74 |
+0.03 |
0 |
3,020 |
+0 |
Total Volume and Open Interest |
35,480 |
689,473 |
-3,098 |
10-Year Aus T-Bonds(SFE) |
Dec09 |
091214 |
94.46 |
94.50 |
94.38 |
94.46 |
-0.01 |
73,208 |
133,761 |
-131,755 |
Mar10 |
091214 |
94.39 |
94.42 |
94.30 |
94.39 |
-0.01 |
74,174 |
264,251 |
+38,626 |
Total Volume and Open Interest |
147,382 |
398,012 |
-93,129 |
3-Year Aus T-Bonds(SFE) |
Dec09 |
091214 |
95.07 |
95.14 |
95.01 |
95.11 |
+0.04 |
115,583 |
286,478 |
-256,318 |
Mar10 |
091214 |
94.82 |
94.90 |
94.77 |
94.86 |
+0.02 |
94,206 |
286,276 |
+44,554 |
Total Volume and Open Interest |
209,789 |
572,754 |
-211,764 |
Gold(CMX) |
Dec09 |
091214 |
1114.5 |
1127.5 |
1114.5 |
1123.3 |
+3.9 |
912 |
1,606 |
-1,102 |
Feb10 |
091214 |
1114.6 |
1128.9 |
1111.7 |
1123.8 |
+3.9 |
215,762 |
337,982 |
+682 |
Apr10 |
091214 |
1116.7 |
1130.1 |
1113.0 |
1125.1 |
+3.9 |
4,705 |
50,967 |
+671 |
Jun10 |
091214 |
1119.0 |
1131.0 |
1115.6 |
1126.3 |
+4.0 |
2,150 |
23,452 |
+101 |
Aug10 |
091214 |
1115.9 |
1130.0 |
1115.9 |
1127.6 |
+4.0 |
213 |
11,720 |
+155 |
Oct10 |
091214 |
1129.1 |
1129.1 |
1129.1 |
1129.1 |
+4.1 |
29 |
4,092 |
-15 |
Dec10 |
091214 |
1119.1 |
1134.5 |
1119.1 |
1130.9 |
+4.2 |
1,166 |
20,860 |
+455 |
Feb11 |
091214 |
1129.0 |
1133.3 |
1129.0 |
1133.3 |
+4.3 |
42 |
3,018 |
+29 |
Apr11 |
091214 |
1133.1 |
1136.0 |
1133.1 |
1136.0 |
+4.4 |
4 |
1,127 |
+0 |
Jun11 |
091214 |
479.6 |
486.6 |
479.6 |
483.7 |
+4.5 |
5 |
8,268 |
+0 |
Aug11 |
091214 |
1142.1 |
1142.7 |
1142.1 |
1142.7 |
+4.6 |
0 |
675 |
+0 |
Oct11 |
091214 |
1147.5 |
1147.5 |
1145.0 |
1146.8 |
+4.7 |
0 |
357 |
+0 |
Total Volume and Open Interest |
226,670 |
498,899 |
+907 |
Silver(CMX) |
Dec09 |
091214 |
1734.0 |
1740.5 |
1727.0 |
1732.6 |
+24.2 |
255 |
470 |
-91 |
Mar10 |
091214 |
1714.0 |
1743.0 |
1709.5 |
1734.0 |
+25.0 |
36,132 |
80,332 |
-2,289 |
May10 |
091214 |
1730.0 |
1746.0 |
1726.0 |
1736.1 |
+25.1 |
1,927 |
10,380 |
-383 |
Jul10 |
091214 |
1737.0 |
1747.5 |
1735.0 |
1737.9 |
+25.1 |
618 |
7,981 |
+520 |
Sep10 |
091214 |
1730.0 |
1739.9 |
1730.0 |
1739.9 |
+25.2 |
18 |
2,676 |
+3 |
Dec10 |
091214 |
1728.0 |
1747.0 |
1728.0 |
1742.9 |
+25.5 |
475 |
9,178 |
+26 |
Mar11 |
091214 |
1746.2 |
1746.2 |
1746.2 |
1746.2 |
+25.7 |
7 |
160 |
+5 |
Total Volume and Open Interest |
40,321 |
121,860 |
-1,551 |
Platinum(NYMEX) |
Jan10 |
091214 |
1432.0 |
1455.1 |
1421.2 |
1447.0 |
+24.3 |
3,630 |
22,475 |
-1,109 |
Apr10 |
091214 |
1432.5 |
1459.9 |
1432.5 |
1452.0 |
+24.8 |
1,151 |
10,723 |
+1,074 |
Jul10 |
091214 |
1452.5 |
1455.0 |
1452.5 |
1455.0 |
+24.8 |
0 |
208 |
+0 |
Oct10 |
091214 |
1458.1 |
1458.1 |
1458.1 |
1458.1 |
+24.8 |
0 |
13 |
+0 |
Total Volume and Open Interest |
4,781 |
33,419 |
-35 |
Palladium(NYMEX) |
Dec09 |
091214 |
366.15 |
366.15 |
366.15 |
366.15 |
+6.00 |
42 |
120 |
-1,046 |
Mar10 |
091214 |
362.00 |
369.90 |
361.00 |
368.30 |
+6.15 |
1,993 |
21,823 |
+346 |
Jun10 |
091214 |
362.15 |
369.55 |
362.15 |
369.45 |
+6.15 |
14 |
194 |
+1 |
Total Volume and Open Interest |
2,049 |
22,141 |
-699 |
Copper(CMX) |
Dec09 |
091214 |
311.00 |
313.65 |
309.95 |
313.00 |
+2.00 |
594 |
2,436 |
-446 |
Mar10 |
091214 |
314.00 |
316.40 |
311.05 |
315.20 |
+1.90 |
18,464 |
110,415 |
-2,256 |
May10 |
091214 |
315.10 |
318.00 |
313.70 |
316.85 |
+1.90 |
2,474 |
17,888 |
+799 |
Jul10 |
091214 |
315.70 |
318.25 |
315.70 |
317.90 |
+1.90 |
620 |
6,180 |
+458 |
Sep10 |
091214 |
318.45 |
318.45 |
318.45 |
318.45 |
+1.90 |
246 |
3,165 |
-21 |
Total Volume and Open Interest |
23,245 |
146,687 |
-1,271 |
DJIA Index(CBOT) |
Dec09 |
091214 |
10480 |
10557 |
10460 |
10498 |
+14 |
406 |
13,861 |
-559 |
Mar10 |
091214 |
10422 |
10499 |
10397 |
10437 |
+14 |
816 |
2,010 |
+33 |
Jun10 |
091214 |
10379 |
10379 |
10359 |
10379 |
+20 |
0 |
1 |
+0 |
Sep10 |
091214 |
10321 |
10321 |
10307 |
10321 |
+14 |
|
|
|
Total Volume and Open Interest |
1,222 |
15,872 |
-526 |
S & P 500(CME) |
Dec09 |
091214 |
1113.50 |
1114.90 |
1109.50 |
1113.40 |
+5.40 |
78,486 |
241,769 |
-49,214 |
Mar10 |
091214 |
1102.60 |
1113.00 |
1099.80 |
1108.60 |
+5.40 |
80,968 |
186,747 |
+49,064 |
Jun10 |
091214 |
1103.90 |
1104.60 |
1100.60 |
1103.90 |
+5.30 |
301 |
1,398 |
-145 |
Sep10 |
091214 |
1099.50 |
1100.20 |
1096.20 |
1099.50 |
+5.30 |
|
|
|
Total Volume and Open Interest |
159,755 |
429,922 |
-295 |
S & P 500 E-Mini(Globex) |
Dec09 |
091214 |
1107.50 |
1118.00 |
1104.50 |
1113.50 |
+5.50 |
798,580 |
1,783,101 |
-319,420 |
Mar10 |
091214 |
1102.50 |
1113.00 |
1099.75 |
1108.50 |
+5.25 |
1,710,243 |
1,315,764 |
+407,069 |
Total Volume and Open Interest |
2,509,387 |
3,099,319 |
+87,927 |
NASDAQ 100(CME) |
Dec09 |
091214 |
1804.00 |
1811.00 |
1795.00 |
1809.80 |
+15.80 |
1,022 |
22,119 |
-1,395 |
Mar10 |
091214 |
1793.00 |
1810.00 |
1787.30 |
1807.80 |
+15.80 |
1,096 |
2,660 |
+391 |
Jun10 |
091214 |
1806.80 |
1806.80 |
1805.00 |
1806.80 |
+15.80 |
|
|
|
Total Volume and Open Interest |
2,118 |
24,779 |
-1,004 |
NASDAQ 100 E-Mini(Globex) |
Dec09 |
091214 |
1794.30 |
1811.00 |
1788.30 |
1809.80 |
+15.80 |
86,820 |
265,250 |
-25,757 |
Mar10 |
091214 |
1790.50 |
1809.00 |
1786.30 |
1807.80 |
+15.80 |
241,211 |
129,452 |
+18,874 |
Total Volume and Open Interest |
328,032 |
394,715 |
-6,883 |
S & P Midcap 400(CME) |
Dec09 |
091214 |
713.50 |
714.20 |
713.50 |
713.50 |
+7.80 |
194 |
2,087 |
-161 |
Mar10 |
091214 |
709.50 |
713.75 |
705.00 |
711.20 |
+7.80 |
204 |
709 |
+184 |
Jun10 |
091214 |
709.20 |
709.90 |
709.20 |
709.20 |
+7.80 |
|
|
|
Total Volume and Open Interest |
398 |
2,798 |
+25 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Mar10 |
091214 |
10150 |
10165 |
10105 |
10125 |
-30 |
8,338 |
26,658 |
+206 |
Jun10 |
091214 |
10125 |
10130 |
10125 |
10125 |
-30 |
|
|
|
Total Volume and Open Interest |
8,338 |
26,658 |
+206 |
Nikkei 225(SGX) |
Mar10 |
091214 |
10075 |
10140 |
10000 |
10105 |
+20 |
118,699 |
164,733 |
+6,340 |
Jun10 |
091214 |
10045 |
10045 |
10045 |
10045 |
+15 |
141 |
1,211 |
+0 |
Sep10 |
091214 |
10050 |
10050 |
10050 |
10050 |
-70 |
0 |
55 |
+0 |
Total Volume and Open Interest |
120,164 |
170,951 |
+6,475 |
CAC 40(EURONEXT) |
Dec09 |
091214 |
3848.5 |
3857.0 |
3805.5 |
3826.0 |
+31.0 |
143,232 |
448,954 |
+37,209 |
Jan10 |
091214 |
3858.0 |
3858.0 |
3809.5 |
3827.0 |
+31.0 |
47,448 |
43,592 |
+32,067 |
Feb10 |
091214 |
3830.0 |
3830.0 |
3830.0 |
3830.0 |
+31.0 |
0 |
1 |
+0 |
Total Volume and Open Interest |
191,253 |
495,899 |
+69,845 |
Hang Seng Index(HKFE) |
Dec09 |
091214 |
21879 |
22260 |
21506 |
21917 |
+39 |
82,083 |
89,596 |
+87 |
Jan10 |
091214 |
21825 |
22243 |
21498 |
21910 |
+50 |
983 |
2,452 |
+167 |
Total Volume and Open Interest |
83,137 |
93,262 |
+214 |
DAX(EUREX) |
Dec09 |
091214 |
5824.0 |
5841.0 |
5778.5 |
5797.5 |
+36.5 |
134,693 |
195,178 |
-2,999 |
Mar10 |
091214 |
5838.5 |
5845.0 |
5786.0 |
5803.5 |
+37.0 |
5,720 |
30,462 |
+2,303 |
Jun10 |
091214 |
5845.5 |
5851.5 |
5796.5 |
5811.5 |
+38.5 |
1,596 |
3,460 |
-10 |
Total Volume and Open Interest |
142,009 |
229,100 |
-706 |
FT-SE 100(EURONEXT) |
Dec09 |
091214 |
5330.50 |
5334.50 |
5298.00 |
5310.00 |
+51.50 |
119,703 |
561,389 |
-45,036 |
Mar10 |
091214 |
5285.00 |
5292.00 |
5257.00 |
5269.00 |
+52.50 |
30,966 |
124,373 |
+43,183 |
Jun10 |
091214 |
5229.50 |
5231.50 |
5218.00 |
5220.00 |
+52.00 |
9 |
2,041 |
+0 |
Total Volume and Open Interest |
150,678 |
688,232 |
-1,853 |
SPI 200(SFE) |
Dec09 |
091214 |
4657.0 |
4676.0 |
4611.0 |
4674.0 |
+15.0 |
81,166 |
209,693 |
-13,229 |
Mar10 |
091214 |
4645.0 |
4666.0 |
4602.0 |
4665.0 |
+17.0 |
55,746 |
74,960 |
+46,409 |
Jun10 |
091214 |
4636.0 |
4687.0 |
4636.0 |
4687.0 |
+17.0 |
1 |
1,429 |
+0 |
Total Volume and Open Interest |
137,075 |
287,634 |
+33,342 |
GSCI(CME) |
Dec09 |
091214 |
485.00 |
485.50 |
479.50 |
481.75 |
+2.05 |
3,622 |
4,035 |
-2,960 |
Jan10 |
091214 |
488.50 |
493.50 |
488.50 |
490.25 |
+2.75 |
3,695 |
15,646 |
+3,107 |
Feb10 |
091214 |
500.00 |
500.00 |
498.00 |
498.00 |
+2.00 |
2 |
0 |
+0 |
Total Volume and Open Interest |
7,319 |
19,681 |
+147 |
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. |
|
|