|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Fri December 18, 2009 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Jan10 |
091218 |
1024.00 |
1032.50 |
1008.25 |
1012.00 |
-10.00 |
107,849 |
109,716 |
-19,738 |
| Mar10 |
091218 |
1031.50 |
1040.25 |
1016.25 |
1020.00 |
-10.00 |
56,570 |
183,156 |
+2,145 |
| May10 |
091218 |
1040.00 |
1047.00 |
1023.00 |
1026.25 |
-10.25 |
13,147 |
52,796 |
+784 |
| Jul10 |
091218 |
1042.50 |
1052.00 |
1028.00 |
1031.50 |
-10.25 |
15,695 |
45,238 |
+577 |
| Aug10 |
091218 |
1042.75 |
1042.75 |
1024.25 |
1028.00 |
-9.25 |
159 |
1,717 |
+8 |
| Sep10 |
091218 |
1017.75 |
1017.75 |
1007.00 |
1010.00 |
-7.50 |
385 |
941 |
+187 |
| Nov10 |
091218 |
997.25 |
1006.75 |
986.00 |
993.50 |
-5.50 |
10,369 |
67,476 |
-3,026 |
| Total Volume and Open Interest |
204,436 |
468,571 |
-19,012 |
| Soybean Meal(CBOT) |
| Jan10 |
091218 |
308.00 |
310.40 |
304.50 |
305.40 |
-2.00 |
32,325 |
41,230 |
-5,050 |
| Mar10 |
091218 |
304.00 |
305.90 |
291.20 |
300.20 |
-2.60 |
17,999 |
54,656 |
-1,011 |
| May10 |
091218 |
300.90 |
303.30 |
296.00 |
297.40 |
-2.80 |
5,742 |
26,944 |
+935 |
| Jul10 |
091218 |
301.30 |
304.10 |
296.50 |
298.10 |
-3.20 |
2,997 |
19,803 |
+263 |
| Aug10 |
091218 |
301.90 |
301.90 |
297.00 |
297.00 |
-3.20 |
312 |
4,660 |
+5 |
| Sep10 |
091218 |
296.20 |
296.20 |
293.10 |
293.20 |
-2.60 |
415 |
5,393 |
+24 |
| Oct10 |
091218 |
284.80 |
287.10 |
284.50 |
285.20 |
-1.60 |
131 |
2,826 |
+6 |
| Dec10 |
091218 |
285.90 |
287.60 |
282.60 |
284.10 |
-1.20 |
588 |
11,643 |
-45 |
| Total Volume and Open Interest |
60,724 |
168,333 |
-4,760 |
| Soybean Oil(CBOT) |
| Jan10 |
091218 |
38.89 |
39.16 |
38.15 |
38.33 |
-0.31 |
55,975 |
60,091 |
-10,488 |
| Mar10 |
091218 |
39.27 |
39.57 |
38.55 |
38.74 |
-0.31 |
34,306 |
98,258 |
-1,666 |
| May10 |
091218 |
39.71 |
39.90 |
38.94 |
39.10 |
-0.31 |
6,334 |
27,772 |
+1,899 |
| Jul10 |
091218 |
40.06 |
40.23 |
39.28 |
39.47 |
-0.29 |
4,135 |
18,796 |
-20 |
| Aug10 |
091218 |
40.01 |
40.17 |
39.51 |
39.62 |
-0.29 |
230 |
2,163 |
+130 |
| Sep10 |
091218 |
40.24 |
40.24 |
39.65 |
39.76 |
-0.29 |
183 |
1,596 |
+99 |
| Oct10 |
091218 |
40.21 |
40.21 |
39.78 |
39.85 |
-0.29 |
113 |
1,492 |
+3 |
| Dec10 |
091218 |
40.86 |
40.86 |
39.93 |
40.13 |
-0.28 |
1,017 |
15,132 |
+89 |
| Total Volume and Open Interest |
102,302 |
225,397 |
-9,954 |
| Canola(WCE) |
| Jan10 |
091218 |
405.2 |
407.5 |
403.3 |
404.7 |
-1.8 |
7,491 |
13,765 |
-4,969 |
| Mar10 |
091218 |
413.6 |
415.3 |
410.5 |
411.7 |
-1.9 |
13,855 |
71,423 |
+771 |
| May10 |
091218 |
420.8 |
422.0 |
417.9 |
418.7 |
-1.7 |
939 |
5,806 |
-50 |
| Jul10 |
091218 |
426.4 |
426.6 |
423.3 |
423.9 |
-1.6 |
479 |
6,259 |
+101 |
| Nov10 |
091218 |
424.6 |
426.6 |
423.5 |
424.7 |
+0.1 |
208 |
5,174 |
+172 |
| Total Volume and Open Interest |
22,972 |
102,746 |
-3,975 |
| Corn(CBOT) |
| Mar10 |
091218 |
397.00 |
401.25 |
391.00 |
397.75 |
+0.75 |
107,646 |
480,768 |
-2,245 |
| May10 |
091218 |
407.75 |
411.25 |
401.75 |
408.50 |
+0.75 |
11,912 |
119,445 |
+1,082 |
| Jul10 |
091218 |
416.75 |
420.50 |
411.00 |
417.50 |
+0.75 |
10,962 |
102,670 |
-566 |
| Sep10 |
091218 |
422.75 |
425.00 |
418.25 |
424.00 |
+1.25 |
1,070 |
31,164 |
+237 |
| Dec10 |
091218 |
429.75 |
433.25 |
423.75 |
430.25 |
+0.50 |
13,156 |
190,077 |
+1,246 |
| Mar11 |
091218 |
441.00 |
443.00 |
435.50 |
439.50 |
-0.50 |
287 |
12,977 |
+48 |
| Total Volume and Open Interest |
145,516 |
957,095 |
-68 |
| Wheat(CBOT) |
| Mar10 |
091218 |
522.00 |
529.00 |
515.00 |
528.00 |
+9.50 |
45,340 |
185,212 |
-2,388 |
| May10 |
091218 |
534.00 |
542.50 |
528.50 |
541.25 |
+9.25 |
10,212 |
40,581 |
-147 |
| Jul10 |
091218 |
545.75 |
553.25 |
540.00 |
552.50 |
+9.25 |
8,780 |
61,865 |
-728 |
| Sep10 |
091218 |
560.00 |
568.00 |
557.50 |
568.00 |
+9.00 |
2,424 |
16,524 |
-143 |
| Dec10 |
091218 |
584.00 |
592.00 |
579.50 |
591.50 |
+9.25 |
2,179 |
47,059 |
+31 |
| Total Volume and Open Interest |
69,614 |
355,911 |
-2,950 |
| Wheat(KCBT) |
| Mar10 |
091218 |
515.50 |
526.00 |
510.75 |
524.25 |
+9.25 |
8,952 |
61,296 |
-376 |
| May10 |
091218 |
527.50 |
536.75 |
522.50 |
536.00 |
+9.00 |
1,057 |
12,231 |
+529 |
| Jul10 |
091218 |
539.25 |
548.50 |
534.75 |
547.50 |
+8.75 |
1,197 |
29,145 |
+80 |
| Sep10 |
091218 |
549.50 |
559.75 |
548.00 |
559.00 |
+8.75 |
25 |
3,131 |
-5 |
| Dec10 |
091218 |
572.50 |
580.00 |
565.25 |
577.75 |
+8.75 |
477 |
35,004 |
-9 |
| Total Volume and Open Interest |
11,807 |
141,668 |
+279 |
| Wheat(MGE) |
| Dec09 |
091214 |
533.00 |
533.00 |
533.00 |
533.00 |
+5.50 |
23 |
12 |
-207 |
| Mar10 |
091218 |
530.00 |
538.00 |
526.50 |
535.25 |
+6.00 |
3,980 |
21,500 |
-305 |
| May10 |
091218 |
542.25 |
549.50 |
538.75 |
547.00 |
+7.25 |
249 |
4,941 |
-17 |
| Jul10 |
091218 |
554.75 |
561.25 |
550.50 |
558.75 |
+6.50 |
361 |
8,899 |
+88 |
| Sep10 |
091218 |
565.00 |
572.50 |
562.25 |
570.75 |
+6.75 |
142 |
3,205 |
-44 |
| Total Volume and Open Interest |
4,949 |
46,436 |
-273 |
| Oats(CBOT) |
| Mar10 |
091218 |
259.25 |
261.25 |
255.50 |
260.25 |
+1.25 |
553 |
9,273 |
-67 |
| May10 |
091218 |
265.00 |
268.50 |
265.00 |
268.50 |
+1.25 |
19 |
907 |
-8 |
| Jul10 |
091218 |
277.25 |
277.25 |
276.00 |
277.25 |
+1.25 |
25 |
811 |
-3 |
| Sep10 |
091218 |
285.75 |
285.75 |
284.50 |
285.75 |
+1.25 |
0 |
355 |
+0 |
| Total Volume and Open Interest |
597 |
11,826 |
-78 |
| Rough Rice(CBOT) |
| Jan10 |
091218 |
14.80 |
14.96 |
14.72 |
14.94 |
+0.14 |
1,945 |
4,154 |
-1,052 |
| Mar10 |
091218 |
15.08 |
15.26 |
15.00 |
15.23 |
+0.15 |
2,390 |
10,837 |
+432 |
| May10 |
091218 |
15.31 |
15.46 |
15.28 |
15.46 |
+0.15 |
73 |
357 |
-11 |
| Jul10 |
091218 |
15.48 |
15.70 |
15.48 |
15.70 |
+0.15 |
36 |
594 |
+2 |
| Total Volume and Open Interest |
4,590 |
17,099 |
-528 |
| Live Cattle(CME) |
| Dec09 |
091218 |
81.850 |
82.300 |
81.475 |
82.050 |
+0.620 |
1,903 |
4,724 |
-698 |
| Feb10 |
091218 |
84.430 |
85.200 |
84.400 |
84.850 |
+0.300 |
10,796 |
136,135 |
+34 |
| Apr10 |
091218 |
87.730 |
88.330 |
87.730 |
88.180 |
+0.395 |
4,726 |
66,784 |
+1,465 |
| Jun10 |
091218 |
85.250 |
85.830 |
85.200 |
85.680 |
+0.200 |
2,971 |
34,974 |
+776 |
| Aug10 |
091218 |
85.300 |
85.800 |
85.285 |
85.785 |
+0.385 |
726 |
9,284 |
-7 |
| Oct10 |
091218 |
88.350 |
88.700 |
88.250 |
88.680 |
+0.280 |
213 |
6,110 |
+87 |
| Total Volume and Open Interest |
21,372 |
260,716 |
+1,672 |
| Feeder Cattle(CME) |
| Jan10 |
091218 |
93.750 |
94.980 |
93.750 |
94.730 |
+0.750 |
3,474 |
8,904 |
-844 |
| Mar10 |
091218 |
93.950 |
94.980 |
93.900 |
94.750 |
+0.570 |
2,328 |
12,903 |
+900 |
| Apr10 |
091218 |
95.885 |
96.385 |
95.680 |
96.285 |
+0.385 |
342 |
3,717 |
+186 |
| May10 |
091218 |
96.535 |
97.000 |
96.385 |
96.750 |
+0.050 |
271 |
3,481 |
+39 |
| Aug10 |
091218 |
99.000 |
99.200 |
98.800 |
99.000 |
+0.100 |
91 |
1,423 |
+36 |
| Sep10 |
091218 |
98.200 |
98.200 |
98.135 |
98.200 |
+0.100 |
0 |
13 |
+0 |
| Oct10 |
091218 |
97.930 |
97.930 |
97.930 |
97.930 |
+0.030 |
5 |
26 |
+5 |
| Total Volume and Open Interest |
6,511 |
30,468 |
+322 |
| Lean Hogs(CME) |
| Feb10 |
091218 |
65.930 |
65.930 |
65.050 |
65.135 |
-0.415 |
8,518 |
74,992 |
-738 |
| Apr10 |
091218 |
69.950 |
70.100 |
69.100 |
69.150 |
-0.600 |
3,613 |
45,920 |
+305 |
| May10 |
091218 |
74.330 |
74.330 |
73.785 |
74.250 |
-0.135 |
66 |
3,121 |
+1 |
| Jun10 |
091218 |
77.450 |
77.500 |
76.785 |
76.900 |
-0.350 |
1,676 |
25,172 |
-6 |
| Jul10 |
091218 |
76.450 |
76.450 |
75.850 |
76.135 |
-0.115 |
314 |
9,041 |
-259 |
| Aug10 |
091218 |
74.785 |
74.850 |
74.300 |
74.680 |
-0.250 |
196 |
6,360 |
-458 |
| Oct10 |
091218 |
66.400 |
66.500 |
66.050 |
66.100 |
-0.535 |
23 |
3,319 |
+1 |
| Dec10 |
091218 |
65.550 |
66.300 |
65.400 |
66.300 |
-0.130 |
7 |
1,925 |
+1 |
| Total Volume and Open Interest |
14,413 |
170,032 |
-1,153 |
| Pork Bellies(CME) |
| Feb10 |
091218 |
88.000 |
88.300 |
86.200 |
86.200 |
-1.800 |
24 |
347 |
-3 |
| Mar10 |
091218 |
84.250 |
87.400 |
84.250 |
84.250 |
-1.800 |
4 |
87 |
+0 |
| May10 |
091218 |
88.500 |
88.500 |
88.500 |
88.500 |
+0.250 |
0 |
78 |
+0 |
| Jul10 |
091218 |
89.500 |
89.500 |
89.500 |
89.500 |
unch |
0 |
20 |
+0 |
| Aug10 |
091218 |
85.000 |
85.000 |
85.000 |
85.000 |
unch |
0 |
15 |
+0 |
| Total Volume and Open Interest |
28 |
547 |
-3 |
| Class III Milk(CME) |
| Dec09 |
091218 |
14.86 |
14.86 |
14.82 |
14.83 |
-0.03 |
175 |
4,872 |
+53 |
| Jan10 |
091218 |
14.87 |
14.87 |
14.72 |
14.76 |
-0.04 |
148 |
4,063 |
+49 |
| Feb10 |
091218 |
14.80 |
14.80 |
14.62 |
14.68 |
-0.03 |
188 |
3,469 |
+56 |
| Mar10 |
091218 |
15.10 |
15.12 |
14.98 |
15.02 |
-0.04 |
99 |
2,477 |
+27 |
| Apr10 |
091218 |
15.28 |
15.28 |
15.17 |
15.25 |
unch |
76 |
1,698 |
+25 |
| Total Volume and Open Interest |
1,484 |
25,423 |
+438 |
| Cocoa(ICE) |
| Mar10 |
091218 |
3455 |
3469 |
3249 |
3251 |
-173 |
9,804 |
78,168 |
-834 |
| May10 |
091218 |
3482 |
3482 |
3270 |
3271 |
-170 |
1,475 |
23,865 |
+503 |
| Jul10 |
091218 |
3480 |
3480 |
3269 |
3269 |
-172 |
260 |
8,432 |
+24 |
| Sep10 |
091218 |
3440 |
3442 |
3273 |
3273 |
-174 |
144 |
5,873 |
+24 |
| Dec10 |
091218 |
3419 |
3423 |
3257 |
3257 |
-169 |
234 |
4,714 |
+143 |
| Mar11 |
091218 |
3397 |
3402 |
3256 |
3256 |
-165 |
21 |
7,647 |
-13 |
| May11 |
091218 |
3407 |
3412 |
3264 |
3264 |
-167 |
0 |
4,221 |
+0 |
| Total Volume and Open Interest |
11,938 |
135,155 |
-153 |
| Coffee "C"(ICE) |
| Dec09 |
091218 |
146.00 |
146.50 |
144.35 |
144.35 |
-1.65 |
41 |
28 |
-49 |
| Mar10 |
091218 |
146.55 |
147.55 |
143.30 |
145.25 |
-0.95 |
9,307 |
85,266 |
+167 |
| May10 |
091218 |
147.70 |
149.00 |
145.00 |
146.95 |
-0.90 |
2,061 |
25,950 |
+320 |
| Jul10 |
091218 |
149.60 |
149.60 |
146.25 |
148.15 |
-0.80 |
1,418 |
5,207 |
-125 |
| Sep10 |
091218 |
150.40 |
150.95 |
147.75 |
149.25 |
-0.80 |
1,674 |
7,298 |
+862 |
| Dec10 |
091218 |
152.00 |
152.50 |
149.30 |
151.00 |
-0.80 |
1,421 |
6,814 |
+580 |
| Total Volume and Open Interest |
16,495 |
132,882 |
+1,918 |
| Orange Juice(ICE) |
| Jan10 |
091218 |
129.20 |
131.15 |
128.50 |
130.45 |
+1.55 |
2,842 |
7,827 |
-2,355 |
| Mar10 |
091218 |
132.80 |
134.95 |
132.10 |
134.35 |
+1.55 |
2,733 |
19,760 |
+2,072 |
| May10 |
091218 |
136.40 |
137.95 |
136.10 |
137.75 |
+1.55 |
26 |
5,060 |
-6 |
| Jul10 |
091218 |
140.00 |
141.00 |
139.00 |
140.80 |
+2.50 |
26 |
1,682 |
+0 |
| Sep10 |
091218 |
141.95 |
141.95 |
141.95 |
141.95 |
+2.95 |
0 |
598 |
+0 |
| Nov10 |
091218 |
142.10 |
142.10 |
142.00 |
142.10 |
+3.10 |
0 |
78 |
+0 |
| Total Volume and Open Interest |
5,627 |
35,238 |
-289 |
| Sugar #11(ICE) |
| Mar10 |
091218 |
26.73 |
26.94 |
25.78 |
26.34 |
-0.09 |
68,114 |
343,539 |
-1,802 |
| May10 |
091218 |
24.71 |
24.95 |
24.14 |
24.62 |
-0.05 |
28,055 |
138,777 |
+425 |
| Jul10 |
091218 |
22.78 |
23.02 |
22.30 |
22.64 |
-0.24 |
14,854 |
127,732 |
+791 |
| Oct10 |
091218 |
21.65 |
21.75 |
21.11 |
21.43 |
-0.26 |
8,156 |
94,231 |
+1,526 |
| Mar11 |
091218 |
20.88 |
21.00 |
20.35 |
20.74 |
-0.25 |
3,782 |
50,930 |
+822 |
| Total Volume and Open Interest |
125,613 |
824,647 |
+2,411 |
| London Cocoa(LCE) |
| Mar10 |
091218 |
2298 |
2298 |
2214 |
2217 |
-87 |
6,981 |
60,858 |
+308 |
| May10 |
091218 |
2316 |
2316 |
2232 |
2237 |
-85 |
2,577 |
49,853 |
+147 |
| Jul10 |
091218 |
2279 |
2292 |
2213 |
2215 |
-83 |
1,132 |
21,923 |
+368 |
| Sep10 |
091218 |
2256 |
2260 |
2181 |
2187 |
-87 |
486 |
12,263 |
+348 |
| Dec10 |
091218 |
2210 |
2221 |
2130 |
2147 |
-76 |
197 |
8,929 |
-67 |
| Mar11 |
091218 |
2188 |
2190 |
2113 |
2130 |
-79 |
94 |
8,342 |
-52 |
| May11 |
091218 |
2123 |
2123 |
2123 |
2123 |
-81 |
0 |
1,186 |
+0 |
| Total Volume and Open Interest |
11,467 |
163,354 |
+1,052 |
| London Sugar(LCE) |
| Mar10 |
091218 |
685.00 |
687.20 |
665.70 |
678.30 |
+15.30 |
4,619 |
36,077 |
+374 |
| May10 |
091218 |
665.00 |
671.90 |
651.20 |
662.30 |
+14.10 |
2,299 |
19,163 |
-277 |
| Aug10 |
091218 |
627.00 |
631.80 |
610.60 |
617.80 |
+8.60 |
476 |
12,085 |
+51 |
| Oct10 |
091218 |
575.00 |
582.90 |
565.00 |
567.80 |
+5.10 |
306 |
4,941 |
+143 |
| Dec10 |
091218 |
550.30 |
550.30 |
547.40 |
547.40 |
+5.10 |
2 |
816 |
+0 |
| Total Volume and Open Interest |
7,803 |
73,387 |
+358 |
| Cotton(ICE) |
| Mar10 |
091218 |
75.70 |
75.97 |
74.50 |
75.28 |
-0.46 |
10,093 |
131,954 |
-325 |
| May10 |
091218 |
76.55 |
76.55 |
75.39 |
76.14 |
-0.12 |
4,352 |
19,473 |
+1,553 |
| Jul10 |
091218 |
76.60 |
76.71 |
75.80 |
76.47 |
-0.09 |
1,117 |
21,254 |
-120 |
| Oct10 |
091218 |
76.07 |
76.07 |
76.07 |
76.07 |
+0.11 |
3 |
140 |
+1 |
| Dec10 |
091218 |
75.98 |
76.28 |
75.30 |
76.13 |
+0.13 |
637 |
13,920 |
+73 |
| Mar11 |
091218 |
77.41 |
77.41 |
77.41 |
77.41 |
+0.38 |
4 |
235 |
+0 |
| Total Volume and Open Interest |
16,210 |
187,736 |
+1,182 |
| Lumber(CME) |
| Jan10 |
091218 |
211.0 |
212.7 |
209.8 |
211.4 |
+0.4 |
325 |
2,311 |
-213 |
| Mar10 |
091218 |
237.5 |
239.3 |
236.0 |
238.0 |
unch |
259 |
4,905 |
-12 |
| May10 |
091218 |
254.5 |
255.8 |
253.9 |
254.9 |
-0.1 |
187 |
1,292 |
+24 |
| Jul10 |
091218 |
261.8 |
261.8 |
261.0 |
261.0 |
unch |
1 |
213 |
+0 |
| Total Volume and Open Interest |
777 |
8,847 |
-196 |
| Crude Oil(NYM) |
| Jan10 |
091218 |
72.60 |
74.69 |
72.55 |
73.36 |
+0.71 |
173,958 |
52,291 |
-24,623 |
| Feb10 |
091218 |
73.78 |
75.65 |
73.55 |
74.42 |
+0.34 |
213,975 |
268,299 |
+5,449 |
| Mar10 |
091218 |
74.68 |
76.33 |
74.37 |
75.23 |
+0.34 |
79,929 |
160,935 |
-6,125 |
| Apr10 |
091218 |
75.74 |
76.90 |
75.24 |
75.99 |
+0.43 |
20,377 |
39,487 |
-2,452 |
| May10 |
091218 |
75.89 |
77.41 |
75.77 |
76.68 |
+0.52 |
9,480 |
32,120 |
+460 |
| Jun10 |
091218 |
76.49 |
78.04 |
76.43 |
77.33 |
+0.58 |
17,935 |
106,929 |
-2,318 |
| Jul10 |
091218 |
77.73 |
78.50 |
76.96 |
77.92 |
+0.63 |
2,488 |
27,453 |
-1,095 |
| Aug10 |
091218 |
78.75 |
78.92 |
78.43 |
78.43 |
+0.66 |
1,433 |
15,614 |
-185 |
| Sep10 |
091218 |
78.51 |
79.25 |
78.03 |
78.94 |
+0.70 |
2,116 |
28,619 |
-109 |
| Oct10 |
091218 |
79.80 |
79.80 |
79.44 |
79.44 |
+0.74 |
1,765 |
14,978 |
-394 |
| Nov10 |
091218 |
79.98 |
79.98 |
79.98 |
79.98 |
+0.77 |
2,149 |
18,798 |
-31 |
| Dec10 |
091218 |
79.75 |
80.93 |
79.28 |
80.54 |
+0.79 |
14,683 |
140,773 |
+806 |
| Jan11 |
091218 |
81.25 |
81.25 |
80.50 |
80.91 |
+0.80 |
854 |
19,022 |
-163 |
| Feb11 |
091218 |
81.24 |
81.24 |
81.24 |
81.24 |
+0.81 |
328 |
7,975 |
+99 |
| Mar11 |
091218 |
81.62 |
81.62 |
81.62 |
81.62 |
+0.82 |
45 |
6,576 |
-6 |
| Apr11 |
091218 |
82.03 |
82.03 |
82.03 |
82.03 |
+0.83 |
32 |
8,891 |
-3 |
| Total Volume and Open Interest |
544,392 |
1,186,571 |
-31,588 |
| e-miNY Crude Oil(NYM) |
| Dec09 |
091119 |
79.700 |
79.925 |
77.050 |
77.450 |
-2.125 |
8,718 |
3,560 |
-399 |
| Jan10 |
091218 |
72.850 |
74.675 |
72.550 |
73.350 |
+0.700 |
8,590 |
3,806 |
-360 |
| Feb10 |
091218 |
73.775 |
75.650 |
73.525 |
74.425 |
+0.350 |
3,368 |
4,045 |
+848 |
| Mar10 |
091218 |
74.525 |
76.275 |
74.525 |
75.225 |
+0.325 |
216 |
430 |
+35 |
| Apr10 |
091218 |
75.775 |
76.150 |
75.325 |
76.000 |
+0.450 |
22 |
118 |
+15 |
| May10 |
091218 |
76.675 |
76.675 |
76.675 |
76.675 |
+0.525 |
0 |
4 |
+0 |
| Jun10 |
091218 |
77.325 |
77.325 |
77.325 |
77.325 |
+0.575 |
0 |
13 |
+0 |
| Jul10 |
091218 |
77.925 |
77.925 |
77.925 |
77.925 |
+0.625 |
0 |
8 |
+0 |
| Aug10 |
091218 |
78.425 |
78.425 |
78.425 |
78.425 |
+0.650 |
0 |
3 |
+0 |
| Sep10 |
091218 |
78.950 |
78.950 |
78.950 |
78.950 |
+0.700 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
12,196 |
8,528 |
+539 |
| Heating Oil(NYM) |
| Jan10 |
091218 |
195.29 |
199.26 |
194.55 |
195.67 |
-0.07 |
40,260 |
44,706 |
-3,394 |
| Feb10 |
091218 |
197.00 |
200.92 |
196.35 |
197.53 |
-0.10 |
29,425 |
60,617 |
+1,897 |
| Mar10 |
091218 |
199.77 |
202.00 |
197.96 |
198.93 |
+0.01 |
12,201 |
45,039 |
+1,443 |
| Apr10 |
091218 |
199.65 |
202.24 |
198.83 |
199.62 |
+0.20 |
4,785 |
24,606 |
+624 |
| May10 |
091218 |
201.65 |
203.10 |
200.07 |
200.51 |
+0.29 |
2,568 |
17,252 |
-27 |
| Jun10 |
091218 |
200.75 |
204.21 |
200.39 |
201.46 |
+0.31 |
5,942 |
34,522 |
-678 |
| Jul10 |
091218 |
205.45 |
205.45 |
202.74 |
203.00 |
+0.29 |
1,598 |
9,614 |
-249 |
| Aug10 |
091218 |
206.48 |
207.35 |
204.65 |
204.91 |
+0.25 |
1,180 |
4,285 |
-25 |
| Sep10 |
091218 |
208.34 |
209.40 |
207.28 |
207.28 |
+0.27 |
2,459 |
7,721 |
-70 |
| Oct10 |
091218 |
211.08 |
211.93 |
209.88 |
209.88 |
+0.35 |
1,071 |
5,616 |
+423 |
| Nov10 |
091218 |
214.06 |
214.35 |
212.38 |
212.38 |
+0.43 |
1,043 |
5,979 |
-6 |
| Dec10 |
091218 |
216.43 |
217.11 |
213.99 |
214.88 |
+0.51 |
3,009 |
19,859 |
-92 |
| Total Volume and Open Interest |
106,357 |
305,939 |
-96 |
| Gasoline(NYMEX) |
| Jan10 |
091218 |
185.00 |
190.28 |
184.60 |
189.48 |
+4.28 |
33,603 |
39,047 |
-2,925 |
| Feb10 |
091218 |
187.74 |
192.58 |
187.20 |
191.71 |
+3.87 |
25,533 |
60,768 |
+2,946 |
| Mar10 |
091218 |
191.16 |
194.80 |
190.86 |
193.96 |
+3.52 |
11,774 |
42,887 |
+1,481 |
| Apr10 |
091218 |
203.91 |
206.50 |
202.95 |
205.58 |
+3.15 |
5,663 |
27,924 |
+1,299 |
| May10 |
091218 |
206.73 |
207.26 |
204.61 |
206.64 |
+2.87 |
2,364 |
11,430 |
-61 |
| Jun10 |
091218 |
207.30 |
208.38 |
204.30 |
207.54 |
+2.55 |
2,190 |
14,369 |
+232 |
| Jul10 |
091218 |
205.99 |
208.00 |
205.99 |
207.77 |
+2.42 |
487 |
5,840 |
+27 |
| Aug10 |
091218 |
207.79 |
207.79 |
207.79 |
207.79 |
+2.37 |
868 |
5,775 |
+451 |
| Sep10 |
091218 |
207.29 |
207.29 |
207.29 |
207.29 |
+2.28 |
513 |
5,606 |
+147 |
| Oct10 |
091218 |
197.84 |
197.84 |
197.84 |
197.84 |
+2.23 |
216 |
2,759 |
+17 |
| Total Volume and Open Interest |
83,591 |
237,770 |
+3,585 |
| e-miNY RBOB Gasoline(NYM) |
| Jan10 |
091218 |
189.50 |
189.50 |
189.48 |
189.50 |
+4.30 |
0 |
3 |
+0 |
| Feb10 |
091218 |
191.70 |
191.71 |
191.70 |
191.70 |
+3.90 |
|
|
|
| Mar10 |
091218 |
194.00 |
194.00 |
193.96 |
194.00 |
+3.60 |
|
|
|
| Apr10 |
091218 |
205.60 |
205.60 |
205.58 |
205.60 |
+3.20 |
|
|
|
| Total Volume and Open Interest |
0 |
3 |
+0 |
| Natural Gas(NYM) |
| Jan10 |
091218 |
5.766 |
5.926 |
5.727 |
5.782 |
+0.014 |
157,399 |
79,795 |
-9,178 |
| Feb10 |
091218 |
5.795 |
5.958 |
5.775 |
5.829 |
+0.029 |
91,154 |
103,313 |
+129 |
| Mar10 |
091218 |
5.759 |
5.916 |
5.757 |
5.805 |
+0.018 |
45,690 |
125,741 |
+2,724 |
| Apr10 |
091218 |
5.763 |
5.878 |
5.724 |
5.778 |
+0.021 |
34,974 |
73,714 |
+2,859 |
| May10 |
091218 |
5.817 |
5.901 |
5.746 |
5.798 |
+0.014 |
15,188 |
37,045 |
+966 |
| Jun10 |
091218 |
5.874 |
5.921 |
5.808 |
5.853 |
+0.015 |
4,863 |
22,707 |
-292 |
| Jul10 |
091218 |
5.960 |
6.020 |
5.877 |
5.925 |
+0.015 |
3,830 |
17,039 |
+145 |
| Aug10 |
091218 |
6.020 |
6.089 |
5.943 |
5.993 |
+0.013 |
6,876 |
27,199 |
+2,147 |
| Sep10 |
091218 |
6.095 |
6.095 |
5.976 |
6.028 |
+0.014 |
3,870 |
19,866 |
+1,144 |
| Oct10 |
091218 |
6.170 |
6.242 |
6.099 |
6.143 |
+0.009 |
20,122 |
38,675 |
+4,000 |
| Nov10 |
091218 |
6.500 |
6.548 |
6.391 |
6.428 |
-0.013 |
2,303 |
9,713 |
+656 |
| Dec10 |
091218 |
6.825 |
6.859 |
6.706 |
6.743 |
-0.018 |
5,409 |
21,170 |
+676 |
| Jan11 |
091218 |
7.060 |
7.063 |
6.941 |
6.973 |
-0.016 |
6,779 |
20,060 |
+909 |
| Feb11 |
091218 |
7.040 |
7.040 |
6.905 |
6.943 |
-0.016 |
403 |
7,511 |
+150 |
| Mar11 |
091218 |
6.880 |
6.880 |
6.747 |
6.768 |
-0.026 |
2,441 |
18,054 |
+683 |
| Apr11 |
091218 |
6.219 |
6.220 |
6.140 |
6.173 |
-0.046 |
2,377 |
14,465 |
+905 |
| Total Volume and Open Interest |
405,453 |
737,391 |
+9,539 |
| Brent Crude Oil(ICE) |
| Feb10 |
091218 |
73.20 |
74.84 |
72.76 |
73.75 |
+0.38 |
128,473 |
192,216 |
-4,449 |
| Mar10 |
091218 |
73.95 |
75.50 |
73.54 |
74.48 |
+0.34 |
59,361 |
119,282 |
+2,563 |
| Apr10 |
091218 |
74.94 |
76.15 |
74.29 |
75.22 |
+0.34 |
28,110 |
50,712 |
+4,171 |
| May10 |
091218 |
75.95 |
76.82 |
75.20 |
75.94 |
+0.35 |
10,059 |
24,801 |
+327 |
| Jun10 |
091218 |
76.40 |
77.48 |
75.71 |
76.65 |
+0.38 |
8,825 |
56,394 |
+1,025 |
| Jul10 |
091218 |
77.46 |
78.06 |
76.31 |
77.27 |
+0.40 |
3,073 |
16,330 |
+602 |
| Aug10 |
091218 |
78.04 |
78.61 |
76.89 |
77.86 |
+0.40 |
2,245 |
10,267 |
-98 |
| Sep10 |
091218 |
78.61 |
79.15 |
77.45 |
78.45 |
+0.41 |
1,912 |
7,425 |
+9 |
| Oct10 |
091218 |
79.18 |
79.69 |
78.02 |
79.05 |
+0.44 |
2,283 |
12,553 |
+67 |
| Nov10 |
091218 |
79.67 |
79.67 |
79.67 |
79.67 |
+0.48 |
2,231 |
10,413 |
-195 |
| Dec10 |
091218 |
79.89 |
80.75 |
79.20 |
80.30 |
+0.54 |
9,671 |
74,907 |
+571 |
| Jan11 |
091218 |
80.82 |
80.82 |
80.82 |
80.82 |
+0.57 |
1,723 |
8,698 |
-112 |
| Feb11 |
091218 |
81.31 |
81.31 |
81.31 |
81.31 |
+0.58 |
490 |
4,611 |
-27 |
| Mar11 |
091218 |
81.79 |
81.79 |
81.79 |
81.79 |
+0.59 |
407 |
4,510 |
+174 |
| Total Volume and Open Interest |
261,143 |
686,672 |
+5,144 |
| Gas Oil(ICE) |
| Jan10 |
091218 |
595.50 |
608.00 |
591.50 |
595.25 |
+3.50 |
41,676 |
116,451 |
+1,329 |
| Feb10 |
091218 |
603.00 |
614.75 |
599.00 |
602.25 |
+3.00 |
40,025 |
96,386 |
+9,303 |
| Mar10 |
091218 |
610.50 |
620.50 |
605.75 |
609.25 |
+3.25 |
12,589 |
50,016 |
-537 |
| Apr10 |
091218 |
617.50 |
626.50 |
613.00 |
616.00 |
+3.25 |
3,865 |
28,897 |
+78 |
| May10 |
091218 |
624.25 |
632.00 |
620.00 |
623.00 |
+3.25 |
1,786 |
24,544 |
+437 |
| Jun10 |
091218 |
631.00 |
639.75 |
627.00 |
630.00 |
+3.25 |
3,017 |
45,645 |
+9 |
| Jul10 |
091218 |
638.00 |
646.00 |
634.25 |
637.25 |
+3.00 |
826 |
16,837 |
-159 |
| Aug10 |
091218 |
646.50 |
653.00 |
644.25 |
644.25 |
+2.75 |
800 |
18,961 |
-51 |
| Sep10 |
091218 |
653.75 |
659.50 |
651.00 |
651.00 |
+2.75 |
583 |
18,843 |
-28 |
| Oct10 |
091218 |
660.00 |
664.25 |
657.25 |
657.25 |
+3.00 |
541 |
11,048 |
+144 |
| Total Volume and Open Interest |
108,579 |
550,329 |
+10,489 |
| Ethanol(CBOT) |
| Dec09 |
091203 |
2.135 |
2.135 |
2.130 |
2.130 |
unch |
8 |
263 |
-4 |
| Jan10 |
091218 |
1.835 |
1.837 |
1.830 |
1.835 |
-0.001 |
97 |
619 |
+12 |
| Feb10 |
091218 |
1.806 |
1.817 |
1.800 |
1.813 |
+0.003 |
70 |
861 |
+36 |
| Mar10 |
091218 |
1.796 |
1.817 |
1.795 |
1.812 |
+0.004 |
81 |
1,193 |
-14 |
| Apr10 |
091218 |
1.798 |
1.808 |
1.798 |
1.804 |
+0.006 |
54 |
902 |
-20 |
| May10 |
091218 |
1.781 |
1.794 |
1.781 |
1.789 |
+0.007 |
18 |
449 |
+0 |
| Jun10 |
091218 |
1.781 |
1.800 |
1.781 |
1.787 |
+0.009 |
17 |
342 |
+0 |
| Jul10 |
091218 |
1.773 |
1.789 |
1.773 |
1.778 |
+0.005 |
12 |
409 |
+5 |
| Total Volume and Open Interest |
389 |
7,071 |
+47 |
| US Dollar Index(ICE) |
| Mar10 |
091218 |
78.020 |
78.500 |
77.745 |
78.195 |
+0.105 |
27,815 |
50,985 |
+331 |
| Jun10 |
091218 |
78.360 |
78.795 |
78.180 |
78.565 |
+0.125 |
145 |
4,883 |
+19 |
| Sep10 |
091218 |
78.565 |
78.565 |
78.565 |
78.565 |
+0.125 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
27,960 |
55,869 |
+350 |
| Australian Dollar(CME) |
| Mar10 |
091218 |
87.92 |
88.36 |
87.31 |
88.20 |
+0.28 |
88,872 |
99,265 |
-2,409 |
| Jun10 |
091218 |
86.48 |
87.44 |
86.44 |
87.30 |
+0.28 |
25 |
157 |
+14 |
| Sep10 |
091218 |
86.39 |
86.39 |
86.12 |
86.39 |
+0.27 |
0 |
17 |
+0 |
| Total Volume and Open Interest |
88,897 |
99,444 |
-2,395 |
| British Pound(CME) |
| Mar10 |
091218 |
161.54 |
162.42 |
160.43 |
161.11 |
-0.35 |
128,429 |
70,752 |
+2,536 |
| Jun10 |
091218 |
161.26 |
162.31 |
160.38 |
161.03 |
-0.34 |
145 |
295 |
+37 |
| Sep10 |
091218 |
160.95 |
162.01 |
160.54 |
160.95 |
-0.33 |
0 |
71 |
+0 |
| Total Volume and Open Interest |
128,574 |
71,121 |
+2,573 |
| Canadian Dollar(CME) |
| Mar10 |
091218 |
93.39 |
94.08 |
93.22 |
93.82 |
+0.38 |
93,955 |
72,339 |
-2,867 |
| Jun10 |
091218 |
93.33 |
94.05 |
93.23 |
93.80 |
+0.38 |
153 |
1,188 |
+114 |
| Sep10 |
091218 |
93.74 |
94.02 |
93.39 |
93.77 |
+0.38 |
41 |
605 |
+41 |
| Dec10 |
091218 |
93.70 |
93.85 |
93.32 |
93.70 |
+0.38 |
49 |
456 |
+32 |
| Total Volume and Open Interest |
94,249 |
74,629 |
-2,655 |
| Japanese Yen(CME) |
| Mar10 |
091218 |
111.33 |
112.60 |
110.05 |
110.64 |
-0.59 |
99,801 |
88,710 |
+1,546 |
| Jun10 |
091218 |
112.43 |
112.71 |
110.16 |
110.73 |
-0.59 |
82 |
210 |
+22 |
| Sep10 |
091218 |
110.88 |
112.47 |
110.65 |
110.88 |
-0.59 |
0 |
105 |
+0 |
| Total Volume and Open Interest |
99,886 |
89,047 |
+1,568 |
| Swiss Franc(CME) |
| Mar10 |
091218 |
95.55 |
96.32 |
95.32 |
95.94 |
+0.34 |
56,736 |
32,101 |
-222 |
| Jun10 |
091218 |
96.05 |
96.37 |
95.44 |
96.02 |
+0.34 |
0 |
20 |
+0 |
| Sep10 |
091218 |
96.13 |
96.21 |
95.79 |
96.13 |
+0.34 |
|
|
|
| Total Volume and Open Interest |
56,736 |
32,123 |
-222 |
| EuroFX(CME) |
| Mar10 |
091218 |
143.46 |
144.09 |
142.58 |
143.19 |
-0.28 |
302,014 |
127,941 |
-367 |
| Jun10 |
091218 |
143.15 |
144.05 |
142.56 |
143.14 |
-0.28 |
623 |
947 |
+78 |
| Sep10 |
091218 |
143.04 |
143.58 |
142.69 |
143.04 |
-0.28 |
0 |
654 |
+0 |
| Total Volume and Open Interest |
302,637 |
129,553 |
-289 |
| Mexican Peso(CME) |
| Jan10 |
091218 |
774.5 |
774.5 |
774.5 |
774.5 |
unch |
|
|
|
| Feb10 |
091218 |
773.0 |
773.0 |
773.0 |
773.0 |
unch |
0 |
3 |
+0 |
| Total Volume and Open Interest |
26,919 |
109,980 |
-2,886 |
| 30-Year T-Bonds(CBOT) |
| Dec09 |
091218 |
120~110 |
120~110 |
119~120 |
119~140 |
-0~200 |
10,553 |
10,626 |
-4,482 |
| Mar10 |
091218 |
118~310 |
119~080 |
118~030 |
118~080 |
-0~220 |
208,945 |
674,917 |
-870 |
| Jun10 |
091218 |
117~200 |
117~200 |
116~220 |
116~240 |
-0~220 |
19 |
98 |
+3 |
| Total Volume and Open Interest |
219,517 |
685,642 |
-5,349 |
| 10-Year T-Notes(CBOT) |
| Dec09 |
091218 |
119~195 |
119~195 |
119~035 |
119~035 |
-0~135 |
14,927 |
7,705 |
-4,470 |
| Mar10 |
091218 |
118~040 |
118~080 |
117~180 |
117~190 |
-0~145 |
734,075 |
1,182,410 |
+20,763 |
| Jun10 |
091218 |
116~070 |
116~205 |
116~060 |
116~060 |
-0~145 |
1 |
29 |
-1 |
| Total Volume and Open Interest |
749,003 |
1,190,144 |
+16,292 |
| 5-Year T-Notes(CBOT) |
| Dec09 |
091218 |
117~060 |
117~087 |
117~040 |
117~039 |
-0~032 |
8,898 |
28,299 |
+28,299 |
| Mar10 |
091218 |
116~037 |
116~047 |
115~122 |
115~123 |
-0~038 |
387,527 |
813,956 |
+7,296 |
| Jun10 |
091218 |
114~107 |
115~017 |
114~107 |
114~107 |
-0~038 |
1 |
2 |
+1 |
| Total Volume and Open Interest |
403,602 |
834,787 |
-173 |
| 2 Year T-Notes(CBOT) |
| Dec09 |
091218 |
109~030 |
109~039 |
109~029 |
109~029 |
-0~009 |
2,899 |
9,751 |
-781 |
| Mar10 |
091218 |
108~102 |
108~106 |
108~092 |
108~093 |
-0~009 |
210,915 |
883,805 |
+11,729 |
| Jun10 |
091218 |
108~025 |
108~034 |
108~025 |
108~025 |
-0~009 |
0 |
7,937 |
+0 |
| Total Volume and Open Interest |
213,814 |
901,493 |
+10,948 |
| Eurodollars(CME) |
| Mar10 |
091218 |
99.640 |
99.655 |
99.625 |
99.640 |
unch |
208,941 |
1,158,060 |
-2,466 |
| Jun10 |
091218 |
99.460 |
99.460 |
99.425 |
99.445 |
-0.010 |
264,452 |
882,079 |
+27,501 |
| Sep10 |
091218 |
99.175 |
99.180 |
99.125 |
99.145 |
-0.020 |
216,004 |
739,886 |
+14,861 |
| Dec10 |
091218 |
98.845 |
98.855 |
98.790 |
98.810 |
-0.025 |
241,942 |
809,382 |
+7,008 |
| Mar11 |
091218 |
98.505 |
98.515 |
98.455 |
98.470 |
-0.025 |
254,669 |
549,502 |
+26,048 |
| Jun11 |
091218 |
98.145 |
98.160 |
98.090 |
98.105 |
-0.030 |
153,224 |
565,857 |
+681 |
| Sep11 |
091218 |
97.805 |
97.825 |
97.750 |
97.760 |
-0.040 |
121,369 |
496,739 |
-4,016 |
| Dec11 |
091218 |
97.490 |
97.505 |
97.425 |
97.430 |
-0.050 |
110,627 |
307,748 |
-1,890 |
| Mar12 |
091218 |
97.210 |
97.220 |
97.140 |
97.140 |
-0.055 |
75,875 |
231,532 |
+3,491 |
| Jun12 |
091218 |
96.935 |
96.940 |
96.855 |
96.860 |
-0.060 |
54,757 |
194,525 |
+3,510 |
| Sep12 |
091218 |
96.670 |
96.690 |
96.600 |
96.605 |
-0.060 |
44,095 |
114,152 |
+593 |
| Dec12 |
091218 |
96.435 |
96.445 |
96.350 |
96.360 |
-0.060 |
39,909 |
90,021 |
+3,506 |
| Mar13 |
091218 |
96.235 |
96.270 |
96.175 |
96.185 |
-0.060 |
10,961 |
58,913 |
+670 |
| Jun13 |
091218 |
96.075 |
96.085 |
95.995 |
96.015 |
-0.060 |
9,031 |
59,051 |
-49 |
| Sep13 |
091218 |
95.900 |
95.930 |
95.845 |
95.855 |
-0.060 |
11,394 |
58,924 |
+2,461 |
| Dec13 |
091218 |
95.745 |
95.770 |
95.685 |
95.695 |
-0.060 |
8,926 |
37,671 |
+2,808 |
| Mar14 |
091218 |
95.620 |
95.645 |
95.560 |
95.570 |
-0.065 |
3,485 |
30,989 |
-258 |
| Jun14 |
091218 |
95.500 |
95.525 |
95.440 |
95.450 |
-0.065 |
2,568 |
25,571 |
-198 |
| Total Volume and Open Interest |
1,867,652 |
6,626,620 |
+91,432 |
| 30 Day Federal Funds(CBOT) |
| Dec09 |
091218 |
99.870 |
99.872 |
99.870 |
99.870 |
unch |
2,848 |
75,125 |
-2,573 |
| Jan10 |
091218 |
99.855 |
99.860 |
99.855 |
99.855 |
unch |
5,119 |
63,698 |
-1,847 |
| Feb10 |
091218 |
99.830 |
99.835 |
99.825 |
99.830 |
unch |
3,240 |
88,055 |
+295 |
| Mar10 |
091218 |
99.805 |
99.815 |
99.800 |
99.810 |
+0.005 |
1,612 |
59,687 |
+301 |
| Apr10 |
091218 |
99.790 |
99.795 |
99.780 |
99.790 |
+0.005 |
6,168 |
63,971 |
+218 |
| May10 |
091218 |
99.750 |
99.760 |
99.740 |
99.750 |
unch |
9,982 |
52,485 |
-436 |
| Total Volume and Open Interest |
51,965 |
538,060 |
-1,484 |
| 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) |
| Mar10 |
091218 |
99.630 |
99.635 |
99.630 |
99.630 |
unch |
0 |
433 |
+0 |
| Jun10 |
091218 |
99.645 |
99.680 |
99.645 |
99.645 |
unch |
0 |
80 |
+0 |
| Sep10 |
091218 |
99.675 |
99.675 |
99.675 |
99.675 |
unch |
0 |
230 |
+0 |
| Dec10 |
091218 |
99.665 |
99.665 |
99.665 |
99.665 |
unch |
0 |
242 |
+0 |
| Mar11 |
091218 |
99.580 |
99.580 |
99.580 |
99.580 |
unch |
|
|
|
| Jun11 |
091218 |
99.555 |
99.600 |
99.555 |
99.555 |
unch |
|
|
|
| Sep11 |
091218 |
99.555 |
99.555 |
99.555 |
99.555 |
unch |
|
|
|
| Dec11 |
091218 |
99.360 |
99.360 |
99.360 |
99.360 |
unch |
|
|
|
| Mar12 |
091218 |
99.350 |
99.350 |
99.350 |
99.350 |
+0.025 |
|
|
|
| Jun12 |
091218 |
99.400 |
99.400 |
99.400 |
99.400 |
+0.025 |
|
|
|
| Total Volume and Open Interest |
0 |
985 |
+0 |
| 3-Mth Euro-Yen(SGX) |
| Mar10 |
091218 |
99.62 |
99.64 |
99.62 |
99.64 |
+0.01 |
0 |
3,743 |
+0 |
| Jun10 |
091218 |
99.69 |
99.69 |
99.68 |
99.68 |
+0.04 |
0 |
1,729 |
+100 |
| Sep10 |
091218 |
99.70 |
99.70 |
99.70 |
99.70 |
+0.02 |
0 |
1,591 |
+0 |
| Dec10 |
091218 |
99.69 |
99.69 |
99.69 |
99.69 |
+0.03 |
0 |
1,281 |
+0 |
| Mar11 |
091218 |
99.61 |
99.61 |
99.61 |
99.61 |
+0.03 |
0 |
662 |
+0 |
| Jun11 |
091218 |
99.58 |
99.58 |
99.58 |
99.58 |
+0.03 |
0 |
52 |
+0 |
| Sep11 |
091218 |
99.58 |
99.58 |
99.58 |
99.58 |
+0.03 |
0 |
51 |
+0 |
| Dec11 |
091218 |
99.39 |
99.39 |
99.39 |
99.39 |
+0.03 |
0 |
101 |
+0 |
| Total Volume and Open Interest |
0 |
10,581 |
+100 |
| Japanese Gov't Bonds(SGX) |
| Mar10 |
091218 |
139.90 |
140.30 |
139.74 |
140.16 |
+0.34 |
1,390 |
19,297 |
+814 |
| Jun10 |
091218 |
140.16 |
140.16 |
140.16 |
140.16 |
+0.34 |
|
|
|
| Sep10 |
091218 |
140.16 |
140.16 |
140.16 |
140.16 |
+0.34 |
|
|
|
| Total Volume and Open Interest |
1,390 |
19,297 |
+814 |
| Euro-Bund(EUREX) |
| Mar10 |
091218 |
123.41 |
123.66 |
123.30 |
123.54 |
+0.14 |
592,253 |
886,511 |
+38,534 |
| Jun10 |
091218 |
121.95 |
122.17 |
121.95 |
122.12 |
+0.12 |
146 |
52 |
-6 |
| Sep10 |
091218 |
121.74 |
121.74 |
121.74 |
121.74 |
+0.14 |
|
|
|
| Total Volume and Open Interest |
592,399 |
886,563 |
+38,528 |
| Euro-Bobl(EUREX) |
| Mar10 |
091218 |
117.05 |
117.19 |
116.95 |
117.06 |
+0.02 |
362,527 |
685,596 |
+16,985 |
| Jun10 |
091218 |
115.72 |
115.72 |
115.51 |
115.60 |
-0.04 |
73 |
12 |
+9 |
| Sep10 |
091218 |
115.36 |
115.36 |
115.36 |
115.36 |
+0.02 |
|
|
|
| Total Volume and Open Interest |
362,600 |
685,608 |
+16,994 |
| 3-Mth Euribor(EUREX) |
| Dec09 |
091214 |
99.285 |
99.290 |
99.285 |
99.285 |
unch |
135 |
8,689 |
-127 |
| Mar10 |
091218 |
99.140 |
99.230 |
99.140 |
99.225 |
+0.010 |
453 |
10,214 |
+26 |
| Jun10 |
091218 |
98.945 |
98.955 |
98.930 |
98.950 |
+0.010 |
798 |
6,359 |
+670 |
| Total Volume and Open Interest |
1,458 |
22,748 |
+829 |
| Long Gilt(LIFFE) |
| Dec09 |
091218 |
117~30 |
118~01 |
117~24 |
118~01 |
+0~26 |
6,090 |
8,996 |
-4,474 |
| Mar10 |
091218 |
115~23 |
116~17 |
115~17 |
116~15 |
+0~25 |
72,486 |
226,430 |
-4,551 |
| Total Volume and Open Interest |
78,576 |
235,426 |
-9,025 |
| 3-Mth Short Sterling(LIFFE) |
| Mar10 |
091218 |
99.30 |
99.33 |
99.29 |
99.31 |
+0.01 |
45,945 |
365,750 |
-11,995 |
| Jun10 |
091218 |
99.04 |
99.11 |
99.03 |
99.09 |
+0.06 |
76,730 |
389,004 |
+16,198 |
| Sep10 |
091218 |
98.64 |
98.74 |
98.64 |
98.71 |
+0.07 |
58,605 |
312,054 |
-1,547 |
| Dec10 |
091218 |
98.19 |
98.28 |
98.19 |
98.26 |
+0.07 |
80,588 |
307,495 |
-15,386 |
| Mar11 |
091218 |
97.78 |
97.88 |
97.78 |
97.85 |
+0.06 |
54,559 |
276,082 |
-4,835 |
| Jun11 |
091218 |
97.40 |
97.48 |
97.39 |
97.44 |
+0.05 |
37,866 |
158,432 |
+1,861 |
| Total Volume and Open Interest |
451,853 |
2,186,868 |
-20,744 |
| 3-Mth Euribor(LIFFE) |
| Mar10 |
091218 |
99.225 |
99.235 |
99.210 |
99.225 |
+0.010 |
93,899 |
726,085 |
-419 |
| Jun10 |
091218 |
98.955 |
98.960 |
98.920 |
98.950 |
+0.010 |
161,401 |
743,324 |
+12,424 |
| Sep10 |
091218 |
98.645 |
98.660 |
98.610 |
98.650 |
+0.010 |
103,686 |
568,106 |
+1,920 |
| Total Volume and Open Interest |
662,554 |
3,448,497 |
+35,359 |
| 3-Mth Aus T-Bills(SFE) |
| Mar10 |
091218 |
95.64 |
95.68 |
95.64 |
95.65 |
+0.01 |
11,154 |
305,270 |
+78 |
| Jun10 |
091218 |
95.36 |
95.41 |
95.34 |
95.35 |
-0.01 |
8,405 |
170,773 |
+3,334 |
| Sep10 |
091218 |
95.10 |
95.18 |
95.10 |
95.11 |
unch |
3,446 |
91,378 |
-872 |
| Dec10 |
091218 |
94.88 |
94.95 |
94.88 |
94.89 |
+0.02 |
4,187 |
75,792 |
-135 |
| Mar11 |
091218 |
94.65 |
94.73 |
94.65 |
94.68 |
+0.04 |
1,502 |
28,273 |
-265 |
| Jun11 |
091218 |
94.44 |
94.54 |
94.44 |
94.51 |
+0.08 |
925 |
23,438 |
+256 |
| Sep11 |
091218 |
94.37 |
94.39 |
94.33 |
94.37 |
+0.09 |
236 |
16,995 |
-8 |
| Dec11 |
091218 |
94.27 |
94.29 |
94.19 |
94.26 |
+0.09 |
309 |
8,013 |
+204 |
| Mar12 |
091218 |
94.17 |
94.17 |
94.17 |
94.17 |
+0.08 |
1 |
3,005 |
+0 |
| Jun12 |
091218 |
94.13 |
94.13 |
94.13 |
94.13 |
+0.08 |
0 |
1,186 |
+0 |
| Total Volume and Open Interest |
30,165 |
724,812 |
+2,592 |
| 10-Year Aus T-Bonds(SFE) |
| Mar10 |
091218 |
94.42 |
94.56 |
94.40 |
94.54 |
+0.12 |
21,256 |
289,821 |
-3,387 |
| Jun10 |
091218 |
94.54 |
94.54 |
94.54 |
94.54 |
+0.12 |
|
|
|
| Total Volume and Open Interest |
21,256 |
289,821 |
-3,387 |
| 3-Year Aus T-Bonds(SFE) |
| Mar10 |
091218 |
95.05 |
95.18 |
95.04 |
95.12 |
+0.07 |
71,416 |
379,723 |
-7,868 |
| Jun10 |
091218 |
95.12 |
95.12 |
95.12 |
95.12 |
+0.07 |
|
|
|
| Total Volume and Open Interest |
71,416 |
379,723 |
-7,868 |
| Gold(CMX) |
| Dec09 |
091218 |
1098.0 |
1115.2 |
1097.8 |
1110.8 |
+4.0 |
422 |
1,047 |
-119 |
| Feb10 |
091218 |
1099.0 |
1118.1 |
1097.4 |
1111.5 |
+4.1 |
236,024 |
333,946 |
-3,560 |
| Apr10 |
091218 |
1101.5 |
1118.8 |
1098.7 |
1112.7 |
+4.1 |
9,005 |
49,422 |
-1,125 |
| Jun10 |
091218 |
1104.0 |
1119.0 |
1100.8 |
1113.7 |
+4.1 |
6,265 |
29,983 |
+4,173 |
| Aug10 |
091218 |
1111.4 |
1114.9 |
1103.0 |
1114.9 |
+4.1 |
302 |
11,655 |
-184 |
| Oct10 |
091218 |
1115.0 |
1116.6 |
1105.2 |
1116.3 |
+4.2 |
62 |
4,149 |
+36 |
| Dec10 |
091218 |
1105.0 |
1124.2 |
1104.7 |
1118.0 |
+4.2 |
3,173 |
23,292 |
+738 |
| Feb11 |
091218 |
1123.7 |
1123.7 |
1120.2 |
1120.2 |
+4.3 |
502 |
3,335 |
+126 |
| Apr11 |
091218 |
1122.6 |
1122.6 |
1122.6 |
1122.6 |
+4.3 |
452 |
1,547 |
+312 |
| Jun11 |
091218 |
466.0 |
470.1 |
466.0 |
470.1 |
+4.2 |
100 |
8,129 |
-100 |
| Aug11 |
091218 |
1128.9 |
1128.9 |
1128.9 |
1128.9 |
+4.3 |
0 |
683 |
+0 |
| Oct11 |
091218 |
1132.8 |
1132.8 |
1132.8 |
1132.8 |
+4.4 |
9 |
423 |
+0 |
| Total Volume and Open Interest |
258,576 |
502,930 |
+475 |
| Silver(CMX) |
| Dec09 |
091218 |
1723.5 |
1730.5 |
1714.0 |
1730.5 |
+12.5 |
235 |
299 |
-128 |
| Mar10 |
091218 |
1718.0 |
1739.0 |
1710.5 |
1732.0 |
+12.5 |
32,371 |
79,686 |
+364 |
| May10 |
091218 |
1731.0 |
1737.0 |
1714.0 |
1734.1 |
+12.6 |
1,021 |
10,866 |
+330 |
| Jul10 |
091218 |
1728.5 |
1739.0 |
1721.5 |
1735.9 |
+12.6 |
594 |
8,301 |
+215 |
| Sep10 |
091218 |
1731.0 |
1737.7 |
1731.0 |
1737.7 |
+12.6 |
34 |
2,667 |
-7 |
| Dec10 |
091218 |
1738.5 |
1742.0 |
1721.0 |
1740.7 |
+12.6 |
936 |
9,272 |
+347 |
| Mar11 |
091218 |
1743.7 |
1743.7 |
1743.7 |
1743.7 |
+12.8 |
6 |
526 |
+4 |
| Total Volume and Open Interest |
36,092 |
122,093 |
+720 |
| Platinum(NYMEX) |
| Jan10 |
091218 |
1427.1 |
1444.5 |
1420.7 |
1429.3 |
+3.4 |
4,101 |
16,464 |
-1,596 |
| Apr10 |
091218 |
1430.0 |
1444.9 |
1426.1 |
1434.5 |
+3.6 |
2,005 |
16,148 |
+1,576 |
| Jul10 |
091218 |
1433.8 |
1436.3 |
1433.8 |
1436.3 |
+3.2 |
58 |
297 |
+54 |
| Oct10 |
091218 |
1439.4 |
1439.4 |
1439.4 |
1439.4 |
+3.2 |
0 |
13 |
+0 |
| Total Volume and Open Interest |
6,164 |
32,923 |
+34 |
| Palladium(NYMEX) |
| Dec09 |
091218 |
365.80 |
365.80 |
365.80 |
365.80 |
-2.10 |
1 |
83 |
-47 |
| Mar10 |
091218 |
363.00 |
370.15 |
361.70 |
367.90 |
-2.10 |
1,120 |
22,626 |
+77 |
| Jun10 |
091218 |
363.95 |
369.00 |
363.95 |
368.85 |
-2.15 |
23 |
197 |
-2 |
| Total Volume and Open Interest |
1,144 |
22,910 |
+28 |
| Copper(CMX) |
| Dec09 |
091218 |
313.35 |
313.35 |
309.00 |
312.10 |
+1.05 |
577 |
1,610 |
+58 |
| Mar10 |
091218 |
312.30 |
315.40 |
310.30 |
313.85 |
+1.05 |
21,000 |
108,893 |
-2,058 |
| May10 |
091218 |
315.50 |
316.65 |
312.00 |
315.40 |
+1.00 |
967 |
18,757 |
+174 |
| Jul10 |
091218 |
314.35 |
316.45 |
313.95 |
316.45 |
+0.95 |
231 |
6,805 |
+68 |
| Sep10 |
091218 |
316.15 |
317.05 |
315.00 |
317.05 |
+0.95 |
10 |
4,068 |
+2 |
| Total Volume and Open Interest |
23,662 |
147,321 |
-1,493 |
| DJIA Index(CBOT) |
| Mar10 |
091218 |
10274 |
10341 |
10200 |
10271 |
-1 |
1,050 |
7,591 |
+858 |
| Jun10 |
091218 |
10217 |
10217 |
10217 |
10217 |
unch |
0 |
11 |
+0 |
| Sep10 |
091218 |
10157 |
10157 |
10156 |
10157 |
+1 |
|
|
|
| Dec10 |
091218 |
10101 |
10101 |
10101 |
10101 |
|
|
|
|
| S & P 500(CME) |
| Mar10 |
091218 |
1094.20 |
1102.70 |
1088.80 |
1097.70 |
+3.50 |
30,007 |
311,836 |
+9,129 |
| Jun10 |
091218 |
1090.40 |
1094.10 |
1084.60 |
1093.10 |
+3.50 |
55 |
2,167 |
-258 |
| Sep10 |
091218 |
1088.70 |
1089.70 |
1080.20 |
1088.70 |
+3.50 |
0 |
35 |
+0 |
| Dec10 |
091218 |
1085.20 |
1086.20 |
1076.70 |
1085.20 |
+3.50 |
0 |
8 |
+0 |
| Total Volume and Open Interest |
30,062 |
314,046 |
-150,421 |
| S & P 500 E-Mini(Globex) |
| Mar10 |
091218 |
1094.25 |
1102.75 |
1088.50 |
1097.75 |
+3.50 |
2,014,202 |
2,333,026 |
+55,834 |
| Jun10 |
091218 |
1093.75 |
1097.25 |
1084.25 |
1093.00 |
+3.50 |
183 |
543 |
+148 |
| Total Volume and Open Interest |
2,014,387 |
2,333,646 |
-1,161,865 |
| NASDAQ 100(CME) |
| Mar10 |
091218 |
1785.80 |
1808.00 |
1784.30 |
1807.00 |
+21.50 |
1,401 |
7,850 |
+107 |
| Jun10 |
091218 |
1800.00 |
1806.00 |
1800.00 |
1806.00 |
+21.50 |
0 |
10 |
+0 |
| Sep10 |
091218 |
1805.00 |
1805.00 |
1803.50 |
1805.00 |
+21.50 |
|
|
|
| Total Volume and Open Interest |
1,401 |
7,860 |
-21,045 |
| NASDAQ 100 E-Mini(Globex) |
| Mar10 |
091218 |
1785.00 |
1807.50 |
1784.00 |
1807.00 |
+21.50 |
317,003 |
250,709 |
+3,093 |
| Jun10 |
091218 |
1793.50 |
1806.00 |
1779.00 |
1806.00 |
+21.50 |
5 |
16 |
+1 |
| Total Volume and Open Interest |
317,008 |
250,726 |
-211,774 |
| S & P Midcap 400(CME) |
| Mar10 |
091218 |
713.00 |
715.00 |
705.50 |
714.80 |
+2.40 |
14 |
1,485 |
-8 |
| Jun10 |
091218 |
712.80 |
712.80 |
711.40 |
712.80 |
+2.40 |
|
|
|
| Sep10 |
091218 |
710.80 |
710.80 |
709.40 |
710.80 |
+2.40 |
|
|
|
| Total Volume and Open Interest |
14 |
1,485 |
-1,675 |
| Russell 2000 E-Mini(Globex) |
| Nikkei 225(CME) |
| Mar10 |
091218 |
10145 |
10250 |
10125 |
10160 |
-10 |
7,021 |
25,726 |
-282 |
| Jun10 |
091218 |
10160 |
10170 |
10160 |
10160 |
-10 |
|
|
|
| Total Volume and Open Interest |
7,021 |
25,726 |
-282 |
| Nikkei 225(SGX) |
| Mar10 |
091218 |
10125 |
10165 |
10015 |
10150 |
unch |
76,610 |
160,145 |
+5,601 |
| Jun10 |
091218 |
9995 |
10090 |
9995 |
10090 |
-5 |
141 |
1,319 |
+1 |
| Sep10 |
091218 |
10095 |
10095 |
10095 |
10095 |
unch |
0 |
55 |
+0 |
| Total Volume and Open Interest |
76,855 |
166,753 |
+5,789 |
| CAC 40(EURONEXT) |
| Dec09 |
091218 |
3837.5 |
3871.5 |
3812.0 |
3827.0 |
-4.5 |
121,058 |
281,504 |
-120,414 |
| Jan10 |
091218 |
3839.0 |
3873.0 |
3784.0 |
3795.0 |
-37.5 |
60,716 |
311,171 |
+36,085 |
| Feb10 |
091218 |
3836.5 |
3870.0 |
3795.0 |
3795.0 |
-38.0 |
2 |
97 |
-1 |
| Total Volume and Open Interest |
183,838 |
644,858 |
-84,168 |
| Hang Seng Index(HKFE) |
| Dec09 |
091218 |
21129 |
21303 |
21062 |
21135 |
-208 |
74,597 |
85,417 |
+980 |
| Jan10 |
091218 |
21106 |
21276 |
21050 |
21112 |
-219 |
2,250 |
4,054 |
+408 |
| Total Volume and Open Interest |
77,109 |
91,176 |
+1,563 |
| DAX(EUREX) |
| Dec09 |
091218 |
5856.0 |
5901.0 |
5844.5 |
5883.5 |
+27.0 |
170,256 |
112,043 |
-27,770 |
| Mar10 |
091218 |
5861.0 |
5909.0 |
5824.0 |
5840.0 |
-24.0 |
69,800 |
122,158 |
+25,604 |
| Jun10 |
091218 |
5880.0 |
5918.5 |
5835.0 |
5849.5 |
-24.5 |
3,154 |
7,668 |
+377 |
| Total Volume and Open Interest |
243,210 |
241,869 |
-1,789 |
| FT-SE 100(EURONEXT) |
| Dec09 |
091218 |
5237.00 |
5284.00 |
5213.00 |
5284.00 |
+53.50 |
160,275 |
161,220 |
-50,039 |
| Mar10 |
091218 |
5188.50 |
5248.50 |
5140.00 |
5157.00 |
-33.50 |
118,253 |
619,827 |
+51,406 |
| Jun10 |
091218 |
5150.00 |
5179.00 |
5095.00 |
5108.00 |
-33.50 |
155 |
2,227 |
+119 |
| Total Volume and Open Interest |
278,683 |
783,703 |
+1,486 |
| SPI 200(SFE) |
| Dec09 |
091217 |
4654.0 |
4693.0 |
4644.0 |
4688.0 |
+34.0 |
14,825 |
91,334 |
-59,078 |
| Mar10 |
091218 |
4657.0 |
4672.0 |
4589.0 |
4639.0 |
-19.0 |
28,750 |
189,820 |
-8,214 |
| Jun10 |
091218 |
4646.0 |
4660.0 |
4646.0 |
4660.0 |
-20.0 |
70 |
1,499 |
+69 |
| Total Volume and Open Interest |
28,955 |
193,114 |
-99,479 |
| GSCI(CME) |
| Jan10 |
091218 |
504.00 |
507.00 |
498.00 |
500.00 |
+1.40 |
630 |
18,171 |
-48 |
| Feb10 |
091218 |
505.00 |
510.00 |
502.95 |
505.00 |
+2.00 |
2 |
0 |
+0 |
| Mar10 |
091218 |
510.00 |
512.00 |
507.95 |
510.00 |
+2.00 |
2 |
0 |
+0 |
| Total Volume and Open Interest |
634 |
18,171 |
-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. |
|
|