|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Tue December 22, 2009 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Jan10 |
091222 |
1001.00 |
1010.00 |
984.50 |
991.00 |
-10.00 |
60,443 |
88,201 |
-10,144 |
| Mar10 |
091222 |
1008.50 |
1018.00 |
992.25 |
998.50 |
-10.00 |
39,089 |
189,815 |
+1,784 |
| May10 |
091222 |
1014.50 |
1024.50 |
997.75 |
1004.25 |
-10.25 |
7,388 |
54,320 |
+558 |
| Jul10 |
091222 |
1018.75 |
1029.50 |
1002.50 |
1008.25 |
-10.50 |
6,032 |
50,084 |
+367 |
| Aug10 |
091222 |
1025.00 |
1025.00 |
1005.00 |
1005.00 |
-10.50 |
105 |
1,719 |
+22 |
| Sep10 |
091222 |
1000.00 |
1000.00 |
983.50 |
988.25 |
-8.75 |
97 |
995 |
+32 |
| Nov10 |
091222 |
980.00 |
988.50 |
968.00 |
974.00 |
-7.50 |
3,267 |
66,236 |
+133 |
| Total Volume and Open Interest |
116,578 |
458,954 |
-7,192 |
| Soybean Meal(CBOT) |
| Jan10 |
091222 |
302.00 |
304.00 |
296.70 |
298.50 |
-2.30 |
26,272 |
32,191 |
-6,517 |
| Mar10 |
091222 |
296.50 |
299.20 |
292.30 |
294.10 |
-1.80 |
19,367 |
60,250 |
+3,508 |
| May10 |
091222 |
293.40 |
296.40 |
289.50 |
291.00 |
-1.90 |
3,186 |
26,757 |
-307 |
| Jul10 |
091222 |
294.00 |
297.00 |
289.70 |
291.30 |
-2.20 |
2,726 |
19,797 |
+240 |
| Aug10 |
091222 |
295.90 |
295.90 |
289.00 |
290.50 |
-2.00 |
254 |
4,720 |
+108 |
| Sep10 |
091222 |
291.50 |
291.50 |
286.10 |
286.60 |
-1.90 |
134 |
5,366 |
-11 |
| Oct10 |
091222 |
282.00 |
291.00 |
278.00 |
278.60 |
-0.90 |
57 |
2,841 |
+6 |
| Dec10 |
091222 |
281.00 |
281.20 |
275.60 |
277.50 |
-1.00 |
931 |
11,639 |
+135 |
| Total Volume and Open Interest |
53,091 |
164,853 |
-2,772 |
| Soybean Oil(CBOT) |
| Jan10 |
091222 |
38.34 |
38.55 |
37.66 |
38.05 |
-0.23 |
25,471 |
52,381 |
-3,861 |
| Mar10 |
091222 |
38.69 |
38.95 |
38.06 |
38.45 |
-0.23 |
17,306 |
102,885 |
+402 |
| May10 |
091222 |
39.10 |
39.33 |
38.46 |
38.81 |
-0.24 |
3,784 |
27,413 |
-91 |
| Jul10 |
091222 |
39.43 |
39.70 |
38.85 |
39.18 |
-0.24 |
3,022 |
18,845 |
+283 |
| Aug10 |
091222 |
39.80 |
39.80 |
39.00 |
39.34 |
-0.23 |
69 |
2,235 |
+20 |
| Sep10 |
091222 |
39.21 |
39.60 |
39.21 |
39.48 |
-0.23 |
179 |
1,822 |
+107 |
| Oct10 |
091222 |
39.34 |
39.80 |
39.34 |
39.57 |
-0.23 |
26 |
1,524 |
+7 |
| Dec10 |
091222 |
40.35 |
40.37 |
39.48 |
39.89 |
-0.19 |
500 |
14,896 |
-85 |
| Total Volume and Open Interest |
50,357 |
222,098 |
-3,218 |
| Canola(WCE) |
| Jan10 |
091222 |
401.6 |
401.6 |
397.1 |
397.4 |
-3.6 |
3,664 |
5,986 |
-4,201 |
| Mar10 |
091222 |
406.6 |
408.2 |
403.6 |
404.1 |
-4.1 |
6,763 |
74,684 |
+1,945 |
| May10 |
091222 |
414.1 |
414.5 |
410.0 |
410.4 |
-4.5 |
263 |
5,754 |
-2 |
| Jul10 |
091222 |
420.0 |
420.0 |
414.3 |
415.6 |
-4.5 |
104 |
6,309 |
+26 |
| Nov10 |
091222 |
424.4 |
425.0 |
421.4 |
422.5 |
-3.0 |
172 |
5,273 |
+84 |
| Total Volume and Open Interest |
10,966 |
98,325 |
-2,148 |
| Corn(CBOT) |
| Mar10 |
091222 |
399.25 |
402.00 |
393.50 |
398.75 |
-1.25 |
73,421 |
482,723 |
-1,541 |
| May10 |
091222 |
410.00 |
412.25 |
404.25 |
409.25 |
-1.50 |
18,435 |
120,665 |
+572 |
| Jul10 |
091222 |
419.00 |
421.50 |
413.50 |
418.75 |
-1.00 |
9,025 |
105,266 |
+1,778 |
| Sep10 |
091222 |
426.00 |
427.50 |
420.00 |
425.00 |
-0.50 |
1,178 |
32,356 |
+240 |
| Dec10 |
091222 |
431.00 |
434.50 |
426.25 |
431.25 |
-0.75 |
7,784 |
191,184 |
+240 |
| Mar11 |
091222 |
441.00 |
444.00 |
437.50 |
441.50 |
-0.75 |
409 |
13,136 |
+120 |
| Total Volume and Open Interest |
110,461 |
965,517 |
+1,552 |
| Wheat(CBOT) |
| Mar10 |
091222 |
518.50 |
525.00 |
515.25 |
523.00 |
+3.50 |
19,468 |
183,652 |
-1,840 |
| May10 |
091222 |
532.50 |
537.25 |
529.75 |
536.25 |
+3.25 |
1,471 |
41,298 |
+162 |
| Jul10 |
091222 |
543.75 |
549.50 |
540.00 |
547.75 |
+3.50 |
2,753 |
62,818 |
+770 |
| Sep10 |
091222 |
560.00 |
562.50 |
556.00 |
562.25 |
+3.50 |
831 |
16,353 |
-426 |
| Dec10 |
091222 |
585.00 |
588.00 |
579.00 |
587.00 |
+3.50 |
656 |
47,584 |
+181 |
| Total Volume and Open Interest |
25,342 |
356,529 |
-1,029 |
| Wheat(KCBT) |
| Mar10 |
091222 |
516.00 |
519.25 |
510.25 |
517.25 |
+1.00 |
3,860 |
61,272 |
-97 |
| May10 |
091222 |
528.00 |
531.00 |
522.00 |
529.00 |
+1.00 |
650 |
12,480 |
+199 |
| Jul10 |
091222 |
540.00 |
543.00 |
534.00 |
541.00 |
+1.25 |
546 |
28,756 |
+73 |
| Sep10 |
091222 |
551.75 |
553.25 |
547.25 |
553.00 |
+1.25 |
52 |
3,171 |
+30 |
| Dec10 |
091222 |
571.25 |
574.00 |
564.50 |
572.00 |
+1.50 |
587 |
35,107 |
+134 |
| Total Volume and Open Interest |
5,703 |
141,648 |
+340 |
| Wheat(MGE) |
| Dec09 |
091214 |
533.00 |
533.00 |
533.00 |
533.00 |
+5.50 |
23 |
12 |
-207 |
| Mar10 |
091222 |
526.50 |
532.00 |
523.00 |
531.25 |
+4.75 |
1,430 |
20,735 |
-41 |
| May10 |
091222 |
538.50 |
543.00 |
534.50 |
543.00 |
+4.75 |
491 |
5,476 |
+405 |
| Jul10 |
091222 |
550.75 |
555.25 |
547.00 |
555.00 |
+5.00 |
156 |
8,967 |
+50 |
| Sep10 |
091222 |
562.25 |
567.00 |
558.50 |
567.00 |
+4.75 |
66 |
3,243 |
+19 |
| Total Volume and Open Interest |
2,178 |
46,294 |
+412 |
| Oats(CBOT) |
| Mar10 |
091222 |
259.00 |
259.00 |
257.00 |
259.00 |
+0.50 |
323 |
9,446 |
+105 |
| May10 |
091222 |
267.25 |
267.25 |
266.75 |
267.25 |
+0.50 |
2 |
895 |
+0 |
| Jul10 |
091222 |
275.75 |
275.75 |
275.25 |
275.75 |
+0.50 |
4 |
806 |
-3 |
| Sep10 |
091222 |
279.50 |
284.50 |
279.00 |
284.50 |
+0.50 |
10 |
355 |
+0 |
| Total Volume and Open Interest |
339 |
11,980 |
+102 |
| Rough Rice(CBOT) |
| Jan10 |
091222 |
14.77 |
14.77 |
14.30 |
14.40 |
-0.35 |
516 |
3,405 |
-196 |
| Mar10 |
091222 |
15.07 |
15.08 |
14.59 |
14.69 |
-0.35 |
829 |
11,585 |
+314 |
| May10 |
091222 |
15.10 |
15.10 |
14.88 |
14.94 |
-0.34 |
7 |
345 |
-1 |
| Jul10 |
091222 |
15.43 |
15.43 |
15.11 |
15.18 |
-0.32 |
8 |
594 |
+0 |
| Total Volume and Open Interest |
1,429 |
17,091 |
+119 |
| Live Cattle(CME) |
| Dec09 |
091222 |
82.200 |
82.900 |
81.950 |
81.950 |
-0.280 |
1,537 |
3,160 |
-768 |
| Feb10 |
091222 |
85.285 |
85.950 |
84.550 |
84.680 |
-0.900 |
11,323 |
134,730 |
-1,159 |
| Apr10 |
091222 |
88.500 |
88.750 |
87.750 |
87.930 |
-0.570 |
5,893 |
67,896 |
+638 |
| Jun10 |
091222 |
85.885 |
86.050 |
85.180 |
85.450 |
-0.450 |
3,820 |
35,283 |
+200 |
| Aug10 |
091222 |
85.885 |
86.000 |
85.385 |
85.550 |
-0.430 |
856 |
9,682 |
+236 |
| Oct10 |
091222 |
88.700 |
88.900 |
88.180 |
88.535 |
-0.165 |
358 |
6,459 |
+81 |
| Total Volume and Open Interest |
23,881 |
259,991 |
-724 |
| Feeder Cattle(CME) |
| Jan10 |
091222 |
94.635 |
95.150 |
94.300 |
94.430 |
-0.120 |
2,042 |
6,936 |
-1,105 |
| Mar10 |
091222 |
94.250 |
94.730 |
93.800 |
94.250 |
-0.385 |
2,603 |
14,700 |
+1,014 |
| Apr10 |
091222 |
95.830 |
96.250 |
95.400 |
95.800 |
-0.130 |
265 |
3,856 |
+30 |
| May10 |
091222 |
96.785 |
96.900 |
96.100 |
96.550 |
-0.280 |
378 |
3,534 |
+4 |
| Aug10 |
091222 |
98.550 |
99.150 |
98.400 |
98.700 |
-0.050 |
60 |
1,475 |
-16 |
| Sep10 |
091222 |
98.200 |
98.200 |
98.180 |
98.200 |
unch |
1 |
14 |
+1 |
| Oct10 |
091222 |
97.930 |
97.950 |
97.900 |
97.950 |
+0.020 |
1 |
27 |
+1 |
| Total Volume and Open Interest |
5,350 |
30,543 |
-71 |
| Lean Hogs(CME) |
| Feb10 |
091222 |
63.950 |
64.900 |
63.650 |
64.750 |
+0.525 |
10,031 |
74,052 |
-395 |
| Apr10 |
091222 |
68.250 |
69.150 |
68.035 |
69.080 |
+0.580 |
3,363 |
46,866 |
+712 |
| May10 |
091222 |
73.450 |
74.700 |
73.150 |
74.600 |
+0.450 |
63 |
3,126 |
+5 |
| Jun10 |
091222 |
76.200 |
77.000 |
75.900 |
76.975 |
+0.475 |
1,719 |
25,493 |
+253 |
| Jul10 |
091222 |
75.050 |
76.180 |
75.050 |
76.050 |
+0.515 |
233 |
9,079 |
+12 |
| Aug10 |
091222 |
73.830 |
75.180 |
73.830 |
75.180 |
+0.895 |
253 |
6,435 |
+36 |
| Oct10 |
091222 |
65.700 |
66.500 |
65.700 |
66.500 |
+0.550 |
40 |
3,369 |
+16 |
| Dec10 |
091222 |
65.250 |
66.000 |
65.250 |
66.000 |
-0.200 |
22 |
1,963 |
+19 |
| Total Volume and Open Interest |
15,724 |
170,565 |
+658 |
| Pork Bellies(CME) |
| Feb10 |
091222 |
87.050 |
89.000 |
87.000 |
88.100 |
+1.200 |
103 |
298 |
-33 |
| Mar10 |
091222 |
87.000 |
88.500 |
87.000 |
87.000 |
+0.400 |
4 |
87 |
+0 |
| May10 |
091222 |
91.250 |
91.250 |
90.000 |
90.000 |
+0.150 |
66 |
116 |
+38 |
| Jul10 |
091222 |
89.500 |
89.500 |
89.500 |
89.500 |
unch |
0 |
20 |
+0 |
| Aug10 |
091222 |
85.000 |
85.000 |
85.000 |
85.000 |
unch |
0 |
15 |
+0 |
| Total Volume and Open Interest |
173 |
536 |
+5 |
| Class III Milk(CME) |
| Dec09 |
091222 |
14.85 |
14.85 |
14.83 |
14.84 |
+0.01 |
188 |
4,838 |
-10 |
| Jan10 |
091222 |
14.70 |
14.83 |
14.50 |
14.58 |
-0.13 |
236 |
4,008 |
-45 |
| Feb10 |
091222 |
14.56 |
14.67 |
14.35 |
14.48 |
-0.15 |
408 |
3,605 |
+113 |
| Mar10 |
091222 |
15.03 |
15.08 |
14.80 |
14.89 |
-0.14 |
154 |
2,542 |
+52 |
| Apr10 |
091222 |
15.23 |
15.23 |
15.00 |
15.09 |
-0.14 |
96 |
1,754 |
+57 |
| Total Volume and Open Interest |
1,227 |
25,727 |
+236 |
| Cocoa(ICE) |
| Mar10 |
091222 |
3275 |
3298 |
3237 |
3265 |
+14 |
7,117 |
73,304 |
-406 |
| May10 |
091222 |
3284 |
3314 |
3261 |
3283 |
+12 |
739 |
24,123 |
+83 |
| Jul10 |
091222 |
3276 |
3305 |
3276 |
3282 |
+12 |
130 |
8,593 |
-35 |
| Sep10 |
091222 |
3295 |
3315 |
3287 |
3287 |
+12 |
15 |
5,811 |
-6 |
| Dec10 |
091222 |
3274 |
3299 |
3270 |
3271 |
+13 |
3 |
4,712 |
+0 |
| Mar11 |
091222 |
3280 |
3280 |
3266 |
3268 |
+12 |
102 |
7,857 |
+101 |
| May11 |
091222 |
3279 |
3279 |
3279 |
3279 |
+14 |
0 |
4,221 |
+0 |
| Total Volume and Open Interest |
8,106 |
130,856 |
-263 |
| Coffee "C"(ICE) |
| Dec09 |
091218 |
146.00 |
146.50 |
144.35 |
144.35 |
-1.65 |
41 |
28 |
-49 |
| Mar10 |
091222 |
145.50 |
145.75 |
140.70 |
142.45 |
-3.15 |
5,611 |
84,632 |
+161 |
| May10 |
091222 |
146.95 |
147.20 |
142.45 |
144.20 |
-3.05 |
1,028 |
25,536 |
-135 |
| Jul10 |
091222 |
148.95 |
148.95 |
143.95 |
145.45 |
-2.90 |
578 |
5,559 |
+241 |
| Sep10 |
091222 |
148.30 |
148.90 |
145.10 |
146.55 |
-2.90 |
411 |
6,504 |
-160 |
| Dec10 |
091222 |
150.45 |
150.45 |
146.80 |
148.15 |
-2.90 |
264 |
6,856 |
+27 |
| Total Volume and Open Interest |
8,116 |
131,536 |
+212 |
| Orange Juice(ICE) |
| Jan10 |
091222 |
135.95 |
137.15 |
129.00 |
132.85 |
-3.10 |
1,865 |
3,220 |
-1,609 |
| Mar10 |
091222 |
140.30 |
141.00 |
132.05 |
136.35 |
-3.60 |
2,207 |
23,875 |
+1,320 |
| May10 |
091222 |
142.15 |
142.15 |
136.10 |
139.45 |
-3.30 |
150 |
5,076 |
+1 |
| Jul10 |
091222 |
139.00 |
141.70 |
139.00 |
141.70 |
-2.55 |
37 |
1,708 |
-4 |
| Sep10 |
091222 |
142.30 |
142.30 |
142.30 |
142.30 |
-2.55 |
6 |
596 |
+0 |
| Nov10 |
091222 |
139.45 |
142.90 |
139.45 |
142.90 |
-2.55 |
11 |
69 |
-9 |
| Total Volume and Open Interest |
4,277 |
34,779 |
-301 |
| Sugar #11(ICE) |
| Mar10 |
091222 |
25.64 |
26.65 |
25.10 |
26.50 |
+0.88 |
29,225 |
344,854 |
+2,632 |
| May10 |
091222 |
24.20 |
25.05 |
23.75 |
25.01 |
+0.81 |
11,661 |
137,952 |
+179 |
| Jul10 |
091222 |
22.32 |
22.91 |
22.03 |
22.91 |
+0.59 |
8,195 |
130,031 |
+1,057 |
| Oct10 |
091222 |
21.44 |
21.79 |
21.25 |
21.79 |
+0.35 |
5,141 |
94,549 |
-266 |
| Mar11 |
091222 |
20.75 |
20.98 |
20.62 |
20.97 |
+0.16 |
2,964 |
51,594 |
+174 |
| Total Volume and Open Interest |
58,918 |
828,784 |
+4,006 |
| London Cocoa(LCE) |
| Mar10 |
091222 |
2227 |
2241 |
2214 |
2239 |
+26 |
6,331 |
59,776 |
-777 |
| May10 |
091222 |
2247 |
2254 |
2232 |
2254 |
+22 |
895 |
50,323 |
+6 |
| Jul10 |
091222 |
2220 |
2230 |
2214 |
2227 |
+16 |
152 |
22,572 |
+64 |
| Sep10 |
091222 |
2197 |
2201 |
2187 |
2198 |
+15 |
294 |
12,624 |
+215 |
| Dec10 |
091222 |
2156 |
2171 |
2155 |
2168 |
+22 |
64 |
8,966 |
+16 |
| Mar11 |
091222 |
2127 |
2128 |
2124 |
2125 |
+7 |
16 |
8,450 |
+16 |
| May11 |
091222 |
2119 |
2119 |
2119 |
2119 |
+8 |
0 |
1,186 |
+0 |
| Total Volume and Open Interest |
7,752 |
163,897 |
-460 |
| London Sugar(LCE) |
| Mar10 |
091222 |
665.50 |
678.80 |
659.00 |
676.00 |
+7.60 |
2,718 |
35,593 |
-243 |
| May10 |
091222 |
652.70 |
666.60 |
645.20 |
663.10 |
+7.20 |
1,260 |
19,099 |
-147 |
| Aug10 |
091222 |
611.80 |
622.50 |
604.90 |
621.00 |
+5.40 |
453 |
11,838 |
+34 |
| Oct10 |
091222 |
560.20 |
571.50 |
554.90 |
570.50 |
+6.50 |
51 |
5,027 |
+21 |
| Dec10 |
091222 |
545.00 |
547.10 |
543.80 |
545.00 |
+1.40 |
0 |
817 |
+0 |
| Total Volume and Open Interest |
4,482 |
72,679 |
-335 |
| Cotton(ICE) |
| Mar10 |
091222 |
75.04 |
75.25 |
73.52 |
73.80 |
-1.16 |
4,094 |
131,668 |
+371 |
| May10 |
091222 |
75.89 |
76.02 |
74.43 |
74.71 |
-1.14 |
782 |
19,973 |
+185 |
| Jul10 |
091222 |
76.00 |
76.65 |
75.10 |
75.36 |
-0.95 |
592 |
21,277 |
-201 |
| Oct10 |
091222 |
75.01 |
75.01 |
75.01 |
75.01 |
-0.84 |
2 |
139 |
-1 |
| Dec10 |
091222 |
75.26 |
76.36 |
74.91 |
75.07 |
-0.89 |
333 |
14,214 |
-114 |
| Mar11 |
091222 |
77.66 |
77.66 |
76.72 |
76.72 |
-0.66 |
32 |
251 |
+16 |
| Total Volume and Open Interest |
5,841 |
188,285 |
+259 |
| Lumber(CME) |
| Jan10 |
091222 |
210.7 |
212.2 |
209.0 |
209.7 |
+0.2 |
252 |
2,201 |
-19 |
| Mar10 |
091222 |
239.0 |
239.0 |
236.0 |
238.1 |
+1.0 |
471 |
4,951 |
+160 |
| May10 |
091222 |
253.7 |
256.3 |
253.3 |
255.7 |
-0.6 |
116 |
1,319 |
+29 |
| Jul10 |
091222 |
262.0 |
262.0 |
261.1 |
262.0 |
unch |
9 |
221 |
+6 |
| Total Volume and Open Interest |
848 |
8,818 |
+176 |
| Crude Oil(NYM) |
| Feb10 |
091222 |
73.43 |
74.91 |
72.72 |
74.40 |
+0.68 |
189,118 |
278,517 |
+6,015 |
| Mar10 |
091222 |
74.28 |
75.60 |
73.52 |
75.06 |
+0.51 |
55,347 |
168,699 |
+4,377 |
| Apr10 |
091222 |
75.04 |
76.22 |
74.28 |
75.74 |
+0.42 |
17,152 |
46,272 |
+4,429 |
| May10 |
091222 |
75.79 |
76.70 |
75.02 |
76.36 |
+0.38 |
7,075 |
32,937 |
+770 |
| Jun10 |
091222 |
76.60 |
77.53 |
75.60 |
76.94 |
+0.34 |
14,995 |
108,435 |
+28 |
| Jul10 |
091222 |
76.53 |
77.86 |
76.17 |
77.49 |
+0.33 |
2,796 |
28,504 |
+359 |
| Aug10 |
091222 |
76.94 |
78.32 |
76.94 |
77.96 |
+0.31 |
1,103 |
15,385 |
+40 |
| Sep10 |
091222 |
77.70 |
78.81 |
77.51 |
78.41 |
+0.28 |
1,540 |
28,407 |
+353 |
| Oct10 |
091222 |
78.10 |
79.20 |
78.10 |
78.85 |
+0.26 |
2,170 |
14,675 |
+341 |
| Nov10 |
091222 |
78.79 |
79.79 |
78.40 |
79.36 |
+0.26 |
1,201 |
19,047 |
+132 |
| Dec10 |
091222 |
79.58 |
80.55 |
78.70 |
79.91 |
+0.26 |
9,065 |
139,121 |
-1,779 |
| Jan11 |
091222 |
79.40 |
80.30 |
79.40 |
80.30 |
+0.27 |
524 |
19,011 |
-176 |
| Feb11 |
091222 |
80.63 |
80.63 |
80.31 |
80.63 |
+0.27 |
521 |
8,076 |
-213 |
| Mar11 |
091222 |
81.02 |
81.02 |
80.72 |
81.02 |
+0.27 |
427 |
6,388 |
-177 |
| Apr11 |
091222 |
81.43 |
81.43 |
81.15 |
81.43 |
+0.26 |
195 |
9,107 |
-39 |
| May11 |
091222 |
81.77 |
81.77 |
81.51 |
81.77 |
+0.25 |
8 |
3,746 |
+1 |
| Total Volume and Open Interest |
589,373 |
1,167,249 |
+0 |
| 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 |
091222 |
73.500 |
74.900 |
72.700 |
74.400 |
+0.675 |
7,960 |
4,664 |
+528 |
| Mar10 |
091222 |
74.450 |
75.625 |
73.500 |
75.050 |
+0.500 |
346 |
576 |
+62 |
| Apr10 |
091222 |
74.700 |
75.800 |
74.325 |
75.750 |
+0.425 |
48 |
153 |
+33 |
| May10 |
091222 |
74.975 |
76.350 |
74.975 |
76.350 |
+0.375 |
0 |
4 |
+0 |
| Jun10 |
091222 |
76.950 |
76.950 |
76.950 |
76.950 |
+0.350 |
0 |
13 |
+0 |
| Jul10 |
091222 |
77.500 |
77.500 |
77.500 |
77.500 |
+0.350 |
0 |
8 |
+0 |
| Aug10 |
091222 |
77.950 |
77.950 |
77.950 |
77.950 |
+0.300 |
0 |
3 |
+0 |
| Sep10 |
091222 |
78.400 |
78.400 |
78.400 |
78.400 |
+0.275 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
8,354 |
5,522 |
+623 |
| Heating Oil(NYM) |
| Jan10 |
091222 |
194.06 |
196.65 |
191.29 |
194.86 |
+0.34 |
23,011 |
34,465 |
-4,928 |
| Feb10 |
091222 |
196.14 |
198.80 |
193.55 |
197.00 |
+0.55 |
29,338 |
69,505 |
+4,537 |
| Mar10 |
091222 |
198.38 |
200.22 |
195.15 |
198.49 |
+0.56 |
9,012 |
46,209 |
+666 |
| Apr10 |
091222 |
197.84 |
200.74 |
196.00 |
199.12 |
+0.48 |
3,529 |
25,235 |
+550 |
| May10 |
091222 |
199.52 |
200.64 |
197.20 |
199.89 |
+0.37 |
2,223 |
17,415 |
-24 |
| Jun10 |
091222 |
200.40 |
202.28 |
197.82 |
200.76 |
+0.36 |
3,308 |
34,642 |
+72 |
| Jul10 |
091222 |
200.91 |
203.03 |
199.48 |
202.35 |
+0.41 |
547 |
9,786 |
+117 |
| Aug10 |
091222 |
203.20 |
205.56 |
201.44 |
204.24 |
+0.33 |
274 |
4,144 |
-29 |
| Sep10 |
091222 |
205.00 |
207.65 |
205.00 |
206.59 |
+0.28 |
401 |
7,816 |
+37 |
| Oct10 |
091222 |
207.75 |
210.15 |
206.15 |
209.09 |
+0.18 |
145 |
5,655 |
-8 |
| Nov10 |
091222 |
210.43 |
212.50 |
210.14 |
211.51 |
+0.10 |
127 |
6,062 |
+3 |
| Dec10 |
091222 |
213.91 |
215.40 |
210.95 |
213.96 |
+0.05 |
727 |
19,454 |
-96 |
| Total Volume and Open Interest |
72,905 |
306,477 |
+831 |
| Gasoline(NYMEX) |
| Jan10 |
091222 |
186.75 |
190.24 |
185.19 |
188.88 |
+1.97 |
24,365 |
29,205 |
-3,505 |
| Feb10 |
091222 |
189.14 |
192.60 |
187.62 |
191.26 |
+1.90 |
28,773 |
66,544 |
+4,096 |
| Mar10 |
091222 |
192.75 |
194.85 |
190.12 |
193.61 |
+1.86 |
7,639 |
43,276 |
+93 |
| Apr10 |
091222 |
203.37 |
206.18 |
201.55 |
205.05 |
+1.77 |
2,865 |
28,636 |
+422 |
| May10 |
091222 |
204.00 |
207.29 |
203.29 |
206.06 |
+1.72 |
1,906 |
11,749 |
+59 |
| Jun10 |
091222 |
205.30 |
207.50 |
203.64 |
206.90 |
+1.60 |
1,475 |
14,378 |
+252 |
| Jul10 |
091222 |
204.89 |
207.66 |
204.46 |
207.08 |
+1.48 |
415 |
5,822 |
-49 |
| Aug10 |
091222 |
205.42 |
207.06 |
205.42 |
207.06 |
+1.46 |
177 |
5,854 |
+18 |
| Sep10 |
091222 |
206.42 |
206.42 |
206.42 |
206.42 |
+1.30 |
215 |
5,445 |
-12 |
| Oct10 |
091222 |
196.86 |
196.86 |
196.86 |
196.86 |
+1.19 |
285 |
2,768 |
+24 |
| Total Volume and Open Interest |
68,536 |
235,110 |
+1,502 |
| e-miNY RBOB Gasoline(NYM) |
| Jan10 |
091222 |
188.90 |
188.90 |
188.88 |
188.90 |
+2.00 |
0 |
3 |
+0 |
| Feb10 |
091222 |
191.30 |
191.30 |
191.26 |
191.30 |
+1.90 |
|
|
|
| Mar10 |
091222 |
193.60 |
193.61 |
193.60 |
193.60 |
+1.80 |
|
|
|
| Apr10 |
091222 |
205.10 |
205.10 |
205.05 |
205.10 |
+1.80 |
|
|
|
| Total Volume and Open Interest |
0 |
3 |
+0 |
| Natural Gas(NYM) |
| Jan10 |
091222 |
5.676 |
5.767 |
5.531 |
5.715 |
+0.046 |
83,095 |
42,506 |
-26,584 |
| Feb10 |
091222 |
5.729 |
5.816 |
5.588 |
5.772 |
+0.060 |
41,531 |
105,447 |
-1,569 |
| Mar10 |
091222 |
5.695 |
5.776 |
5.554 |
5.734 |
+0.040 |
23,262 |
123,839 |
-452 |
| Apr10 |
091222 |
5.670 |
5.729 |
5.525 |
5.703 |
+0.032 |
14,753 |
74,494 |
+1,423 |
| May10 |
091222 |
5.746 |
5.751 |
5.550 |
5.725 |
+0.031 |
5,776 |
36,751 |
+338 |
| Jun10 |
091222 |
5.791 |
5.811 |
5.605 |
5.780 |
+0.030 |
3,044 |
22,656 |
-154 |
| Jul10 |
091222 |
5.877 |
5.877 |
5.674 |
5.852 |
+0.032 |
2,652 |
17,387 |
+500 |
| Aug10 |
091222 |
5.820 |
5.946 |
5.741 |
5.922 |
+0.035 |
1,595 |
27,036 |
-7 |
| Sep10 |
091222 |
5.941 |
5.960 |
5.777 |
5.954 |
+0.032 |
1,345 |
19,866 |
+394 |
| Oct10 |
091222 |
5.944 |
6.089 |
5.894 |
6.067 |
+0.031 |
6,954 |
39,700 |
+706 |
| Nov10 |
091222 |
6.276 |
6.352 |
6.250 |
6.352 |
+0.021 |
1,709 |
10,372 |
+401 |
| Dec10 |
091222 |
6.661 |
6.689 |
6.545 |
6.677 |
+0.016 |
3,380 |
21,629 |
+535 |
| Jan11 |
091222 |
6.851 |
6.905 |
6.802 |
6.897 |
+0.021 |
2,802 |
20,515 |
+190 |
| Feb11 |
091222 |
6.784 |
6.868 |
6.784 |
6.867 |
+0.021 |
173 |
7,553 |
+16 |
| Mar11 |
091222 |
6.585 |
6.693 |
6.585 |
6.687 |
+0.016 |
716 |
17,928 |
+237 |
| Apr11 |
091222 |
6.000 |
6.077 |
6.000 |
6.077 |
-0.004 |
682 |
14,731 |
+117 |
| Total Volume and Open Interest |
194,195 |
703,968 |
-23,668 |
| Brent Crude Oil(ICE) |
| Feb10 |
091222 |
72.99 |
74.00 |
71.97 |
73.46 |
+0.47 |
80,463 |
193,877 |
+1,316 |
| Mar10 |
091222 |
73.62 |
74.70 |
72.70 |
74.16 |
+0.45 |
30,006 |
124,111 |
-220 |
| Apr10 |
091222 |
74.45 |
75.35 |
73.44 |
74.88 |
+0.43 |
10,493 |
52,368 |
+1,336 |
| May10 |
091222 |
75.16 |
76.06 |
74.13 |
75.56 |
+0.40 |
4,201 |
25,322 |
+614 |
| Jun10 |
091222 |
75.84 |
76.72 |
74.79 |
76.22 |
+0.38 |
5,013 |
57,947 |
-513 |
| Jul10 |
091222 |
76.60 |
76.81 |
75.63 |
76.81 |
+0.35 |
972 |
16,763 |
-136 |
| Aug10 |
091222 |
77.17 |
77.39 |
76.45 |
77.39 |
+0.34 |
823 |
10,249 |
-138 |
| Sep10 |
091222 |
77.73 |
77.96 |
76.64 |
77.96 |
+0.34 |
762 |
7,689 |
+113 |
| Oct10 |
091222 |
78.30 |
78.72 |
77.58 |
78.54 |
+0.34 |
707 |
12,811 |
-52 |
| Nov10 |
091222 |
79.12 |
79.12 |
79.12 |
79.12 |
+0.33 |
604 |
10,436 |
-51 |
| Dec10 |
091222 |
79.19 |
80.27 |
78.29 |
79.70 |
+0.32 |
5,107 |
74,935 |
+215 |
| Jan11 |
091222 |
80.22 |
80.22 |
80.22 |
80.22 |
+0.33 |
279 |
8,949 |
-107 |
| Feb11 |
091222 |
80.72 |
80.72 |
80.72 |
80.72 |
+0.35 |
56 |
4,720 |
-17 |
| Mar11 |
091222 |
81.22 |
81.22 |
81.22 |
81.22 |
+0.37 |
73 |
4,525 |
-4 |
| Total Volume and Open Interest |
142,254 |
699,492 |
+2,758 |
| Gas Oil(ICE) |
| Jan10 |
091222 |
593.25 |
598.75 |
584.00 |
586.75 |
-15.00 |
31,531 |
110,787 |
-3,571 |
| Feb10 |
091222 |
601.25 |
606.50 |
591.75 |
594.50 |
-14.25 |
25,695 |
94,981 |
-236 |
| Mar10 |
091222 |
610.00 |
613.50 |
599.75 |
602.00 |
-13.75 |
8,394 |
48,138 |
-584 |
| Apr10 |
091222 |
616.25 |
619.50 |
606.75 |
608.75 |
-13.50 |
3,260 |
30,445 |
+1,040 |
| May10 |
091222 |
623.50 |
626.75 |
615.25 |
615.75 |
-13.50 |
1,468 |
24,534 |
+84 |
| Jun10 |
091222 |
630.00 |
634.50 |
620.50 |
622.75 |
-13.50 |
2,856 |
45,271 |
-234 |
| Jul10 |
091222 |
635.50 |
639.50 |
629.75 |
630.00 |
-13.50 |
294 |
16,789 |
+74 |
| Aug10 |
091222 |
642.50 |
642.50 |
636.00 |
637.00 |
-13.25 |
244 |
18,990 |
+66 |
| Sep10 |
091222 |
647.50 |
649.25 |
642.75 |
644.00 |
-13.25 |
288 |
18,808 |
-25 |
| Oct10 |
091222 |
655.50 |
655.75 |
648.75 |
650.00 |
-13.25 |
114 |
11,248 |
-14 |
| Total Volume and Open Interest |
78,417 |
545,439 |
-961 |
| Ethanol(CBOT) |
| Dec09 |
091203 |
2.135 |
2.135 |
2.130 |
2.130 |
unch |
8 |
263 |
-4 |
| Jan10 |
091222 |
1.842 |
1.848 |
1.838 |
1.846 |
-0.005 |
166 |
546 |
-84 |
| Feb10 |
091222 |
1.820 |
1.835 |
1.810 |
1.827 |
unch |
53 |
898 |
+18 |
| Mar10 |
091222 |
1.815 |
1.825 |
1.805 |
1.822 |
+0.003 |
61 |
1,238 |
+4 |
| Apr10 |
091222 |
1.801 |
1.825 |
1.790 |
1.817 |
+0.003 |
28 |
928 |
+6 |
| May10 |
091222 |
1.809 |
1.812 |
1.800 |
1.807 |
+0.008 |
20 |
442 |
+3 |
| Jun10 |
091222 |
1.795 |
1.803 |
1.792 |
1.797 |
-0.001 |
14 |
356 |
+2 |
| Jul10 |
091222 |
1.781 |
1.803 |
1.781 |
1.796 |
+0.002 |
16 |
428 |
+7 |
| Total Volume and Open Interest |
407 |
7,206 |
-30 |
| US Dollar Index(ICE) |
| Mar10 |
091222 |
78.395 |
78.770 |
78.220 |
78.610 |
+0.190 |
18,220 |
55,977 |
+2,533 |
| Jun10 |
091222 |
78.850 |
79.150 |
78.850 |
78.995 |
+0.185 |
31 |
4,920 |
+14 |
| Sep10 |
091222 |
78.995 |
78.995 |
78.995 |
78.995 |
+0.185 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
18,251 |
60,898 |
+2,547 |
| Australian Dollar(CME) |
| Mar10 |
091222 |
87.18 |
87.58 |
86.75 |
86.96 |
-0.35 |
47,083 |
94,399 |
-845 |
| Jun10 |
091222 |
86.09 |
86.65 |
85.88 |
86.06 |
-0.35 |
108 |
151 |
-8 |
| Sep10 |
091222 |
85.22 |
85.50 |
85.15 |
85.15 |
-0.35 |
0 |
17 |
+0 |
| Total Volume and Open Interest |
47,201 |
94,567 |
-858 |
| British Pound(CME) |
| Mar10 |
091222 |
160.32 |
160.93 |
159.12 |
159.60 |
-0.85 |
60,964 |
71,518 |
+1,318 |
| Jun10 |
091222 |
160.38 |
160.82 |
159.08 |
159.52 |
-0.85 |
99 |
372 |
+46 |
| Sep10 |
091222 |
159.44 |
160.36 |
159.30 |
159.44 |
-0.85 |
0 |
71 |
+0 |
| Total Volume and Open Interest |
61,063 |
71,964 |
+1,364 |
| Canadian Dollar(CME) |
| Mar10 |
091222 |
94.07 |
94.88 |
94.02 |
94.73 |
+0.50 |
69,075 |
72,949 |
+4,231 |
| Jun10 |
091222 |
94.40 |
94.84 |
94.03 |
94.72 |
+0.51 |
65 |
1,242 |
+40 |
| Sep10 |
091222 |
94.37 |
94.80 |
94.06 |
94.69 |
+0.51 |
7 |
609 |
+4 |
| Dec10 |
091222 |
94.75 |
94.75 |
94.08 |
94.61 |
+0.50 |
0 |
456 |
+0 |
| Total Volume and Open Interest |
69,147 |
75,297 |
+4,275 |
| Japanese Yen(CME) |
| Mar10 |
091222 |
109.73 |
109.94 |
108.88 |
109.00 |
-0.71 |
52,261 |
90,548 |
-148 |
| Jun10 |
091222 |
109.55 |
109.99 |
109.01 |
109.09 |
-0.71 |
12 |
267 |
-11 |
| Sep10 |
091222 |
109.25 |
109.96 |
109.25 |
109.25 |
-0.71 |
0 |
105 |
+0 |
| Total Volume and Open Interest |
52,273 |
90,942 |
-159 |
| Swiss Franc(CME) |
| Mar10 |
091222 |
95.67 |
95.81 |
95.25 |
95.46 |
-0.24 |
37,149 |
32,540 |
+2,016 |
| Jun10 |
091222 |
95.54 |
95.87 |
95.36 |
95.54 |
-0.24 |
18 |
26 |
+3 |
| Sep10 |
091222 |
95.65 |
95.89 |
95.65 |
95.65 |
-0.24 |
|
|
|
| Total Volume and Open Interest |
37,167 |
32,568 |
+2,019 |
| EuroFX(CME) |
| Mar10 |
091222 |
142.70 |
143.30 |
142.15 |
142.52 |
-0.35 |
139,737 |
130,006 |
-1,434 |
| Jun10 |
091222 |
142.70 |
143.23 |
142.13 |
142.47 |
-0.35 |
102 |
999 |
+7 |
| Sep10 |
091222 |
142.00 |
142.85 |
142.00 |
142.37 |
-0.35 |
0 |
654 |
+0 |
| Total Volume and Open Interest |
139,839 |
131,670 |
-1,427 |
| Mexican Peso(CME) |
| Jan10 |
091222 |
774.5 |
774.5 |
772.0 |
774.5 |
+2.5 |
|
|
|
| Feb10 |
091222 |
773.0 |
773.0 |
770.5 |
773.0 |
+2.5 |
0 |
3 |
+0 |
| Total Volume and Open Interest |
13,771 |
105,812 |
-1,075 |
| 30-Year T-Bonds(CBOT) |
| Dec09 |
091221 |
119~190 |
119~190 |
118~050 |
118~100 |
-1~040 |
914 |
10,211 |
-415 |
| Mar10 |
091222 |
116~280 |
117~000 |
115~300 |
116~030 |
-0~250 |
186,770 |
670,928 |
-5,772 |
| Jun10 |
091222 |
114~200 |
115~110 |
114~190 |
114~190 |
-0~240 |
9 |
98 |
-2 |
| Total Volume and Open Interest |
186,779 |
671,027 |
-15,985 |
| 10-Year T-Notes(CBOT) |
| Dec09 |
091221 |
119~000 |
119~000 |
118~085 |
118~095 |
-0~260 |
8,728 |
5,589 |
-2,116 |
| Mar10 |
091222 |
116~215 |
116~230 |
116~035 |
116~075 |
-0~130 |
560,228 |
1,163,674 |
+12,556 |
| Jun10 |
091222 |
114~265 |
115~075 |
114~265 |
114~265 |
-0~130 |
0 |
29 |
+0 |
| Total Volume and Open Interest |
560,228 |
1,163,703 |
+6,967 |
| 5-Year T-Notes(CBOT) |
| Dec09 |
091222 |
116~079 |
116~079 |
116~079 |
116~079 |
-0~026 |
5,657 |
17,944 |
-2,885 |
| Mar10 |
091222 |
115~058 |
115~060 |
115~014 |
115~024 |
-0~028 |
282,051 |
800,530 |
-6,820 |
| Jun10 |
091222 |
114~008 |
114~036 |
114~008 |
114~008 |
-0~028 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
290,850 |
817,147 |
-8,149 |
| 2 Year T-Notes(CBOT) |
| Dec09 |
091222 |
109~010 |
109~017 |
109~004 |
109~004 |
-0~009 |
1,635 |
9,105 |
-556 |
| Mar10 |
091222 |
108~075 |
108~077 |
108~060 |
108~062 |
-0~009 |
132,886 |
873,413 |
-436 |
| Jun10 |
091222 |
107~127 |
108~001 |
107~120 |
107~120 |
-0~009 |
0 |
7,937 |
+0 |
| Total Volume and Open Interest |
134,521 |
890,455 |
-992 |
| Eurodollars(CME) |
| Mar10 |
091222 |
99.645 |
99.650 |
99.630 |
99.640 |
+0.005 |
81,026 |
1,137,786 |
-2,936 |
| Jun10 |
091222 |
99.415 |
99.420 |
99.385 |
99.400 |
unch |
125,111 |
892,383 |
-938 |
| Sep10 |
091222 |
99.090 |
99.100 |
99.045 |
99.050 |
-0.025 |
137,980 |
727,130 |
-11,293 |
| Dec10 |
091222 |
98.730 |
98.740 |
98.650 |
98.660 |
-0.055 |
157,202 |
795,225 |
-12,462 |
| Mar11 |
091222 |
98.360 |
98.375 |
98.250 |
98.265 |
-0.085 |
158,261 |
538,829 |
-9,311 |
| Jun11 |
091222 |
97.980 |
97.990 |
97.865 |
97.875 |
-0.095 |
101,825 |
555,933 |
-7,686 |
| Sep11 |
091222 |
97.625 |
97.635 |
97.505 |
97.520 |
-0.095 |
108,206 |
496,136 |
-4,587 |
| Dec11 |
091222 |
97.295 |
97.300 |
97.170 |
97.190 |
-0.095 |
76,649 |
310,253 |
+2,879 |
| Mar12 |
091222 |
96.995 |
97.000 |
96.875 |
96.895 |
-0.095 |
42,774 |
230,444 |
-82 |
| Jun12 |
091222 |
96.705 |
96.715 |
96.590 |
96.610 |
-0.090 |
35,014 |
194,113 |
-277 |
| Sep12 |
091222 |
96.445 |
96.450 |
96.330 |
96.355 |
-0.085 |
34,144 |
112,005 |
-402 |
| Dec12 |
091222 |
96.195 |
96.195 |
96.080 |
96.110 |
-0.080 |
29,498 |
97,358 |
+3,021 |
| Mar13 |
091222 |
96.015 |
96.015 |
95.900 |
95.930 |
-0.080 |
11,637 |
60,563 |
+1,251 |
| Jun13 |
091222 |
95.840 |
95.845 |
95.725 |
95.755 |
-0.080 |
8,715 |
59,711 |
+603 |
| Sep13 |
091222 |
95.680 |
95.680 |
95.555 |
95.590 |
-0.080 |
6,302 |
59,291 |
+184 |
| Dec13 |
091222 |
95.510 |
95.515 |
95.390 |
95.425 |
-0.080 |
4,462 |
38,109 |
-155 |
| Mar14 |
091222 |
95.385 |
95.390 |
95.260 |
95.300 |
-0.080 |
2,730 |
32,028 |
+597 |
| Jun14 |
091222 |
95.195 |
95.215 |
95.135 |
95.175 |
-0.080 |
3,618 |
27,231 |
+523 |
| Total Volume and Open Interest |
1,148,103 |
6,595,925 |
-31,948 |
| 30 Day Federal Funds(CBOT) |
| Dec09 |
091222 |
99.872 |
99.875 |
99.870 |
99.872 |
+0.002 |
581 |
74,969 |
-60 |
| Jan10 |
091222 |
99.860 |
99.865 |
99.855 |
99.860 |
+0.005 |
2,311 |
63,647 |
+69 |
| Feb10 |
091222 |
99.830 |
99.835 |
99.830 |
99.830 |
unch |
2,535 |
88,692 |
+853 |
| Mar10 |
091222 |
99.810 |
99.820 |
99.805 |
99.810 |
unch |
3,071 |
58,665 |
+77 |
| Apr10 |
091222 |
99.790 |
99.795 |
99.790 |
99.790 |
unch |
5,596 |
62,006 |
-1,878 |
| May10 |
091222 |
99.745 |
99.750 |
99.735 |
99.745 |
-0.005 |
5,787 |
53,889 |
+1,193 |
| Total Volume and Open Interest |
30,178 |
536,145 |
-924 |
| 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 |
091222 |
99.645 |
99.645 |
99.640 |
99.645 |
unch |
0 |
433 |
+0 |
| Jun10 |
091222 |
99.680 |
99.680 |
99.680 |
99.680 |
unch |
0 |
80 |
+0 |
| Sep10 |
091222 |
99.700 |
99.700 |
99.700 |
99.700 |
unch |
0 |
230 |
+0 |
| Dec10 |
091222 |
99.690 |
99.690 |
99.690 |
99.690 |
unch |
0 |
242 |
+0 |
| Mar11 |
091222 |
99.605 |
99.605 |
99.605 |
99.605 |
unch |
|
|
|
| Jun11 |
091222 |
99.580 |
99.580 |
99.580 |
99.580 |
unch |
|
|
|
| Sep11 |
091222 |
99.580 |
99.580 |
99.580 |
99.580 |
unch |
|
|
|
| Dec11 |
091222 |
99.385 |
99.385 |
99.385 |
99.385 |
unch |
|
|
|
| Mar12 |
091222 |
99.330 |
99.330 |
99.330 |
99.330 |
-0.020 |
|
|
|
| Jun12 |
091222 |
99.380 |
99.380 |
99.380 |
99.380 |
-0.020 |
|
|
|
| Total Volume and Open Interest |
0 |
985 |
+0 |
| 3-Mth Euro-Yen(SGX) |
| Mar10 |
091222 |
99.62 |
99.62 |
99.62 |
99.62 |
-0.02 |
0 |
3,743 |
+0 |
| Jun10 |
091222 |
99.66 |
99.66 |
99.66 |
99.66 |
-0.02 |
0 |
1,729 |
+0 |
| Sep10 |
091222 |
99.68 |
99.68 |
99.68 |
99.68 |
-0.02 |
0 |
1,591 |
+0 |
| Dec10 |
091222 |
99.67 |
99.67 |
99.67 |
99.67 |
-0.02 |
0 |
1,281 |
+0 |
| Mar11 |
091222 |
99.58 |
99.58 |
99.58 |
99.58 |
-0.02 |
0 |
662 |
+0 |
| Jun11 |
091222 |
99.56 |
99.56 |
99.56 |
99.56 |
-0.02 |
0 |
52 |
+0 |
| Sep11 |
091222 |
99.56 |
99.56 |
99.56 |
99.56 |
-0.02 |
0 |
51 |
+0 |
| Dec11 |
091222 |
99.36 |
99.36 |
99.36 |
99.36 |
-0.02 |
0 |
101 |
+0 |
| Total Volume and Open Interest |
0 |
10,581 |
+0 |
| Japanese Gov't Bonds(SGX) |
| Mar10 |
091222 |
140.27 |
140.30 |
140.00 |
140.01 |
-0.31 |
1,017 |
19,457 |
+122 |
| Jun10 |
091222 |
140.01 |
140.01 |
140.01 |
140.01 |
-0.31 |
|
|
|
| Sep10 |
091222 |
140.01 |
140.01 |
140.01 |
140.01 |
-0.31 |
|
|
|
| Total Volume and Open Interest |
1,017 |
19,457 |
+122 |
| Euro-Bund(EUREX) |
| Mar10 |
091222 |
122.66 |
122.71 |
122.22 |
122.36 |
-0.68 |
328,861 |
867,778 |
-28,739 |
| Jun10 |
091222 |
121.19 |
121.31 |
120.94 |
121.00 |
-0.64 |
418 |
50 |
-7 |
| Sep10 |
091222 |
120.56 |
120.56 |
120.56 |
120.56 |
-0.68 |
2 |
0 |
+0 |
| Total Volume and Open Interest |
329,281 |
867,828 |
-28,746 |
| Euro-Bobl(EUREX) |
| Mar10 |
091222 |
116.70 |
116.72 |
116.50 |
116.58 |
-0.29 |
195,399 |
692,736 |
+608 |
| Jun10 |
091222 |
114.96 |
115.08 |
114.88 |
115.08 |
-0.39 |
6 |
7 |
-3 |
| Sep10 |
091222 |
114.88 |
114.88 |
114.88 |
114.88 |
-0.29 |
|
|
|
| Total Volume and Open Interest |
195,405 |
692,743 |
+605 |
| 3-Mth Euribor(EUREX) |
| Dec09 |
091214 |
99.285 |
99.290 |
99.285 |
99.285 |
unch |
135 |
8,689 |
-127 |
| Mar10 |
091222 |
99.220 |
99.225 |
99.220 |
99.220 |
-0.005 |
20 |
12,183 |
-5 |
| Jun10 |
091222 |
98.915 |
98.920 |
98.915 |
98.920 |
-0.010 |
435 |
7,497 |
+371 |
| Total Volume and Open Interest |
547 |
25,852 |
+325 |
| Long Gilt(LIFFE) |
| Dec09 |
091222 |
117~05 |
117~06 |
116~26 |
116~26 |
-0~11 |
515 |
7,768 |
-415 |
| Mar10 |
091222 |
115~11 |
115~23 |
115~04 |
115~08 |
-0~11 |
39,647 |
217,670 |
-4,316 |
| Total Volume and Open Interest |
40,162 |
225,438 |
-4,731 |
| 3-Mth Short Sterling(LIFFE) |
| Mar10 |
091222 |
99.29 |
99.32 |
99.28 |
99.30 |
-0.01 |
33,810 |
357,733 |
-1,027 |
| Jun10 |
091222 |
99.03 |
99.06 |
99.01 |
99.02 |
-0.04 |
25,072 |
386,949 |
+1,006 |
| Sep10 |
091222 |
98.63 |
98.66 |
98.59 |
98.60 |
-0.05 |
34,878 |
307,829 |
-1,402 |
| Dec10 |
091222 |
98.15 |
98.17 |
98.08 |
98.10 |
-0.07 |
37,042 |
303,063 |
-1,564 |
| Mar11 |
091222 |
97.72 |
97.74 |
97.63 |
97.66 |
-0.09 |
54,941 |
282,741 |
+3,023 |
| Jun11 |
091222 |
97.29 |
97.34 |
97.21 |
97.24 |
-0.10 |
25,719 |
158,243 |
-1,653 |
| Total Volume and Open Interest |
262,120 |
2,183,416 |
+3,549 |
| 3-Mth Euribor(LIFFE) |
| Mar10 |
091222 |
99.225 |
99.230 |
99.210 |
99.220 |
-0.005 |
59,195 |
738,149 |
+6,226 |
| Jun10 |
091222 |
98.930 |
98.930 |
98.910 |
98.920 |
-0.010 |
64,739 |
736,327 |
+5,136 |
| Sep10 |
091222 |
98.630 |
98.630 |
98.595 |
98.610 |
-0.015 |
76,304 |
578,264 |
+8,082 |
| Total Volume and Open Interest |
414,961 |
3,490,068 |
+17,014 |
| 3-Mth Aus T-Bills(SFE) |
| Mar10 |
091222 |
95.64 |
95.65 |
95.59 |
95.61 |
-0.04 |
7,375 |
275,855 |
-991 |
| Jun10 |
091222 |
95.32 |
95.33 |
95.25 |
95.28 |
-0.05 |
6,215 |
162,086 |
+1,819 |
| Sep10 |
091222 |
95.08 |
95.09 |
95.01 |
95.02 |
-0.06 |
2,476 |
89,684 |
+279 |
| Dec10 |
091222 |
94.86 |
94.86 |
94.79 |
94.81 |
-0.06 |
763 |
73,768 |
-100 |
| Mar11 |
091222 |
94.66 |
94.66 |
94.60 |
94.60 |
-0.05 |
714 |
27,516 |
+168 |
| Jun11 |
091222 |
94.45 |
94.45 |
94.42 |
94.42 |
-0.06 |
761 |
21,830 |
+46 |
| Sep11 |
091222 |
94.28 |
94.31 |
94.28 |
94.29 |
-0.06 |
415 |
16,811 |
+205 |
| Dec11 |
091222 |
94.17 |
94.20 |
94.17 |
94.20 |
-0.05 |
115 |
8,033 |
+55 |
| Mar12 |
091222 |
94.13 |
94.13 |
94.13 |
94.13 |
-0.04 |
0 |
3,005 |
+0 |
| Jun12 |
091222 |
94.10 |
94.10 |
94.10 |
94.10 |
-0.04 |
0 |
1,186 |
+0 |
| Total Volume and Open Interest |
18,834 |
680,559 |
+1,481 |
| 10-Year Aus T-Bonds(SFE) |
| Mar10 |
091222 |
94.50 |
94.50 |
94.37 |
94.40 |
-0.11 |
25,387 |
297,240 |
+3,162 |
| Jun10 |
091222 |
94.40 |
94.40 |
94.40 |
94.40 |
-0.11 |
|
|
|
| Total Volume and Open Interest |
25,387 |
297,240 |
+3,162 |
| 3-Year Aus T-Bonds(SFE) |
| Mar10 |
091222 |
95.07 |
95.09 |
94.98 |
95.03 |
-0.05 |
37,118 |
385,560 |
-2,363 |
| Jun10 |
091222 |
95.03 |
95.03 |
95.03 |
95.03 |
-0.05 |
|
|
|
| Total Volume and Open Interest |
37,118 |
385,560 |
-2,363 |
| Gold(CMX) |
| Dec09 |
091222 |
1094.4 |
1097.4 |
1075.0 |
1086.0 |
-9.4 |
248 |
884 |
-103 |
| Feb10 |
091222 |
1092.7 |
1098.2 |
1075.2 |
1086.7 |
-9.3 |
137,627 |
330,298 |
+5,482 |
| Apr10 |
091222 |
1096.4 |
1099.0 |
1076.5 |
1087.9 |
-9.3 |
4,149 |
48,118 |
-139 |
| Jun10 |
091222 |
1097.8 |
1100.0 |
1077.5 |
1088.9 |
-9.3 |
4,623 |
32,649 |
+2,564 |
| Aug10 |
091222 |
1096.9 |
1100.6 |
1079.0 |
1090.0 |
-9.4 |
964 |
12,271 |
+596 |
| Oct10 |
091222 |
1091.5 |
1100.8 |
1073.5 |
1091.5 |
-9.3 |
234 |
4,287 |
+64 |
| Dec10 |
091222 |
1101.1 |
1104.1 |
1082.0 |
1093.4 |
-9.2 |
1,045 |
23,296 |
+203 |
| Feb11 |
091222 |
1094.1 |
1095.8 |
1094.0 |
1095.8 |
-9.1 |
99 |
3,413 |
+25 |
| Apr11 |
091222 |
1097.0 |
1098.5 |
1086.5 |
1098.5 |
-8.9 |
212 |
3,465 |
+156 |
| Jun11 |
091222 |
444.5 |
446.2 |
439.6 |
446.2 |
-8.8 |
557 |
7,528 |
+412 |
| Aug11 |
091222 |
1103.6 |
1105.3 |
1103.0 |
1105.3 |
-8.6 |
27 |
710 |
+27 |
| Oct11 |
091222 |
1108.0 |
1109.5 |
1106.0 |
1109.5 |
-8.4 |
55 |
478 |
+55 |
| Total Volume and Open Interest |
150,996 |
502,429 |
+9,307 |
| Silver(CMX) |
| Dec09 |
091222 |
1701.0 |
1705.0 |
1680.0 |
1701.5 |
-0.5 |
62 |
155 |
-145 |
| Mar10 |
091222 |
1705.0 |
1719.0 |
1678.0 |
1703.0 |
-0.5 |
23,684 |
80,009 |
+870 |
| May10 |
091222 |
1700.0 |
1718.5 |
1681.0 |
1705.1 |
-0.5 |
2,096 |
11,836 |
+550 |
| Jul10 |
091222 |
1691.5 |
1706.9 |
1691.5 |
1706.9 |
-0.5 |
150 |
8,439 |
+39 |
| Sep10 |
091222 |
1716.0 |
1716.0 |
1690.0 |
1708.7 |
-0.5 |
21 |
2,689 |
+17 |
| Dec10 |
091222 |
1720.0 |
1721.5 |
1694.5 |
1711.7 |
-0.5 |
473 |
9,475 |
+118 |
| Mar11 |
091222 |
1699.0 |
1715.1 |
1699.0 |
1715.1 |
-0.2 |
43 |
559 |
+33 |
| Total Volume and Open Interest |
27,059 |
123,701 |
+1,513 |
| Platinum(NYMEX) |
| Jan10 |
091222 |
1417.0 |
1427.4 |
1382.0 |
1396.9 |
-26.6 |
3,718 |
12,042 |
-2,191 |
| Apr10 |
091222 |
1427.0 |
1432.0 |
1387.7 |
1402.9 |
-25.7 |
2,829 |
20,559 |
+2,288 |
| Jul10 |
091222 |
1394.5 |
1410.6 |
1394.0 |
1404.8 |
-25.6 |
0 |
297 |
+0 |
| Oct10 |
091222 |
1407.9 |
1407.9 |
1407.9 |
1407.9 |
-25.6 |
0 |
13 |
+0 |
| Total Volume and Open Interest |
6,547 |
32,914 |
+97 |
| Palladium(NYMEX) |
| Dec09 |
091222 |
358.50 |
358.50 |
350.05 |
352.15 |
-11.15 |
15 |
43 |
-35 |
| Mar10 |
091222 |
364.25 |
365.45 |
346.00 |
354.25 |
-11.15 |
456 |
22,373 |
-49 |
| Jun10 |
091222 |
362.30 |
362.30 |
351.00 |
355.35 |
-11.05 |
4 |
201 |
+1 |
| Total Volume and Open Interest |
475 |
22,621 |
-83 |
| Copper(CMX) |
| Dec09 |
091222 |
311.00 |
312.00 |
309.60 |
312.00 |
-2.05 |
157 |
936 |
-745 |
| Mar10 |
091222 |
314.55 |
315.70 |
311.30 |
313.80 |
-2.05 |
12,004 |
108,282 |
+92 |
| May10 |
091222 |
314.35 |
315.25 |
312.95 |
315.25 |
-2.00 |
414 |
18,961 |
-58 |
| Jul10 |
091222 |
316.25 |
316.25 |
316.25 |
316.25 |
-2.00 |
411 |
6,767 |
+5 |
| Sep10 |
091222 |
316.85 |
316.85 |
316.85 |
316.85 |
-2.00 |
9 |
4,075 |
+3 |
| Total Volume and Open Interest |
13,981 |
146,688 |
-473 |
| DJIA Index(CBOT) |
| Mar10 |
091222 |
10363 |
10418 |
10363 |
10408 |
+66 |
1,035 |
8,003 |
+682 |
| Jun10 |
091222 |
10351 |
10351 |
10284 |
10351 |
+67 |
0 |
11 |
+0 |
| Sep10 |
091222 |
10291 |
10291 |
10224 |
10291 |
+67 |
|
|
|
| Dec10 |
091222 |
10238 |
10238 |
10172 |
10238 |
+66 |
|
|
|
| Total Volume and Open Interest |
1,035 |
8,014 |
+682 |
| S & P 500(CME) |
| Mar10 |
091222 |
1107.70 |
1115.80 |
1107.50 |
1113.60 |
+5.40 |
18,376 |
319,166 |
+1,589 |
| Jun10 |
091222 |
1109.00 |
1113.10 |
1103.10 |
1109.00 |
+5.40 |
2 |
2,132 |
-22 |
| Sep10 |
091222 |
1104.60 |
1108.70 |
1098.70 |
1104.60 |
+5.40 |
0 |
35 |
+0 |
| Dec10 |
091222 |
1101.10 |
1105.20 |
1095.20 |
1101.10 |
+5.40 |
0 |
6 |
+0 |
| Total Volume and Open Interest |
18,378 |
321,340 |
+1,567 |
| S & P 500 E-Mini(Globex) |
| Mar10 |
091222 |
1107.75 |
1115.75 |
1107.25 |
1113.50 |
+5.25 |
1,163,792 |
2,359,131 |
+26,583 |
| Jun10 |
091222 |
1105.50 |
1114.25 |
1105.25 |
1109.00 |
+5.50 |
156 |
584 |
+12 |
| Total Volume and Open Interest |
1,163,950 |
2,359,792 |
+26,595 |
| NASDAQ 100(CME) |
| Mar10 |
091222 |
1825.00 |
1842.00 |
1825.00 |
1841.00 |
+15.50 |
2,839 |
9,804 |
+1,258 |
| Jun10 |
091222 |
1839.00 |
1839.00 |
1837.50 |
1839.00 |
+15.50 |
4 |
10 |
+0 |
| Sep10 |
091222 |
1838.00 |
1838.00 |
1836.50 |
1838.00 |
+15.50 |
|
|
|
| Total Volume and Open Interest |
2,843 |
9,814 |
+1,258 |
| NASDAQ 100 E-Mini(Globex) |
| Mar10 |
091222 |
1825.50 |
1841.00 |
1825.30 |
1841.00 |
+15.50 |
220,689 |
270,436 |
+11,570 |
| Jun10 |
091222 |
1828.30 |
1839.00 |
1827.00 |
1839.00 |
+15.50 |
113 |
72 |
+54 |
| Total Volume and Open Interest |
220,802 |
270,510 |
+11,624 |
| S & P Midcap 400(CME) |
| Mar10 |
091222 |
724.50 |
729.50 |
722.50 |
727.70 |
+6.60 |
25 |
1,510 |
-12 |
| Jun10 |
091222 |
725.70 |
725.70 |
725.10 |
725.70 |
+6.60 |
|
|
|
| Sep10 |
091222 |
723.70 |
723.70 |
723.10 |
723.70 |
+6.60 |
|
|
|
| Total Volume and Open Interest |
25 |
1,510 |
-12 |
| Russell 2000 E-Mini(Globex) |
| Nikkei 225(CME) |
| Mar10 |
091222 |
10400 |
10495 |
10395 |
10480 |
+170 |
4,072 |
25,142 |
+74 |
| Jun10 |
091222 |
10480 |
10480 |
10470 |
10480 |
+170 |
|
|
|
| Total Volume and Open Interest |
4,072 |
25,142 |
+74 |
| Nikkei 225(SGX) |
| Mar10 |
091222 |
10180 |
10380 |
10155 |
10355 |
+165 |
52,273 |
158,262 |
+3,897 |
| Jun10 |
091222 |
10300 |
10300 |
10300 |
10300 |
+165 |
0 |
1,319 |
+0 |
| Sep10 |
091222 |
10305 |
10305 |
10305 |
10305 |
+165 |
0 |
55 |
+0 |
| Total Volume and Open Interest |
52,544 |
165,021 |
+3,897 |
| CAC 40(EURONEXT) |
| Jan10 |
091222 |
3876.0 |
3920.0 |
3876.0 |
3899.5 |
+23.5 |
86,252 |
330,026 |
-7,665 |
| Feb10 |
091222 |
3888.0 |
3908.0 |
3883.0 |
3900.5 |
+25.0 |
30 |
151 |
+28 |
| Mar10 |
091222 |
3882.0 |
3920.0 |
3879.0 |
3902.0 |
+24.0 |
958 |
48,393 |
-410 |
| Total Volume and Open Interest |
87,240 |
380,410 |
-8,047 |
| Hang Seng Index(HKFE) |
| Dec09 |
091222 |
21114 |
21215 |
21016 |
21038 |
+126 |
62,338 |
79,793 |
-3,874 |
| Jan10 |
091222 |
21099 |
21200 |
21006 |
21020 |
+130 |
4,267 |
12,134 |
+6,242 |
| Total Volume and Open Interest |
67,162 |
93,775 |
+2,451 |
| DAX(EUREX) |
| Dec09 |
091218 |
5856.0 |
5901.0 |
5844.5 |
5883.5 |
+27.0 |
170,256 |
112,043 |
-27,770 |
| Mar10 |
091222 |
5941.5 |
5990.0 |
5934.5 |
5960.0 |
+32.0 |
126,077 |
137,805 |
-3,503 |
| Jun10 |
091222 |
5958.5 |
5995.0 |
5953.5 |
5970.0 |
+32.0 |
146 |
8,038 |
-6 |
| Total Volume and Open Interest |
126,223 |
145,843 |
-3,509 |
| FT-SE 100(EURONEXT) |
| Mar10 |
091222 |
5261.00 |
5321.50 |
5258.50 |
5290.50 |
+42.00 |
80,646 |
621,499 |
+4,276 |
| Jun10 |
091222 |
5241.50 |
5241.50 |
5241.50 |
5241.50 |
+42.00 |
0 |
2,229 |
+0 |
| Sep10 |
091222 |
5207.00 |
5207.00 |
5207.00 |
5207.00 |
+42.50 |
0 |
429 |
+0 |
| Total Volume and Open Interest |
80,646 |
624,157 |
+4,276 |
| SPI 200(SFE) |
| Dec09 |
091217 |
4654.0 |
4693.0 |
4644.0 |
4688.0 |
+34.0 |
14,825 |
91,334 |
-59,078 |
| Mar10 |
091222 |
4619.0 |
4695.0 |
4612.0 |
4688.0 |
+67.0 |
19,996 |
189,794 |
-750 |
| Jun10 |
091222 |
4709.0 |
4709.0 |
4709.0 |
4709.0 |
+66.0 |
0 |
1,486 |
+0 |
| Total Volume and Open Interest |
20,158 |
193,102 |
-723 |
| GSCI(CME) |
| Jan10 |
091222 |
496.00 |
501.00 |
492.00 |
500.00 |
+4.00 |
407 |
17,653 |
-268 |
| Feb10 |
091222 |
501.10 |
505.00 |
496.00 |
504.00 |
+3.00 |
2 |
0 |
+0 |
| Mar10 |
091222 |
506.10 |
509.50 |
502.00 |
509.50 |
+3.50 |
2 |
0 |
+0 |
| Total Volume and Open Interest |
411 |
17,653 |
-268 |
| 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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|