|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Mon December 28, 2009 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Jan10 |
091228 |
1000.00 |
1034.00 |
996.75 |
1029.00 |
+29.50 |
29,932 |
50,231 |
-23,654 |
| Mar10 |
091228 |
1008.00 |
1043.00 |
1006.00 |
1038.00 |
+30.00 |
30,464 |
200,356 |
+5,161 |
| May10 |
091228 |
1014.25 |
1048.75 |
1013.25 |
1043.75 |
+29.25 |
3,668 |
55,465 |
+185 |
| Jul10 |
091228 |
1021.75 |
1053.00 |
1018.75 |
1048.75 |
+29.25 |
3,494 |
54,533 |
+151 |
| Aug10 |
091228 |
1031.75 |
1045.25 |
1015.25 |
1044.25 |
+29.00 |
133 |
1,737 |
-118 |
| Sep10 |
091228 |
1012.50 |
1030.00 |
1001.50 |
1027.00 |
+25.50 |
72 |
1,132 |
+17 |
| Nov10 |
091228 |
989.50 |
1013.75 |
988.00 |
1010.00 |
+20.75 |
1,447 |
64,341 |
-104 |
| Total Volume and Open Interest |
69,506 |
435,513 |
-18,289 |
| Soybean Meal(CBOT) |
| Jan10 |
091228 |
301.30 |
318.00 |
300.80 |
310.40 |
+9.00 |
5,503 |
21,267 |
-3,878 |
| Mar10 |
091228 |
295.40 |
305.00 |
295.10 |
304.90 |
+8.60 |
7,444 |
66,048 |
-747 |
| May10 |
091228 |
294.30 |
301.90 |
294.30 |
301.90 |
+8.20 |
791 |
26,747 |
-13 |
| Jul10 |
091228 |
293.70 |
302.70 |
293.60 |
302.70 |
+8.10 |
874 |
21,234 |
+355 |
| Aug10 |
091228 |
298.20 |
301.20 |
293.90 |
301.20 |
+7.30 |
572 |
4,830 |
+26 |
| Sep10 |
091228 |
293.80 |
297.20 |
289.90 |
297.20 |
+7.30 |
133 |
5,702 |
+44 |
| Oct10 |
091228 |
285.50 |
288.70 |
283.40 |
288.70 |
+5.30 |
103 |
2,847 |
-4 |
| Dec10 |
091228 |
285.20 |
287.70 |
282.40 |
287.70 |
+5.30 |
169 |
12,362 |
-4 |
| Total Volume and Open Interest |
15,608 |
162,332 |
-4,216 |
| Soybean Oil(CBOT) |
| Jan10 |
091228 |
38.49 |
39.71 |
38.49 |
39.63 |
+1.17 |
8,678 |
33,634 |
-4,934 |
| Mar10 |
091228 |
38.92 |
40.20 |
38.90 |
40.05 |
+1.19 |
12,077 |
107,458 |
+610 |
| May10 |
091228 |
39.35 |
40.52 |
39.35 |
40.43 |
+1.19 |
1,201 |
28,146 |
-17 |
| Jul10 |
091228 |
39.68 |
40.86 |
39.65 |
40.80 |
+1.19 |
1,049 |
19,418 |
+265 |
| Aug10 |
091228 |
40.17 |
41.03 |
40.15 |
40.96 |
+1.19 |
32 |
2,321 |
+7 |
| Sep10 |
091228 |
40.46 |
41.14 |
40.31 |
41.10 |
+1.19 |
102 |
1,791 |
-1 |
| Oct10 |
091228 |
40.34 |
41.27 |
40.34 |
41.20 |
+1.19 |
42 |
1,478 |
-23 |
| Dec10 |
091228 |
40.60 |
41.54 |
40.60 |
41.48 |
+1.17 |
36 |
14,651 |
-11 |
| Total Volume and Open Interest |
23,217 |
208,994 |
-4,104 |
| Canola(WCE) |
| Jan10 |
091224 |
395.0 |
399.1 |
395.0 |
398.7 |
+2.8 |
2,277 |
3,081 |
-1,823 |
| Mar10 |
091224 |
401.1 |
403.9 |
399.5 |
403.6 |
+2.5 |
9,925 |
79,548 |
+2,663 |
| May10 |
091224 |
406.9 |
409.9 |
406.4 |
409.9 |
+2.7 |
264 |
5,769 |
+29 |
| Jul10 |
091224 |
414.7 |
415.2 |
410.0 |
415.2 |
+3.3 |
189 |
6,391 |
+60 |
| Nov10 |
091224 |
414.9 |
417.9 |
413.0 |
417.3 |
+3.3 |
213 |
5,431 |
+84 |
| Total Volume and Open Interest |
12,918 |
100,618 |
+1,042 |
| Corn(CBOT) |
| Mar10 |
091228 |
409.00 |
418.75 |
408.00 |
416.00 |
+7.50 |
23,834 |
475,514 |
-3,729 |
| May10 |
091228 |
419.00 |
429.00 |
419.00 |
426.00 |
+7.25 |
4,903 |
121,120 |
+427 |
| Jul10 |
091228 |
428.25 |
437.75 |
427.75 |
434.75 |
+6.50 |
2,597 |
106,204 |
+484 |
| Sep10 |
091228 |
434.00 |
443.00 |
434.00 |
440.00 |
+6.00 |
422 |
32,979 |
+62 |
| Dec10 |
091228 |
440.00 |
448.75 |
439.25 |
445.75 |
+5.50 |
3,839 |
194,124 |
+740 |
| Mar11 |
091228 |
449.25 |
457.50 |
449.25 |
455.00 |
+5.25 |
136 |
13,301 |
+60 |
| Total Volume and Open Interest |
36,069 |
963,921 |
-1,784 |
| Wheat(CBOT) |
| Mar10 |
091228 |
524.50 |
551.00 |
522.50 |
550.75 |
+26.25 |
10,723 |
182,979 |
-1,370 |
| May10 |
091228 |
535.75 |
564.00 |
535.75 |
564.00 |
+26.00 |
971 |
42,433 |
+53 |
| Jul10 |
091228 |
549.75 |
576.00 |
546.00 |
575.00 |
+25.25 |
1,675 |
63,911 |
+56 |
| Sep10 |
091228 |
572.00 |
589.50 |
564.25 |
589.50 |
+25.25 |
557 |
16,162 |
-34 |
| Dec10 |
091228 |
588.50 |
612.50 |
588.50 |
612.50 |
+24.00 |
661 |
48,570 |
+211 |
| Total Volume and Open Interest |
14,688 |
359,128 |
-1,068 |
| Wheat(KCBT) |
| Mar10 |
091228 |
521.75 |
547.25 |
519.25 |
546.00 |
+24.50 |
3,150 |
61,673 |
+220 |
| May10 |
091228 |
536.75 |
558.25 |
536.75 |
557.75 |
+24.75 |
556 |
13,079 |
+257 |
| Jul10 |
091228 |
546.50 |
572.00 |
546.50 |
569.75 |
+24.75 |
768 |
29,700 |
-4 |
| Sep10 |
091228 |
567.50 |
582.00 |
567.50 |
581.25 |
+24.50 |
18 |
3,182 |
-5 |
| Dec10 |
091228 |
580.25 |
601.50 |
580.25 |
600.25 |
+24.75 |
697 |
35,642 |
+272 |
| Total Volume and Open Interest |
5,209 |
144,164 |
+754 |
| Wheat(MGE) |
| Mar10 |
091228 |
530.00 |
557.25 |
530.00 |
556.75 |
+25.25 |
876 |
19,848 |
-114 |
| May10 |
091228 |
551.50 |
569.00 |
551.25 |
568.50 |
+25.00 |
30 |
5,429 |
-13 |
| Jul10 |
091228 |
557.50 |
580.75 |
557.50 |
580.25 |
+25.00 |
71 |
9,007 |
-4 |
| Sep10 |
091228 |
575.00 |
592.75 |
575.00 |
592.75 |
+25.25 |
16 |
3,286 |
-10 |
| Dec10 |
091228 |
597.00 |
610.25 |
597.00 |
609.75 |
+24.00 |
81 |
7,694 |
+69 |
| Total Volume and Open Interest |
1,074 |
45,642 |
-72 |
| Oats(CBOT) |
| Mar10 |
091228 |
259.50 |
267.00 |
258.50 |
265.00 |
+5.00 |
140 |
9,420 |
-45 |
| May10 |
091228 |
269.75 |
274.50 |
266.50 |
273.25 |
+5.00 |
2 |
895 |
+0 |
| Jul10 |
091228 |
274.25 |
281.75 |
274.25 |
281.75 |
+5.00 |
1 |
806 |
+0 |
| Sep10 |
091228 |
279.75 |
290.50 |
279.75 |
290.50 |
+5.00 |
2 |
352 |
-2 |
| Total Volume and Open Interest |
145 |
11,951 |
-47 |
| Rough Rice(CBOT) |
| Jan10 |
091228 |
14.59 |
14.92 |
14.52 |
14.70 |
+0.02 |
215 |
2,065 |
-292 |
| Mar10 |
091228 |
14.88 |
15.22 |
14.81 |
14.99 |
+0.02 |
354 |
11,784 |
+46 |
| May10 |
091228 |
15.30 |
15.30 |
15.19 |
15.24 |
+0.05 |
6 |
362 |
+4 |
| Jul10 |
091228 |
15.51 |
15.67 |
15.48 |
15.48 |
+0.05 |
2 |
551 |
+0 |
| Total Volume and Open Interest |
581 |
15,993 |
-240 |
| Live Cattle(CME) |
| Dec09 |
091228 |
82.900 |
83.900 |
82.900 |
83.680 |
+0.600 |
426 |
1,607 |
-357 |
| Feb10 |
091228 |
84.850 |
85.500 |
84.850 |
85.385 |
+0.635 |
6,015 |
132,996 |
-879 |
| Apr10 |
091228 |
88.150 |
88.950 |
88.150 |
88.850 |
+0.770 |
2,915 |
69,750 |
+354 |
| Jun10 |
091228 |
85.950 |
86.600 |
85.950 |
86.500 |
+0.670 |
1,297 |
37,117 |
+47 |
| Aug10 |
091228 |
86.000 |
86.600 |
86.000 |
86.600 |
+0.800 |
315 |
10,067 |
+38 |
| Oct10 |
091228 |
88.950 |
89.480 |
88.950 |
89.385 |
+0.585 |
126 |
7,013 |
+32 |
| Total Volume and Open Interest |
11,119 |
261,556 |
-744 |
| Feeder Cattle(CME) |
| Jan10 |
091228 |
94.430 |
95.680 |
94.250 |
95.535 |
+0.900 |
454 |
5,686 |
-97 |
| Mar10 |
091228 |
93.600 |
95.300 |
93.600 |
94.950 |
+1.120 |
1,212 |
15,521 |
+269 |
| Apr10 |
091228 |
95.450 |
96.680 |
95.050 |
96.450 |
+1.100 |
174 |
3,969 |
+31 |
| May10 |
091228 |
96.100 |
97.300 |
95.980 |
97.285 |
+1.035 |
106 |
3,669 |
+8 |
| Aug10 |
091228 |
98.600 |
99.250 |
98.350 |
99.000 |
+0.500 |
16 |
1,513 |
-3 |
| Sep10 |
091228 |
98.200 |
98.200 |
98.150 |
98.200 |
+0.020 |
0 |
19 |
+0 |
| Oct10 |
091228 |
97.930 |
97.930 |
97.900 |
97.930 |
unch |
0 |
28 |
+0 |
| Total Volume and Open Interest |
1,962 |
30,406 |
+208 |
| Lean Hogs(CME) |
| Feb10 |
091228 |
63.950 |
64.885 |
63.900 |
64.700 |
+0.900 |
7,469 |
74,957 |
+1,251 |
| Apr10 |
091228 |
68.400 |
69.450 |
68.400 |
69.300 |
+0.950 |
3,520 |
47,762 |
+607 |
| May10 |
091228 |
74.330 |
75.100 |
74.250 |
75.080 |
+0.480 |
56 |
3,155 |
-13 |
| Jun10 |
091228 |
76.750 |
77.600 |
76.725 |
77.550 |
+0.765 |
1,040 |
25,781 |
+178 |
| Jul10 |
091228 |
75.900 |
76.500 |
75.850 |
76.400 |
+0.765 |
170 |
9,050 |
+13 |
| Aug10 |
091228 |
75.050 |
76.000 |
75.000 |
75.900 |
+0.400 |
186 |
6,701 |
-14 |
| Oct10 |
091228 |
66.500 |
66.900 |
66.300 |
66.900 |
+0.100 |
118 |
3,457 |
+30 |
| Dec10 |
091228 |
65.725 |
66.800 |
65.635 |
66.800 |
+0.450 |
74 |
2,049 |
+46 |
| Total Volume and Open Interest |
12,633 |
173,097 |
+2,098 |
| Pork Bellies(CME) |
| Feb10 |
091228 |
87.500 |
87.800 |
86.000 |
86.500 |
-1.150 |
38 |
302 |
+0 |
| Mar10 |
091228 |
86.885 |
89.500 |
86.800 |
86.885 |
-0.015 |
0 |
87 |
+0 |
| May10 |
091228 |
88.900 |
88.900 |
88.900 |
88.900 |
-0.350 |
0 |
116 |
+0 |
| Jul10 |
091228 |
89.700 |
89.700 |
89.700 |
89.700 |
unch |
0 |
20 |
+0 |
| Aug10 |
091228 |
85.000 |
85.000 |
85.000 |
85.000 |
unch |
0 |
15 |
+0 |
| Total Volume and Open Interest |
38 |
540 |
+0 |
| Class III Milk(CME) |
| Dec09 |
091228 |
14.90 |
14.95 |
14.84 |
14.91 |
+0.07 |
10 |
4,706 |
+52 |
| Jan10 |
091228 |
14.29 |
14.40 |
14.22 |
14.30 |
-0.01 |
141 |
3,985 |
+52 |
| Feb10 |
091228 |
14.20 |
14.23 |
14.05 |
14.10 |
-0.13 |
246 |
3,851 |
+141 |
| Mar10 |
091228 |
14.74 |
14.78 |
14.50 |
14.56 |
-0.13 |
211 |
2,834 |
+112 |
| Apr10 |
091228 |
14.89 |
14.89 |
14.66 |
14.70 |
-0.10 |
140 |
1,980 |
+85 |
| Total Volume and Open Interest |
979 |
26,797 |
+546 |
| Cocoa(ICE) |
| Mar10 |
091228 |
3287 |
3299 |
3223 |
3230 |
-41 |
1,276 |
71,419 |
-135 |
| May10 |
091228 |
3307 |
3315 |
3245 |
3250 |
-42 |
271 |
24,346 |
+31 |
| Jul10 |
091228 |
3302 |
3305 |
3247 |
3250 |
-40 |
38 |
8,654 |
+5 |
| Sep10 |
091228 |
3290 |
3290 |
3252 |
3256 |
-40 |
31 |
5,869 |
+26 |
| Dec10 |
091228 |
3282 |
3296 |
3231 |
3238 |
-39 |
65 |
4,778 |
+48 |
| Mar11 |
091228 |
3260 |
3270 |
3215 |
3222 |
-37 |
53 |
7,945 |
+50 |
| May11 |
091228 |
3225 |
3231 |
3225 |
3231 |
-37 |
0 |
4,221 |
+0 |
| Total Volume and Open Interest |
1,735 |
129,469 |
+26 |
| Coffee "C"(ICE) |
| Mar10 |
091228 |
139.85 |
140.60 |
136.85 |
136.95 |
-2.35 |
4,750 |
80,988 |
-1,519 |
| May10 |
091228 |
141.00 |
142.35 |
138.60 |
138.70 |
-2.30 |
267 |
25,255 |
+25 |
| Jul10 |
091228 |
142.50 |
143.60 |
140.20 |
140.25 |
-2.10 |
82 |
5,570 |
+19 |
| Sep10 |
091228 |
144.30 |
144.90 |
141.45 |
141.60 |
-1.95 |
18 |
6,411 |
-7 |
| Dec10 |
091228 |
145.90 |
145.90 |
143.35 |
143.35 |
-2.00 |
102 |
6,978 |
-8 |
| Mar11 |
091228 |
147.40 |
147.40 |
144.85 |
144.85 |
-2.05 |
43 |
2,151 |
+33 |
| Total Volume and Open Interest |
5,262 |
127,737 |
-1,457 |
| Orange Juice(ICE) |
| Jan10 |
091228 |
130.50 |
135.60 |
130.50 |
135.40 |
+3.50 |
204 |
1,688 |
-193 |
| Mar10 |
091228 |
135.30 |
138.50 |
134.00 |
138.40 |
+3.10 |
394 |
25,024 |
+140 |
| May10 |
091228 |
140.00 |
141.65 |
139.80 |
141.65 |
+3.20 |
5 |
5,098 |
+0 |
| Jul10 |
091228 |
143.00 |
144.00 |
142.75 |
143.95 |
+3.30 |
2 |
1,711 |
+1 |
| Sep10 |
091228 |
144.75 |
144.75 |
144.75 |
144.75 |
+3.45 |
0 |
596 |
+0 |
| Nov10 |
091228 |
144.45 |
144.50 |
144.45 |
144.45 |
+2.25 |
2 |
207 |
-1 |
| Total Volume and Open Interest |
607 |
34,559 |
-53 |
| Sugar #11(ICE) |
| Mar10 |
091228 |
27.19 |
27.40 |
27.00 |
27.26 |
+0.18 |
14,147 |
339,960 |
-3,474 |
| May10 |
091228 |
25.31 |
25.39 |
24.99 |
25.22 |
unch |
7,413 |
140,994 |
+358 |
| Jul10 |
091228 |
22.98 |
23.04 |
22.59 |
22.85 |
-0.10 |
3,666 |
133,221 |
+696 |
| Oct10 |
091228 |
21.83 |
21.85 |
21.44 |
21.60 |
-0.23 |
1,176 |
96,161 |
+46 |
| Mar11 |
091228 |
21.00 |
21.00 |
20.70 |
20.78 |
-0.27 |
983 |
51,570 |
+91 |
| Total Volume and Open Interest |
28,087 |
832,741 |
-2,076 |
| London Cocoa(LCE) |
| Mar10 |
091224 |
2233 |
2245 |
2233 |
2242 |
+11 |
2,032 |
59,977 |
+549 |
| May10 |
091224 |
2257 |
2261 |
2253 |
2261 |
+13 |
398 |
50,782 |
+174 |
| Jul10 |
091224 |
2235 |
2236 |
2228 |
2235 |
+7 |
285 |
22,537 |
-76 |
| Sep10 |
091224 |
2205 |
2211 |
2205 |
2207 |
+8 |
41 |
12,711 |
+16 |
| Dec10 |
091224 |
2179 |
2182 |
2176 |
2182 |
+11 |
32 |
9,051 |
+24 |
| Mar11 |
091224 |
2128 |
2139 |
2128 |
2139 |
+11 |
23 |
8,484 |
+19 |
| May11 |
091224 |
2128 |
2128 |
2128 |
2128 |
+6 |
0 |
1,186 |
+0 |
| Total Volume and Open Interest |
2,811 |
164,728 |
+706 |
| London Sugar(LCE) |
| Mar10 |
091224 |
685.00 |
695.00 |
685.00 |
694.00 |
+9.60 |
2,770 |
36,559 |
+522 |
| May10 |
091224 |
672.50 |
678.00 |
672.20 |
678.00 |
+8.40 |
1,738 |
19,916 |
+482 |
| Aug10 |
091224 |
624.00 |
626.50 |
622.30 |
625.90 |
+4.20 |
712 |
11,925 |
-96 |
| Oct10 |
091224 |
571.80 |
575.00 |
571.80 |
574.50 |
+2.70 |
125 |
5,139 |
+54 |
| Dec10 |
091224 |
546.00 |
547.00 |
546.00 |
547.00 |
unch |
14 |
824 |
-2 |
| Total Volume and Open Interest |
5,359 |
74,674 |
+960 |
| Cotton(ICE) |
| Mar10 |
091228 |
74.25 |
76.54 |
74.25 |
75.82 |
+2.17 |
1,603 |
126,297 |
-548 |
| May10 |
091228 |
75.10 |
77.37 |
75.10 |
76.68 |
+2.13 |
252 |
20,460 |
+72 |
| Jul10 |
091228 |
76.30 |
78.20 |
76.00 |
77.25 |
+1.93 |
238 |
21,281 |
+138 |
| Oct10 |
091228 |
76.34 |
76.34 |
76.34 |
76.34 |
+1.40 |
1 |
155 |
+1 |
| Dec10 |
091228 |
75.50 |
77.00 |
75.50 |
76.35 |
+1.40 |
99 |
14,309 |
+67 |
| Mar11 |
091228 |
78.00 |
78.00 |
77.71 |
77.71 |
+1.46 |
0 |
271 |
+0 |
| Total Volume and Open Interest |
2,193 |
183,540 |
-270 |
| Lumber(CME) |
| Jan10 |
091228 |
208.8 |
212.0 |
208.8 |
209.6 |
+0.6 |
129 |
2,116 |
-34 |
| Mar10 |
091228 |
237.0 |
240.2 |
235.8 |
236.6 |
+0.2 |
152 |
5,000 |
-9 |
| May10 |
091228 |
254.0 |
256.7 |
253.0 |
254.0 |
+1.0 |
35 |
1,335 |
+21 |
| Jul10 |
091228 |
262.3 |
263.8 |
262.0 |
263.1 |
+1.6 |
2 |
226 |
+2 |
| Total Volume and Open Interest |
318 |
8,803 |
-20 |
| Crude Oil(NYM) |
| Feb10 |
091228 |
77.92 |
79.12 |
77.76 |
78.77 |
+0.72 |
102,484 |
279,539 |
+658 |
| Mar10 |
091228 |
78.60 |
79.74 |
78.43 |
79.45 |
+0.79 |
28,130 |
169,600 |
+45 |
| Apr10 |
091228 |
79.50 |
80.43 |
79.22 |
80.17 |
+0.85 |
9,077 |
48,504 |
+467 |
| May10 |
091228 |
79.88 |
80.98 |
79.88 |
80.74 |
+0.88 |
6,501 |
35,192 |
+724 |
| Jun10 |
091228 |
80.66 |
81.51 |
80.31 |
81.26 |
+0.89 |
6,661 |
107,187 |
-289 |
| Jul10 |
091228 |
80.67 |
82.03 |
80.67 |
81.81 |
+0.88 |
2,251 |
30,235 |
+1,017 |
| Aug10 |
091228 |
82.24 |
82.36 |
81.97 |
82.26 |
+0.86 |
647 |
15,533 |
+9 |
| Sep10 |
091228 |
82.66 |
82.68 |
82.66 |
82.68 |
+0.83 |
515 |
28,336 |
-24 |
| Oct10 |
091228 |
82.81 |
83.10 |
82.81 |
83.10 |
+0.80 |
763 |
15,214 |
+339 |
| Nov10 |
091228 |
83.04 |
83.55 |
83.04 |
83.55 |
+0.78 |
944 |
19,827 |
+375 |
| Dec10 |
091228 |
83.53 |
84.23 |
83.14 |
84.05 |
+0.78 |
7,011 |
144,458 |
+2,014 |
| Jan11 |
091228 |
84.40 |
84.40 |
84.40 |
84.40 |
+0.77 |
213 |
19,423 |
+90 |
| Feb11 |
091228 |
84.68 |
84.68 |
84.68 |
84.68 |
+0.76 |
44 |
8,966 |
-3 |
| Mar11 |
091228 |
85.00 |
85.00 |
85.00 |
85.00 |
+0.74 |
218 |
6,328 |
+1 |
| Apr11 |
091228 |
85.30 |
85.31 |
85.30 |
85.30 |
+0.75 |
207 |
9,315 |
+202 |
| May11 |
091228 |
85.55 |
85.56 |
85.55 |
85.55 |
+0.74 |
0 |
3,755 |
+0 |
| Total Volume and Open Interest |
169,527 |
1,179,331 |
+5,750 |
| 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 |
091228 |
77.800 |
79.125 |
77.775 |
78.775 |
+0.725 |
4,136 |
4,820 |
-198 |
| Mar10 |
091228 |
78.800 |
79.700 |
78.575 |
79.450 |
+0.800 |
356 |
863 |
+44 |
| Apr10 |
091228 |
79.225 |
80.300 |
79.225 |
80.175 |
+0.850 |
57 |
210 |
+27 |
| May10 |
091228 |
80.850 |
80.850 |
80.750 |
80.750 |
+0.900 |
0 |
3 |
+0 |
| Jun10 |
091228 |
81.150 |
81.350 |
81.150 |
81.250 |
+0.875 |
1 |
11 |
-1 |
| Jul10 |
091228 |
81.800 |
81.800 |
81.800 |
81.800 |
+0.875 |
0 |
8 |
+0 |
| Aug10 |
091228 |
82.250 |
82.250 |
82.250 |
82.250 |
+0.850 |
0 |
3 |
+0 |
| Sep10 |
091228 |
82.675 |
82.675 |
82.675 |
82.675 |
+0.825 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
4,550 |
6,019 |
-128 |
| Heating Oil(NYM) |
| Jan10 |
091228 |
204.49 |
208.20 |
203.89 |
207.35 |
+3.79 |
12,060 |
21,451 |
-3,103 |
| Feb10 |
091228 |
206.56 |
210.22 |
205.80 |
209.31 |
+3.69 |
19,825 |
81,276 |
+107 |
| Mar10 |
091228 |
207.05 |
211.12 |
207.05 |
210.48 |
+3.59 |
4,755 |
49,639 |
+101 |
| Apr10 |
091228 |
209.26 |
211.48 |
209.09 |
210.94 |
+3.58 |
1,924 |
26,537 |
+132 |
| May10 |
091228 |
210.00 |
211.81 |
209.95 |
211.54 |
+3.52 |
1,361 |
17,271 |
-331 |
| Jun10 |
091228 |
210.88 |
212.77 |
210.21 |
212.24 |
+3.46 |
1,160 |
35,289 |
-211 |
| Jul10 |
091228 |
213.75 |
214.09 |
213.75 |
213.84 |
+3.41 |
385 |
9,983 |
-104 |
| Aug10 |
091228 |
215.56 |
215.56 |
215.56 |
215.56 |
+3.33 |
142 |
4,070 |
-30 |
| Sep10 |
091228 |
217.79 |
217.79 |
217.79 |
217.79 |
+3.26 |
48 |
7,807 |
-3 |
| Oct10 |
091228 |
220.19 |
220.19 |
220.19 |
220.19 |
+3.19 |
106 |
5,739 |
+13 |
| Nov10 |
091228 |
222.50 |
222.50 |
222.50 |
222.50 |
+3.10 |
64 |
6,317 |
+1 |
| Dec10 |
091228 |
223.80 |
225.29 |
223.30 |
224.84 |
+3.01 |
255 |
16,893 |
+47 |
| Total Volume and Open Interest |
42,212 |
308,178 |
-3,374 |
| Gasoline(NYMEX) |
| Jan10 |
091228 |
198.64 |
202.85 |
198.64 |
201.84 |
+2.88 |
9,410 |
21,153 |
-2,314 |
| Feb10 |
091228 |
200.77 |
204.77 |
200.65 |
203.71 |
+2.65 |
15,882 |
73,999 |
+1,154 |
| Mar10 |
091228 |
202.93 |
206.72 |
202.93 |
205.71 |
+2.57 |
5,188 |
42,589 |
-401 |
| Apr10 |
091228 |
215.40 |
217.55 |
215.30 |
216.70 |
+2.77 |
1,518 |
29,815 |
-101 |
| May10 |
091228 |
216.21 |
218.46 |
216.20 |
217.64 |
+2.91 |
993 |
12,244 |
+257 |
| Jun10 |
091228 |
216.83 |
218.76 |
216.80 |
218.42 |
+3.05 |
1,032 |
14,859 |
+191 |
| Jul10 |
091228 |
219.30 |
219.30 |
218.47 |
218.47 |
+3.10 |
196 |
5,973 |
+47 |
| Aug10 |
091228 |
218.36 |
218.36 |
218.36 |
218.36 |
+2.69 |
63 |
5,885 |
+5 |
| Sep10 |
091228 |
217.61 |
217.61 |
217.61 |
217.61 |
+2.78 |
481 |
5,996 |
+340 |
| Oct10 |
091228 |
208.01 |
208.01 |
208.01 |
208.01 |
+2.83 |
97 |
2,762 |
+7 |
| Total Volume and Open Interest |
35,081 |
236,516 |
-878 |
| e-miNY RBOB Gasoline(NYM) |
| Jan10 |
091228 |
201.80 |
201.84 |
201.80 |
201.80 |
+2.80 |
0 |
3 |
+0 |
| Feb10 |
091228 |
203.70 |
203.71 |
203.70 |
203.70 |
+2.60 |
|
|
|
| Mar10 |
091228 |
205.70 |
205.71 |
205.70 |
205.70 |
+2.60 |
|
|
|
| Apr10 |
091228 |
216.70 |
216.70 |
216.70 |
216.70 |
+2.80 |
|
|
|
| Total Volume and Open Interest |
0 |
3 |
+0 |
| Natural Gas(NYM) |
| Jan10 |
091228 |
5.752 |
6.006 |
5.752 |
5.990 |
+0.347 |
44,504 |
23,575 |
-3,378 |
| Feb10 |
091228 |
5.830 |
6.011 |
5.808 |
5.996 |
+0.298 |
34,226 |
113,269 |
+333 |
| Mar10 |
091228 |
5.804 |
5.970 |
5.784 |
5.965 |
+0.279 |
13,618 |
126,572 |
-835 |
| Apr10 |
091228 |
5.725 |
5.930 |
5.725 |
5.916 |
+0.251 |
12,388 |
74,996 |
-936 |
| May10 |
091228 |
5.810 |
5.932 |
5.790 |
5.931 |
+0.233 |
6,225 |
36,928 |
+261 |
| Jun10 |
091228 |
5.865 |
5.995 |
5.865 |
5.983 |
+0.218 |
2,697 |
23,051 |
-5 |
| Jul10 |
091228 |
5.982 |
6.057 |
5.982 |
6.052 |
+0.207 |
1,954 |
18,705 |
+76 |
| Aug10 |
091228 |
6.049 |
6.117 |
6.048 |
6.117 |
+0.202 |
3,244 |
28,186 |
-51 |
| Sep10 |
091228 |
6.076 |
6.145 |
6.072 |
6.144 |
+0.199 |
2,608 |
19,264 |
+285 |
| Oct10 |
091228 |
6.172 |
6.250 |
6.160 |
6.244 |
+0.199 |
8,304 |
42,962 |
-72 |
| Nov10 |
091228 |
6.491 |
6.542 |
6.479 |
6.529 |
+0.169 |
2,521 |
10,933 |
+151 |
| Dec10 |
091228 |
6.790 |
6.853 |
6.784 |
6.834 |
+0.144 |
2,639 |
22,412 |
+481 |
| Jan11 |
091228 |
7.050 |
7.075 |
7.020 |
7.049 |
+0.139 |
2,934 |
21,536 |
+120 |
| Feb11 |
091228 |
6.997 |
7.035 |
6.990 |
7.014 |
+0.136 |
418 |
7,961 |
+260 |
| Mar11 |
091228 |
6.815 |
6.840 |
6.800 |
6.814 |
+0.129 |
2,276 |
19,406 |
+777 |
| Apr11 |
091228 |
6.150 |
6.150 |
6.130 |
6.144 |
+0.099 |
1,431 |
15,876 |
+542 |
| Total Volume and Open Interest |
142,954 |
707,875 |
-1,795 |
| Brent Crude Oil(ICE) |
| Feb10 |
091228 |
76.30 |
77.42 |
76.20 |
77.32 |
+1.01 |
56,937 |
210,784 |
+16,713 |
| Mar10 |
091228 |
77.30 |
78.10 |
77.07 |
78.00 |
+1.01 |
20,725 |
135,963 |
+6,857 |
| Apr10 |
091228 |
78.00 |
78.76 |
77.77 |
78.72 |
+1.02 |
7,662 |
61,682 |
+2,666 |
| May10 |
091228 |
78.64 |
79.41 |
78.45 |
79.38 |
+1.02 |
3,681 |
31,485 |
+2,399 |
| Jun10 |
091228 |
79.50 |
80.03 |
78.96 |
79.99 |
+1.01 |
3,054 |
60,508 |
+1,041 |
| Jul10 |
091228 |
80.04 |
80.54 |
79.88 |
80.54 |
+1.01 |
1,515 |
17,666 |
+498 |
| Aug10 |
091228 |
80.58 |
81.07 |
80.58 |
81.07 |
+1.00 |
1,121 |
10,987 |
+741 |
| Sep10 |
091228 |
81.09 |
81.58 |
80.88 |
81.58 |
+1.01 |
667 |
8,233 |
+449 |
| Oct10 |
091228 |
81.61 |
82.11 |
81.61 |
82.11 |
+1.02 |
520 |
13,047 |
+177 |
| Nov10 |
091228 |
82.64 |
82.64 |
82.64 |
82.64 |
+1.00 |
396 |
10,420 |
+113 |
| Dec10 |
091228 |
82.75 |
83.22 |
82.39 |
83.19 |
+1.00 |
2,535 |
74,527 |
+482 |
| Jan11 |
091228 |
83.67 |
83.67 |
83.67 |
83.67 |
+0.98 |
36 |
8,873 |
+12 |
| Feb11 |
091228 |
84.14 |
84.14 |
84.14 |
84.14 |
+0.98 |
5 |
4,738 |
+5 |
| Mar11 |
091228 |
84.58 |
84.58 |
84.58 |
84.58 |
+0.99 |
0 |
4,528 |
+0 |
| Total Volume and Open Interest |
99,779 |
750,005 |
+32,736 |
| Gas Oil(ICE) |
| Jan10 |
091228 |
619.00 |
629.00 |
617.75 |
627.75 |
+20.75 |
18,417 |
109,933 |
+7,819 |
| Feb10 |
091228 |
626.00 |
636.00 |
624.75 |
634.50 |
+21.00 |
22,615 |
99,984 |
+9,808 |
| Mar10 |
091228 |
633.75 |
642.25 |
631.75 |
641.50 |
+21.00 |
3,406 |
51,468 |
+2,091 |
| Apr10 |
091228 |
643.75 |
648.00 |
639.75 |
647.75 |
+20.75 |
1,374 |
30,724 |
+2 |
| May10 |
091228 |
651.00 |
655.25 |
646.00 |
654.75 |
+20.75 |
1,058 |
25,173 |
+557 |
| Jun10 |
091228 |
658.00 |
662.25 |
655.75 |
661.75 |
+21.00 |
1,855 |
47,005 |
+1,046 |
| Jul10 |
091228 |
664.25 |
668.75 |
664.25 |
668.75 |
+20.75 |
745 |
17,390 |
+596 |
| Aug10 |
091228 |
670.25 |
676.25 |
670.25 |
675.75 |
+20.75 |
237 |
19,216 |
+179 |
| Sep10 |
091228 |
676.75 |
682.75 |
676.50 |
682.25 |
+20.50 |
265 |
19,444 |
+227 |
| Oct10 |
091228 |
682.75 |
688.75 |
682.75 |
688.00 |
+20.50 |
361 |
11,569 |
+333 |
| Total Volume and Open Interest |
51,820 |
557,559 |
+23,773 |
| Ethanol(CBOT) |
| Dec09 |
091203 |
2.135 |
2.135 |
2.130 |
2.130 |
unch |
8 |
263 |
-4 |
| Jan10 |
091228 |
1.920 |
1.920 |
1.910 |
1.916 |
+0.037 |
32 |
527 |
-10 |
| Feb10 |
091228 |
1.890 |
1.902 |
1.890 |
1.896 |
+0.036 |
6 |
1,040 |
+3 |
| Mar10 |
091228 |
1.880 |
1.882 |
1.880 |
1.882 |
+0.033 |
7 |
1,343 |
-5 |
| Apr10 |
091228 |
1.875 |
1.881 |
1.870 |
1.879 |
+0.035 |
10 |
1,009 |
-2 |
| May10 |
091228 |
1.870 |
1.875 |
1.866 |
1.869 |
+0.035 |
4 |
431 |
+1 |
| Jun10 |
091228 |
1.860 |
1.864 |
1.860 |
1.861 |
+0.038 |
7 |
369 |
-1 |
| Jul10 |
091228 |
1.860 |
1.868 |
1.857 |
1.861 |
+0.038 |
14 |
452 |
+9 |
| Total Volume and Open Interest |
106 |
7,620 |
+21 |
| US Dollar Index(ICE) |
| Mar10 |
091228 |
78.100 |
78.215 |
77.900 |
78.015 |
-0.160 |
4,974 |
56,923 |
+510 |
| Jun10 |
091228 |
78.325 |
78.365 |
78.325 |
78.365 |
-0.150 |
2 |
4,915 |
+2 |
| Sep10 |
091228 |
78.365 |
78.365 |
78.365 |
78.365 |
-0.150 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
4,976 |
61,839 |
+512 |
| Australian Dollar(CME) |
| Mar10 |
091228 |
87.65 |
88.20 |
87.56 |
87.99 |
+0.29 |
14,711 |
92,860 |
-170 |
| Jun10 |
091228 |
86.74 |
87.26 |
86.71 |
87.09 |
+0.29 |
17 |
169 |
-9 |
| Sep10 |
091228 |
86.19 |
86.19 |
85.90 |
86.19 |
+0.29 |
0 |
18 |
+0 |
| Total Volume and Open Interest |
14,728 |
93,047 |
-179 |
| British Pound(CME) |
| Mar10 |
091228 |
159.39 |
160.09 |
159.24 |
159.94 |
+0.56 |
23,530 |
75,110 |
-47 |
| Jun10 |
091228 |
159.30 |
159.98 |
159.18 |
159.87 |
+0.57 |
71 |
423 |
-7 |
| Sep10 |
091228 |
159.80 |
159.80 |
159.22 |
159.80 |
+0.58 |
0 |
71 |
+0 |
| Total Volume and Open Interest |
23,601 |
75,607 |
-54 |
| Canadian Dollar(CME) |
| Mar10 |
091228 |
95.38 |
95.99 |
95.22 |
95.89 |
+0.61 |
22,714 |
86,729 |
+1,261 |
| Jun10 |
091228 |
95.45 |
95.95 |
95.26 |
95.87 |
+0.61 |
75 |
1,174 |
-14 |
| Sep10 |
091228 |
95.80 |
95.91 |
95.24 |
95.85 |
+0.61 |
2 |
616 |
+2 |
| Dec10 |
091228 |
95.77 |
95.77 |
95.16 |
95.77 |
+0.61 |
0 |
457 |
+0 |
| Total Volume and Open Interest |
22,791 |
89,033 |
+1,249 |
| Japanese Yen(CME) |
| Mar10 |
091228 |
109.25 |
109.44 |
108.96 |
109.21 |
+0.06 |
27,479 |
94,468 |
+1,703 |
| Jun10 |
091228 |
109.04 |
109.46 |
109.04 |
109.30 |
+0.06 |
2 |
258 |
+1 |
| Sep10 |
091228 |
109.48 |
109.48 |
109.40 |
109.48 |
+0.08 |
0 |
180 |
+0 |
| Total Volume and Open Interest |
27,481 |
94,928 |
+1,704 |
| Swiss Franc(CME) |
| Mar10 |
091228 |
96.54 |
96.87 |
96.29 |
96.65 |
+0.36 |
15,245 |
33,565 |
+1,407 |
| Jun10 |
091228 |
96.97 |
96.97 |
96.37 |
96.73 |
+0.36 |
0 |
27 |
+0 |
| Sep10 |
091228 |
96.87 |
96.87 |
96.51 |
96.87 |
+0.36 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
15,245 |
33,596 |
+1,407 |
| EuroFX(CME) |
| Mar10 |
091228 |
143.72 |
144.11 |
143.49 |
143.80 |
+0.27 |
57,193 |
130,684 |
-1,005 |
| Jun10 |
091228 |
143.75 |
144.02 |
143.48 |
143.76 |
+0.28 |
35 |
1,056 |
+2 |
| Sep10 |
091228 |
143.00 |
143.70 |
143.00 |
143.70 |
+0.30 |
0 |
655 |
+0 |
| Total Volume and Open Interest |
57,228 |
132,406 |
-1,003 |
| Mexican Peso(CME) |
| Jan10 |
091228 |
764.0 |
774.8 |
764.0 |
764.0 |
-10.8 |
|
|
|
| Feb10 |
091228 |
762.5 |
773.2 |
762.5 |
762.5 |
-10.8 |
0 |
3 |
+0 |
| Total Volume and Open Interest |
3,385 |
102,987 |
-598 |
| 30-Year T-Bonds(CBOT) |
| Mar10 |
091228 |
115~100 |
115~120 |
114~260 |
115~000 |
-0~070 |
40,558 |
658,660 |
-10,063 |
| Jun10 |
091228 |
113~160 |
113~210 |
113~160 |
113~170 |
-0~080 |
22 |
112 |
+15 |
| Sep10 |
091228 |
112~020 |
112~110 |
112~020 |
112~020 |
-0~090 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
40,580 |
658,773 |
-10,048 |
| 10-Year T-Notes(CBOT) |
| Mar10 |
091228 |
115~240 |
115~250 |
115~105 |
115~165 |
-0~065 |
117,262 |
1,107,337 |
-36,084 |
| Jun10 |
091228 |
114~100 |
114~100 |
114~010 |
114~035 |
-0~065 |
2 |
29 |
+1 |
| Sep10 |
091228 |
112~225 |
112~290 |
112~225 |
112~225 |
-0~065 |
|
|
|
| Total Volume and Open Interest |
117,264 |
1,107,366 |
-36,083 |
| 5-Year T-Notes(CBOT) |
| Mar10 |
091228 |
114~097 |
114~101 |
114~061 |
114~073 |
-0~026 |
52,570 |
787,733 |
-4,860 |
| Jun10 |
091228 |
113~056 |
113~083 |
113~056 |
113~056 |
-0~027 |
0 |
1 |
+0 |
| Sep10 |
091228 |
112~039 |
112~067 |
112~039 |
112~039 |
-0~028 |
|
|
|
| Total Volume and Open Interest |
52,878 |
801,244 |
-4,996 |
| 2 Year T-Notes(CBOT) |
| Mar10 |
091228 |
108~044 |
108~046 |
108~025 |
108~027 |
-0~017 |
40,087 |
856,689 |
-10,465 |
| Jun10 |
091228 |
107~100 |
107~102 |
107~088 |
107~088 |
-0~014 |
36 |
7,996 |
+36 |
| Sep10 |
091228 |
107~021 |
107~032 |
107~021 |
107~021 |
-0~011 |
|
|
|
| Total Volume and Open Interest |
40,671 |
873,146 |
-10,976 |
| Eurodollars(CME) |
| Mar10 |
091228 |
99.640 |
99.640 |
99.605 |
99.615 |
-0.020 |
41,198 |
1,160,843 |
-4,806 |
| Jun10 |
091228 |
99.340 |
99.350 |
99.290 |
99.305 |
-0.035 |
80,770 |
867,636 |
-10,661 |
| Sep10 |
091228 |
98.965 |
98.965 |
98.900 |
98.915 |
-0.040 |
75,639 |
690,445 |
+3,147 |
| Dec10 |
091228 |
98.580 |
98.580 |
98.490 |
98.505 |
-0.055 |
76,085 |
758,761 |
-11,431 |
| Mar11 |
091228 |
98.180 |
98.185 |
98.095 |
98.115 |
-0.065 |
65,211 |
501,847 |
-3,379 |
| Jun11 |
091228 |
97.790 |
97.815 |
97.715 |
97.735 |
-0.070 |
40,411 |
537,215 |
-642 |
| Sep11 |
091228 |
97.470 |
97.470 |
97.370 |
97.385 |
-0.075 |
32,060 |
481,527 |
-346 |
| Dec11 |
091228 |
97.125 |
97.130 |
97.040 |
97.060 |
-0.075 |
25,560 |
303,830 |
-1,837 |
| Mar12 |
091228 |
96.835 |
96.840 |
96.745 |
96.765 |
-0.075 |
12,614 |
226,696 |
-3,149 |
| Jun12 |
091228 |
96.540 |
96.555 |
96.460 |
96.480 |
-0.070 |
10,810 |
192,880 |
+156 |
| Sep12 |
091228 |
96.280 |
96.295 |
96.200 |
96.225 |
-0.070 |
6,350 |
110,940 |
+284 |
| Dec12 |
091228 |
96.055 |
96.055 |
95.965 |
95.985 |
-0.070 |
3,602 |
98,121 |
-378 |
| Mar13 |
091228 |
95.840 |
95.850 |
95.785 |
95.805 |
-0.070 |
1,561 |
61,825 |
+43 |
| Jun13 |
091228 |
95.645 |
95.675 |
95.615 |
95.635 |
-0.065 |
1,361 |
58,240 |
+36 |
| Sep13 |
091228 |
95.475 |
95.510 |
95.455 |
95.470 |
-0.065 |
1,790 |
57,664 |
-358 |
| Dec13 |
091228 |
95.365 |
95.365 |
95.290 |
95.305 |
-0.065 |
708 |
37,589 |
+68 |
| Mar14 |
091228 |
95.185 |
95.215 |
95.170 |
95.180 |
-0.065 |
690 |
31,626 |
+104 |
| Jun14 |
091228 |
95.060 |
95.090 |
95.040 |
95.060 |
-0.060 |
656 |
27,577 |
-107 |
| Total Volume and Open Interest |
481,521 |
6,447,215 |
-34,115 |
| 30 Day Federal Funds(CBOT) |
| Dec09 |
091228 |
99.880 |
99.880 |
99.875 |
99.878 |
+0.003 |
1,372 |
74,985 |
-19 |
| Jan10 |
091228 |
99.855 |
99.855 |
99.835 |
99.850 |
unch |
4,447 |
65,249 |
+2,221 |
| Feb10 |
091228 |
99.835 |
99.840 |
99.805 |
99.820 |
-0.015 |
2,883 |
89,311 |
-373 |
| Mar10 |
091228 |
99.810 |
99.815 |
99.785 |
99.790 |
-0.020 |
1,276 |
57,246 |
+491 |
| Apr10 |
091228 |
99.785 |
99.795 |
99.760 |
99.765 |
-0.025 |
2,061 |
60,236 |
-419 |
| May10 |
091228 |
99.735 |
99.735 |
99.705 |
99.715 |
-0.020 |
2,901 |
56,562 |
+1,418 |
| Total Volume and Open Interest |
20,867 |
537,445 |
+2,303 |
| 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 |
091228 |
99.625 |
99.625 |
99.625 |
99.625 |
unch |
0 |
433 |
+0 |
| Jun10 |
091228 |
99.660 |
99.660 |
99.660 |
99.660 |
unch |
0 |
80 |
+0 |
| Sep10 |
091228 |
99.680 |
99.680 |
99.680 |
99.680 |
unch |
0 |
230 |
+0 |
| Dec10 |
091228 |
99.670 |
99.670 |
99.670 |
99.670 |
unch |
0 |
242 |
+0 |
| Mar11 |
091228 |
99.585 |
99.585 |
99.585 |
99.585 |
unch |
|
|
|
| Jun11 |
091228 |
99.560 |
99.560 |
99.560 |
99.560 |
unch |
|
|
|
| Sep11 |
091228 |
99.560 |
99.560 |
99.560 |
99.560 |
unch |
|
|
|
| Dec11 |
091228 |
99.365 |
99.365 |
99.365 |
99.365 |
unch |
|
|
|
| Mar12 |
091228 |
99.330 |
99.330 |
99.330 |
99.330 |
unch |
|
|
|
| Jun12 |
091228 |
99.380 |
99.380 |
99.380 |
99.380 |
unch |
|
|
|
| Total Volume and Open Interest |
0 |
985 |
+0 |
| 3-Mth Euro-Yen(SGX) |
| Mar10 |
091228 |
99.62 |
99.62 |
99.62 |
99.62 |
unch |
0 |
3,743 |
+0 |
| Jun10 |
091228 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
1,729 |
+0 |
| Sep10 |
091228 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
1,591 |
+0 |
| Dec10 |
091228 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
1,281 |
+0 |
| Mar11 |
091228 |
99.58 |
99.58 |
99.58 |
99.58 |
unch |
0 |
662 |
+0 |
| Jun11 |
091228 |
99.56 |
99.56 |
99.56 |
99.56 |
unch |
0 |
52 |
+0 |
| Sep11 |
091228 |
99.56 |
99.56 |
99.56 |
99.56 |
unch |
0 |
51 |
+0 |
| Dec11 |
091228 |
99.36 |
99.36 |
99.36 |
99.36 |
unch |
0 |
101 |
+0 |
| Total Volume and Open Interest |
0 |
10,581 |
+0 |
| Japanese Gov't Bonds(SGX) |
| Mar10 |
091228 |
139.72 |
139.74 |
139.33 |
139.36 |
-0.40 |
229 |
17,602 |
-747 |
| Jun10 |
091228 |
139.36 |
139.36 |
139.36 |
139.36 |
-0.40 |
|
|
|
| Sep10 |
091228 |
139.36 |
139.36 |
139.36 |
139.36 |
-0.40 |
|
|
|
| Total Volume and Open Interest |
229 |
17,602 |
-747 |
| Euro-Bund(EUREX) |
| Mar10 |
091228 |
121.40 |
121.70 |
121.28 |
121.42 |
-0.47 |
311,002 |
820,595 |
-31,445 |
| Jun10 |
091228 |
120.12 |
120.30 |
120.05 |
120.05 |
-0.46 |
64 |
55 |
+1 |
| Sep10 |
091228 |
119.62 |
119.62 |
119.62 |
119.62 |
-0.47 |
|
|
|
| Total Volume and Open Interest |
311,066 |
820,650 |
-31,444 |
| Euro-Bobl(EUREX) |
| Mar10 |
091228 |
116.08 |
116.17 |
115.88 |
116.03 |
-0.31 |
221,478 |
695,197 |
-6,645 |
| Jun10 |
091228 |
114.53 |
114.53 |
114.53 |
114.53 |
-0.31 |
3 |
2 |
-3 |
| Sep10 |
091228 |
114.33 |
114.33 |
114.33 |
114.33 |
-0.31 |
|
|
|
| Total Volume and Open Interest |
221,481 |
695,199 |
-6,648 |
| 3-Mth Euribor(EUREX) |
| Dec09 |
091214 |
99.285 |
99.290 |
99.285 |
99.285 |
unch |
135 |
8,689 |
-127 |
| Mar10 |
091228 |
99.220 |
99.230 |
99.220 |
99.230 |
-0.005 |
3,582 |
15,342 |
+3,170 |
| Jun10 |
091228 |
98.900 |
98.900 |
98.895 |
98.900 |
-0.025 |
1,532 |
7,484 |
+20 |
| Total Volume and Open Interest |
5,622 |
29,170 |
+3,376 |
| Long Gilt(LIFFE) |
| Dec09 |
091228 |
0~00 |
0~00 |
0~00 |
0~00 |
unch |
983 |
7,271 |
+0 |
| Mar10 |
091228 |
0~00 |
0~00 |
0~00 |
0~00 |
unch |
|
|
|
| Total Volume and Open Interest |
|
|
|
| 3-Mth Short Sterling(LIFFE) |
| Mar10 |
091228 |
0.00 |
0.00 |
0.00 |
0.00 |
unch |
|
|
|
| Jun10 |
091228 |
0.00 |
0.00 |
0.00 |
0.00 |
unch |
|
|
|
| Sep10 |
091228 |
0.00 |
0.00 |
0.00 |
0.00 |
unch |
|
|
|
| Dec10 |
091228 |
0.00 |
0.00 |
0.00 |
0.00 |
unch |
|
|
|
| Mar11 |
091228 |
0.00 |
0.00 |
0.00 |
0.00 |
unch |
|
|
|
| Jun11 |
091228 |
0.00 |
0.00 |
0.00 |
0.00 |
unch |
|
|
|
| Total Volume and Open Interest |
|
|
|
| 3-Mth Euribor(LIFFE) |
| Mar10 |
091228 |
99.235 |
99.235 |
99.220 |
99.230 |
unch |
25,284 |
765,453 |
+11,694 |
| Jun10 |
091228 |
98.905 |
98.925 |
98.890 |
98.900 |
-0.010 |
14,908 |
767,081 |
+8,457 |
| Sep10 |
091228 |
98.580 |
98.615 |
98.560 |
98.570 |
-0.010 |
15,431 |
596,914 |
+9,616 |
| Total Volume and Open Interest |
97,678 |
3,606,478 |
+50,106 |
| 3-Mth Aus T-Bills(SFE) |
| Mar10 |
091224 |
95.60 |
95.63 |
95.58 |
95.63 |
+0.02 |
4,797 |
275,334 |
-3,153 |
| Jun10 |
091224 |
95.26 |
95.31 |
95.25 |
95.27 |
unch |
1,669 |
163,330 |
-35 |
| Sep10 |
091224 |
95.04 |
95.07 |
94.99 |
95.01 |
unch |
1,384 |
89,488 |
-682 |
| Dec10 |
091224 |
94.84 |
94.84 |
94.78 |
94.80 |
unch |
233 |
74,030 |
-7 |
| Mar11 |
091224 |
94.64 |
94.64 |
94.58 |
94.58 |
unch |
116 |
27,790 |
+68 |
| Jun11 |
091224 |
94.47 |
94.47 |
94.40 |
94.40 |
-0.01 |
220 |
22,563 |
+99 |
| Sep11 |
091224 |
94.26 |
94.26 |
94.26 |
94.26 |
-0.01 |
5 |
16,759 |
-45 |
| Dec11 |
091224 |
94.15 |
94.15 |
94.15 |
94.15 |
-0.02 |
5 |
7,937 |
+5 |
| Mar12 |
091224 |
94.09 |
94.09 |
94.09 |
94.09 |
-0.02 |
0 |
3,005 |
+0 |
| Jun12 |
091224 |
94.05 |
94.05 |
94.05 |
94.05 |
-0.02 |
100 |
1,186 |
+0 |
| Total Volume and Open Interest |
8,629 |
682,307 |
-3,650 |
| 10-Year Aus T-Bonds(SFE) |
| Mar10 |
091224 |
94.34 |
94.40 |
94.29 |
94.31 |
-0.03 |
6,788 |
296,583 |
-1,955 |
| Jun10 |
091224 |
94.31 |
94.31 |
94.31 |
94.31 |
-0.03 |
|
|
|
| Total Volume and Open Interest |
6,788 |
296,583 |
-1,955 |
| 3-Year Aus T-Bonds(SFE) |
| Mar10 |
091224 |
94.99 |
95.07 |
94.97 |
95.01 |
+0.03 |
16,767 |
387,216 |
+7,174 |
| Jun10 |
091224 |
95.01 |
95.01 |
95.01 |
95.01 |
+0.03 |
|
|
|
| Total Volume and Open Interest |
16,767 |
387,216 |
+7,174 |
| Gold(CMX) |
| Dec09 |
091228 |
1111.8 |
1111.9 |
1102.8 |
1107.2 |
+3.1 |
127 |
450 |
-147 |
| Feb10 |
091228 |
1108.0 |
1114.5 |
1102.1 |
1107.9 |
+3.1 |
56,912 |
322,941 |
-3,615 |
| Apr10 |
091228 |
1110.4 |
1115.6 |
1103.5 |
1109.3 |
+3.2 |
3,603 |
46,005 |
-821 |
| Jun10 |
091228 |
1110.0 |
1117.0 |
1105.0 |
1110.5 |
+3.2 |
1,503 |
32,840 |
-512 |
| Aug10 |
091228 |
1115.0 |
1115.0 |
1108.4 |
1111.8 |
+3.3 |
1,175 |
15,828 |
+924 |
| Oct10 |
091228 |
1119.0 |
1119.0 |
1113.6 |
1113.6 |
+3.4 |
14 |
4,196 |
-5 |
| Dec10 |
091228 |
1116.0 |
1122.0 |
1110.6 |
1115.7 |
+3.5 |
1,296 |
23,075 |
-992 |
| Feb11 |
091228 |
1118.8 |
1118.8 |
1114.2 |
1118.4 |
+3.5 |
31 |
4,319 |
-4 |
| Apr11 |
091228 |
1117.5 |
1121.5 |
1117.5 |
1121.5 |
+3.7 |
1 |
3,665 |
-1 |
| Jun11 |
091228 |
465.3 |
469.7 |
465.1 |
469.7 |
+3.9 |
0 |
8,030 |
+0 |
| Aug11 |
091228 |
1124.6 |
1129.1 |
1124.5 |
1129.1 |
+4.0 |
0 |
867 |
+0 |
| Oct11 |
091228 |
1128.8 |
1133.6 |
1128.5 |
1133.6 |
+4.2 |
0 |
604 |
+0 |
| Total Volume and Open Interest |
67,369 |
495,276 |
-7,343 |
| Silver(CMX) |
| Dec09 |
091228 |
1758.0 |
1758.5 |
1753.5 |
1754.3 |
+12.0 |
20 |
61 |
-11 |
| Mar10 |
091228 |
1755.0 |
1769.0 |
1745.5 |
1756.0 |
+12.0 |
8,657 |
77,027 |
+94 |
| May10 |
091228 |
1758.5 |
1766.5 |
1751.0 |
1758.3 |
+12.0 |
104 |
13,123 |
+30 |
| Jul10 |
091228 |
1764.0 |
1765.0 |
1753.0 |
1760.4 |
+12.1 |
46 |
8,473 |
+22 |
| Sep10 |
091228 |
1764.0 |
1764.0 |
1757.0 |
1762.6 |
+12.2 |
55 |
2,682 |
-2 |
| Dec10 |
091228 |
1773.0 |
1773.0 |
1758.5 |
1766.2 |
+12.5 |
190 |
9,628 |
+9 |
| Mar11 |
091228 |
1772.0 |
1772.0 |
1770.3 |
1770.3 |
+12.7 |
57 |
553 |
-24 |
| Total Volume and Open Interest |
9,256 |
122,448 |
+150 |
| Platinum(NYMEX) |
| Jan10 |
091228 |
1471.0 |
1492.2 |
1468.8 |
1480.3 |
+12.4 |
2,226 |
4,910 |
-1,200 |
| Apr10 |
091228 |
1479.9 |
1498.8 |
1475.0 |
1489.7 |
+15.7 |
3,132 |
26,611 |
+740 |
| Jul10 |
091228 |
1500.0 |
1500.0 |
1492.5 |
1493.6 |
+16.1 |
7 |
497 |
+4 |
| Oct10 |
091228 |
1496.7 |
1496.7 |
1496.7 |
1496.7 |
+16.1 |
0 |
13 |
+0 |
| Total Volume and Open Interest |
5,365 |
32,034 |
-456 |
| Palladium(NYMEX) |
| Dec09 |
091228 |
386.85 |
386.85 |
386.85 |
386.85 |
-0.80 |
8 |
4 |
-8 |
| Mar10 |
091228 |
388.25 |
393.50 |
382.20 |
388.85 |
-0.80 |
1,690 |
22,119 |
+133 |
| Jun10 |
091228 |
387.30 |
391.00 |
387.30 |
389.75 |
-0.60 |
97 |
264 |
+56 |
| Total Volume and Open Interest |
1,796 |
22,392 |
+181 |
| Copper(CMX) |
| Dec09 |
091228 |
330.20 |
331.80 |
328.60 |
331.65 |
+4.55 |
264 |
648 |
-271 |
| Mar10 |
091228 |
329.40 |
334.40 |
328.00 |
333.65 |
+4.40 |
12,916 |
113,132 |
+2,966 |
| May10 |
091228 |
330.90 |
335.40 |
330.90 |
335.05 |
+4.40 |
293 |
19,300 |
+105 |
| Jul10 |
091228 |
330.75 |
336.05 |
330.75 |
336.05 |
+4.35 |
151 |
6,956 |
+104 |
| Sep10 |
091228 |
336.55 |
336.60 |
336.55 |
336.55 |
+4.35 |
1 |
4,309 |
+0 |
| Total Volume and Open Interest |
14,287 |
152,632 |
+3,055 |
| DJIA Index(CBOT) |
| Mar10 |
091228 |
10465 |
10495 |
10442 |
10487 |
+21 |
278 |
8,178 |
-59 |
| Jun10 |
091228 |
10425 |
10425 |
10404 |
10425 |
+21 |
0 |
11 |
+0 |
| Sep10 |
091228 |
10367 |
10367 |
10346 |
10367 |
+21 |
|
|
|
| Dec10 |
091228 |
10317 |
10317 |
10296 |
10317 |
+21 |
|
|
|
| Total Volume and Open Interest |
278 |
8,189 |
-59 |
| S & P 500(CME) |
| Mar10 |
091228 |
1120.70 |
1126.00 |
1117.70 |
1123.10 |
+1.10 |
5,656 |
318,268 |
+1,249 |
| Jun10 |
091228 |
1118.40 |
1122.30 |
1113.30 |
1118.40 |
+1.10 |
1 |
2,132 |
+1 |
| Sep10 |
091228 |
1114.00 |
1117.90 |
1108.90 |
1114.00 |
+1.10 |
24 |
55 |
+20 |
| Dec10 |
091228 |
1110.50 |
1114.40 |
1105.40 |
1110.50 |
+1.10 |
0 |
6 |
+0 |
| Total Volume and Open Interest |
5,681 |
320,462 |
+1,270 |
| S & P 500 E-Mini(Globex) |
| Mar10 |
091228 |
1120.50 |
1126.25 |
1117.50 |
1123.00 |
+1.00 |
248,984 |
2,394,340 |
+17,990 |
| Jun10 |
091228 |
1115.25 |
1121.00 |
1113.00 |
1118.50 |
+1.25 |
256 |
797 |
+38 |
| Total Volume and Open Interest |
249,240 |
2,395,214 |
+18,028 |
| NASDAQ 100(CME) |
| Mar10 |
091228 |
1866.00 |
1882.00 |
1863.30 |
1874.50 |
+6.50 |
1,294 |
10,042 |
+203 |
| Jun10 |
091228 |
1872.50 |
1872.50 |
1871.00 |
1872.50 |
+6.50 |
0 |
10 |
+0 |
| Sep10 |
091228 |
1871.50 |
1871.50 |
1870.00 |
1871.50 |
+6.50 |
|
|
|
| Total Volume and Open Interest |
1,294 |
10,052 |
+203 |
| NASDAQ 100 E-Mini(Globex) |
| Mar10 |
091228 |
1867.50 |
1881.50 |
1862.80 |
1874.50 |
+6.50 |
66,098 |
283,220 |
+3,774 |
| Jun10 |
091228 |
1868.80 |
1878.80 |
1865.50 |
1872.50 |
+6.50 |
49 |
644 |
+10 |
| Total Volume and Open Interest |
66,147 |
283,866 |
+3,784 |
| S & P Midcap 400(CME) |
| Mar10 |
091228 |
741.00 |
741.00 |
735.50 |
736.50 |
-1.60 |
8 |
1,509 |
+0 |
| Jun10 |
091228 |
734.50 |
734.50 |
734.40 |
734.50 |
-1.60 |
|
|
|
| Sep10 |
091228 |
732.50 |
732.50 |
732.40 |
732.50 |
-1.60 |
|
|
|
| Total Volume and Open Interest |
8 |
1,509 |
+0 |
| Russell 2000 E-Mini(Globex) |
| Nikkei 225(CME) |
| Mar10 |
091228 |
10675 |
10710 |
10635 |
10660 |
+85 |
1,265 |
24,196 |
-474 |
| Jun10 |
091228 |
10660 |
10660 |
10575 |
10660 |
+85 |
|
|
|
| Total Volume and Open Interest |
1,265 |
24,196 |
-474 |
| Nikkei 225(SGX) |
| Mar10 |
091228 |
10520 |
10670 |
10485 |
10630 |
+130 |
22,757 |
156,057 |
+2,343 |
| Jun10 |
091228 |
10575 |
10575 |
10575 |
10575 |
+130 |
0 |
1,319 |
+0 |
| Sep10 |
091228 |
10580 |
10580 |
10580 |
10580 |
+130 |
0 |
55 |
+0 |
| Total Volume and Open Interest |
23,627 |
166,354 |
+3,103 |
| CAC 40(EURONEXT) |
| Jan10 |
091228 |
3953.0 |
3959.0 |
3936.0 |
3948.0 |
+34.0 |
8,030 |
319,483 |
-11,963 |
| Feb10 |
091228 |
3948.5 |
3948.5 |
3937.0 |
3948.0 |
+33.5 |
0 |
172 |
+1 |
| Mar10 |
091228 |
3955.0 |
3955.5 |
3938.5 |
3949.5 |
+34.0 |
1,804 |
49,963 |
+0 |
| Total Volume and Open Interest |
56,370 |
383,430 |
+0 |
| Hang Seng Index(HKFE) |
| Dec09 |
091228 |
21698 |
21748 |
21430 |
21467 |
-73 |
36,767 |
49,433 |
-10,504 |
| Jan10 |
091228 |
21655 |
21737 |
21421 |
21465 |
-62 |
13,198 |
47,233 |
+10,696 |
| Total Volume and Open Interest |
50,104 |
98,853 |
+586 |
| DAX(EUREX) |
| Dec09 |
091218 |
5856.0 |
5901.0 |
5844.5 |
5883.5 |
+27.0 |
170,256 |
112,043 |
-27,770 |
| Mar10 |
091228 |
6035.0 |
6036.0 |
5987.5 |
6010.5 |
+52.5 |
58,370 |
141,011 |
+1,679 |
| Jun10 |
091228 |
6040.0 |
6040.0 |
6000.0 |
6020.0 |
+52.0 |
421 |
8,015 |
-58 |
| Total Volume and Open Interest |
58,791 |
149,026 |
+1,621 |
| FT-SE 100(EURONEXT) |
| Mar10 |
091228 |
0.00 |
0.00 |
0.00 |
0.00 |
unch |
|
|
|
| Jun10 |
091228 |
0.00 |
0.00 |
0.00 |
0.00 |
unch |
|
|
|
| Sep10 |
091228 |
0.00 |
0.00 |
0.00 |
0.00 |
unch |
|
|
|
| Total Volume and Open Interest |
|
|
|
| SPI 200(SFE) |
| Dec09 |
091217 |
4654.0 |
4693.0 |
4644.0 |
4688.0 |
+34.0 |
14,825 |
91,334 |
-59,078 |
| Mar10 |
091224 |
4748.0 |
4814.0 |
4738.0 |
4814.0 |
+74.0 |
12,847 |
184,671 |
-133 |
| Jun10 |
091224 |
4804.0 |
4836.0 |
4804.0 |
4836.0 |
+77.0 |
4 |
1,493 |
+4 |
| Total Volume and Open Interest |
12,851 |
187,986 |
-129 |
| GSCI(CME) |
| Jan10 |
091228 |
520.00 |
523.75 |
520.00 |
522.50 |
+8.00 |
146 |
17,851 |
+124 |
| Feb10 |
091228 |
527.50 |
527.50 |
517.95 |
527.50 |
+9.50 |
0 |
12 |
+0 |
| Mar10 |
091228 |
532.00 |
532.00 |
522.95 |
532.00 |
+9.00 |
|
|
|
| Total Volume and Open Interest |
146 |
17,863 |
+124 |
| 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. |
|
|