|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Tue December 29, 2009 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Jan10 |
091229 |
1028.75 |
1040.00 |
1020.25 |
1038.00 |
+9.00 |
48,111 |
36,695 |
-13,536 |
| Mar10 |
091229 |
1038.00 |
1049.25 |
1028.75 |
1047.00 |
+9.00 |
52,955 |
203,827 |
+3,471 |
| May10 |
091229 |
1043.00 |
1053.75 |
1033.50 |
1052.50 |
+8.75 |
9,881 |
54,966 |
-499 |
| Jul10 |
091229 |
1047.50 |
1058.25 |
1039.50 |
1057.00 |
+8.25 |
7,523 |
54,601 |
+68 |
| Aug10 |
091229 |
1042.25 |
1052.50 |
1042.25 |
1052.50 |
+8.25 |
225 |
1,729 |
-8 |
| Sep10 |
091229 |
1022.50 |
1035.00 |
1019.50 |
1034.00 |
+7.00 |
463 |
1,173 |
+41 |
| Nov10 |
091229 |
1008.00 |
1019.50 |
1002.00 |
1018.00 |
+8.00 |
3,883 |
64,295 |
-46 |
| Total Volume and Open Interest |
123,605 |
425,224 |
-10,289 |
| Soybean Meal(CBOT) |
| Jan10 |
091229 |
310.00 |
316.30 |
306.60 |
314.90 |
+4.50 |
15,300 |
15,105 |
-6,162 |
| Mar10 |
091229 |
304.00 |
309.30 |
301.00 |
307.60 |
+2.70 |
21,230 |
67,025 |
+977 |
| May10 |
091229 |
300.40 |
305.50 |
297.80 |
304.10 |
+2.20 |
2,867 |
26,549 |
-198 |
| Jul10 |
091229 |
301.10 |
306.20 |
298.70 |
304.70 |
+2.00 |
1,250 |
21,138 |
-96 |
| Aug10 |
091229 |
299.00 |
304.00 |
299.00 |
303.40 |
+2.20 |
116 |
4,825 |
-5 |
| Sep10 |
091229 |
295.50 |
300.50 |
293.10 |
299.40 |
+2.20 |
424 |
5,736 |
+34 |
| Oct10 |
091229 |
286.20 |
291.50 |
285.60 |
290.30 |
+1.60 |
82 |
2,837 |
-10 |
| Dec10 |
091229 |
285.20 |
289.60 |
283.30 |
289.10 |
+1.40 |
534 |
12,241 |
-121 |
| Total Volume and Open Interest |
41,809 |
156,751 |
-5,581 |
| Soybean Oil(CBOT) |
| Jan10 |
091229 |
39.42 |
39.57 |
39.21 |
39.43 |
-0.20 |
15,122 |
33,325 |
-309 |
| Mar10 |
091229 |
39.90 |
39.99 |
39.62 |
39.85 |
-0.20 |
25,616 |
110,358 |
+2,900 |
| May10 |
091229 |
40.26 |
40.37 |
39.74 |
40.23 |
-0.20 |
4,119 |
29,289 |
+1,143 |
| Jul10 |
091229 |
40.66 |
40.74 |
40.38 |
40.60 |
-0.20 |
1,008 |
19,347 |
-71 |
| Aug10 |
091229 |
40.63 |
40.96 |
40.60 |
40.76 |
-0.20 |
110 |
2,338 |
+17 |
| Sep10 |
091229 |
40.81 |
41.01 |
40.65 |
40.90 |
-0.20 |
286 |
1,829 |
+38 |
| Oct10 |
091229 |
40.98 |
41.20 |
40.76 |
41.00 |
-0.20 |
74 |
1,469 |
-9 |
| Dec10 |
091229 |
41.21 |
41.48 |
41.04 |
41.30 |
-0.18 |
235 |
14,693 |
+42 |
| Total Volume and Open Interest |
46,570 |
212,745 |
+3,751 |
| Canola(WCE) |
| Jan10 |
091229 |
401.7 |
405.7 |
401.7 |
404.5 |
+5.8 |
2,277 |
2,127 |
-954 |
| Mar10 |
091229 |
408.1 |
411.9 |
406.1 |
410.8 |
+7.2 |
9,925 |
79,667 |
+119 |
| May10 |
091229 |
413.3 |
417.1 |
412.0 |
416.7 |
+6.8 |
264 |
5,832 |
+63 |
| Jul10 |
091229 |
417.8 |
422.6 |
417.8 |
421.8 |
+6.6 |
189 |
6,470 |
+79 |
| Nov10 |
091229 |
418.0 |
423.7 |
418.0 |
421.1 |
+3.8 |
213 |
5,444 |
+13 |
| Total Volume and Open Interest |
12,918 |
99,938 |
-680 |
| Corn(CBOT) |
| Mar10 |
091229 |
415.00 |
418.00 |
413.25 |
417.00 |
+1.00 |
75,665 |
482,797 |
+7,283 |
| May10 |
091229 |
425.00 |
427.75 |
423.25 |
427.00 |
+1.00 |
14,570 |
121,733 |
+613 |
| Jul10 |
091229 |
433.50 |
436.25 |
432.00 |
435.50 |
+0.75 |
10,645 |
108,059 |
+1,855 |
| Sep10 |
091229 |
439.00 |
441.00 |
437.25 |
439.75 |
-0.25 |
1,241 |
33,249 |
+270 |
| Dec10 |
091229 |
444.50 |
446.25 |
442.50 |
445.25 |
-0.50 |
12,632 |
197,807 |
+3,683 |
| Mar11 |
091229 |
453.25 |
455.00 |
448.25 |
454.25 |
-0.75 |
773 |
13,319 |
+18 |
| Total Volume and Open Interest |
116,444 |
978,267 |
+14,346 |
| Wheat(CBOT) |
| Mar10 |
091229 |
550.00 |
554.75 |
540.00 |
541.00 |
-9.75 |
30,953 |
181,606 |
-1,373 |
| May10 |
091229 |
563.00 |
568.00 |
553.25 |
554.50 |
-9.50 |
1,864 |
42,550 |
+117 |
| Jul10 |
091229 |
572.75 |
578.50 |
565.00 |
566.25 |
-8.75 |
2,367 |
64,033 |
+122 |
| Sep10 |
091229 |
592.00 |
592.00 |
580.75 |
581.00 |
-8.50 |
417 |
16,133 |
-29 |
| Dec10 |
091229 |
607.50 |
615.75 |
602.50 |
604.25 |
-8.25 |
1,673 |
49,152 |
+582 |
| Total Volume and Open Interest |
37,454 |
358,572 |
-556 |
| Wheat(KCBT) |
| Mar10 |
091229 |
545.00 |
548.50 |
535.75 |
538.00 |
-8.00 |
6,700 |
61,544 |
-129 |
| May10 |
091229 |
553.50 |
560.00 |
547.50 |
549.75 |
-8.00 |
724 |
13,122 |
+43 |
| Jul10 |
091229 |
563.75 |
572.00 |
559.75 |
562.50 |
-7.25 |
1,146 |
30,058 |
+358 |
| Sep10 |
091229 |
581.00 |
583.00 |
573.00 |
574.00 |
-7.25 |
48 |
3,206 |
+24 |
| Dec10 |
091229 |
598.50 |
601.75 |
591.25 |
593.00 |
-7.25 |
970 |
35,694 |
+52 |
| Total Volume and Open Interest |
9,607 |
144,523 |
+359 |
| Wheat(MGE) |
| Mar10 |
091229 |
554.75 |
557.50 |
547.00 |
549.00 |
-7.75 |
2,065 |
20,502 |
+654 |
| May10 |
091229 |
565.00 |
569.00 |
560.75 |
561.50 |
-7.00 |
217 |
5,985 |
+556 |
| Jul10 |
091229 |
575.50 |
581.00 |
572.75 |
573.25 |
-7.00 |
116 |
9,356 |
+349 |
| Sep10 |
091229 |
590.00 |
592.25 |
585.00 |
585.50 |
-7.25 |
75 |
3,300 |
+14 |
| Dec10 |
091229 |
609.75 |
610.00 |
600.75 |
603.00 |
-6.75 |
115 |
7,745 |
+51 |
| Total Volume and Open Interest |
2,613 |
47,289 |
+1,647 |
| Oats(CBOT) |
| Mar10 |
091229 |
265.00 |
269.00 |
262.50 |
269.00 |
+4.00 |
443 |
9,502 |
+82 |
| May10 |
091229 |
272.25 |
277.75 |
272.25 |
277.75 |
+4.50 |
37 |
894 |
-1 |
| Jul10 |
091229 |
281.50 |
285.75 |
281.50 |
285.75 |
+4.00 |
3 |
806 |
+0 |
| Sep10 |
091229 |
290.50 |
294.50 |
290.50 |
294.50 |
+4.00 |
2 |
350 |
-2 |
| Total Volume and Open Interest |
498 |
12,041 |
+90 |
| Rough Rice(CBOT) |
| Jan10 |
091229 |
14.70 |
14.73 |
14.45 |
14.57 |
-0.13 |
569 |
1,665 |
-400 |
| Mar10 |
091229 |
15.00 |
15.03 |
14.73 |
14.88 |
-0.11 |
736 |
11,945 |
+161 |
| May10 |
091229 |
15.21 |
15.24 |
15.03 |
15.13 |
-0.11 |
11 |
367 |
+5 |
| Jul10 |
091229 |
15.49 |
15.49 |
15.24 |
15.35 |
-0.13 |
25 |
546 |
-5 |
| Total Volume and Open Interest |
1,362 |
15,763 |
-230 |
| Live Cattle(CME) |
| Dec09 |
091229 |
83.900 |
84.285 |
83.500 |
84.230 |
+0.550 |
595 |
1,224 |
-383 |
| Feb10 |
091229 |
85.350 |
85.450 |
84.800 |
85.135 |
-0.250 |
10,223 |
133,050 |
+54 |
| Apr10 |
091229 |
88.900 |
88.980 |
88.600 |
88.850 |
unch |
8,265 |
70,372 |
+622 |
| Jun10 |
091229 |
86.500 |
86.580 |
86.300 |
86.450 |
-0.050 |
2,584 |
37,463 |
+346 |
| Aug10 |
091229 |
86.500 |
86.600 |
86.300 |
86.580 |
-0.020 |
847 |
10,033 |
-34 |
| Oct10 |
091229 |
89.285 |
89.385 |
89.100 |
89.150 |
-0.235 |
425 |
7,106 |
+93 |
| Total Volume and Open Interest |
23,128 |
262,428 |
+872 |
| Feeder Cattle(CME) |
| Jan10 |
091229 |
95.400 |
95.480 |
94.750 |
94.980 |
-0.555 |
1,237 |
5,388 |
-298 |
| Mar10 |
091229 |
94.950 |
95.080 |
94.300 |
94.730 |
-0.220 |
2,225 |
15,684 |
+163 |
| Apr10 |
091229 |
96.300 |
96.480 |
95.730 |
96.150 |
-0.300 |
282 |
4,050 |
+81 |
| May10 |
091229 |
96.900 |
97.100 |
96.600 |
97.100 |
-0.185 |
122 |
3,686 |
+17 |
| Aug10 |
091229 |
98.900 |
99.000 |
98.580 |
98.800 |
-0.200 |
52 |
1,504 |
-9 |
| Sep10 |
091229 |
98.200 |
98.200 |
98.200 |
98.200 |
unch |
0 |
19 |
+0 |
| Oct10 |
091229 |
97.930 |
97.930 |
97.930 |
97.930 |
unch |
0 |
28 |
+0 |
| Total Volume and Open Interest |
3,918 |
30,360 |
-46 |
| Lean Hogs(CME) |
| Feb10 |
091229 |
64.800 |
65.635 |
64.700 |
65.430 |
+0.730 |
6,799 |
74,656 |
-301 |
| Apr10 |
091229 |
69.500 |
70.100 |
69.350 |
70.035 |
+0.735 |
2,616 |
48,246 |
+484 |
| May10 |
091229 |
75.000 |
75.300 |
74.930 |
75.300 |
+0.220 |
102 |
3,114 |
-41 |
| Jun10 |
091229 |
77.500 |
77.950 |
77.400 |
77.900 |
+0.350 |
1,475 |
26,045 |
+264 |
| Jul10 |
091229 |
76.385 |
76.800 |
76.350 |
76.750 |
+0.350 |
347 |
9,173 |
+123 |
| Aug10 |
091229 |
75.650 |
76.100 |
75.350 |
75.975 |
+0.075 |
328 |
6,900 |
+199 |
| Oct10 |
091229 |
67.150 |
67.700 |
67.150 |
67.700 |
+0.800 |
33 |
3,449 |
-8 |
| Dec10 |
091229 |
66.400 |
67.300 |
66.150 |
67.300 |
+0.500 |
123 |
2,044 |
-5 |
| Total Volume and Open Interest |
11,847 |
173,831 |
+734 |
| Pork Bellies(CME) |
| Feb10 |
091229 |
86.330 |
87.000 |
85.000 |
85.500 |
-1.000 |
32 |
304 |
+2 |
| Mar10 |
091229 |
86.885 |
86.885 |
86.850 |
86.885 |
unch |
0 |
87 |
+0 |
| May10 |
091229 |
88.900 |
88.900 |
88.900 |
88.900 |
unch |
0 |
116 |
+0 |
| Jul10 |
091229 |
89.700 |
89.700 |
89.700 |
89.700 |
unch |
0 |
20 |
+0 |
| Aug10 |
091229 |
85.000 |
85.000 |
85.000 |
85.000 |
unch |
0 |
15 |
+0 |
| Total Volume and Open Interest |
32 |
542 |
+2 |
| Class III Milk(CME) |
| Dec09 |
091229 |
14.92 |
14.93 |
14.91 |
14.91 |
unch |
263 |
4,773 |
+67 |
| Jan10 |
091229 |
14.30 |
14.38 |
14.26 |
14.33 |
+0.03 |
254 |
3,988 |
+3 |
| Feb10 |
091229 |
14.09 |
14.17 |
14.02 |
14.15 |
+0.05 |
254 |
3,938 |
+87 |
| Mar10 |
091229 |
14.54 |
14.65 |
14.54 |
14.59 |
+0.03 |
391 |
2,922 |
+88 |
| Apr10 |
091229 |
14.72 |
14.86 |
14.70 |
14.85 |
+0.15 |
83 |
2,020 |
+40 |
| Total Volume and Open Interest |
1,375 |
27,107 |
+310 |
| Cocoa(ICE) |
| Mar10 |
091229 |
3232 |
3275 |
3230 |
3237 |
+7 |
2,798 |
69,933 |
-1,486 |
| May10 |
091229 |
3261 |
3275 |
3257 |
3258 |
+8 |
369 |
24,359 |
+13 |
| Jul10 |
091229 |
3260 |
3267 |
3256 |
3259 |
+9 |
53 |
8,654 |
+0 |
| Sep10 |
091229 |
3265 |
3273 |
3263 |
3263 |
+7 |
59 |
5,886 |
+17 |
| Dec10 |
091229 |
3251 |
3269 |
3248 |
3248 |
+10 |
88 |
4,733 |
-45 |
| Mar11 |
091229 |
3245 |
3245 |
3236 |
3236 |
+14 |
58 |
7,990 |
+45 |
| May11 |
091229 |
3245 |
3245 |
3245 |
3245 |
+14 |
1 |
4,222 |
+1 |
| Total Volume and Open Interest |
3,426 |
128,014 |
-1,455 |
| Coffee "C"(ICE) |
| Mar10 |
091229 |
137.25 |
139.00 |
136.30 |
136.35 |
-0.60 |
8,866 |
78,673 |
-2,315 |
| May10 |
091229 |
138.70 |
140.70 |
138.10 |
138.15 |
-0.55 |
1,018 |
25,299 |
+44 |
| Jul10 |
091229 |
140.75 |
141.75 |
139.60 |
139.60 |
-0.65 |
433 |
5,596 |
+26 |
| Sep10 |
091229 |
143.05 |
143.15 |
141.00 |
141.00 |
-0.60 |
370 |
6,424 |
+13 |
| Dec10 |
091229 |
145.05 |
145.05 |
142.80 |
142.80 |
-0.55 |
88 |
6,960 |
-18 |
| Mar11 |
091229 |
146.50 |
146.50 |
144.30 |
144.30 |
-0.55 |
43 |
2,182 |
+31 |
| Total Volume and Open Interest |
10,820 |
125,518 |
-2,219 |
| Orange Juice(ICE) |
| Jan10 |
091229 |
134.60 |
138.50 |
134.00 |
137.45 |
+2.05 |
714 |
1,048 |
-640 |
| Mar10 |
091229 |
137.60 |
141.85 |
137.20 |
140.65 |
+2.25 |
1,266 |
25,959 |
+935 |
| May10 |
091229 |
141.20 |
145.25 |
141.20 |
144.20 |
+2.55 |
153 |
5,095 |
-3 |
| Jul10 |
091229 |
145.75 |
147.00 |
145.75 |
146.70 |
+2.75 |
102 |
1,807 |
+96 |
| Sep10 |
091229 |
146.50 |
147.30 |
146.50 |
147.30 |
+2.55 |
7 |
600 |
+4 |
| Nov10 |
091229 |
145.00 |
147.20 |
145.00 |
147.20 |
+2.75 |
3 |
207 |
+0 |
| Total Volume and Open Interest |
2,246 |
34,951 |
+392 |
| Sugar #11(ICE) |
| Mar10 |
091229 |
27.05 |
27.49 |
26.70 |
26.77 |
-0.49 |
15,307 |
337,246 |
-2,714 |
| May10 |
091229 |
25.05 |
25.50 |
24.90 |
24.98 |
-0.24 |
8,197 |
141,996 |
+1,002 |
| Jul10 |
091229 |
22.68 |
23.09 |
22.64 |
22.76 |
-0.09 |
4,244 |
133,279 |
+58 |
| Oct10 |
091229 |
21.69 |
21.83 |
21.35 |
21.63 |
+0.03 |
1,361 |
96,332 |
+171 |
| Mar11 |
091229 |
20.70 |
20.95 |
20.70 |
20.84 |
+0.06 |
976 |
51,691 |
+121 |
| Total Volume and Open Interest |
30,598 |
831,493 |
-1,248 |
| London Cocoa(LCE) |
| Mar10 |
091229 |
2235 |
2240 |
2217 |
2234 |
+2234 |
|
|
|
| May10 |
091229 |
2251 |
2260 |
2236 |
2254 |
+2254 |
|
|
|
| Jul10 |
091229 |
2237 |
2237 |
2216 |
2230 |
+2230 |
|
|
|
| Sep10 |
091229 |
2205 |
2208 |
2180 |
2197 |
+2197 |
|
|
|
| Dec10 |
091229 |
2165 |
2165 |
2149 |
2163 |
+2163 |
|
|
|
| Mar11 |
091229 |
2113 |
2124 |
2111 |
2124 |
+2124 |
|
|
|
| May11 |
091229 |
2118 |
2118 |
2107 |
2107 |
+2107 |
|
|
|
| Total Volume and Open Interest |
|
|
|
| London Sugar(LCE) |
| Mar10 |
091229 |
698.00 |
707.20 |
695.00 |
700.20 |
+6.20 |
1,144 |
37,298 |
+739 |
| May10 |
091229 |
681.70 |
688.20 |
677.90 |
681.50 |
+3.50 |
737 |
20,209 |
+293 |
| Aug10 |
091229 |
627.80 |
632.00 |
622.90 |
625.00 |
-0.90 |
254 |
12,087 |
+162 |
| Oct10 |
091229 |
574.10 |
574.10 |
574.10 |
574.10 |
-0.40 |
57 |
5,148 |
+9 |
| Dec10 |
091229 |
547.00 |
547.00 |
544.20 |
544.20 |
-2.80 |
20 |
836 |
+12 |
| Total Volume and Open Interest |
2,212 |
75,889 |
+1,215 |
| Cotton(ICE) |
| Mar10 |
091229 |
75.82 |
76.18 |
75.00 |
75.07 |
-0.75 |
10,696 |
127,927 |
+1,630 |
| May10 |
091229 |
76.69 |
77.06 |
75.89 |
75.98 |
-0.70 |
1,114 |
20,603 |
+143 |
| Jul10 |
091229 |
77.42 |
77.50 |
76.61 |
76.76 |
-0.49 |
1,157 |
21,665 |
+384 |
| Oct10 |
091229 |
75.92 |
75.92 |
75.92 |
75.92 |
-0.42 |
0 |
155 |
+0 |
| Dec10 |
091229 |
76.30 |
76.60 |
75.89 |
75.89 |
-0.46 |
897 |
14,709 |
+400 |
| Mar11 |
091229 |
77.25 |
77.25 |
77.25 |
77.25 |
-0.46 |
5 |
274 |
+3 |
| Total Volume and Open Interest |
13,869 |
186,100 |
+2,560 |
| Lumber(CME) |
| Jan10 |
091229 |
209.3 |
209.6 |
204.5 |
204.8 |
-4.8 |
371 |
2,047 |
-69 |
| Mar10 |
091229 |
236.5 |
237.0 |
232.8 |
233.5 |
-3.1 |
487 |
5,164 |
+164 |
| May10 |
091229 |
253.7 |
253.9 |
249.5 |
249.5 |
-4.5 |
32 |
1,352 |
+17 |
| Jul10 |
091229 |
257.5 |
260.0 |
257.5 |
257.5 |
-5.6 |
24 |
249 |
+23 |
| Total Volume and Open Interest |
914 |
8,938 |
+135 |
| Crude Oil(NYM) |
| Feb10 |
091229 |
78.66 |
79.39 |
78.02 |
78.87 |
+0.10 |
108,895 |
280,101 |
+562 |
| Mar10 |
091229 |
79.40 |
80.11 |
78.78 |
79.59 |
+0.14 |
36,014 |
166,288 |
-3,312 |
| Apr10 |
091229 |
80.08 |
80.83 |
79.60 |
80.31 |
+0.14 |
11,030 |
49,539 |
+1,035 |
| May10 |
091229 |
80.73 |
81.38 |
80.24 |
80.88 |
+0.14 |
4,307 |
34,576 |
-616 |
| Jun10 |
091229 |
81.23 |
81.90 |
80.75 |
81.42 |
+0.16 |
8,582 |
107,057 |
-130 |
| Jul10 |
091229 |
81.38 |
82.40 |
81.38 |
81.96 |
+0.15 |
1,930 |
30,730 |
+495 |
| Aug10 |
091229 |
82.03 |
82.40 |
82.03 |
82.40 |
+0.14 |
630 |
15,609 |
+76 |
| Sep10 |
091229 |
82.64 |
82.89 |
82.64 |
82.82 |
+0.14 |
1,173 |
28,056 |
-280 |
| Oct10 |
091229 |
83.25 |
83.27 |
83.23 |
83.24 |
+0.14 |
1,295 |
15,257 |
+43 |
| Nov10 |
091229 |
83.69 |
83.69 |
83.69 |
83.69 |
+0.14 |
1,671 |
20,245 |
+418 |
| Dec10 |
091229 |
84.13 |
84.68 |
83.46 |
84.19 |
+0.14 |
13,050 |
146,130 |
+1,672 |
| Jan11 |
091229 |
85.03 |
85.03 |
84.54 |
84.54 |
+0.14 |
294 |
19,350 |
-73 |
| Feb11 |
091229 |
84.83 |
84.83 |
84.83 |
84.83 |
+0.15 |
295 |
9,087 |
+121 |
| Mar11 |
091229 |
85.16 |
85.16 |
85.16 |
85.16 |
+0.16 |
431 |
6,638 |
+310 |
| Apr11 |
091229 |
85.47 |
85.47 |
85.47 |
85.47 |
+0.17 |
352 |
9,359 |
+44 |
| May11 |
091229 |
85.73 |
85.73 |
85.73 |
85.73 |
+0.18 |
67 |
3,750 |
-5 |
| Total Volume and Open Interest |
202,088 |
1,179,422 |
+91 |
| 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 |
091229 |
78.600 |
79.400 |
78.025 |
78.875 |
+0.100 |
4,734 |
4,912 |
+92 |
| Mar10 |
091229 |
79.325 |
80.075 |
78.775 |
79.600 |
+0.150 |
420 |
988 |
+125 |
| Apr10 |
091229 |
80.125 |
80.800 |
80.125 |
80.300 |
+0.125 |
27 |
218 |
+8 |
| May10 |
091229 |
80.900 |
80.900 |
80.500 |
80.875 |
+0.125 |
1 |
4 |
+1 |
| Jun10 |
091229 |
81.200 |
81.425 |
81.200 |
81.425 |
+0.175 |
2 |
9 |
-2 |
| Jul10 |
091229 |
81.950 |
81.950 |
81.950 |
81.950 |
+0.150 |
0 |
8 |
+0 |
| Aug10 |
091229 |
82.400 |
82.400 |
82.400 |
82.400 |
+0.150 |
0 |
3 |
+0 |
| Sep10 |
091229 |
82.825 |
82.825 |
82.825 |
82.825 |
+0.150 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
5,184 |
6,243 |
+224 |
| Heating Oil(NYM) |
| Jan10 |
091229 |
207.84 |
211.77 |
207.35 |
210.28 |
+2.93 |
16,274 |
18,099 |
-3,352 |
| Feb10 |
091229 |
209.70 |
213.64 |
209.31 |
211.66 |
+2.35 |
26,325 |
86,452 |
+5,176 |
| Mar10 |
091229 |
211.20 |
214.63 |
210.58 |
212.49 |
+2.01 |
7,073 |
50,238 |
+599 |
| Apr10 |
091229 |
211.65 |
214.98 |
210.98 |
212.87 |
+1.93 |
3,730 |
26,939 |
+402 |
| May10 |
091229 |
212.15 |
215.42 |
212.03 |
213.40 |
+1.86 |
1,351 |
17,197 |
-74 |
| Jun10 |
091229 |
212.80 |
215.76 |
212.10 |
214.04 |
+1.80 |
2,023 |
35,302 |
+13 |
| Jul10 |
091229 |
216.20 |
216.20 |
215.00 |
215.62 |
+1.78 |
243 |
10,075 |
+92 |
| Aug10 |
091229 |
216.55 |
217.50 |
216.55 |
217.39 |
+1.83 |
342 |
4,201 |
+131 |
| Sep10 |
091229 |
219.75 |
219.75 |
219.66 |
219.66 |
+1.87 |
77 |
7,790 |
-17 |
| Oct10 |
091229 |
222.09 |
222.09 |
222.09 |
222.09 |
+1.90 |
107 |
5,806 |
+67 |
| Nov10 |
091229 |
223.95 |
224.41 |
223.95 |
224.41 |
+1.91 |
193 |
6,307 |
-10 |
| Dec10 |
091229 |
225.41 |
227.71 |
224.89 |
226.74 |
+1.90 |
1,555 |
16,657 |
-236 |
| Total Volume and Open Interest |
59,749 |
310,874 |
+2,696 |
| Gasoline(NYMEX) |
| Jan10 |
091229 |
201.80 |
203.83 |
200.07 |
201.06 |
-0.78 |
17,814 |
15,192 |
-5,961 |
| Feb10 |
091229 |
203.74 |
205.80 |
202.00 |
202.90 |
-0.81 |
22,136 |
78,099 |
+4,100 |
| Mar10 |
091229 |
205.44 |
207.75 |
203.90 |
204.79 |
-0.92 |
5,114 |
42,934 |
+345 |
| Apr10 |
091229 |
217.13 |
218.62 |
215.35 |
215.68 |
-1.02 |
2,522 |
29,834 |
+19 |
| May10 |
091229 |
219.20 |
219.66 |
215.90 |
216.82 |
-0.82 |
1,214 |
12,240 |
-4 |
| Jun10 |
091229 |
218.99 |
220.45 |
217.45 |
217.75 |
-0.67 |
1,467 |
15,147 |
+288 |
| Jul10 |
091229 |
218.75 |
218.75 |
217.80 |
217.88 |
-0.59 |
498 |
6,041 |
+68 |
| Aug10 |
091229 |
217.73 |
217.73 |
217.73 |
217.73 |
-0.63 |
433 |
5,851 |
-34 |
| Sep10 |
091229 |
217.80 |
217.80 |
216.98 |
216.98 |
-0.63 |
427 |
5,944 |
-52 |
| Oct10 |
091229 |
208.01 |
208.01 |
207.33 |
207.33 |
-0.68 |
46 |
2,766 |
+4 |
| Total Volume and Open Interest |
51,797 |
235,314 |
-1,202 |
| e-miNY RBOB Gasoline(NYM) |
| Jan10 |
091229 |
201.10 |
201.10 |
201.06 |
201.10 |
-0.70 |
2 |
2 |
-1 |
| Feb10 |
091229 |
202.90 |
202.90 |
202.90 |
202.90 |
-0.80 |
2 |
2 |
+2 |
| Mar10 |
091229 |
204.80 |
204.80 |
204.79 |
204.80 |
-0.90 |
|
|
|
| Apr10 |
091229 |
215.70 |
215.70 |
215.68 |
215.70 |
-1.00 |
|
|
|
| Total Volume and Open Interest |
4 |
4 |
+1 |
| Natural Gas(NYM) |
| Jan10 |
091229 |
5.985 |
6.035 |
5.780 |
5.814 |
-0.176 |
62,352 |
11,755 |
-11,820 |
| Feb10 |
091229 |
5.980 |
6.038 |
5.823 |
5.840 |
-0.156 |
46,637 |
117,643 |
+4,374 |
| Mar10 |
091229 |
5.946 |
5.992 |
5.800 |
5.814 |
-0.151 |
18,641 |
129,720 |
+3,148 |
| Apr10 |
091229 |
5.920 |
5.940 |
5.760 |
5.778 |
-0.138 |
15,279 |
73,301 |
-1,695 |
| May10 |
091229 |
5.936 |
5.953 |
5.783 |
5.798 |
-0.133 |
7,632 |
38,768 |
+1,840 |
| Jun10 |
091229 |
6.001 |
6.007 |
5.850 |
5.857 |
-0.126 |
2,178 |
23,031 |
-20 |
| Jul10 |
091229 |
5.990 |
6.075 |
5.910 |
5.927 |
-0.125 |
1,802 |
18,953 |
+248 |
| Aug10 |
091229 |
6.095 |
6.095 |
5.988 |
5.995 |
-0.122 |
3,528 |
27,776 |
-410 |
| Sep10 |
091229 |
6.124 |
6.125 |
6.007 |
6.023 |
-0.121 |
1,908 |
19,448 |
+184 |
| Oct10 |
091229 |
6.258 |
6.274 |
6.110 |
6.123 |
-0.121 |
8,510 |
43,913 |
+951 |
| Nov10 |
091229 |
6.509 |
6.509 |
6.405 |
6.418 |
-0.111 |
2,135 |
11,472 |
+539 |
| Dec10 |
091229 |
6.800 |
6.863 |
6.699 |
6.728 |
-0.106 |
2,123 |
22,225 |
-187 |
| Jan11 |
091229 |
7.038 |
7.038 |
6.934 |
6.948 |
-0.101 |
1,565 |
21,973 |
+437 |
| Feb11 |
091229 |
6.994 |
6.995 |
6.909 |
6.913 |
-0.101 |
176 |
7,911 |
-50 |
| Mar11 |
091229 |
6.785 |
6.790 |
6.702 |
6.718 |
-0.096 |
472 |
19,723 |
+317 |
| Apr11 |
091229 |
6.120 |
6.130 |
6.050 |
6.058 |
-0.086 |
161 |
15,831 |
-45 |
| Total Volume and Open Interest |
175,212 |
705,662 |
-2,213 |
| Brent Crude Oil(ICE) |
| Feb10 |
091229 |
77.42 |
78.03 |
76.80 |
77.64 |
+0.32 |
41,915 |
193,304 |
-17,480 |
| Mar10 |
091229 |
78.12 |
78.66 |
77.46 |
78.31 |
+0.31 |
16,208 |
129,832 |
-6,131 |
| Apr10 |
091229 |
78.79 |
79.36 |
78.23 |
79.03 |
+0.31 |
7,406 |
58,115 |
-3,567 |
| May10 |
091229 |
79.44 |
80.04 |
78.90 |
79.70 |
+0.32 |
4,318 |
30,710 |
-775 |
| Jun10 |
091229 |
80.05 |
80.63 |
79.59 |
80.29 |
+0.30 |
3,742 |
59,664 |
-844 |
| Jul10 |
091229 |
80.56 |
81.15 |
80.18 |
80.83 |
+0.29 |
2,246 |
16,711 |
-955 |
| Aug10 |
091229 |
81.20 |
81.59 |
80.57 |
81.35 |
+0.28 |
1,571 |
11,056 |
+69 |
| Sep10 |
091229 |
81.74 |
82.09 |
81.08 |
81.85 |
+0.27 |
1,152 |
7,761 |
-472 |
| Oct10 |
091229 |
82.19 |
82.61 |
81.87 |
82.35 |
+0.24 |
997 |
12,860 |
-187 |
| Nov10 |
091229 |
82.86 |
82.86 |
82.86 |
82.86 |
+0.22 |
865 |
10,172 |
-248 |
| Dec10 |
091229 |
83.30 |
83.68 |
82.73 |
83.39 |
+0.20 |
3,292 |
73,696 |
-831 |
| Jan11 |
091229 |
83.87 |
83.87 |
83.87 |
83.87 |
+0.20 |
191 |
8,742 |
-131 |
| Feb11 |
091229 |
84.33 |
84.33 |
84.33 |
84.33 |
+0.19 |
50 |
4,718 |
-20 |
| Mar11 |
091229 |
84.76 |
84.76 |
84.76 |
84.76 |
+0.18 |
61 |
4,569 |
+41 |
| Total Volume and Open Interest |
86,010 |
719,096 |
-30,909 |
| Gas Oil(ICE) |
| Jan10 |
091229 |
628.00 |
637.00 |
626.00 |
629.50 |
+1.75 |
14,438 |
96,409 |
-13,524 |
| Feb10 |
091229 |
634.50 |
643.00 |
632.75 |
635.75 |
+1.25 |
18,468 |
94,325 |
-5,659 |
| Mar10 |
091229 |
642.50 |
649.25 |
640.50 |
642.25 |
+0.75 |
2,060 |
50,762 |
-706 |
| Apr10 |
091229 |
650.50 |
655.25 |
647.00 |
648.50 |
+0.75 |
791 |
30,308 |
-416 |
| May10 |
091229 |
657.25 |
661.75 |
653.50 |
655.00 |
+0.25 |
291 |
24,797 |
-376 |
| Jun10 |
091229 |
662.50 |
668.50 |
660.25 |
661.75 |
unch |
283 |
46,226 |
-779 |
| Jul10 |
091229 |
668.25 |
675.25 |
667.75 |
668.75 |
unch |
48 |
16,970 |
-420 |
| Aug10 |
091229 |
676.50 |
680.00 |
674.50 |
675.50 |
-0.25 |
34 |
18,936 |
-280 |
| Sep10 |
091229 |
682.50 |
688.25 |
681.00 |
681.75 |
-0.50 |
52 |
19,277 |
-167 |
| Oct10 |
091229 |
688.25 |
694.00 |
686.50 |
687.50 |
-0.50 |
42 |
11,277 |
-292 |
| Total Volume and Open Interest |
36,969 |
534,239 |
-23,320 |
| Ethanol(CBOT) |
| Dec09 |
091203 |
2.135 |
2.135 |
2.130 |
2.130 |
unch |
8 |
263 |
-4 |
| Jan10 |
091229 |
1.926 |
1.926 |
1.910 |
1.923 |
+0.007 |
63 |
485 |
-42 |
| Feb10 |
091229 |
1.894 |
1.909 |
1.894 |
1.906 |
+0.010 |
81 |
948 |
-92 |
| Mar10 |
091229 |
1.892 |
1.900 |
1.892 |
1.897 |
+0.015 |
20 |
1,289 |
-54 |
| Apr10 |
091229 |
1.875 |
1.895 |
1.875 |
1.891 |
+0.012 |
78 |
972 |
-37 |
| May10 |
091229 |
1.870 |
1.884 |
1.870 |
1.875 |
+0.006 |
35 |
416 |
-15 |
| Jun10 |
091229 |
1.861 |
1.879 |
1.861 |
1.870 |
+0.009 |
10 |
341 |
-28 |
| Jul10 |
091229 |
1.856 |
1.874 |
1.855 |
1.862 |
+0.001 |
14 |
417 |
-35 |
| Total Volume and Open Interest |
340 |
7,349 |
-271 |
| US Dollar Index(ICE) |
| Mar10 |
091229 |
78.080 |
78.275 |
77.665 |
78.185 |
+0.170 |
4,697 |
57,865 |
+942 |
| Jun10 |
091229 |
78.580 |
78.580 |
78.525 |
78.525 |
+0.160 |
2 |
4,916 |
+1 |
| Sep10 |
091229 |
78.525 |
78.525 |
78.525 |
78.525 |
+0.160 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
4,699 |
62,782 |
+943 |
| Australian Dollar(CME) |
| Mar10 |
091229 |
87.91 |
89.24 |
87.87 |
88.77 |
+0.78 |
17,352 |
93,099 |
+239 |
| Jun10 |
091229 |
87.70 |
88.30 |
87.09 |
87.85 |
+0.76 |
33 |
164 |
-5 |
| Sep10 |
091229 |
86.93 |
86.93 |
86.19 |
86.93 |
+0.74 |
0 |
18 |
+0 |
| Total Volume and Open Interest |
17,385 |
93,281 |
+234 |
| British Pound(CME) |
| Mar10 |
091229 |
159.92 |
160.62 |
158.59 |
158.97 |
-0.97 |
21,508 |
76,643 |
+1,533 |
| Jun10 |
091229 |
159.84 |
160.51 |
158.54 |
158.89 |
-0.98 |
126 |
385 |
-38 |
| Sep10 |
091229 |
158.81 |
160.05 |
158.76 |
158.81 |
-0.99 |
0 |
71 |
+0 |
| Total Volume and Open Interest |
21,634 |
77,102 |
+1,495 |
| Canadian Dollar(CME) |
| Mar10 |
091229 |
95.91 |
96.50 |
95.73 |
95.86 |
-0.03 |
26,089 |
94,690 |
+7,961 |
| Jun10 |
091229 |
95.84 |
96.37 |
95.74 |
95.85 |
-0.02 |
29 |
1,162 |
-12 |
| Sep10 |
091229 |
95.78 |
96.20 |
95.75 |
95.83 |
-0.02 |
13 |
618 |
+2 |
| Dec10 |
091229 |
96.10 |
96.10 |
95.71 |
95.77 |
unch |
0 |
457 |
+0 |
| Total Volume and Open Interest |
26,131 |
96,984 |
+7,951 |
| Japanese Yen(CME) |
| Mar10 |
091229 |
109.16 |
109.32 |
108.61 |
108.80 |
-0.41 |
27,871 |
92,603 |
-1,865 |
| Jun10 |
091229 |
109.09 |
109.31 |
108.74 |
108.88 |
-0.42 |
76 |
285 |
+27 |
| Sep10 |
091229 |
109.06 |
109.48 |
109.06 |
109.06 |
-0.42 |
0 |
180 |
+0 |
| Total Volume and Open Interest |
27,947 |
93,090 |
-1,838 |
| Swiss Franc(CME) |
| Mar10 |
091229 |
96.65 |
97.34 |
96.33 |
96.49 |
-0.16 |
15,252 |
34,501 |
+936 |
| Jun10 |
091229 |
97.30 |
97.39 |
96.44 |
96.57 |
-0.16 |
12 |
28 |
+1 |
| Sep10 |
091229 |
96.71 |
97.23 |
96.71 |
96.71 |
-0.16 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
15,264 |
34,533 |
+937 |
| EuroFX(CME) |
| Mar10 |
091229 |
143.68 |
144.57 |
143.30 |
143.50 |
-0.30 |
59,279 |
133,817 |
+3,133 |
| Jun10 |
091229 |
143.55 |
144.53 |
143.30 |
143.46 |
-0.30 |
82 |
1,115 |
+59 |
| Sep10 |
091229 |
143.38 |
144.11 |
143.38 |
143.38 |
-0.32 |
1 |
656 |
+1 |
| Total Volume and Open Interest |
59,365 |
135,599 |
+3,193 |
| Mexican Peso(CME) |
| Jan10 |
091229 |
766.2 |
766.2 |
764.0 |
766.2 |
+2.2 |
|
|
|
| Feb10 |
091229 |
764.8 |
764.8 |
762.5 |
764.8 |
+2.2 |
0 |
3 |
+0 |
| Total Volume and Open Interest |
18,116 |
99,171 |
-3,816 |
| 30-Year T-Bonds(CBOT) |
| Mar10 |
091229 |
115~030 |
115~170 |
114~260 |
115~130 |
+0~130 |
81,929 |
663,366 |
+4,706 |
| Jun10 |
091229 |
113~260 |
113~310 |
113~170 |
113~310 |
+0~140 |
48 |
127 |
+15 |
| Sep10 |
091229 |
112~170 |
112~170 |
112~020 |
112~170 |
+0~150 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
81,977 |
663,494 |
+4,721 |
| 10-Year T-Notes(CBOT) |
| Mar10 |
091229 |
115~150 |
115~245 |
115~095 |
115~210 |
+0~045 |
251,644 |
1,152,393 |
+45,056 |
| Jun10 |
091229 |
114~000 |
114~080 |
114~000 |
114~080 |
+0~045 |
50 |
63 |
+34 |
| Sep10 |
091229 |
112~270 |
112~270 |
112~225 |
112~270 |
+0~045 |
|
|
|
| Total Volume and Open Interest |
251,694 |
1,152,456 |
+45,090 |
| 5-Year T-Notes(CBOT) |
| Mar10 |
091229 |
114~066 |
114~086 |
114~045 |
114~082 |
+0~009 |
167,653 |
774,552 |
-13,181 |
| Jun10 |
091229 |
113~065 |
113~065 |
113~056 |
113~065 |
+0~009 |
0 |
1 |
+0 |
| Sep10 |
091229 |
112~048 |
112~048 |
112~039 |
112~048 |
+0~009 |
|
|
|
| Total Volume and Open Interest |
168,772 |
787,792 |
-13,452 |
| 2 Year T-Notes(CBOT) |
| Mar10 |
091229 |
108~026 |
108~034 |
108~020 |
108~028 |
+0~001 |
123,574 |
846,015 |
-10,674 |
| Jun10 |
091229 |
107~088 |
107~090 |
107~080 |
107~088 |
unch |
64 |
8,060 |
+64 |
| Sep10 |
091229 |
107~020 |
107~021 |
107~020 |
107~020 |
-0~001 |
|
|
|
| Total Volume and Open Interest |
123,866 |
862,482 |
-10,664 |
| Eurodollars(CME) |
| Mar10 |
091229 |
99.610 |
99.630 |
99.605 |
99.625 |
+0.010 |
61,420 |
1,158,040 |
-2,803 |
| Jun10 |
091229 |
99.300 |
99.330 |
99.290 |
99.310 |
+0.005 |
120,988 |
850,661 |
-16,975 |
| Sep10 |
091229 |
98.915 |
98.935 |
98.880 |
98.910 |
-0.005 |
104,858 |
691,676 |
+1,231 |
| Dec10 |
091229 |
98.500 |
98.515 |
98.460 |
98.495 |
-0.010 |
90,917 |
754,760 |
-4,001 |
| Mar11 |
091229 |
98.110 |
98.125 |
98.065 |
98.110 |
-0.005 |
105,559 |
498,495 |
-3,352 |
| Jun11 |
091229 |
97.720 |
97.745 |
97.675 |
97.730 |
-0.005 |
63,696 |
535,094 |
-2,121 |
| Sep11 |
091229 |
97.380 |
97.400 |
97.325 |
97.385 |
unch |
52,294 |
480,572 |
-955 |
| Dec11 |
091229 |
97.040 |
97.080 |
96.995 |
97.060 |
unch |
47,201 |
302,963 |
-867 |
| Mar12 |
091229 |
96.745 |
96.795 |
96.705 |
96.775 |
+0.010 |
20,313 |
226,155 |
-541 |
| Jun12 |
091229 |
96.470 |
96.515 |
96.425 |
96.495 |
+0.015 |
17,063 |
192,197 |
-683 |
| Sep12 |
091229 |
96.200 |
96.270 |
96.175 |
96.250 |
+0.025 |
11,790 |
111,713 |
+773 |
| Dec12 |
091229 |
95.975 |
96.035 |
95.940 |
96.020 |
+0.035 |
10,911 |
98,496 |
+375 |
| Mar13 |
091229 |
95.785 |
95.855 |
95.770 |
95.845 |
+0.040 |
3,418 |
62,124 |
+299 |
| Jun13 |
091229 |
95.620 |
95.685 |
95.600 |
95.675 |
+0.040 |
1,810 |
58,225 |
-15 |
| Sep13 |
091229 |
95.460 |
95.520 |
95.445 |
95.515 |
+0.045 |
1,730 |
57,544 |
-120 |
| Dec13 |
091229 |
95.290 |
95.360 |
95.285 |
95.355 |
+0.050 |
936 |
37,601 |
+12 |
| Mar14 |
091229 |
95.180 |
95.235 |
95.160 |
95.230 |
+0.050 |
584 |
31,701 |
+75 |
| Jun14 |
091229 |
95.060 |
95.115 |
95.035 |
95.110 |
+0.050 |
602 |
27,609 |
+32 |
| Total Volume and Open Interest |
724,244 |
6,420,258 |
-26,957 |
| 30 Day Federal Funds(CBOT) |
| Dec09 |
091229 |
99.880 |
99.880 |
99.878 |
99.878 |
unch |
720 |
74,941 |
-44 |
| Jan10 |
091229 |
99.850 |
99.860 |
99.850 |
99.855 |
+0.005 |
11,977 |
66,825 |
+1,576 |
| Feb10 |
091229 |
99.820 |
99.835 |
99.815 |
99.830 |
+0.010 |
9,581 |
94,122 |
+4,811 |
| Mar10 |
091229 |
99.790 |
99.805 |
99.785 |
99.800 |
+0.010 |
3,983 |
59,157 |
+1,911 |
| Apr10 |
091229 |
99.765 |
99.780 |
99.765 |
99.775 |
+0.010 |
3,238 |
60,626 |
+390 |
| May10 |
091229 |
99.710 |
99.720 |
99.705 |
99.715 |
unch |
4,890 |
57,102 |
+540 |
| Total Volume and Open Interest |
49,068 |
547,362 |
+9,917 |
| 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 |
091229 |
99.625 |
99.625 |
99.625 |
99.625 |
unch |
125 |
627 |
+194 |
| Jun10 |
091229 |
99.660 |
99.660 |
99.660 |
99.660 |
unch |
0 |
80 |
+0 |
| Sep10 |
091229 |
99.680 |
99.680 |
99.680 |
99.680 |
unch |
0 |
230 |
+0 |
| Dec10 |
091229 |
99.670 |
99.670 |
99.670 |
99.670 |
unch |
0 |
242 |
+0 |
| Mar11 |
091229 |
99.585 |
99.585 |
99.585 |
99.585 |
unch |
|
|
|
| Jun11 |
091229 |
99.560 |
99.560 |
99.560 |
99.560 |
unch |
|
|
|
| Sep11 |
091229 |
99.560 |
99.560 |
99.560 |
99.560 |
unch |
|
|
|
| Dec11 |
091229 |
99.365 |
99.365 |
99.365 |
99.365 |
unch |
|
|
|
| Mar12 |
091229 |
99.315 |
99.315 |
99.315 |
99.315 |
-0.015 |
|
|
|
| Jun12 |
091229 |
99.365 |
99.365 |
99.365 |
99.365 |
-0.015 |
|
|
|
| Total Volume and Open Interest |
125 |
1,179 |
+194 |
| 3-Mth Euro-Yen(SGX) |
| Mar10 |
091229 |
99.65 |
99.65 |
99.61 |
99.61 |
-0.01 |
0 |
3,774 |
+31 |
| Jun10 |
091229 |
99.64 |
99.64 |
99.64 |
99.64 |
-0.02 |
0 |
1,729 |
+0 |
| Sep10 |
091229 |
99.67 |
99.67 |
99.67 |
99.67 |
-0.01 |
0 |
1,591 |
+0 |
| Dec10 |
091229 |
99.65 |
99.65 |
99.65 |
99.65 |
-0.01 |
0 |
1,281 |
+0 |
| Mar11 |
091229 |
99.57 |
99.57 |
99.57 |
99.57 |
-0.01 |
0 |
662 |
+0 |
| Jun11 |
091229 |
99.54 |
99.54 |
99.54 |
99.54 |
-0.01 |
0 |
52 |
+0 |
| Sep11 |
091229 |
99.54 |
99.54 |
99.54 |
99.54 |
-0.01 |
0 |
51 |
+0 |
| Dec11 |
091229 |
99.35 |
99.35 |
99.35 |
99.35 |
-0.01 |
0 |
101 |
+0 |
| Total Volume and Open Interest |
0 |
10,612 |
+31 |
| Japanese Gov't Bonds(SGX) |
| Mar10 |
091229 |
139.29 |
139.57 |
139.26 |
139.54 |
+0.18 |
1,915 |
17,492 |
-110 |
| Jun10 |
091229 |
139.54 |
139.54 |
139.54 |
139.54 |
+0.18 |
|
|
|
| Sep10 |
091229 |
139.54 |
139.54 |
139.54 |
139.54 |
+0.18 |
|
|
|
| Total Volume and Open Interest |
1,915 |
17,492 |
-110 |
| Euro-Bund(EUREX) |
| Mar10 |
091229 |
121.28 |
121.63 |
121.26 |
121.49 |
+0.07 |
109,855 |
813,586 |
-7,009 |
| Jun10 |
091229 |
119.95 |
120.13 |
119.92 |
120.09 |
+0.04 |
10 |
58 |
+3 |
| Sep10 |
091229 |
119.69 |
119.69 |
119.69 |
119.69 |
+0.07 |
|
|
|
| Total Volume and Open Interest |
109,865 |
813,644 |
-7,006 |
| Euro-Bobl(EUREX) |
| Mar10 |
091229 |
115.98 |
116.06 |
115.78 |
115.93 |
-0.10 |
92,669 |
676,973 |
-18,224 |
| Jun10 |
091229 |
114.43 |
114.43 |
114.43 |
114.43 |
-0.10 |
0 |
2 |
+0 |
| Sep10 |
091229 |
114.23 |
114.23 |
114.23 |
114.23 |
-0.10 |
|
|
|
| Total Volume and Open Interest |
92,669 |
676,975 |
-18,224 |
| 3-Mth Euribor(EUREX) |
| Dec09 |
091214 |
99.285 |
99.290 |
99.285 |
99.285 |
unch |
135 |
8,689 |
-127 |
| Mar10 |
091229 |
99.225 |
99.235 |
99.225 |
99.225 |
-0.005 |
226 |
15,541 |
+199 |
| Jun10 |
091229 |
98.875 |
98.880 |
98.870 |
98.870 |
-0.030 |
11 |
7,377 |
-107 |
| Total Volume and Open Interest |
268 |
29,247 |
+77 |
| Long Gilt(LIFFE) |
| Dec09 |
091229 |
115~06 |
115~14 |
115~06 |
115~13 |
+115~13 |
|
|
|
| Mar10 |
091229 |
113~26 |
114~02 |
113~17 |
113~28 |
+113~28 |
|
|
|
| Total Volume and Open Interest |
|
|
|
| 3-Mth Short Sterling(LIFFE) |
| Mar10 |
091229 |
99.30 |
99.31 |
99.26 |
99.30 |
+99.30 |
|
|
|
| Jun10 |
091229 |
99.00 |
99.01 |
98.93 |
98.96 |
+98.96 |
|
|
|
| Sep10 |
091229 |
98.59 |
98.59 |
98.47 |
98.51 |
+98.51 |
|
|
|
| Dec10 |
091229 |
98.08 |
98.08 |
97.95 |
97.99 |
+97.99 |
|
|
|
| Mar11 |
091229 |
97.62 |
97.63 |
97.49 |
97.52 |
+97.52 |
|
|
|
| Jun11 |
091229 |
97.18 |
97.22 |
97.07 |
97.10 |
+97.10 |
|
|
|
| Total Volume and Open Interest |
|
|
|
| 3-Mth Euribor(LIFFE) |
| Mar10 |
091229 |
99.230 |
99.240 |
99.220 |
99.225 |
-0.005 |
23,584 |
745,442 |
-20,011 |
| Jun10 |
091229 |
98.905 |
98.910 |
98.860 |
98.870 |
-0.030 |
41,373 |
755,374 |
-11,707 |
| Sep10 |
091229 |
98.570 |
98.570 |
98.505 |
98.520 |
-0.050 |
20,349 |
588,712 |
-8,202 |
| Total Volume and Open Interest |
155,269 |
3,535,317 |
-71,161 |
| 3-Mth Aus T-Bills(SFE) |
| Mar10 |
091229 |
95.59 |
95.63 |
95.55 |
95.58 |
-0.05 |
10,693 |
279,312 |
+3,978 |
| Jun10 |
091229 |
95.22 |
95.26 |
95.12 |
95.14 |
-0.13 |
15,268 |
169,583 |
+6,253 |
| Sep10 |
091229 |
94.95 |
95.00 |
94.78 |
94.83 |
-0.18 |
4,923 |
91,440 |
+1,952 |
| Dec10 |
091229 |
94.72 |
94.81 |
94.58 |
94.62 |
-0.18 |
2,997 |
75,476 |
+1,446 |
| Mar11 |
091229 |
94.56 |
94.57 |
94.39 |
94.41 |
-0.17 |
658 |
28,298 |
+508 |
| Jun11 |
091229 |
94.30 |
94.34 |
94.21 |
94.22 |
-0.18 |
262 |
22,666 |
+103 |
| Sep11 |
091229 |
94.20 |
94.20 |
94.06 |
94.09 |
-0.17 |
216 |
16,970 |
+211 |
| Dec11 |
091229 |
94.01 |
94.01 |
93.99 |
93.99 |
-0.16 |
57 |
7,979 |
+42 |
| Mar12 |
091229 |
93.90 |
93.90 |
93.90 |
93.90 |
-0.19 |
0 |
3,005 |
+0 |
| Jun12 |
091229 |
93.86 |
93.86 |
93.86 |
93.86 |
-0.19 |
0 |
1,186 |
+0 |
| Total Volume and Open Interest |
35,074 |
696,800 |
+14,493 |
| 10-Year Aus T-Bonds(SFE) |
| Mar10 |
091229 |
94.29 |
94.29 |
94.11 |
94.15 |
-0.16 |
17,921 |
299,862 |
+3,279 |
| Jun10 |
091229 |
94.15 |
94.15 |
94.15 |
94.15 |
-0.16 |
|
|
|
| Total Volume and Open Interest |
17,921 |
299,862 |
+3,279 |
| 3-Year Aus T-Bonds(SFE) |
| Mar10 |
091229 |
94.97 |
95.00 |
94.80 |
94.84 |
-0.17 |
43,170 |
379,327 |
-7,889 |
| Jun10 |
091229 |
94.84 |
94.84 |
94.84 |
94.84 |
-0.17 |
|
|
|
| Total Volume and Open Interest |
43,170 |
379,327 |
-7,889 |
| Gold(CMX) |
| Dec09 |
091229 |
1105.0 |
1105.2 |
1097.0 |
1097.0 |
-10.2 |
350 |
369 |
-81 |
| Feb10 |
091229 |
1108.9 |
1109.2 |
1097.1 |
1098.1 |
-9.8 |
73,189 |
324,647 |
+1,706 |
| Apr10 |
091229 |
1108.0 |
1110.3 |
1098.5 |
1099.5 |
-9.8 |
1,907 |
46,574 |
+569 |
| Jun10 |
091229 |
1111.0 |
1111.0 |
1100.0 |
1100.7 |
-9.8 |
1,607 |
33,481 |
+641 |
| Aug10 |
091229 |
1112.4 |
1112.8 |
1102.0 |
1102.0 |
-9.8 |
6 |
15,824 |
-4 |
| Oct10 |
091229 |
1112.8 |
1112.8 |
1103.8 |
1103.8 |
-9.8 |
1 |
4,159 |
-37 |
| Dec10 |
091229 |
1113.2 |
1114.9 |
1105.3 |
1106.0 |
-9.7 |
582 |
22,914 |
-161 |
| Feb11 |
091229 |
1109.5 |
1109.5 |
1108.7 |
1108.7 |
-9.7 |
111 |
4,407 |
+88 |
| Apr11 |
091229 |
1111.6 |
1111.8 |
1111.5 |
1111.8 |
-9.7 |
18 |
3,682 |
+17 |
| Jun11 |
091229 |
459.6 |
460.0 |
459.6 |
460.0 |
-9.7 |
53 |
8,068 |
+38 |
| Aug11 |
091229 |
1119.5 |
1119.5 |
1119.4 |
1119.4 |
-9.7 |
136 |
995 |
+128 |
| Oct11 |
091229 |
1123.5 |
1124.0 |
1123.5 |
1124.0 |
-9.6 |
161 |
719 |
+115 |
| Total Volume and Open Interest |
79,240 |
498,011 |
+2,735 |
| Silver(CMX) |
| Dec09 |
091229 |
1745.0 |
1745.0 |
1709.1 |
1709.1 |
-45.2 |
25 |
36 |
-25 |
| Mar10 |
091229 |
1754.0 |
1754.5 |
1708.0 |
1711.0 |
-45.0 |
13,090 |
78,444 |
+1,417 |
| May10 |
091229 |
1747.0 |
1749.5 |
1713.2 |
1713.2 |
-45.1 |
1,321 |
13,530 |
+407 |
| Jul10 |
091229 |
1756.0 |
1756.0 |
1715.0 |
1715.3 |
-45.1 |
269 |
8,539 |
+66 |
| Sep10 |
091229 |
1717.0 |
1717.4 |
1717.0 |
1717.4 |
-45.2 |
131 |
2,676 |
-6 |
| Dec10 |
091229 |
1755.0 |
1758.0 |
1718.5 |
1721.1 |
-45.1 |
393 |
9,608 |
-20 |
| Mar11 |
091229 |
1725.4 |
1725.4 |
1725.4 |
1725.4 |
-44.9 |
24 |
568 |
+15 |
| Total Volume and Open Interest |
15,455 |
124,301 |
+1,853 |
| Platinum(NYMEX) |
| Jan10 |
091229 |
1484.3 |
1485.0 |
1462.9 |
1467.1 |
-13.2 |
2,874 |
3,278 |
-1,632 |
| Apr10 |
091229 |
1493.1 |
1494.0 |
1471.5 |
1476.0 |
-13.7 |
3,721 |
28,555 |
+1,944 |
| Jul10 |
091229 |
1485.4 |
1485.4 |
1479.9 |
1479.9 |
-13.7 |
78 |
567 |
+70 |
| Oct10 |
091229 |
1483.0 |
1483.0 |
1483.0 |
1483.0 |
-13.7 |
0 |
13 |
+0 |
| Total Volume and Open Interest |
6,673 |
32,416 |
+382 |
| Palladium(NYMEX) |
| Mar10 |
091229 |
392.25 |
392.50 |
387.60 |
388.85 |
unch |
869 |
22,265 |
+146 |
| Jun10 |
091229 |
390.80 |
391.40 |
389.95 |
389.95 |
+0.20 |
5 |
266 |
+2 |
| Sep10 |
091229 |
389.95 |
389.95 |
389.95 |
389.95 |
+0.20 |
|
|
|
| Total Volume and Open Interest |
874 |
22,539 |
+147 |
| Copper(CMX) |
| Dec09 |
091229 |
329.35 |
329.75 |
328.30 |
329.60 |
-2.05 |
226 |
566 |
-82 |
| Mar10 |
091229 |
331.75 |
332.80 |
329.25 |
331.35 |
-2.30 |
8,525 |
114,084 |
+952 |
| May10 |
091229 |
332.80 |
334.10 |
331.15 |
332.75 |
-2.30 |
612 |
19,513 |
+213 |
| Jul10 |
091229 |
333.25 |
333.65 |
333.05 |
333.65 |
-2.40 |
61 |
6,962 |
+6 |
| Sep10 |
091229 |
333.65 |
334.50 |
332.65 |
334.15 |
-2.40 |
8 |
4,317 |
+8 |
| Total Volume and Open Interest |
10,167 |
154,022 |
+1,390 |
| DJIA Index(CBOT) |
| Mar10 |
091229 |
10493 |
10529 |
10480 |
10487 |
unch |
138 |
8,174 |
-4 |
| Jun10 |
091229 |
10429 |
10429 |
10425 |
10429 |
+4 |
0 |
11 |
+0 |
| Sep10 |
091229 |
10371 |
10371 |
10367 |
10371 |
+4 |
|
|
|
| Dec10 |
091229 |
10322 |
10322 |
10317 |
10322 |
+5 |
|
|
|
| Total Volume and Open Interest |
138 |
8,185 |
-4 |
| S & P 500(CME) |
| Mar10 |
091229 |
1122.60 |
1128.20 |
1120.80 |
1121.70 |
-1.40 |
12,782 |
319,207 |
+939 |
| Jun10 |
091229 |
1117.00 |
1122.40 |
1115.40 |
1117.00 |
-1.40 |
0 |
2,108 |
-24 |
| Sep10 |
091229 |
1112.60 |
1118.00 |
1111.00 |
1112.60 |
-1.40 |
0 |
55 |
+0 |
| Dec10 |
091229 |
1109.10 |
1114.50 |
1107.50 |
1109.10 |
-1.40 |
0 |
6 |
+0 |
| Total Volume and Open Interest |
12,782 |
321,377 |
+915 |
| S & P 500 E-Mini(Globex) |
| Mar10 |
091229 |
1122.75 |
1128.50 |
1120.50 |
1121.75 |
-1.25 |
474,293 |
2,392,937 |
-1,403 |
| Jun10 |
091229 |
1118.25 |
1123.25 |
1116.25 |
1117.00 |
-1.50 |
673 |
1,173 |
+376 |
| Total Volume and Open Interest |
474,966 |
2,394,187 |
-1,027 |
| NASDAQ 100(CME) |
| Mar10 |
091229 |
1872.80 |
1880.50 |
1868.00 |
1872.50 |
-2.00 |
759 |
10,440 |
+398 |
| Jun10 |
091229 |
1870.80 |
1870.80 |
1870.00 |
1870.80 |
-1.70 |
0 |
10 |
+0 |
| Sep10 |
091229 |
1869.80 |
1869.80 |
1869.00 |
1869.80 |
-1.70 |
|
|
|
| Total Volume and Open Interest |
759 |
10,450 |
+398 |
| NASDAQ 100 E-Mini(Globex) |
| Mar10 |
091229 |
1873.80 |
1881.30 |
1869.30 |
1872.50 |
-2.00 |
120,920 |
294,655 |
+11,435 |
| Jun10 |
091229 |
1873.50 |
1879.30 |
1867.80 |
1870.80 |
-1.70 |
70 |
666 |
+22 |
| Total Volume and Open Interest |
120,990 |
295,323 |
+11,457 |
| S & P Midcap 400(CME) |
| Mar10 |
091229 |
738.00 |
738.00 |
734.60 |
734.60 |
-1.90 |
5 |
1,489 |
-20 |
| Jun10 |
091229 |
732.60 |
733.30 |
732.60 |
732.60 |
-1.90 |
|
|
|
| Sep10 |
091229 |
730.60 |
731.30 |
730.60 |
730.60 |
-1.90 |
|
|
|
| Total Volume and Open Interest |
5 |
1,489 |
-20 |
| Russell 2000 E-Mini(Globex) |
| Nikkei 225(CME) |
| Mar10 |
091229 |
10715 |
10760 |
10700 |
10735 |
+75 |
2,140 |
24,700 |
+504 |
| Jun10 |
091229 |
10735 |
10735 |
10660 |
10735 |
+75 |
|
|
|
| Total Volume and Open Interest |
2,140 |
24,700 |
+504 |
| Nikkei 225(SGX) |
| Mar10 |
091229 |
10625 |
10715 |
10570 |
10690 |
+60 |
50,823 |
156,504 |
+447 |
| Jun10 |
091229 |
10635 |
10635 |
10635 |
10635 |
+60 |
0 |
1,319 |
+0 |
| Sep10 |
091229 |
10640 |
10640 |
10640 |
10640 |
+60 |
0 |
55 |
+0 |
| Total Volume and Open Interest |
52,305 |
170,686 |
+4,332 |
| CAC 40(EURONEXT) |
| Jan10 |
091229 |
3958.5 |
3978.0 |
3950.0 |
3958.5 |
+10.5 |
24,010 |
320,423 |
+940 |
| Feb10 |
091229 |
3960.0 |
3978.0 |
3958.0 |
3958.0 |
+10.0 |
5 |
151 |
-21 |
| Mar10 |
091229 |
3960.0 |
3973.0 |
3954.5 |
3960.0 |
+10.5 |
240 |
49,716 |
-247 |
| Total Volume and Open Interest |
24,255 |
372,140 |
-11,290 |
| Hang Seng Index(HKFE) |
| Dec09 |
091229 |
21498 |
21609 |
21370 |
21441 |
-26 |
57,430 |
42,314 |
-7,119 |
| Jan10 |
091229 |
21489 |
21600 |
21370 |
21440 |
-25 |
21,240 |
57,977 |
+10,744 |
| Total Volume and Open Interest |
79,759 |
102,591 |
+3,738 |
| DAX(EUREX) |
| Dec09 |
091218 |
5856.0 |
5901.0 |
5844.5 |
5883.5 |
+27.0 |
170,256 |
112,043 |
-27,770 |
| Mar10 |
091229 |
6037.0 |
6040.0 |
6007.0 |
6009.0 |
-1.5 |
37,117 |
139,664 |
-1,347 |
| Jun10 |
091229 |
6040.0 |
6042.0 |
6019.0 |
6019.0 |
-1.0 |
229 |
7,896 |
-119 |
| Total Volume and Open Interest |
37,417 |
147,631 |
-1,395 |
| FT-SE 100(EURONEXT) |
| Mar10 |
091229 |
5409.00 |
5413.50 |
5375.50 |
5384.00 |
+5384.00 |
|
|
|
| Jun10 |
091229 |
5334.50 |
5336.50 |
5334.00 |
5335.00 |
+5335.00 |
|
|
|
| Sep10 |
091229 |
5300.50 |
5300.50 |
5300.50 |
5300.50 |
+5300.50 |
|
|
|
| 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 |
091229 |
4844.0 |
4858.0 |
4814.0 |
4857.0 |
+43.0 |
16,414 |
182,334 |
-2,337 |
| Jun10 |
091229 |
4851.0 |
4876.0 |
4850.0 |
4876.0 |
+40.0 |
4 |
1,489 |
-4 |
| Total Volume and Open Interest |
16,418 |
185,645 |
-2,341 |
| GSCI(CME) |
| Jan10 |
091229 |
526.00 |
528.20 |
522.00 |
525.00 |
+2.50 |
346 |
17,954 |
+103 |
| Feb10 |
091229 |
529.00 |
532.50 |
527.40 |
529.00 |
+1.50 |
0 |
12 |
+0 |
| Mar10 |
091229 |
533.00 |
537.00 |
531.90 |
533.00 |
+1.00 |
|
|
|
| Total Volume and Open Interest |
346 |
17,966 |
+103 |
| 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. |
|
|