|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Fri September 18, 2009 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Nov09 |
090918 |
950.50 |
958.00 |
936.00 |
941.00 |
-12.00 |
92,225 |
251,466 |
-2,801 |
| Jan10 |
090918 |
955.00 |
961.00 |
940.75 |
945.25 |
-11.00 |
14,731 |
65,600 |
-437 |
| Mar10 |
090918 |
953.00 |
960.50 |
942.00 |
946.50 |
-9.00 |
7,939 |
31,832 |
-238 |
| May10 |
090918 |
949.00 |
957.00 |
940.00 |
943.75 |
-7.75 |
5,247 |
23,674 |
+311 |
| Jul10 |
090918 |
949.75 |
957.25 |
941.00 |
944.50 |
-7.50 |
6,716 |
28,555 |
+456 |
| Aug10 |
090918 |
948.25 |
948.50 |
939.00 |
939.00 |
-6.00 |
14 |
329 |
-9 |
| Sep10 |
090918 |
929.00 |
929.00 |
918.00 |
918.00 |
-12.00 |
5 |
110 |
-1 |
| Total Volume and Open Interest |
129,954 |
428,718 |
-1,981 |
| Soybean Meal(CBOT) |
| Oct09 |
090918 |
299.00 |
300.50 |
289.50 |
290.00 |
-9.00 |
8,305 |
27,118 |
-1,099 |
| Dec09 |
090918 |
293.00 |
294.60 |
284.50 |
284.80 |
-8.50 |
29,955 |
74,986 |
-2,597 |
| Jan10 |
090918 |
290.50 |
290.50 |
282.80 |
282.80 |
-7.70 |
4,110 |
11,569 |
+60 |
| Mar10 |
090918 |
287.00 |
288.00 |
280.30 |
280.30 |
-6.80 |
3,426 |
13,073 |
+13 |
| May10 |
090918 |
284.00 |
284.00 |
277.80 |
277.80 |
-6.50 |
1,767 |
12,174 |
-202 |
| Jul10 |
090918 |
284.00 |
285.50 |
277.80 |
277.80 |
-6.50 |
1,229 |
7,960 |
+264 |
| Aug10 |
090918 |
282.50 |
282.50 |
276.80 |
276.80 |
-6.60 |
143 |
2,074 |
-39 |
| Sep10 |
090918 |
280.00 |
288.00 |
272.30 |
272.30 |
-7.30 |
17 |
1,986 |
+2 |
| Total Volume and Open Interest |
49,209 |
157,272 |
-3,563 |
| Soybean Oil(CBOT) |
| Oct09 |
090918 |
34.55 |
35.25 |
34.41 |
34.68 |
+0.13 |
8,682 |
26,440 |
-867 |
| Dec09 |
090918 |
34.83 |
35.68 |
34.75 |
35.10 |
+0.14 |
31,047 |
123,118 |
-725 |
| Jan10 |
090918 |
35.29 |
36.06 |
35.23 |
35.49 |
+0.14 |
4,448 |
25,347 |
+349 |
| Mar10 |
090918 |
35.55 |
36.34 |
35.50 |
35.75 |
+0.15 |
2,538 |
15,408 |
-121 |
| May10 |
090918 |
35.68 |
36.50 |
35.68 |
35.92 |
+0.16 |
832 |
9,931 |
-177 |
| Jul10 |
090918 |
35.90 |
36.66 |
35.90 |
36.08 |
+0.17 |
915 |
8,286 |
+213 |
| Aug10 |
090918 |
36.18 |
36.18 |
36.01 |
36.18 |
+0.17 |
19 |
840 |
-1 |
| Sep10 |
090918 |
36.87 |
36.87 |
36.10 |
36.28 |
+0.18 |
32 |
452 |
+6 |
| Total Volume and Open Interest |
48,653 |
219,078 |
-1,330 |
| Canola(WCE) |
| Nov09 |
090918 |
391.1 |
401.8 |
389.1 |
390.2 |
-6.2 |
6,976 |
65,794 |
-709 |
| Jan10 |
090918 |
400.9 |
405.7 |
394.3 |
394.3 |
-6.1 |
1,798 |
22,630 |
+883 |
| Mar10 |
090918 |
402.4 |
407.0 |
395.3 |
396.9 |
-5.5 |
198 |
2,452 |
+50 |
| May10 |
090918 |
402.2 |
402.2 |
402.2 |
402.2 |
-6.3 |
10 |
585 |
+0 |
| Jul10 |
090918 |
409.8 |
415.6 |
404.1 |
404.1 |
-5.7 |
0 |
865 |
+0 |
| Total Volume and Open Interest |
8,982 |
92,453 |
+224 |
| Corn(CBOT) |
| Dec09 |
090918 |
328.00 |
329.25 |
316.75 |
318.00 |
-11.00 |
164,737 |
521,199 |
-8,970 |
| Mar10 |
090918 |
340.75 |
342.25 |
330.00 |
331.50 |
-10.75 |
28,244 |
144,138 |
+4,163 |
| May10 |
090918 |
350.25 |
351.75 |
339.50 |
340.50 |
-11.00 |
3,035 |
32,924 |
+341 |
| Jul10 |
090918 |
358.75 |
360.25 |
348.25 |
349.00 |
-11.25 |
6,682 |
66,230 |
+579 |
| Sep10 |
090918 |
367.75 |
368.75 |
357.00 |
357.25 |
-11.50 |
1,547 |
12,401 |
+13 |
| Dec10 |
090918 |
377.00 |
378.00 |
366.75 |
367.25 |
-11.50 |
7,709 |
68,265 |
+87 |
| Total Volume and Open Interest |
212,246 |
855,404 |
-3,688 |
| Wheat(CBOT) |
| Dec09 |
090918 |
461.50 |
465.25 |
456.25 |
457.25 |
-4.50 |
31,700 |
202,321 |
-1,395 |
| Mar10 |
090918 |
481.00 |
485.00 |
476.00 |
476.75 |
-4.75 |
3,739 |
44,559 |
-94 |
| May10 |
090918 |
493.50 |
496.50 |
489.25 |
489.50 |
-4.50 |
230 |
7,678 |
+46 |
| Jul10 |
090918 |
507.00 |
508.50 |
501.00 |
501.50 |
-4.25 |
1,327 |
44,884 |
-28 |
| Sep10 |
090918 |
521.25 |
522.50 |
516.75 |
516.75 |
-4.25 |
107 |
726 |
-1 |
| Total Volume and Open Interest |
38,404 |
317,978 |
-1,027 |
| Wheat(KCBT) |
| Dec09 |
090918 |
473.75 |
477.75 |
471.00 |
472.00 |
-2.25 |
9,357 |
61,381 |
-283 |
| Mar10 |
090918 |
490.50 |
494.25 |
487.25 |
488.25 |
-2.25 |
1,657 |
20,115 |
+667 |
| May10 |
090918 |
502.00 |
507.00 |
499.00 |
499.75 |
-2.25 |
241 |
4,044 |
+106 |
| Jul10 |
090918 |
511.75 |
517.00 |
510.75 |
511.50 |
-2.25 |
650 |
13,838 |
+175 |
| Sep10 |
090918 |
526.50 |
527.50 |
523.25 |
523.25 |
-2.25 |
24 |
898 |
+2 |
| Total Volume and Open Interest |
12,903 |
112,767 |
+1,085 |
| Wheat(MGE) |
| Sep09 |
090914 |
473.00 |
473.00 |
473.00 |
473.00 |
-2.50 |
0 |
101 |
+0 |
| Dec09 |
090918 |
500.00 |
503.00 |
494.50 |
496.75 |
-3.75 |
3,374 |
20,005 |
-586 |
| Mar10 |
090918 |
516.00 |
516.50 |
509.25 |
510.75 |
-5.75 |
686 |
9,492 |
-141 |
| May10 |
090918 |
522.50 |
526.00 |
520.00 |
522.00 |
-4.25 |
106 |
2,925 |
-36 |
| Jul10 |
090918 |
535.50 |
540.50 |
531.00 |
532.00 |
-6.75 |
88 |
6,333 |
-65 |
| Total Volume and Open Interest |
4,514 |
43,251 |
-949 |
| Oats(CBOT) |
| Dec09 |
090918 |
214.00 |
216.00 |
212.50 |
213.00 |
-1.00 |
382 |
11,798 |
-163 |
| Mar10 |
090918 |
228.00 |
228.25 |
225.50 |
226.00 |
-1.00 |
67 |
2,189 |
+55 |
| May10 |
090918 |
235.00 |
236.00 |
235.00 |
235.00 |
-1.00 |
0 |
8 |
+0 |
| Jul10 |
090918 |
244.50 |
245.50 |
244.50 |
244.50 |
-1.00 |
0 |
4 |
+0 |
| Total Volume and Open Interest |
449 |
14,000 |
-108 |
| Rough Rice(CBOT) |
| Sep09 |
090914 |
13.00 |
13.33 |
13.00 |
13.00 |
-0.33 |
34 |
166 |
-94 |
| Nov09 |
090918 |
13.28 |
13.51 |
13.23 |
13.47 |
+0.19 |
331 |
7,806 |
+7,806 |
| Jan10 |
090918 |
13.50 |
13.73 |
13.50 |
13.70 |
+0.19 |
79 |
1,055 |
+26 |
| Mar10 |
090918 |
13.78 |
13.94 |
13.78 |
13.94 |
+0.19 |
44 |
1,015 |
+13 |
| Total Volume and Open Interest |
505 |
10,561 |
+47 |
| Live Cattle(CME) |
| Oct09 |
090918 |
85.900 |
86.050 |
85.430 |
85.550 |
-0.235 |
15,076 |
53,957 |
-4,770 |
| Dec09 |
090918 |
85.350 |
85.650 |
84.650 |
84.900 |
-0.450 |
13,887 |
106,474 |
+2,500 |
| Feb10 |
090918 |
86.650 |
86.650 |
85.650 |
85.730 |
-0.820 |
5,241 |
43,826 |
+492 |
| Apr10 |
090918 |
88.500 |
88.500 |
87.930 |
88.000 |
-0.535 |
2,945 |
31,844 |
+677 |
| Jun10 |
090918 |
85.135 |
85.300 |
84.800 |
84.980 |
-0.405 |
942 |
12,313 |
+242 |
| Aug10 |
090918 |
85.330 |
85.600 |
85.300 |
85.400 |
-0.235 |
8 |
1,894 |
+3 |
| Total Volume and Open Interest |
38,103 |
252,495 |
-856 |
| Feeder Cattle(CME) |
| Sep09 |
090918 |
96.800 |
97.250 |
96.600 |
97.250 |
+0.600 |
341 |
1,755 |
-152 |
| Oct09 |
090918 |
96.730 |
97.200 |
96.180 |
97.035 |
+0.335 |
1,008 |
8,269 |
-381 |
| Nov09 |
090918 |
97.050 |
97.500 |
96.550 |
97.430 |
+0.430 |
1,445 |
10,652 |
+268 |
| Jan10 |
090918 |
97.980 |
98.600 |
97.550 |
98.550 |
+0.300 |
362 |
3,251 |
+32 |
| Mar10 |
090918 |
97.850 |
99.100 |
97.850 |
99.100 |
+0.700 |
52 |
1,129 |
+25 |
| Apr10 |
090918 |
99.500 |
100.500 |
99.200 |
100.500 |
+0.700 |
45 |
339 |
+18 |
| May10 |
090918 |
100.000 |
101.000 |
99.750 |
101.000 |
+0.850 |
48 |
632 |
+20 |
| Total Volume and Open Interest |
3,306 |
26,134 |
-167 |
| Lean Hogs(CME) |
| Oct09 |
090918 |
52.235 |
52.750 |
50.430 |
50.800 |
-1.380 |
14,846 |
24,732 |
-2,411 |
| Dec09 |
090918 |
52.235 |
52.650 |
49.950 |
50.300 |
-1.735 |
20,368 |
68,180 |
+1,742 |
| Feb10 |
090918 |
58.500 |
59.130 |
56.735 |
56.930 |
-1.400 |
4,028 |
26,730 |
+31 |
| Apr10 |
090918 |
63.350 |
63.800 |
62.150 |
62.950 |
-0.050 |
1,516 |
13,504 |
+318 |
| May10 |
090918 |
69.150 |
69.150 |
67.800 |
68.750 |
-0.225 |
41 |
905 |
+13 |
| Jun10 |
090918 |
72.050 |
72.400 |
71.135 |
71.700 |
-0.380 |
1,061 |
7,629 |
+292 |
| Jul10 |
090918 |
70.635 |
70.850 |
70.285 |
70.800 |
-0.600 |
214 |
1,776 |
+137 |
| Aug10 |
090918 |
69.750 |
69.975 |
69.550 |
69.800 |
-0.200 |
116 |
1,321 |
+51 |
| Total Volume and Open Interest |
42,220 |
145,183 |
+195 |
| Pork Bellies(CME) |
| Feb10 |
090918 |
86.635 |
86.635 |
84.600 |
84.600 |
-2.000 |
58 |
493 |
+17 |
| Mar10 |
090918 |
83.330 |
86.050 |
83.300 |
83.330 |
-1.970 |
0 |
92 |
+0 |
| May10 |
090918 |
85.000 |
87.000 |
84.900 |
85.000 |
-1.900 |
0 |
78 |
+0 |
| Jul10 |
090918 |
87.000 |
87.000 |
87.000 |
87.000 |
-2.000 |
0 |
10 |
+0 |
| Aug10 |
090918 |
86.500 |
86.500 |
86.500 |
86.500 |
unch |
0 |
2 |
+0 |
| Total Volume and Open Interest |
58 |
675 |
+17 |
| Class III Milk(CME) |
| Sep09 |
090918 |
12.09 |
12.09 |
12.05 |
12.08 |
+0.03 |
122 |
3,696 |
-35 |
| Oct09 |
090918 |
12.20 |
12.60 |
12.16 |
12.55 |
+0.39 |
138 |
3,866 |
-41 |
| Nov09 |
090918 |
13.12 |
13.50 |
13.07 |
13.37 |
+0.35 |
101 |
3,813 |
+15 |
| Dec09 |
090918 |
13.80 |
14.03 |
13.70 |
13.97 |
+0.27 |
137 |
3,824 |
+46 |
| Jan10 |
090918 |
13.81 |
14.08 |
13.81 |
14.03 |
+0.22 |
47 |
1,608 |
+12 |
| Total Volume and Open Interest |
729 |
23,858 |
+49 |
| Cocoa(ICE) |
| Dec09 |
090918 |
3047 |
3130 |
3025 |
3112 |
+38 |
21,864 |
59,719 |
-3,260 |
| Mar10 |
090918 |
3076 |
3151 |
3050 |
3133 |
+34 |
2,106 |
35,548 |
-43 |
| May10 |
090918 |
3115 |
3160 |
3103 |
3145 |
+37 |
595 |
9,399 |
+381 |
| Jul10 |
090918 |
3151 |
3153 |
3135 |
3143 |
+34 |
16 |
4,249 |
-7 |
| Sep10 |
090918 |
3075 |
3157 |
3075 |
3143 |
+32 |
42 |
3,374 |
+7 |
| Dec10 |
090918 |
3155 |
3155 |
3148 |
3150 |
+29 |
4 |
1,983 |
+0 |
| Mar11 |
090918 |
3145 |
3145 |
3097 |
3141 |
+25 |
0 |
3,809 |
+0 |
| Total Volume and Open Interest |
24,627 |
121,763 |
-2,922 |
| Coffee "C"(ICE) |
| Sep09 |
090918 |
134.10 |
134.80 |
134.10 |
134.80 |
-0.25 |
36 |
28 |
+2 |
| Dec09 |
090918 |
135.50 |
137.15 |
133.80 |
136.05 |
unch |
9,018 |
64,363 |
-270 |
| Mar10 |
090918 |
138.15 |
140.00 |
136.85 |
138.95 |
unch |
1,392 |
16,737 |
+340 |
| May10 |
090918 |
140.60 |
141.75 |
138.80 |
140.80 |
unch |
368 |
8,400 |
+27 |
| Jul10 |
090918 |
143.00 |
143.00 |
140.50 |
142.50 |
-0.05 |
149 |
2,350 |
+35 |
| Sep10 |
090918 |
144.50 |
144.85 |
142.20 |
144.20 |
unch |
98 |
2,656 |
+65 |
| Total Volume and Open Interest |
11,296 |
96,557 |
+272 |
| Orange Juice(ICE) |
| Nov09 |
090918 |
102.65 |
104.50 |
100.30 |
103.65 |
+1.00 |
1,935 |
23,023 |
-105 |
| Jan10 |
090918 |
106.25 |
107.55 |
103.55 |
106.80 |
+1.05 |
70 |
2,225 |
+32 |
| Mar10 |
090918 |
109.40 |
110.85 |
109.40 |
110.00 |
+0.80 |
238 |
3,111 |
+222 |
| May10 |
090918 |
114.00 |
114.00 |
113.00 |
113.00 |
+0.70 |
2 |
441 |
-2 |
| Jul10 |
090918 |
116.60 |
116.60 |
115.70 |
115.70 |
+0.75 |
0 |
85 |
+0 |
| Sep10 |
090918 |
117.45 |
117.45 |
117.45 |
117.45 |
+0.75 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
2,245 |
29,066 |
+147 |
| Sugar #11(ICE) |
| Oct09 |
090918 |
22.40 |
22.66 |
21.90 |
21.91 |
-0.75 |
50,566 |
143,821 |
-11,300 |
| Mar10 |
090918 |
23.79 |
23.84 |
23.20 |
23.24 |
-0.69 |
62,384 |
324,472 |
+8,951 |
| May10 |
090918 |
22.23 |
22.66 |
22.13 |
22.16 |
-0.57 |
9,790 |
69,921 |
+1,527 |
| Jul10 |
090918 |
21.17 |
21.36 |
20.78 |
20.86 |
-0.52 |
5,891 |
114,149 |
+639 |
| Oct10 |
090918 |
20.12 |
20.45 |
19.93 |
20.01 |
-0.45 |
3,246 |
73,875 |
-147 |
| Total Volume and Open Interest |
134,700 |
824,403 |
-347 |
| London Cocoa(LCE) |
| Dec09 |
090915 |
1983 |
1991 |
1941 |
1983 |
+46 |
7,882 |
58,926 |
+787 |
| Mar10 |
090918 |
2038 |
2044 |
1985 |
2038 |
+47 |
5,361 |
34,273 |
+424 |
| May10 |
090918 |
2059 |
2066 |
2005 |
2059 |
+50 |
4,489 |
36,089 |
+1,959 |
| Jul10 |
090918 |
2010 |
2010 |
1961 |
2010 |
+38 |
298 |
9,110 |
-145 |
| Sep10 |
090918 |
1981 |
1994 |
1958 |
1981 |
+12 |
0 |
3,661 |
+0 |
| Dec10 |
090918 |
1971 |
1971 |
1971 |
1971 |
+11 |
0 |
759 |
+0 |
| Mar11 |
090918 |
1970 |
1973 |
1924 |
1970 |
+20 |
400 |
3,488 |
+284 |
| Total Volume and Open Interest |
28,626 |
152,611 |
+4,547 |
| London Sugar(LCE) |
| Dec09 |
090918 |
579.90 |
585.60 |
574.70 |
579.90 |
-6.10 |
2,952 |
26,428 |
+279 |
| Mar10 |
090918 |
597.90 |
604.00 |
595.70 |
597.90 |
-8.10 |
1,059 |
23,316 |
+36 |
| May10 |
090918 |
585.90 |
589.90 |
584.20 |
585.90 |
-7.10 |
541 |
6,848 |
+141 |
| Aug10 |
090918 |
559.80 |
562.00 |
557.00 |
559.80 |
-4.80 |
445 |
5,750 |
-128 |
| Oct10 |
090918 |
537.90 |
537.90 |
537.90 |
537.90 |
-6.10 |
57 |
3,277 |
-23 |
| Total Volume and Open Interest |
5,098 |
66,520 |
+305 |
| Cotton(ICE) |
| Oct09 |
090918 |
61.94 |
63.40 |
61.66 |
63.18 |
+0.52 |
141 |
641 |
-129 |
| Dec09 |
090918 |
64.20 |
64.74 |
63.13 |
64.60 |
+0.42 |
9,913 |
99,912 |
+3,283 |
| Mar10 |
090918 |
66.05 |
66.60 |
65.26 |
66.24 |
+0.05 |
1,524 |
26,866 |
+626 |
| May10 |
090918 |
67.57 |
67.92 |
66.81 |
67.52 |
-0.11 |
89 |
3,249 |
+7 |
| Jul10 |
090918 |
68.61 |
68.93 |
67.89 |
68.40 |
-0.36 |
85 |
3,518 |
+7 |
| Oct10 |
090918 |
69.30 |
69.47 |
69.30 |
69.47 |
-0.57 |
0 |
61 |
+0 |
| Total Volume and Open Interest |
11,894 |
138,380 |
+3,886 |
| Lumber(CME) |
| Nov09 |
090918 |
183.8 |
187.0 |
182.1 |
185.5 |
+3.5 |
286 |
6,369 |
-22 |
| Jan10 |
090918 |
204.0 |
205.8 |
202.9 |
205.5 |
+1.7 |
50 |
2,290 |
+27 |
| Mar10 |
090918 |
215.8 |
217.0 |
215.0 |
215.2 |
-0.6 |
16 |
121 |
+0 |
| May10 |
090918 |
223.0 |
223.9 |
222.1 |
223.9 |
+4.8 |
0 |
11 |
+0 |
| Total Volume and Open Interest |
352 |
8,793 |
+5 |
| Crude Oil(NYM) |
| Oct09 |
090918 |
72.40 |
72.66 |
71.27 |
72.04 |
-0.43 |
291,946 |
92,318 |
-19,605 |
| Nov09 |
090918 |
72.87 |
73.12 |
71.71 |
72.49 |
-0.45 |
174,206 |
285,854 |
+11,043 |
| Dec09 |
090918 |
73.27 |
73.65 |
72.25 |
73.04 |
-0.39 |
88,979 |
165,951 |
-4,303 |
| Jan10 |
090918 |
73.85 |
74.12 |
72.86 |
73.61 |
-0.32 |
23,849 |
55,811 |
-1,555 |
| Feb10 |
090918 |
74.05 |
74.47 |
73.70 |
74.11 |
-0.27 |
7,526 |
28,935 |
-253 |
| Mar10 |
090918 |
74.68 |
75.05 |
74.24 |
74.62 |
-0.25 |
6,768 |
31,770 |
+24 |
| Apr10 |
090918 |
75.10 |
75.17 |
74.90 |
75.10 |
-0.24 |
1,874 |
14,879 |
-86 |
| May10 |
090918 |
75.38 |
75.60 |
75.38 |
75.60 |
-0.25 |
2,818 |
15,021 |
+541 |
| Jun10 |
090918 |
76.36 |
76.56 |
75.76 |
76.10 |
-0.26 |
13,085 |
80,236 |
+374 |
| Jul10 |
090918 |
76.55 |
76.79 |
76.25 |
76.47 |
-0.28 |
2,477 |
28,796 |
+438 |
| Aug10 |
090918 |
76.70 |
76.77 |
76.55 |
76.77 |
-0.30 |
1,149 |
11,080 |
-137 |
| Sep10 |
090918 |
77.10 |
77.10 |
76.88 |
77.09 |
-0.29 |
1,714 |
18,930 |
+482 |
| Oct10 |
090918 |
77.21 |
77.42 |
77.21 |
77.42 |
-0.29 |
1,775 |
9,600 |
-308 |
| Nov10 |
090918 |
77.78 |
77.78 |
77.78 |
77.78 |
-0.28 |
2,767 |
13,385 |
+179 |
| Dec10 |
090918 |
78.15 |
78.65 |
77.50 |
78.14 |
-0.27 |
15,661 |
103,914 |
-896 |
| Jan11 |
090918 |
78.32 |
78.32 |
78.32 |
78.32 |
-0.27 |
2,087 |
11,579 |
+45 |
| Total Volume and Open Interest |
647,607 |
1,184,722 |
-12,907 |
| e-miNY Crude Oil(NYM) |
| Sep09 |
090819 |
70.225 |
72.800 |
68.050 |
72.425 |
+3.225 |
6,600 |
3,899 |
-443 |
| Oct09 |
090916 |
70.300 |
72.550 |
70.150 |
72.500 |
+2.550 |
12,538 |
4,743 |
-38 |
| Nov09 |
090918 |
72.650 |
73.100 |
71.800 |
72.500 |
-0.450 |
2,123 |
1,707 |
+602 |
| Dec09 |
090918 |
73.000 |
73.625 |
72.300 |
73.050 |
-0.375 |
513 |
609 |
-23 |
| Jan10 |
090918 |
72.950 |
74.000 |
72.925 |
73.600 |
-0.325 |
102 |
161 |
+19 |
| Feb10 |
090918 |
74.100 |
74.100 |
74.100 |
74.100 |
-0.275 |
0 |
105 |
+0 |
| Mar10 |
090918 |
74.625 |
74.625 |
74.625 |
74.625 |
-0.250 |
0 |
5 |
+0 |
| Apr10 |
090918 |
75.100 |
75.100 |
75.100 |
75.100 |
-0.250 |
|
|
|
| May10 |
090918 |
75.600 |
75.600 |
75.600 |
75.600 |
-0.250 |
0 |
2 |
+0 |
| Jun10 |
090918 |
76.100 |
76.100 |
76.100 |
76.100 |
-0.250 |
0 |
9 |
+0 |
| Total Volume and Open Interest |
14,669 |
7,476 |
+706 |
| Heating Oil(NYM) |
| Oct09 |
090918 |
183.50 |
184.84 |
181.78 |
182.79 |
-1.30 |
37,877 |
37,406 |
-3,839 |
| Nov09 |
090918 |
186.70 |
187.92 |
184.89 |
185.86 |
-1.34 |
18,472 |
58,789 |
+1,021 |
| Dec09 |
090918 |
189.54 |
190.95 |
188.30 |
188.90 |
-1.28 |
13,561 |
54,906 |
+912 |
| Jan10 |
090918 |
192.59 |
193.88 |
191.74 |
192.14 |
-1.18 |
5,325 |
30,376 |
-76 |
| Feb10 |
090918 |
194.65 |
194.99 |
193.81 |
194.35 |
-1.10 |
2,221 |
17,355 |
+495 |
| Mar10 |
090918 |
197.00 |
197.42 |
195.50 |
195.98 |
-1.11 |
1,684 |
15,774 |
-68 |
| Apr10 |
090918 |
198.00 |
198.65 |
197.23 |
197.23 |
-1.11 |
1,227 |
12,051 |
+63 |
| May10 |
090918 |
198.96 |
198.96 |
198.58 |
198.58 |
-1.16 |
851 |
11,241 |
-101 |
| Jun10 |
090918 |
201.14 |
201.33 |
199.86 |
199.93 |
-1.21 |
2,799 |
22,007 |
+136 |
| Jul10 |
090918 |
201.58 |
201.58 |
201.58 |
201.58 |
-1.21 |
340 |
6,589 |
-16 |
| Aug10 |
090918 |
203.30 |
203.30 |
203.28 |
203.28 |
-1.16 |
759 |
3,276 |
+184 |
| Sep10 |
090918 |
205.28 |
205.28 |
205.28 |
205.28 |
-1.16 |
638 |
5,787 |
-16 |
| Total Volume and Open Interest |
91,867 |
316,418 |
-644 |
| Gasoline(NYMEX) |
| Oct09 |
090918 |
184.75 |
185.34 |
182.20 |
183.24 |
-1.88 |
39,190 |
50,600 |
+198 |
| Nov09 |
090918 |
185.32 |
185.65 |
182.36 |
183.66 |
-1.66 |
22,908 |
68,315 |
+6,047 |
| Dec09 |
090918 |
186.00 |
186.01 |
183.71 |
184.49 |
-1.46 |
13,180 |
32,934 |
+1,862 |
| Jan10 |
090918 |
185.80 |
188.25 |
185.80 |
186.70 |
-1.41 |
3,139 |
20,078 |
+1,185 |
| Feb10 |
090918 |
188.00 |
190.26 |
188.00 |
188.95 |
-1.38 |
1,516 |
5,614 |
+459 |
| Mar10 |
090918 |
191.17 |
192.45 |
191.17 |
191.21 |
-1.35 |
1,144 |
9,943 |
+346 |
| Apr10 |
090918 |
204.03 |
204.90 |
203.60 |
203.71 |
-1.40 |
562 |
6,545 |
+180 |
| May10 |
090918 |
205.15 |
206.15 |
204.61 |
204.61 |
-1.30 |
524 |
4,063 |
+168 |
| Jun10 |
090918 |
206.50 |
206.50 |
205.16 |
205.16 |
-1.30 |
399 |
6,434 |
+196 |
| Jul10 |
090918 |
205.01 |
205.01 |
205.01 |
205.01 |
-1.30 |
15 |
1,442 |
+4 |
| Total Volume and Open Interest |
82,679 |
214,423 |
+10,639 |
| e-miNY RBOB Gasoline(NYM) |
| Oct09 |
090909 |
1.83 |
1.83 |
1.83 |
1.83 |
unch |
0 |
1 |
+0 |
| Nov09 |
090918 |
183.66 |
183.66 |
183.66 |
183.66 |
-1.66 |
|
|
|
| Dec09 |
090918 |
184.49 |
184.49 |
184.49 |
184.49 |
-1.46 |
0 |
2 |
+0 |
| Jan10 |
090918 |
186.70 |
186.70 |
186.70 |
186.70 |
-1.41 |
|
|
|
| Total Volume and Open Interest |
0 |
3 |
+0 |
| Natural Gas(NYM) |
| Oct09 |
090918 |
3.453 |
3.838 |
3.453 |
3.778 |
+0.320 |
195,651 |
102,082 |
-20,328 |
| Nov09 |
090918 |
4.432 |
4.696 |
4.402 |
4.655 |
+0.200 |
112,960 |
160,177 |
+13,044 |
| Dec09 |
090918 |
5.127 |
5.355 |
5.120 |
5.323 |
+0.208 |
27,706 |
67,077 |
-914 |
| Jan10 |
090918 |
5.390 |
5.600 |
5.369 |
5.568 |
+0.205 |
21,173 |
70,752 |
-1,793 |
| Feb10 |
090918 |
5.430 |
5.621 |
5.413 |
5.606 |
+0.205 |
5,050 |
24,840 |
+198 |
| Mar10 |
090918 |
5.375 |
5.593 |
5.375 |
5.578 |
+0.203 |
9,798 |
44,086 |
+703 |
| Apr10 |
090918 |
5.417 |
5.580 |
5.375 |
5.563 |
+0.195 |
6,782 |
38,905 |
-69 |
| May10 |
090918 |
5.485 |
5.613 |
5.445 |
5.613 |
+0.195 |
1,983 |
21,132 |
+32 |
| Jun10 |
090918 |
5.554 |
5.693 |
5.530 |
5.693 |
+0.190 |
873 |
10,498 |
+58 |
| Jul10 |
090918 |
5.655 |
5.805 |
5.633 |
5.798 |
+0.190 |
757 |
11,003 |
-97 |
| Aug10 |
090918 |
5.780 |
5.888 |
5.713 |
5.888 |
+0.192 |
697 |
8,893 |
+5 |
| Sep10 |
090918 |
5.800 |
5.968 |
5.800 |
5.968 |
+0.195 |
928 |
8,593 |
+54 |
| Oct10 |
090918 |
5.990 |
6.134 |
5.950 |
6.128 |
+0.200 |
3,739 |
24,247 |
-502 |
| Nov10 |
090918 |
6.400 |
6.508 |
6.382 |
6.508 |
+0.180 |
172 |
6,421 |
+29 |
| Dec10 |
090918 |
6.750 |
6.895 |
6.720 |
6.878 |
+0.173 |
358 |
13,643 |
+105 |
| Jan11 |
090918 |
7.000 |
7.103 |
6.949 |
7.103 |
+0.175 |
671 |
9,320 |
-116 |
| Total Volume and Open Interest |
390,145 |
734,640 |
-9,506 |
| Brent Crude Oil(ICE) |
| Nov09 |
090918 |
71.53 |
71.79 |
70.51 |
71.32 |
-0.23 |
137,677 |
156,232 |
-3,360 |
| Dec09 |
090918 |
72.18 |
72.48 |
71.25 |
72.00 |
-0.28 |
68,566 |
155,875 |
-2,465 |
| Jan10 |
090918 |
72.62 |
73.11 |
71.96 |
72.66 |
-0.30 |
17,715 |
50,837 |
+1,109 |
| Feb10 |
090918 |
73.29 |
73.69 |
72.78 |
73.28 |
-0.30 |
5,031 |
25,923 |
+672 |
| Mar10 |
090918 |
73.52 |
74.32 |
73.42 |
73.90 |
-0.28 |
2,717 |
17,047 |
-221 |
| Apr10 |
090918 |
74.05 |
74.93 |
74.05 |
74.52 |
-0.26 |
1,790 |
15,008 |
+20 |
| May10 |
090918 |
74.70 |
75.52 |
74.66 |
75.12 |
-0.25 |
1,403 |
7,385 |
+116 |
| Jun10 |
090918 |
75.66 |
75.97 |
75.18 |
75.66 |
-0.26 |
4,089 |
50,689 |
+486 |
| Jul10 |
090918 |
75.68 |
76.10 |
75.68 |
76.10 |
-0.27 |
992 |
9,498 |
-137 |
| Aug10 |
090918 |
76.49 |
76.49 |
76.49 |
76.49 |
-0.28 |
582 |
6,539 |
+83 |
| Sep10 |
090918 |
76.87 |
76.87 |
76.87 |
76.87 |
-0.27 |
464 |
4,113 |
-98 |
| Oct10 |
090918 |
77.25 |
77.41 |
77.10 |
77.23 |
-0.25 |
565 |
6,310 |
-118 |
| Nov10 |
090918 |
77.51 |
77.51 |
77.51 |
77.51 |
-0.24 |
543 |
3,899 |
+76 |
| Dec10 |
090918 |
77.77 |
78.21 |
77.20 |
77.75 |
-0.25 |
7,527 |
70,742 |
-618 |
| Total Volume and Open Interest |
252,664 |
666,196 |
-4,484 |
| Gas Oil(ICE) |
| Oct09 |
090918 |
584.50 |
585.00 |
575.75 |
579.00 |
-7.75 |
53,457 |
79,658 |
-2,629 |
| Nov09 |
090918 |
589.00 |
592.50 |
583.00 |
586.75 |
-7.25 |
44,961 |
75,903 |
+3,654 |
| Dec09 |
090918 |
596.50 |
599.75 |
590.50 |
594.25 |
-7.25 |
28,715 |
86,045 |
+2,468 |
| Jan10 |
090918 |
605.25 |
608.00 |
599.50 |
603.25 |
-7.00 |
9,137 |
50,520 |
+2,616 |
| Feb10 |
090918 |
610.00 |
615.25 |
610.00 |
610.50 |
-7.00 |
5,502 |
23,887 |
-819 |
| Mar10 |
090918 |
621.75 |
621.75 |
616.50 |
616.75 |
-7.00 |
2,603 |
23,392 |
+678 |
| Apr10 |
090918 |
627.50 |
627.75 |
622.75 |
622.75 |
-6.75 |
1,629 |
13,018 |
+379 |
| May10 |
090918 |
633.25 |
633.25 |
628.50 |
628.50 |
-6.50 |
1,507 |
14,068 |
+285 |
| Jun10 |
090918 |
632.50 |
638.25 |
632.50 |
633.50 |
-6.50 |
4,010 |
37,655 |
-775 |
| Jul10 |
090918 |
641.00 |
641.00 |
641.00 |
641.00 |
-6.50 |
1,276 |
12,237 |
-354 |
| Total Volume and Open Interest |
157,117 |
530,438 |
+5,979 |
| Ethanol(CBOT) |
| Sep09 |
090903 |
1.587 |
1.587 |
1.587 |
1.587 |
-0.013 |
22 |
208 |
-9 |
| Oct09 |
090918 |
1.630 |
1.630 |
1.615 |
1.615 |
-0.020 |
67 |
389 |
-17 |
| Nov09 |
090918 |
1.604 |
1.610 |
1.600 |
1.600 |
-0.017 |
20 |
482 |
+18 |
| Dec09 |
090918 |
1.597 |
1.605 |
1.597 |
1.603 |
-0.013 |
16 |
398 |
+8 |
| Jan10 |
090918 |
1.603 |
1.610 |
1.600 |
1.606 |
-0.013 |
18 |
723 |
+11 |
| Feb10 |
090918 |
1.615 |
1.615 |
1.610 |
1.613 |
-0.010 |
22 |
338 |
+4 |
| Mar10 |
090918 |
1.610 |
1.625 |
1.605 |
1.620 |
-0.006 |
26 |
439 |
+6 |
| Apr10 |
090918 |
1.610 |
1.610 |
1.605 |
1.608 |
-0.024 |
4 |
502 |
+4 |
| Total Volume and Open Interest |
202 |
4,572 |
+60 |
| US Dollar Index(ICE) |
| Dec09 |
090918 |
76.515 |
76.930 |
76.485 |
76.670 |
+0.240 |
5,467 |
31,700 |
-669 |
| Mar10 |
090918 |
76.900 |
76.915 |
76.900 |
76.915 |
+0.230 |
5 |
2,032 |
+2 |
| Jun10 |
090918 |
77.180 |
77.180 |
77.180 |
77.180 |
+0.230 |
3 |
3 |
+3 |
| Total Volume and Open Interest |
5,475 |
33,735 |
-664 |
| Australian Dollar(CME) |
| Dec09 |
090918 |
86.57 |
86.63 |
85.93 |
86.28 |
-0.34 |
71,212 |
107,755 |
+3,020 |
| Mar10 |
090918 |
85.95 |
85.95 |
85.28 |
85.58 |
-0.34 |
93 |
102 |
+73 |
| Jun10 |
090918 |
84.77 |
85.11 |
84.77 |
84.77 |
-0.34 |
|
|
|
| Total Volume and Open Interest |
71,305 |
107,872 |
+3,093 |
| British Pound(CME) |
| Dec09 |
090918 |
164.50 |
164.53 |
162.29 |
162.71 |
-1.76 |
107,745 |
65,537 |
-1,499 |
| Mar10 |
090918 |
163.40 |
164.51 |
162.39 |
162.77 |
-1.73 |
20 |
98 |
+0 |
| Jun10 |
090918 |
162.81 |
164.53 |
162.65 |
162.81 |
-1.72 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
107,765 |
65,657 |
-1,499 |
| Canadian Dollar(CME) |
| Dec09 |
090918 |
93.90 |
93.94 |
92.86 |
93.49 |
-0.45 |
61,026 |
90,071 |
+2,552 |
| Mar10 |
090918 |
93.30 |
93.93 |
92.91 |
93.48 |
-0.45 |
82 |
1,167 |
-12 |
| Jun10 |
090918 |
93.15 |
93.92 |
93.07 |
93.47 |
-0.45 |
6 |
263 |
+3 |
| Sep10 |
090918 |
93.20 |
93.91 |
93.11 |
93.45 |
-0.46 |
5 |
361 |
+1 |
| Total Volume and Open Interest |
61,121 |
91,877 |
+2,544 |
| Japanese Yen(CME) |
| Dec09 |
090918 |
109.86 |
109.92 |
109.30 |
109.50 |
-0.26 |
138,487 |
108,031 |
-332 |
| Mar10 |
090918 |
109.60 |
109.96 |
109.44 |
109.60 |
-0.26 |
31 |
75 |
+2 |
| Jun10 |
090918 |
109.76 |
110.02 |
109.74 |
109.76 |
-0.26 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
138,556 |
108,128 |
-310 |
| Swiss Franc(CME) |
| Dec09 |
090918 |
97.31 |
97.38 |
96.70 |
97.26 |
-0.07 |
41,896 |
47,970 |
+3,043 |
| Mar10 |
090918 |
97.37 |
97.46 |
96.88 |
97.37 |
-0.06 |
1 |
81 |
+1 |
| Jun10 |
090918 |
97.53 |
97.58 |
97.20 |
97.53 |
-0.05 |
|
|
|
| Total Volume and Open Interest |
41,897 |
48,052 |
+3,044 |
| EuroFX(CME) |
| Dec09 |
090918 |
147.42 |
147.44 |
146.46 |
147.20 |
-0.27 |
241,223 |
149,795 |
-6,124 |
| Mar10 |
090918 |
147.04 |
147.46 |
146.48 |
147.19 |
-0.27 |
137 |
653 |
+103 |
| Jun10 |
090918 |
147.20 |
147.45 |
146.70 |
147.20 |
-0.25 |
0 |
52 |
+0 |
| Total Volume and Open Interest |
241,360 |
150,501 |
-6,021 |
| Mexican Peso(CME) |
| Oct09 |
090918 |
749.0 |
750.2 |
749.0 |
749.0 |
-1.2 |
|
|
|
| Nov09 |
090918 |
746.0 |
747.2 |
746.0 |
746.0 |
-1.2 |
|
|
|
| Total Volume and Open Interest |
22,262 |
51,261 |
+164 |
| 30-Year T-Bonds(CBOT) |
| Sep09 |
090918 |
121~240 |
121~250 |
120~170 |
120~220 |
-0~260 |
7,215 |
15,481 |
+413 |
| Dec09 |
090918 |
120~030 |
120~130 |
119~030 |
119~090 |
-0~260 |
245,512 |
723,433 |
-5,924 |
| Mar10 |
090918 |
119~120 |
119~120 |
118~150 |
118~150 |
-0~260 |
3 |
156 |
-2 |
| Total Volume and Open Interest |
252,730 |
739,073 |
-5,513 |
| 10-Year T-Notes(CBOT) |
| Sep09 |
090918 |
118~310 |
119~000 |
118~080 |
118~105 |
-0~180 |
8,974 |
30,850 |
-3,021 |
| Dec09 |
090918 |
117~130 |
117~195 |
116~230 |
116~270 |
-0~180 |
1,048,780 |
1,054,651 |
-6,067 |
| Mar10 |
090918 |
115~270 |
116~130 |
115~270 |
115~270 |
-0~180 |
|
|
|
| Total Volume and Open Interest |
1,057,754 |
1,085,501 |
-9,088 |
| 5-Year T-Notes(CBOT) |
| Sep09 |
090918 |
116~087 |
116~098 |
116~048 |
116~048 |
-0~050 |
10,013 |
18,715 |
+18,715 |
| Dec09 |
090918 |
115~064 |
115~085 |
115~010 |
115~017 |
-0~051 |
522,124 |
769,784 |
+3,675 |
| Mar10 |
090918 |
115~009 |
115~060 |
115~009 |
115~009 |
-0~051 |
|
|
|
| Total Volume and Open Interest |
532,137 |
788,499 |
-1,866 |
| 2 Year T-Notes(CBOT) |
| Sep09 |
090917 |
108~124 |
108~124 |
108~124 |
108~124 |
+0~009 |
|
|
|
| Dec09 |
090918 |
108~046 |
108~051 |
108~029 |
108~032 |
-0~012 |
213,128 |
743,313 |
+4,369 |
| Mar10 |
090918 |
108~032 |
108~044 |
108~032 |
108~032 |
-0~012 |
|
|
|
| Total Volume and Open Interest |
217,625 |
771,408 |
+2,265 |
| Eurodollars(CME) |
| Dec09 |
090918 |
99.540 |
99.550 |
99.505 |
99.515 |
-0.025 |
246,221 |
984,309 |
+10,025 |
| Mar10 |
090918 |
99.340 |
99.355 |
99.280 |
99.290 |
-0.050 |
270,432 |
992,746 |
+1,564 |
| Jun10 |
090918 |
99.030 |
99.030 |
98.930 |
98.940 |
-0.070 |
366,844 |
768,200 |
+15,579 |
| Sep10 |
090918 |
98.650 |
98.660 |
98.535 |
98.545 |
-0.085 |
374,996 |
655,401 |
-12,365 |
| Dec10 |
090918 |
98.240 |
98.260 |
98.115 |
98.130 |
-0.095 |
391,103 |
833,550 |
-22,969 |
| Mar11 |
090918 |
97.840 |
97.885 |
97.735 |
97.750 |
-0.095 |
231,066 |
429,275 |
-2,489 |
| Jun11 |
090918 |
97.500 |
97.530 |
97.375 |
97.390 |
-0.095 |
219,494 |
430,596 |
-2,342 |
| Sep11 |
090918 |
97.185 |
97.215 |
97.055 |
97.075 |
-0.095 |
144,515 |
257,976 |
-7,950 |
| Dec11 |
090918 |
96.880 |
96.915 |
96.755 |
96.770 |
-0.100 |
78,504 |
191,242 |
+2,204 |
| Mar12 |
090918 |
96.645 |
96.685 |
96.525 |
96.535 |
-0.105 |
60,699 |
144,822 |
-2,689 |
| Jun12 |
090918 |
96.435 |
96.470 |
96.305 |
96.320 |
-0.105 |
53,373 |
125,568 |
-1,048 |
| Sep12 |
090918 |
96.270 |
96.290 |
96.130 |
96.145 |
-0.105 |
38,085 |
82,066 |
-1,893 |
| Dec12 |
090918 |
96.095 |
96.110 |
95.960 |
95.975 |
-0.105 |
14,355 |
54,445 |
-591 |
| Mar13 |
090918 |
95.985 |
96.000 |
95.850 |
95.865 |
-0.105 |
16,683 |
61,130 |
-496 |
| Jun13 |
090918 |
95.860 |
95.885 |
95.740 |
95.750 |
-0.105 |
11,331 |
28,844 |
-2,778 |
| Sep13 |
090918 |
95.755 |
95.780 |
95.640 |
95.645 |
-0.105 |
6,395 |
42,518 |
+114 |
| Dec13 |
090918 |
95.640 |
95.660 |
95.520 |
95.525 |
-0.110 |
5,265 |
27,751 |
+170 |
| Mar14 |
090918 |
95.520 |
95.590 |
95.455 |
95.455 |
-0.110 |
2,803 |
25,124 |
-64 |
| Total Volume and Open Interest |
2,576,857 |
6,360,616 |
-24,095 |
| 30 Day Federal Funds(CBOT) |
| Sep09 |
090918 |
99.840 |
99.842 |
99.840 |
99.840 |
unch |
5,989 |
38,371 |
-1,417 |
| Oct09 |
090918 |
99.820 |
99.825 |
99.820 |
99.820 |
unch |
9,329 |
46,683 |
+3,855 |
| Nov09 |
090918 |
99.810 |
99.815 |
99.810 |
99.810 |
unch |
5,730 |
53,214 |
+470 |
| Dec09 |
090918 |
99.805 |
99.815 |
99.800 |
99.805 |
unch |
8,813 |
53,350 |
+323 |
| Jan10 |
090918 |
99.780 |
99.785 |
99.770 |
99.775 |
-0.005 |
7,591 |
43,174 |
-870 |
| Feb10 |
090918 |
99.715 |
99.720 |
99.700 |
99.705 |
-0.010 |
11,812 |
56,171 |
+1,073 |
| Total Volume and Open Interest |
76,285 |
414,011 |
+5,937 |
| 30 Day Fed Funds(e-CBOT) |
| Sep09 |
090519 |
99.750 |
99.765 |
99.750 |
99.765 |
+0.015 |
3,734 |
31,001 |
+374 |
| Oct09 |
090519 |
99.735 |
99.745 |
99.730 |
99.745 |
+0.015 |
5,755 |
31,232 |
+484 |
| Nov09 |
090519 |
99.690 |
99.700 |
99.690 |
99.700 |
+0.015 |
4,682 |
48,902 |
+609 |
| Dec09 |
090519 |
99.655 |
99.670 |
99.655 |
99.670 |
+0.015 |
3,891 |
25,478 |
+501 |
| Jan10 |
090519 |
99.600 |
99.615 |
99.595 |
99.615 |
+0.015 |
3,185 |
25,864 |
+377 |
| Feb10 |
090519 |
99.505 |
99.520 |
99.500 |
99.515 |
+0.005 |
2,273 |
23,595 |
+726 |
| Total Volume and Open Interest |
|
|
|
| 3-Mth Euro-Yen(CME) |
| Dec09 |
090917 |
99.53 |
99.53 |
99.53 |
99.53 |
-0.01 |
|
|
|
| Mar10 |
090917 |
99.58 |
99.58 |
99.58 |
99.58 |
+0.01 |
|
|
|
| Jun10 |
090917 |
99.57 |
99.57 |
99.57 |
99.57 |
unch |
|
|
|
| Sep10 |
090917 |
99.55 |
99.55 |
99.55 |
99.55 |
unch |
|
|
|
| Dec10 |
090917 |
99.51 |
99.51 |
99.51 |
99.51 |
unch |
|
|
|
| Mar11 |
090917 |
99.43 |
99.43 |
99.43 |
99.43 |
unch |
|
|
|
| Jun11 |
090917 |
99.36 |
99.36 |
99.36 |
99.36 |
unch |
|
|
|
| Sep11 |
090917 |
99.36 |
99.36 |
99.36 |
99.36 |
unch |
|
|
|
| Dec11 |
090917 |
99.15 |
99.15 |
99.15 |
99.15 |
-0.02 |
|
|
|
| Mar12 |
090917 |
99.12 |
99.12 |
99.12 |
99.12 |
-0.01 |
|
|
|
| Total Volume and Open Interest |
|
|
|
| 3-Mth Euro-Yen(SGX) |
| Dec09 |
090918 |
99.52 |
99.52 |
99.51 |
99.51 |
-0.01 |
611 |
5,475 |
-56 |
| Mar10 |
090918 |
99.54 |
99.54 |
99.54 |
99.54 |
-0.01 |
100 |
4,096 |
+100 |
| Jun10 |
090918 |
99.54 |
99.54 |
99.54 |
99.54 |
-0.01 |
0 |
2,002 |
+0 |
| Sep10 |
090918 |
99.52 |
99.52 |
99.52 |
99.52 |
-0.02 |
100 |
934 |
+100 |
| Dec10 |
090918 |
99.48 |
99.48 |
99.48 |
99.48 |
-0.01 |
0 |
524 |
+0 |
| Mar11 |
090918 |
99.39 |
99.39 |
99.39 |
99.39 |
-0.02 |
100 |
512 |
+100 |
| Jun11 |
090918 |
99.33 |
99.33 |
99.33 |
99.33 |
-0.01 |
0 |
52 |
+0 |
| Sep11 |
090918 |
99.33 |
99.33 |
99.33 |
99.33 |
-0.01 |
0 |
51 |
+0 |
| Total Volume and Open Interest |
911 |
15,118 |
+0 |
| Japanese Gov't Bonds(SGX) |
| Dec09 |
090909 |
138.61 |
139.02 |
138.58 |
138.97 |
+0.28 |
6,668 |
14,988 |
+7,775 |
| Mar10 |
090918 |
138.35 |
138.35 |
138.35 |
138.35 |
-0.02 |
|
|
|
| Jun10 |
090918 |
138.35 |
138.35 |
138.35 |
138.35 |
-0.02 |
|
|
|
| Total Volume and Open Interest |
2,910 |
14,605 |
+0 |
| Euro-Bund(EUREX) |
| Dec09 |
090918 |
120.67 |
120.97 |
120.08 |
120.44 |
-0.02 |
902,225 |
888,025 |
-4,530 |
| Mar10 |
090918 |
120.60 |
120.63 |
119.96 |
120.15 |
unch |
103 |
52 |
+2 |
| Jun10 |
090918 |
119.84 |
119.84 |
119.84 |
119.84 |
-0.02 |
1 |
1 |
+1 |
| Total Volume and Open Interest |
902,329 |
888,078 |
-4,527 |
| Euro-Bobl(EUREX) |
| Dec09 |
090918 |
115.03 |
115.19 |
114.70 |
114.86 |
-0.17 |
482,018 |
660,330 |
-1,545 |
| Mar10 |
090918 |
114.53 |
114.53 |
114.53 |
114.53 |
-0.01 |
10 |
0 |
+0 |
| Jun10 |
090918 |
114.16 |
114.16 |
114.16 |
114.16 |
-0.02 |
|
|
|
| Total Volume and Open Interest |
482,028 |
660,330 |
-1,545 |
| 3-Mth Euribor(EUREX) |
| Sep09 |
090914 |
99.230 |
99.230 |
99.230 |
99.230 |
unch |
12 |
16,248 |
-122 |
| Dec09 |
090918 |
99.235 |
99.235 |
99.225 |
99.230 |
+0.010 |
3,326 |
16,776 |
-990 |
| Mar10 |
090918 |
99.075 |
99.080 |
99.045 |
99.050 |
unch |
95 |
3,722 |
+43 |
| Total Volume and Open Interest |
3,738 |
28,744 |
-701 |
| Long Gilt(LIFFE) |
| Sep09 |
090915 |
119~23 |
119~28 |
119~14 |
119~23 |
-0~11 |
21,707 |
62,226 |
-4,035 |
| Dec09 |
090918 |
117~18 |
117~18 |
116~29 |
117~02 |
-0~02 |
111,292 |
254,564 |
-2,274 |
| Total Volume and Open Interest |
118,222 |
290,495 |
-6,858 |
| 3-Mth Short Sterling(LIFFE) |
| Dec09 |
090918 |
99.48 |
99.50 |
99.47 |
99.48 |
+0.01 |
177,396 |
416,158 |
+32,716 |
| Mar10 |
090918 |
99.17 |
99.18 |
99.15 |
99.17 |
+0.04 |
116,524 |
359,729 |
+10,597 |
| Jun10 |
090918 |
98.68 |
98.69 |
98.65 |
98.67 |
+0.05 |
154,767 |
367,780 |
+14,903 |
| Sep10 |
090918 |
98.14 |
98.16 |
98.10 |
98.12 |
+0.04 |
189,160 |
288,670 |
-3,884 |
| Dec10 |
090918 |
97.61 |
97.64 |
97.56 |
97.58 |
+0.02 |
176,734 |
279,452 |
-22,666 |
| Mar11 |
090918 |
97.17 |
97.19 |
97.08 |
97.11 |
+0.01 |
93,745 |
187,293 |
+1,556 |
| Total Volume and Open Interest |
1,041,442 |
2,297,158 |
-231,789 |
| 3-Mth Euribor(LIFFE) |
| Dec09 |
090918 |
99.225 |
99.245 |
99.215 |
99.230 |
+0.010 |
163,687 |
680,127 |
-8,242 |
| Mar10 |
090918 |
99.065 |
99.085 |
99.040 |
99.050 |
unch |
132,286 |
491,875 |
-5,266 |
| Jun10 |
090918 |
98.760 |
98.795 |
98.730 |
98.750 |
+0.010 |
141,896 |
472,882 |
+12,213 |
| Total Volume and Open Interest |
947,555 |
3,094,707 |
+40,526 |
| 3-Mth Aus T-Bills(SFE) |
| Dec09 |
090918 |
96.23 |
96.29 |
96.23 |
96.26 |
+0.02 |
26,024 |
316,232 |
+1,394 |
| Mar10 |
090918 |
95.63 |
95.70 |
95.61 |
95.68 |
+0.05 |
18,623 |
176,215 |
+143 |
| Jun10 |
090918 |
95.12 |
95.20 |
95.10 |
95.18 |
+0.06 |
9,206 |
97,432 |
-348 |
| Sep10 |
090918 |
94.80 |
94.86 |
94.79 |
94.84 |
+0.04 |
4,667 |
68,664 |
+1,683 |
| Dec10 |
090918 |
94.58 |
94.65 |
94.57 |
94.63 |
+0.04 |
1,683 |
44,630 |
+493 |
| Mar11 |
090918 |
94.43 |
94.48 |
94.42 |
94.47 |
+0.04 |
1,425 |
22,695 |
+449 |
| Jun11 |
090918 |
94.25 |
94.31 |
94.25 |
94.30 |
+0.03 |
527 |
18,425 |
+147 |
| Sep11 |
090918 |
94.08 |
94.15 |
94.08 |
94.13 |
+0.04 |
548 |
7,127 |
+306 |
| Dec11 |
090918 |
93.95 |
93.97 |
93.95 |
93.97 |
+0.04 |
407 |
3,834 |
+352 |
| Mar12 |
090918 |
93.83 |
93.84 |
93.83 |
93.84 |
+0.05 |
80 |
1,455 |
+15 |
| Total Volume and Open Interest |
63,210 |
757,297 |
+4,644 |
| 10-Year Aus T-Bonds(SFE) |
| Dec09 |
090918 |
94.61 |
94.67 |
94.58 |
94.67 |
+0.05 |
28,224 |
298,904 |
+3,764 |
| Mar10 |
090918 |
94.67 |
94.67 |
94.67 |
94.67 |
+0.05 |
|
|
|
| Total Volume and Open Interest |
28,224 |
298,904 |
+3,764 |
| 3-Year Aus T-Bonds(SFE) |
| Dec09 |
090918 |
95.08 |
95.16 |
95.06 |
95.15 |
+0.05 |
100,836 |
323,967 |
+20,482 |
| Mar10 |
090918 |
95.15 |
95.15 |
95.15 |
95.15 |
+0.05 |
|
|
|
| Total Volume and Open Interest |
100,836 |
323,967 |
+20,482 |
| Gold(CMX) |
| Oct09 |
090918 |
1014.5 |
1018.5 |
1006.7 |
1009.4 |
-3.2 |
5,259 |
21,597 |
+1,144 |
| Dec09 |
090918 |
1014.5 |
1019.5 |
1007.4 |
1010.3 |
-3.2 |
115,086 |
344,699 |
+2,205 |
| Feb10 |
090918 |
1016.8 |
1020.0 |
1010.0 |
1011.6 |
-3.2 |
479 |
21,553 |
-19 |
| Apr10 |
090918 |
1018.5 |
1020.9 |
1010.1 |
1012.7 |
-3.2 |
387 |
22,300 |
+423 |
| Jun10 |
090918 |
1020.0 |
1023.0 |
1011.7 |
1014.1 |
-3.2 |
75 |
12,460 |
+42 |
| Aug10 |
090918 |
1022.1 |
1022.1 |
1014.5 |
1015.7 |
-3.2 |
56 |
7,520 |
-213 |
| Oct10 |
090918 |
1018.4 |
1018.4 |
1017.6 |
1017.6 |
-3.2 |
2 |
3,970 |
+201 |
| Dec10 |
090918 |
1025.6 |
1025.6 |
1017.6 |
1020.0 |
-3.1 |
247 |
11,784 |
-276 |
| Feb11 |
090918 |
1022.9 |
1022.9 |
1022.9 |
1022.9 |
-2.9 |
0 |
1,012 |
+0 |
| Apr11 |
090918 |
1026.2 |
1026.2 |
1026.2 |
1026.2 |
-2.7 |
0 |
447 |
+0 |
| Jun11 |
090918 |
374.4 |
374.4 |
374.4 |
374.4 |
-2.5 |
1 |
8,129 |
+1 |
| Total Volume and Open Interest |
121,732 |
478,172 |
+3,764 |
| Silver(CMX) |
| Sep09 |
090918 |
1712.5 |
1722.5 |
1704.3 |
1704.3 |
-20.0 |
72 |
253 |
-86 |
| Dec09 |
090918 |
1729.0 |
1740.0 |
1692.0 |
1706.5 |
-20.0 |
26,560 |
94,674 |
-76 |
| Mar10 |
090918 |
1721.5 |
1733.0 |
1706.0 |
1710.0 |
-20.1 |
750 |
10,756 |
+419 |
| May10 |
090918 |
1722.0 |
1722.0 |
1712.0 |
1712.0 |
-20.1 |
0 |
2,298 |
-16 |
| Jul10 |
090918 |
1716.0 |
1716.0 |
1707.0 |
1714.0 |
-20.1 |
36 |
2,796 |
-12 |
| Sep10 |
090918 |
1716.0 |
1716.0 |
1716.0 |
1716.0 |
-20.2 |
1 |
2,904 |
+4 |
| Dec10 |
090918 |
1729.0 |
1729.0 |
1715.0 |
1720.0 |
-20.2 |
108 |
3,681 |
-53 |
| Total Volume and Open Interest |
27,597 |
125,306 |
+155 |
| Platinum(NYMEX) |
| Oct09 |
090918 |
1342.1 |
1347.1 |
1330.0 |
1338.2 |
-3.3 |
5,462 |
19,924 |
-1,092 |
| Jan10 |
090918 |
1347.6 |
1351.2 |
1335.4 |
1343.8 |
-3.3 |
3,249 |
9,669 |
+1,754 |
| Apr10 |
090918 |
1349.2 |
1349.2 |
1349.2 |
1349.2 |
-3.3 |
3 |
123 |
+3 |
| Total Volume and Open Interest |
8,714 |
29,716 |
+665 |
| Palladium(NYMEX) |
| Sep09 |
090918 |
305.30 |
305.30 |
304.15 |
304.15 |
-1.25 |
3 |
285 |
+1 |
| Dec09 |
090918 |
307.95 |
308.70 |
301.70 |
304.50 |
-1.25 |
1,370 |
22,177 |
+584 |
| Mar10 |
090918 |
305.45 |
305.45 |
305.45 |
305.45 |
-1.25 |
51 |
243 |
-1 |
| Total Volume and Open Interest |
1,424 |
22,705 |
+584 |
| Copper(CMX) |
| Sep09 |
090918 |
288.00 |
288.00 |
277.05 |
277.10 |
-10.90 |
120 |
2,290 |
-135 |
| Dec09 |
090918 |
290.55 |
291.25 |
278.15 |
278.50 |
-11.10 |
20,168 |
89,927 |
+772 |
| Mar10 |
090918 |
290.80 |
291.00 |
279.85 |
279.90 |
-10.95 |
1,581 |
12,823 |
+192 |
| May10 |
090918 |
286.70 |
286.70 |
279.90 |
279.90 |
-10.70 |
349 |
2,314 |
+191 |
| Jul10 |
090918 |
280.50 |
280.50 |
279.50 |
279.50 |
-10.60 |
158 |
1,971 |
+494 |
| Total Volume and Open Interest |
23,262 |
121,312 |
+1,954 |
| Aluminum(CMX) |
| Sep09 |
090918 |
86.75 |
86.75 |
86.75 |
86.75 |
-2.00 |
|
|
|
| Oct09 |
090805 |
0.50 |
0.50 |
0.50 |
0.50 |
-3.55 |
|
|
|
| Nov09 |
080724 |
0.67 |
0.67 |
0.67 |
0.67 |
unch |
|
|
|
| Dec09 |
080724 |
1.17 |
1.17 |
1.17 |
1.17 |
unch |
|
|
|
| Jan10 |
080724 |
145.85 |
145.85 |
145.85 |
145.85 |
unch |
|
|
|
| Feb10 |
080724 |
2.17 |
2.17 |
2.17 |
2.17 |
unch |
|
|
|
| Total Volume and Open Interest |
|
|
|
| DJIA Index(CBOT) |
| Dec09 |
090918 |
9726 |
9783 |
9687 |
9733 |
-4 |
4,064 |
7,167 |
+1,630 |
| Mar10 |
090918 |
9711 |
9711 |
9675 |
9675 |
-6 |
3 |
828 |
+24 |
| Jun10 |
090918 |
9616 |
9629 |
9616 |
9616 |
-13 |
|
|
|
| Sep10 |
090918 |
9578 |
9578 |
9578 |
9578 |
|
|
|
|
| S & P 500(CME) |
| Dec09 |
090918 |
1062.70 |
1067.00 |
1056.20 |
1061.00 |
-1.80 |
51,493 |
336,195 |
+14,543 |
| Mar10 |
090918 |
1061.50 |
1062.50 |
1055.50 |
1056.60 |
-1.90 |
0 |
4,271 |
+0 |
| Jun10 |
090918 |
1052.80 |
1058.70 |
1051.70 |
1052.80 |
-1.90 |
0 |
181 |
+0 |
| Sep10 |
090918 |
1049.80 |
1055.70 |
1048.70 |
1049.80 |
-1.90 |
|
|
|
| Total Volume and Open Interest |
91,237 |
461,097 |
-9,263 |
| S & P 500 E-Mini(Globex) |
| Dec09 |
090918 |
1063.00 |
1067.75 |
1056.00 |
1061.00 |
-1.75 |
2,485,619 |
2,218,338 |
+125,278 |
| Mar10 |
090918 |
1058.00 |
1062.50 |
1052.25 |
1056.50 |
-2.00 |
76 |
208 |
-1 |
| Total Volume and Open Interest |
2,917,468 |
3,099,041 |
+13,881 |
| NASDAQ 100(CME) |
| Dec09 |
090918 |
1719.50 |
1731.00 |
1713.30 |
1721.30 |
+1.30 |
4,025 |
16,424 |
+1,448 |
| Mar10 |
090918 |
1720.30 |
1720.30 |
1719.00 |
1720.30 |
+1.30 |
0 |
1 |
+0 |
| Jun10 |
090918 |
1719.30 |
1719.30 |
1718.00 |
1719.30 |
+1.30 |
|
|
|
| Total Volume and Open Interest |
6,444 |
34,345 |
+723 |
| NASDAQ 100 E-Mini(Globex) |
| Dec09 |
090918 |
1720.30 |
1730.50 |
1712.80 |
1721.30 |
+1.30 |
326,862 |
263,085 |
+22,998 |
| Mar10 |
090918 |
1717.00 |
1728.30 |
1716.80 |
1720.30 |
+1.30 |
21 |
13 |
+1 |
| Total Volume and Open Interest |
371,391 |
420,332 |
+7,197 |
| S & P Midcap 400(CME) |
| Dec09 |
090918 |
704.50 |
704.50 |
696.00 |
696.30 |
-4.10 |
801 |
2,442 |
+350 |
| Mar10 |
090918 |
694.30 |
694.40 |
694.30 |
694.30 |
-4.10 |
|
|
|
| Jun10 |
090918 |
692.30 |
692.40 |
692.30 |
692.30 |
-4.10 |
|
|
|
| Total Volume and Open Interest |
1,531 |
3,831 |
+38 |
| Russell 2000(CME) |
| Dec09 |
090909 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
1,424 |
2,334 |
+56 |
| Mar10 |
090909 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
0 |
5,252 |
+3 |
| Jun10 |
090909 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
0 |
3,716 |
+0 |
| Total Volume and Open Interest |
|
|
|
| Russell 2000 E-Mini(Globex) |
| Nikkei 225(CME) |
| Dec09 |
090918 |
10370 |
10435 |
10255 |
10345 |
-20 |
107,928 |
165,340 |
+9,630 |
| Mar10 |
090918 |
10365 |
10365 |
10365 |
10365 |
-20 |
116 |
519 |
+24 |
| Total Volume and Open Interest |
108,244 |
172,409 |
+0 |
| Nikkei 225(SGX) |
| Dec09 |
090918 |
10370 |
10435 |
10255 |
10345 |
-20 |
107,928 |
165,340 |
+9,630 |
| Mar10 |
090918 |
10365 |
10365 |
10365 |
10365 |
-20 |
116 |
519 |
+24 |
| Jun10 |
090918 |
10385 |
10385 |
10385 |
10385 |
-20 |
0 |
320 |
+0 |
| Total Volume and Open Interest |
108,244 |
172,409 |
+0 |
| CAC 40(EURONEXT) |
| Sep09 |
090918 |
3819.5 |
3854.5 |
3811.0 |
3843.5 |
+8.5 |
230,622 |
516,452 |
-18,334 |
| Oct09 |
090918 |
3813.5 |
3854.5 |
3811.5 |
3827.0 |
-8.0 |
102,846 |
279,588 |
+63,556 |
| Nov09 |
090918 |
3812.5 |
3838.0 |
3812.0 |
3812.5 |
-8.5 |
196 |
196 |
+196 |
| Total Volume and Open Interest |
341,789 |
837,864 |
+51,926 |
| Hang Seng Index(HKFE) |
| Sep09 |
090918 |
21583 |
21770 |
21531 |
21618 |
-104 |
79,736 |
91,967 |
-1,226 |
| Oct09 |
090918 |
21590 |
21755 |
21530 |
21600 |
-110 |
1,632 |
1,966 |
+122 |
| Total Volume and Open Interest |
81,640 |
98,319 |
-1,100 |
| DAX(EUREX) |
| Sep09 |
090918 |
5720.0 |
5744.5 |
5702.5 |
5736.5 |
-1.0 |
183,270 |
73,991 |
-22,519 |
| Dec09 |
090918 |
5718.5 |
5764.0 |
5703.0 |
5718.0 |
-21.0 |
58,275 |
139,568 |
+23,935 |
| Mar10 |
090918 |
5720.5 |
5757.0 |
5706.0 |
5719.5 |
-21.0 |
5,333 |
3,022 |
+155 |
| Total Volume and Open Interest |
246,878 |
216,581 |
+1,571 |
| FT-SE 100(EURONEXT) |
| Sep09 |
090918 |
5148.50 |
5171.50 |
5141.00 |
5171.00 |
+2.00 |
260,140 |
166,913 |
-79,972 |
| Dec09 |
090918 |
5120.00 |
5168.00 |
5108.00 |
5140.00 |
+2.50 |
166,478 |
598,368 |
+101,332 |
| Mar10 |
090918 |
5070.00 |
5101.50 |
5070.00 |
5094.50 |
unch |
27 |
1,608 |
-16 |
| Total Volume and Open Interest |
426,645 |
767,052 |
+21,344 |
| SPI 200(SFE) |
| Sep09 |
090917 |
4665.0 |
4722.0 |
4664.0 |
4691.0 |
+29.0 |
86,534 |
179,084 |
-41,718 |
| Dec09 |
090918 |
4730.0 |
4734.0 |
4668.0 |
4683.0 |
-45.0 |
42,558 |
220,653 |
+19,833 |
| Mar10 |
090918 |
4680.0 |
4688.0 |
4668.0 |
4668.0 |
-45.0 |
2 |
4,589 |
+2 |
| Total Volume and Open Interest |
52,014 |
303,049 |
-82,980 |
| GSCI(CME) |
| Oct09 |
090918 |
470.00 |
472.00 |
469.00 |
469.00 |
-3.80 |
811 |
16,022 |
+465 |
| Nov09 |
090918 |
474.50 |
478.10 |
474.50 |
474.50 |
-3.50 |
0 |
1 |
+0 |
| Dec09 |
090918 |
482.50 |
484.10 |
481.00 |
481.00 |
-3.00 |
|
|
|
| Total Volume and Open Interest |
811 |
16,023 |
-1,151 |
| Reuters CCI(ICE) |
| Nov09 |
090519 |
424.50 |
424.50 |
424.50 |
424.50 |
+8.00 |
0 |
4 |
+0 |
| Jan10 |
090519 |
430.00 |
430.00 |
430.00 |
430.00 |
+8.50 |
0 |
11 |
+0 |
| Total Volume and Open Interest |
0 |
151 |
+0 |
|
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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