|
MRCI's End of Day Prices |
Daily Futures Price Listing Mon September 28, 2009 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Nov09 |
090928 |
928.75 |
937.25 |
912.75 |
919.50 |
-6.50 |
51,459 |
240,772 |
-3,677 |
Jan10 |
090928 |
934.25 |
941.75 |
917.75 |
924.50 |
-6.50 |
6,984 |
71,981 |
+255 |
Mar10 |
090928 |
938.50 |
942.25 |
918.75 |
924.00 |
-8.00 |
2,673 |
32,871 |
-214 |
May10 |
090928 |
940.00 |
941.00 |
915.00 |
920.25 |
-10.75 |
2,109 |
26,350 |
+134 |
Jul10 |
090928 |
939.00 |
940.00 |
918.00 |
921.50 |
-11.00 |
2,013 |
29,871 |
-218 |
Aug10 |
090928 |
915.00 |
927.00 |
915.00 |
916.00 |
-11.00 |
17 |
313 |
+4 |
Sep10 |
090928 |
906.50 |
915.00 |
902.00 |
902.00 |
-13.00 |
15 |
137 |
+0 |
Nov10 |
090928 |
905.00 |
910.00 |
890.50 |
893.75 |
-12.75 |
2,145 |
31,573 |
+124 |
Jan11 |
090928 |
899.50 |
912.00 |
899.50 |
899.50 |
-12.50 |
2 |
212 |
+1 |
Mar11 |
090928 |
903.00 |
914.00 |
903.00 |
903.00 |
-11.00 |
5 |
45 |
+4 |
May11 |
090928 |
902.00 |
916.00 |
902.00 |
902.00 |
-14.00 |
0 |
2 |
+0 |
Jul11 |
090928 |
904.00 |
917.00 |
904.00 |
904.00 |
-13.00 |
3 |
18 |
+3 |
Aug11 |
090928 |
903.00 |
914.00 |
903.00 |
903.00 |
-11.00 |
|
|
|
Sep11 |
090928 |
901.00 |
913.00 |
901.00 |
901.00 |
-12.00 |
0 |
2 |
+0 |
Total Volume and Open Interest |
67,441 |
435,346 |
-3,585 |
Soybean Meal(CBOT) |
Oct09 |
090928 |
288.70 |
291.10 |
285.00 |
288.50 |
-0.70 |
8,285 |
17,386 |
-3,015 |
Dec09 |
090928 |
283.50 |
286.50 |
279.20 |
284.50 |
+0.60 |
20,919 |
71,458 |
+148 |
Jan10 |
090928 |
282.60 |
283.00 |
277.00 |
281.70 |
+0.10 |
1,440 |
12,930 |
+354 |
Mar10 |
090928 |
279.70 |
279.70 |
275.40 |
278.30 |
-0.70 |
1,753 |
14,406 |
+820 |
May10 |
090928 |
276.00 |
278.10 |
272.50 |
275.10 |
-2.00 |
975 |
13,658 |
+121 |
Jul10 |
090928 |
277.00 |
277.00 |
273.40 |
275.30 |
-2.40 |
620 |
9,242 |
-31 |
Aug10 |
090928 |
276.60 |
276.80 |
275.30 |
275.30 |
-2.50 |
98 |
2,368 |
+15 |
Sep10 |
090928 |
274.00 |
274.00 |
273.00 |
273.00 |
-2.80 |
214 |
2,431 |
+2 |
Oct10 |
090928 |
265.70 |
268.50 |
265.70 |
265.70 |
-2.80 |
36 |
2,035 |
+20 |
Dec10 |
090928 |
267.70 |
267.70 |
264.10 |
265.00 |
-2.60 |
524 |
6,513 |
+67 |
Total Volume and Open Interest |
34,884 |
153,049 |
-1,479 |
Soybean Oil(CBOT) |
Oct09 |
090928 |
34.04 |
34.18 |
33.17 |
33.24 |
-0.80 |
17,163 |
16,037 |
-3,722 |
Dec09 |
090928 |
34.48 |
34.68 |
33.55 |
33.63 |
-0.81 |
33,805 |
118,816 |
-1,122 |
Jan10 |
090928 |
34.54 |
34.70 |
33.94 |
34.03 |
-0.79 |
4,536 |
28,641 |
+1,224 |
Mar10 |
090928 |
35.20 |
35.20 |
34.25 |
34.33 |
-0.78 |
1,928 |
15,848 |
+98 |
May10 |
090928 |
35.36 |
35.36 |
34.50 |
34.56 |
-0.76 |
1,439 |
10,231 |
+431 |
Jul10 |
090928 |
35.52 |
35.52 |
34.67 |
34.73 |
-0.77 |
292 |
9,640 |
+70 |
Aug10 |
090928 |
35.25 |
35.59 |
34.78 |
34.82 |
-0.77 |
9 |
866 |
+0 |
Sep10 |
090928 |
35.34 |
35.68 |
34.89 |
34.91 |
-0.77 |
9 |
512 |
+9 |
Oct10 |
090928 |
35.43 |
35.77 |
34.94 |
35.00 |
-0.77 |
18 |
458 |
+0 |
Dec10 |
090928 |
35.98 |
35.98 |
35.06 |
35.13 |
-0.77 |
382 |
10,315 |
+156 |
Total Volume and Open Interest |
59,581 |
211,376 |
-2,856 |
Canola(WCE) |
Nov09 |
090928 |
387.0 |
390.0 |
382.6 |
382.8 |
-3.8 |
5,690 |
65,825 |
+541 |
Jan10 |
090928 |
390.4 |
391.5 |
387.7 |
388.1 |
-3.5 |
2,101 |
29,449 |
+780 |
Mar10 |
090928 |
389.0 |
394.4 |
389.0 |
390.5 |
-4.1 |
213 |
2,984 |
+201 |
May10 |
090928 |
394.4 |
397.0 |
394.4 |
394.8 |
+0.1 |
5 |
696 |
+5 |
Jul10 |
090928 |
400.7 |
400.7 |
394.0 |
394.0 |
-6.7 |
11 |
1,040 |
+11 |
Total Volume and Open Interest |
8,020 |
100,135 |
+1,538 |
Corn(CBOT) |
Dec09 |
090928 |
334.00 |
340.75 |
329.00 |
338.75 |
+4.75 |
124,796 |
503,203 |
-11,277 |
Mar10 |
090928 |
346.75 |
353.00 |
341.25 |
351.25 |
+4.50 |
38,440 |
154,959 |
-532 |
May10 |
090928 |
359.75 |
360.50 |
351.75 |
360.25 |
+4.75 |
8,588 |
33,930 |
-445 |
Jul10 |
090928 |
368.00 |
368.75 |
360.00 |
368.25 |
+4.50 |
15,272 |
64,768 |
-981 |
Sep10 |
090928 |
374.00 |
376.50 |
372.25 |
376.25 |
+4.00 |
1,942 |
13,032 |
+67 |
Dec10 |
090928 |
382.25 |
388.75 |
377.75 |
387.25 |
+4.25 |
14,242 |
75,373 |
+1,568 |
Mar11 |
090928 |
399.75 |
400.00 |
394.50 |
399.00 |
+4.00 |
76 |
2,200 |
+70 |
May11 |
090928 |
403.25 |
407.25 |
403.00 |
407.25 |
+4.25 |
4 |
232 |
+0 |
Jul11 |
090928 |
409.00 |
412.50 |
408.50 |
412.25 |
+3.75 |
13 |
1,558 |
+11 |
Sep11 |
090928 |
403.25 |
403.25 |
401.00 |
403.25 |
+2.25 |
3 |
201 |
+0 |
Total Volume and Open Interest |
203,464 |
855,935 |
-11,491 |
Wheat(CBOT) |
Dec09 |
090928 |
462.00 |
462.00 |
450.50 |
455.75 |
+6.00 |
60,761 |
202,675 |
-3,464 |
Mar10 |
090928 |
483.75 |
483.75 |
470.50 |
475.25 |
+5.50 |
20,383 |
48,254 |
-1,303 |
May10 |
090928 |
494.00 |
494.00 |
485.00 |
490.00 |
+5.50 |
5,065 |
8,636 |
+565 |
Jul10 |
090928 |
507.50 |
508.25 |
500.75 |
505.25 |
+4.50 |
6,625 |
46,627 |
+294 |
Sep10 |
090928 |
519.00 |
523.00 |
517.00 |
520.25 |
+4.00 |
401 |
861 |
+100 |
Dec10 |
090928 |
552.00 |
552.00 |
540.75 |
545.25 |
+2.50 |
4,069 |
22,585 |
+1,533 |
Total Volume and Open Interest |
97,415 |
330,847 |
-2,253 |
Wheat(KCBT) |
Dec09 |
090928 |
482.00 |
482.00 |
470.50 |
475.00 |
+5.75 |
16,104 |
60,940 |
-942 |
Mar10 |
090928 |
489.75 |
495.50 |
487.00 |
491.50 |
+5.75 |
6,027 |
21,758 |
+197 |
May10 |
090928 |
502.50 |
508.00 |
498.75 |
503.00 |
+5.75 |
1,514 |
4,770 |
-189 |
Jul10 |
090928 |
516.00 |
519.75 |
510.50 |
514.50 |
+5.75 |
5,644 |
18,229 |
+1,144 |
Sep10 |
090928 |
524.50 |
530.50 |
523.50 |
525.75 |
+5.50 |
181 |
999 |
+13 |
Dec10 |
090928 |
542.25 |
548.25 |
540.00 |
544.00 |
+5.75 |
5,017 |
16,808 |
+661 |
Total Volume and Open Interest |
34,497 |
123,714 |
+893 |
Wheat(MGE) |
Dec09 |
090928 |
492.00 |
498.00 |
486.25 |
488.25 |
+1.50 |
2,789 |
20,751 |
-851 |
Mar10 |
090928 |
506.00 |
510.75 |
503.25 |
504.50 |
+1.50 |
570 |
9,730 |
-15 |
May10 |
090928 |
517.50 |
522.00 |
515.25 |
515.75 |
+0.25 |
305 |
3,554 |
-5 |
Jul10 |
090928 |
531.50 |
533.75 |
527.00 |
527.00 |
unch |
418 |
6,640 |
+67 |
Sep10 |
090928 |
543.50 |
544.75 |
539.00 |
539.50 |
+0.75 |
268 |
1,937 |
+103 |
Total Volume and Open Interest |
4,678 |
45,741 |
-417 |
Oats(CBOT) |
Dec09 |
090928 |
220.25 |
226.00 |
216.75 |
225.00 |
+6.00 |
1,078 |
10,226 |
-747 |
Mar10 |
090928 |
233.00 |
239.25 |
233.00 |
238.50 |
+6.00 |
441 |
3,457 |
+302 |
May10 |
090928 |
247.50 |
247.50 |
241.50 |
247.50 |
+6.00 |
0 |
13 |
+0 |
Jul10 |
090928 |
257.00 |
257.00 |
251.00 |
257.00 |
+6.00 |
0 |
4 |
+0 |
Total Volume and Open Interest |
1,519 |
13,701 |
-445 |
Rough Rice(CBOT) |
Nov09 |
090928 |
13.10 |
13.23 |
13.03 |
13.20 |
+0.12 |
950 |
7,576 |
-437 |
Jan10 |
090928 |
13.32 |
13.48 |
13.30 |
13.45 |
+0.11 |
757 |
1,535 |
+275 |
Mar10 |
090928 |
13.58 |
13.70 |
13.58 |
13.70 |
+0.11 |
273 |
1,211 |
+188 |
May10 |
090928 |
13.94 |
13.94 |
13.84 |
13.94 |
+0.10 |
19 |
393 |
-16 |
Total Volume and Open Interest |
2,097 |
11,192 |
+64 |
Live Cattle(CME) |
Oct09 |
090928 |
86.080 |
86.450 |
85.800 |
86.100 |
+0.050 |
6,501 |
35,779 |
-1,358 |
Dec09 |
090928 |
85.350 |
85.980 |
85.180 |
85.785 |
+0.435 |
11,667 |
118,054 |
+1,369 |
Feb10 |
090928 |
85.650 |
86.250 |
85.650 |
86.080 |
+0.330 |
4,979 |
50,766 |
+1,536 |
Apr10 |
090928 |
88.000 |
88.285 |
87.700 |
88.050 |
+0.050 |
3,534 |
35,292 |
+799 |
Jun10 |
090928 |
84.650 |
84.980 |
84.550 |
84.730 |
unch |
720 |
14,090 |
+330 |
Aug10 |
090928 |
85.500 |
85.650 |
85.250 |
85.635 |
+0.135 |
76 |
2,210 |
-25 |
Total Volume and Open Interest |
27,628 |
259,421 |
+2,686 |
Feeder Cattle(CME) |
Oct09 |
090928 |
96.200 |
96.550 |
95.850 |
96.450 |
-0.150 |
928 |
6,096 |
-162 |
Nov09 |
090928 |
96.680 |
96.830 |
96.100 |
96.550 |
-0.180 |
1,153 |
12,378 |
-33 |
Jan10 |
090928 |
97.635 |
97.750 |
97.035 |
97.680 |
-0.120 |
803 |
4,459 |
-39 |
Mar10 |
090928 |
97.930 |
98.385 |
97.800 |
98.080 |
-0.470 |
177 |
1,395 |
+30 |
Apr10 |
090928 |
98.900 |
99.480 |
98.900 |
99.350 |
-0.450 |
23 |
447 |
+2 |
May10 |
090928 |
100.000 |
100.350 |
99.900 |
100.080 |
-0.670 |
33 |
887 |
+22 |
Aug10 |
090928 |
100.785 |
101.000 |
100.500 |
100.730 |
-0.870 |
10 |
192 |
+4 |
Total Volume and Open Interest |
3,127 |
25,854 |
-1,115 |
Lean Hogs(CME) |
Oct09 |
090928 |
50.200 |
50.850 |
49.600 |
49.880 |
-0.070 |
3,812 |
15,213 |
-793 |
Dec09 |
090928 |
49.150 |
50.450 |
49.150 |
49.735 |
+0.700 |
7,301 |
71,096 |
-183 |
Feb10 |
090928 |
55.880 |
57.100 |
55.850 |
56.600 |
+1.020 |
1,635 |
27,797 |
+173 |
Apr10 |
090928 |
61.000 |
62.050 |
60.500 |
61.600 |
+1.100 |
1,041 |
15,052 |
+190 |
May10 |
090928 |
67.930 |
68.650 |
67.930 |
68.650 |
+0.675 |
51 |
942 |
+26 |
Jun10 |
090928 |
70.100 |
70.950 |
69.930 |
70.680 |
+0.750 |
1,358 |
8,666 |
+621 |
Jul10 |
090928 |
69.580 |
70.650 |
69.400 |
70.500 |
+0.600 |
308 |
2,193 |
+77 |
Aug10 |
090928 |
69.475 |
69.900 |
69.250 |
69.600 |
+0.350 |
61 |
1,424 |
+30 |
Total Volume and Open Interest |
15,568 |
143,028 |
+141 |
Class III Milk(CME) |
Sep09 |
090928 |
12.09 |
12.09 |
12.07 |
12.07 |
unch |
2 |
3,645 |
-16 |
Oct09 |
090928 |
12.84 |
12.88 |
12.60 |
12.62 |
-0.18 |
139 |
3,839 |
-3 |
Nov09 |
090928 |
13.60 |
13.75 |
13.49 |
13.50 |
-0.04 |
188 |
3,907 |
+1 |
Dec09 |
090928 |
14.20 |
14.40 |
13.98 |
13.98 |
-0.22 |
316 |
3,953 |
+1 |
Jan10 |
090928 |
14.24 |
14.34 |
13.94 |
14.02 |
-0.19 |
184 |
1,766 |
+7 |
Total Volume and Open Interest |
1,163 |
24,538 |
+41 |
Cocoa(ICE) |
Dec09 |
090928 |
3077 |
3094 |
3054 |
3085 |
+2 |
3,457 |
59,160 |
-72 |
Mar10 |
090928 |
3090 |
3114 |
3085 |
3104 |
+1 |
462 |
35,550 |
-494 |
May10 |
090928 |
3110 |
3117 |
3095 |
3117 |
+1 |
175 |
10,704 |
-10 |
Jul10 |
090928 |
3104 |
3111 |
3088 |
3111 |
-2 |
63 |
4,458 |
-34 |
Sep10 |
090928 |
3103 |
3107 |
3087 |
3107 |
-6 |
5 |
3,585 |
+0 |
Dec10 |
090928 |
3105 |
3105 |
3105 |
3105 |
-8 |
7 |
2,027 |
+7 |
Mar11 |
090928 |
3101 |
3101 |
3101 |
3101 |
-8 |
0 |
3,813 |
+0 |
Total Volume and Open Interest |
4,169 |
123,479 |
-603 |
Coffee "C"(ICE) |
Dec09 |
090928 |
127.35 |
128.55 |
127.00 |
127.15 |
-0.55 |
6,567 |
63,571 |
-1,524 |
Mar10 |
090928 |
130.10 |
131.40 |
130.00 |
130.10 |
-0.50 |
799 |
19,674 |
-197 |
May10 |
090928 |
132.00 |
132.70 |
131.90 |
131.90 |
-0.55 |
149 |
9,072 |
-9 |
Jul10 |
090928 |
134.00 |
134.55 |
133.75 |
133.75 |
-0.55 |
149 |
2,777 |
+76 |
Sep10 |
090928 |
135.75 |
136.40 |
135.55 |
135.55 |
-0.65 |
128 |
3,512 |
+42 |
Dec10 |
090928 |
139.35 |
139.35 |
138.20 |
138.20 |
-0.65 |
134 |
2,297 |
+310 |
Total Volume and Open Interest |
8,052 |
101,476 |
-1,394 |
Orange Juice(ICE) |
Nov09 |
090928 |
91.10 |
91.90 |
90.25 |
90.75 |
-0.15 |
807 |
21,600 |
-410 |
Jan10 |
090928 |
96.00 |
96.00 |
93.80 |
94.35 |
-0.05 |
106 |
3,051 |
-39 |
Mar10 |
090928 |
98.50 |
98.50 |
97.65 |
97.95 |
-0.05 |
5 |
3,261 |
+2 |
May10 |
090928 |
101.50 |
101.50 |
101.45 |
101.45 |
-0.10 |
0 |
502 |
+0 |
Jul10 |
090928 |
104.45 |
104.45 |
104.45 |
104.45 |
-0.10 |
0 |
118 |
+0 |
Sep10 |
090928 |
106.15 |
106.15 |
106.15 |
106.15 |
-0.05 |
0 |
1 |
+0 |
Total Volume and Open Interest |
920 |
28,715 |
-445 |
Sugar #11(ICE) |
Oct09 |
090928 |
21.70 |
22.75 |
21.63 |
22.65 |
+1.06 |
25,320 |
55,274 |
-5,214 |
Mar10 |
090928 |
23.15 |
24.20 |
23.15 |
24.10 |
+0.93 |
47,111 |
353,864 |
+6,010 |
May10 |
090928 |
22.46 |
23.25 |
22.46 |
23.21 |
+0.85 |
6,964 |
79,627 |
+2,474 |
Jul10 |
090928 |
21.15 |
21.79 |
21.11 |
21.71 |
+0.68 |
3,278 |
118,287 |
+362 |
Oct10 |
090928 |
20.46 |
20.79 |
20.40 |
20.71 |
+0.55 |
1,454 |
82,613 |
+64 |
Total Volume and Open Interest |
85,506 |
788,262 |
+3,925 |
London Cocoa(LCE) |
Dec09 |
090928 |
2048 |
2066 |
2029 |
2049 |
+14 |
3,982 |
61,936 |
-962 |
Mar10 |
090928 |
2069 |
2080 |
2043 |
2064 |
+14 |
1,030 |
34,898 |
-246 |
May10 |
090928 |
2060 |
2097 |
2060 |
2081 |
+15 |
1,069 |
41,957 |
+123 |
Jul10 |
090928 |
2017 |
2041 |
2017 |
2027 |
+8 |
69 |
9,912 |
-30 |
Sep10 |
090928 |
2016 |
2019 |
2010 |
2013 |
+2 |
19 |
3,455 |
+12 |
Dec10 |
090928 |
2005 |
2005 |
2005 |
2005 |
+4 |
13 |
1,113 |
+13 |
Mar11 |
090928 |
2002 |
2005 |
1999 |
1999 |
+4 |
11 |
5,642 |
+11 |
Total Volume and Open Interest |
30,574 |
149,116 |
+0 |
London Sugar(LCE) |
Dec09 |
090928 |
579.60 |
598.40 |
579.60 |
593.50 |
+15.80 |
1,187 |
26,791 |
+213 |
Mar10 |
090928 |
597.90 |
617.90 |
597.90 |
613.50 |
+16.90 |
2,492 |
24,392 |
+981 |
May10 |
090928 |
587.50 |
602.00 |
587.50 |
599.50 |
+14.60 |
208 |
7,659 |
+102 |
Aug10 |
090928 |
560.00 |
571.20 |
559.50 |
571.20 |
+13.40 |
73 |
6,354 |
+37 |
Oct10 |
090928 |
545.00 |
545.00 |
545.00 |
545.00 |
+11.00 |
78 |
3,557 |
+51 |
Total Volume and Open Interest |
4,042 |
69,686 |
+1,384 |
Cotton(ICE) |
Oct09 |
090928 |
60.60 |
61.63 |
60.60 |
61.50 |
+0.90 |
6 |
77 |
-15 |
Dec09 |
090928 |
62.10 |
62.98 |
61.60 |
62.90 |
+0.96 |
16,664 |
106,794 |
-240 |
Mar10 |
090928 |
64.31 |
65.09 |
63.60 |
65.00 |
+1.06 |
1,628 |
29,776 |
+390 |
May10 |
090928 |
66.25 |
66.30 |
66.25 |
66.30 |
+1.11 |
304 |
3,230 |
+46 |
Jul10 |
090928 |
66.34 |
67.39 |
66.34 |
67.39 |
+1.15 |
296 |
3,909 |
+79 |
Oct10 |
090928 |
68.59 |
68.59 |
68.59 |
68.59 |
+0.97 |
0 |
70 |
+0 |
Total Volume and Open Interest |
19,091 |
148,161 |
+243 |
Lumber(CME) |
Nov09 |
090928 |
170.2 |
172.4 |
169.7 |
170.2 |
+1.1 |
939 |
6,611 |
+215 |
Jan10 |
090928 |
193.0 |
194.2 |
191.6 |
193.8 |
+0.7 |
198 |
2,596 |
+35 |
Mar10 |
090928 |
205.8 |
206.5 |
205.3 |
205.5 |
-0.5 |
11 |
152 |
-5 |
May10 |
090928 |
217.9 |
218.0 |
217.0 |
218.0 |
unch |
0 |
15 |
+0 |
Total Volume and Open Interest |
1,148 |
9,377 |
+245 |
Crude Oil(NYM) |
Nov09 |
090928 |
66.15 |
67.54 |
65.41 |
66.84 |
+0.82 |
315,319 |
303,673 |
+2,621 |
Dec09 |
090928 |
66.57 |
67.86 |
65.85 |
67.17 |
+0.75 |
124,732 |
187,240 |
-852 |
Jan10 |
090928 |
67.00 |
68.22 |
66.38 |
67.64 |
+0.74 |
44,732 |
66,567 |
+426 |
Feb10 |
090928 |
67.88 |
68.71 |
66.89 |
68.13 |
+0.73 |
12,784 |
31,775 |
+484 |
Mar10 |
090928 |
68.27 |
69.25 |
67.60 |
68.70 |
+0.71 |
10,858 |
30,463 |
-1,378 |
Apr10 |
090928 |
68.40 |
69.37 |
68.40 |
69.31 |
+0.69 |
7,976 |
16,162 |
+412 |
May10 |
090928 |
68.99 |
70.50 |
68.99 |
69.92 |
+0.66 |
5,031 |
16,740 |
-217 |
Jun10 |
090928 |
69.68 |
71.10 |
69.58 |
70.53 |
+0.65 |
12,049 |
83,111 |
+902 |
Jul10 |
090928 |
70.57 |
71.39 |
70.57 |
71.01 |
+0.64 |
2,171 |
29,736 |
+337 |
Aug10 |
090928 |
71.41 |
71.41 |
71.37 |
71.37 |
+0.64 |
1,182 |
11,950 |
+201 |
Sep10 |
090928 |
71.79 |
71.79 |
71.72 |
71.72 |
+0.65 |
1,436 |
20,686 |
-242 |
Oct10 |
090928 |
72.09 |
72.20 |
72.07 |
72.07 |
+0.66 |
1,690 |
11,656 |
+293 |
Nov10 |
090928 |
72.45 |
72.45 |
72.45 |
72.45 |
+0.66 |
1,495 |
14,805 |
+75 |
Dec10 |
090928 |
72.20 |
73.30 |
71.65 |
72.83 |
+0.67 |
14,012 |
104,672 |
-609 |
Jan11 |
090928 |
73.06 |
73.06 |
73.06 |
73.06 |
+0.68 |
1,019 |
13,580 |
-2 |
Feb11 |
090928 |
73.27 |
73.27 |
73.27 |
73.27 |
+0.69 |
487 |
6,528 |
+181 |
Total Volume and Open Interest |
563,016 |
1,163,055 |
+2,512 |
e-miNY Crude Oil(NYM) |
Sep09 |
090819 |
70.225 |
72.800 |
68.050 |
72.425 |
+3.225 |
6,600 |
3,899 |
-443 |
Oct09 |
090921 |
72.050 |
72.200 |
68.975 |
69.700 |
-2.350 |
7,352 |
3,357 |
-509 |
Nov09 |
090928 |
66.100 |
67.550 |
65.425 |
66.850 |
+0.825 |
12,527 |
5,814 |
+448 |
Dec09 |
090928 |
66.775 |
67.825 |
65.925 |
67.175 |
+0.750 |
349 |
790 |
+60 |
Jan10 |
090928 |
67.100 |
67.900 |
66.725 |
67.650 |
+0.750 |
14 |
196 |
+4 |
Feb10 |
090928 |
68.125 |
68.125 |
68.125 |
68.125 |
+0.725 |
2 |
108 |
+2 |
Mar10 |
090928 |
68.700 |
68.700 |
68.700 |
68.700 |
+0.700 |
0 |
5 |
+0 |
Apr10 |
090928 |
69.300 |
69.300 |
69.300 |
69.300 |
+0.675 |
|
|
|
May10 |
090928 |
69.925 |
69.925 |
69.925 |
69.925 |
+0.675 |
0 |
2 |
+0 |
Jun10 |
090928 |
70.525 |
70.525 |
70.525 |
70.525 |
+0.650 |
1 |
8 |
+0 |
Total Volume and Open Interest |
12,893 |
7,007 |
+514 |
Heating Oil(NYM) |
Oct09 |
090928 |
169.45 |
171.73 |
166.90 |
169.09 |
+1.38 |
20,040 |
20,426 |
-5,596 |
Nov09 |
090928 |
172.60 |
174.53 |
169.59 |
171.97 |
+1.32 |
36,008 |
66,916 |
+2,179 |
Dec09 |
090928 |
172.80 |
177.42 |
172.65 |
175.03 |
+1.23 |
11,248 |
58,790 |
-512 |
Jan10 |
090928 |
176.14 |
180.52 |
175.84 |
178.27 |
+1.15 |
5,652 |
33,945 |
+1,455 |
Feb10 |
090928 |
180.25 |
181.73 |
178.92 |
180.67 |
+1.09 |
1,479 |
17,430 |
-115 |
Mar10 |
090928 |
181.36 |
183.60 |
181.36 |
182.36 |
+1.08 |
1,176 |
15,552 |
+124 |
Apr10 |
090928 |
183.51 |
184.81 |
183.32 |
183.51 |
+1.08 |
961 |
12,001 |
-65 |
May10 |
090928 |
184.79 |
186.06 |
184.13 |
184.76 |
+1.08 |
340 |
11,678 |
-18 |
Jun10 |
090928 |
184.15 |
188.02 |
183.61 |
186.06 |
+1.08 |
1,048 |
22,091 |
+200 |
Jul10 |
090928 |
187.06 |
189.84 |
187.06 |
187.86 |
+1.08 |
307 |
7,069 |
+63 |
Aug10 |
090928 |
191.72 |
192.28 |
189.65 |
189.96 |
+1.13 |
203 |
3,385 |
+28 |
Sep10 |
090928 |
192.26 |
194.40 |
192.21 |
192.21 |
+1.23 |
130 |
6,076 |
-33 |
Total Volume and Open Interest |
79,690 |
318,129 |
-2,146 |
Gasoline(NYMEX) |
Oct09 |
090928 |
162.25 |
165.05 |
160.10 |
163.80 |
+1.75 |
19,771 |
16,896 |
-7,572 |
Nov09 |
090928 |
163.80 |
166.61 |
161.68 |
165.06 |
+1.46 |
29,228 |
81,157 |
+1,824 |
Dec09 |
090928 |
165.83 |
168.22 |
163.40 |
166.74 |
+1.43 |
9,140 |
33,305 |
+410 |
Jan10 |
090928 |
166.14 |
170.63 |
166.00 |
169.38 |
+1.37 |
3,727 |
24,063 |
+682 |
Feb10 |
090928 |
169.07 |
172.91 |
169.07 |
172.05 |
+1.46 |
1,291 |
6,955 |
+316 |
Mar10 |
090928 |
174.65 |
174.69 |
174.65 |
174.69 |
+1.58 |
994 |
12,221 |
+194 |
Apr10 |
090928 |
188.30 |
188.30 |
187.28 |
187.39 |
+1.58 |
1,637 |
7,286 |
+393 |
May10 |
090928 |
188.54 |
188.54 |
188.54 |
188.54 |
+1.58 |
285 |
4,073 |
+51 |
Jun10 |
090928 |
188.53 |
189.40 |
187.77 |
189.34 |
+1.58 |
32 |
6,006 |
-10 |
Jul10 |
090928 |
189.54 |
189.54 |
189.54 |
189.54 |
+1.58 |
4 |
1,536 |
+0 |
Total Volume and Open Interest |
66,212 |
203,001 |
-3,682 |
e-miNY RBOB Gasoline(NYM) |
Oct09 |
090928 |
163.80 |
163.80 |
163.80 |
163.80 |
+1.75 |
1 |
0 |
-1 |
Nov09 |
090928 |
165.06 |
165.06 |
165.06 |
165.06 |
+1.46 |
8 |
2 |
+2 |
Dec09 |
090928 |
166.74 |
166.74 |
166.74 |
166.74 |
+1.43 |
2 |
4 |
+2 |
Jan10 |
090928 |
169.38 |
169.38 |
169.38 |
169.38 |
+1.37 |
|
|
|
Total Volume and Open Interest |
11 |
6 |
+3 |
Natural Gas(NYM) |
Oct09 |
090928 |
3.965 |
3.996 |
3.662 |
3.730 |
-0.255 |
88,091 |
17,907 |
-22,648 |
Nov09 |
090928 |
4.944 |
4.975 |
4.761 |
4.830 |
-0.118 |
86,474 |
163,347 |
-5,468 |
Dec09 |
090928 |
5.660 |
5.693 |
5.527 |
5.588 |
-0.078 |
18,471 |
67,261 |
+1,036 |
Jan10 |
090928 |
5.945 |
5.947 |
5.800 |
5.859 |
-0.065 |
12,971 |
74,874 |
+596 |
Feb10 |
090928 |
5.980 |
5.980 |
5.834 |
5.893 |
-0.065 |
1,602 |
23,896 |
-46 |
Mar10 |
090928 |
5.930 |
5.934 |
5.793 |
5.848 |
-0.065 |
4,644 |
44,987 |
+105 |
Apr10 |
090928 |
5.905 |
5.905 |
5.771 |
5.826 |
-0.053 |
5,284 |
39,344 |
+150 |
May10 |
090928 |
5.915 |
5.925 |
5.820 |
5.866 |
-0.045 |
2,813 |
21,572 |
+341 |
Jun10 |
090928 |
5.989 |
6.013 |
5.889 |
5.939 |
-0.042 |
1,141 |
10,536 |
-110 |
Jul10 |
090928 |
6.097 |
6.097 |
5.980 |
6.026 |
-0.043 |
502 |
11,294 |
-3 |
Aug10 |
090928 |
6.170 |
6.175 |
6.064 |
6.104 |
-0.045 |
792 |
9,513 |
+63 |
Sep10 |
090928 |
6.220 |
6.220 |
6.125 |
6.174 |
-0.046 |
921 |
9,355 |
+330 |
Oct10 |
090928 |
6.369 |
6.371 |
6.285 |
6.331 |
-0.046 |
2,706 |
25,650 |
+4 |
Nov10 |
090928 |
6.707 |
6.710 |
6.655 |
6.686 |
-0.041 |
282 |
6,487 |
-43 |
Dec10 |
090928 |
7.060 |
7.060 |
6.977 |
7.031 |
-0.038 |
1,392 |
18,414 |
+328 |
Jan11 |
090928 |
7.230 |
7.285 |
7.230 |
7.256 |
-0.041 |
857 |
9,172 |
+82 |
Total Volume and Open Interest |
232,604 |
674,435 |
-24,796 |
Brent Crude Oil(ICE) |
Nov09 |
090928 |
65.42 |
66.29 |
64.49 |
65.54 |
+0.43 |
126,031 |
124,610 |
+596 |
Dec09 |
090928 |
66.12 |
67.03 |
65.23 |
66.29 |
+0.46 |
68,504 |
162,858 |
+32 |
Jan10 |
090928 |
65.96 |
67.69 |
65.90 |
66.99 |
+0.48 |
25,116 |
57,290 |
+1,433 |
Feb10 |
090928 |
66.71 |
68.20 |
66.64 |
67.66 |
+0.49 |
8,165 |
26,644 |
-78 |
Mar10 |
090928 |
67.39 |
68.90 |
67.35 |
68.33 |
+0.49 |
5,513 |
16,585 |
-420 |
Apr10 |
090928 |
67.99 |
69.48 |
67.99 |
69.02 |
+0.50 |
4,544 |
14,086 |
-484 |
May10 |
090928 |
68.68 |
70.26 |
68.68 |
69.70 |
+0.48 |
3,266 |
8,984 |
-139 |
Jun10 |
090928 |
69.44 |
70.90 |
69.32 |
70.35 |
+0.48 |
4,942 |
53,839 |
-458 |
Jul10 |
090928 |
70.80 |
70.90 |
70.80 |
70.90 |
+0.49 |
722 |
10,787 |
+8 |
Aug10 |
090928 |
71.36 |
71.41 |
71.34 |
71.34 |
+0.49 |
377 |
6,730 |
-24 |
Sep10 |
090928 |
71.73 |
71.73 |
71.73 |
71.73 |
+0.50 |
551 |
4,262 |
-68 |
Oct10 |
090928 |
72.21 |
72.21 |
72.11 |
72.11 |
+0.50 |
542 |
6,720 |
+134 |
Nov10 |
090928 |
72.39 |
72.39 |
72.39 |
72.39 |
+0.48 |
499 |
4,648 |
-53 |
Dec10 |
090928 |
71.84 |
73.30 |
71.72 |
72.66 |
+0.46 |
8,623 |
71,929 |
+439 |
Total Volume and Open Interest |
259,693 |
659,459 |
+1,355 |
Gas Oil(ICE) |
Oct09 |
090928 |
535.00 |
544.50 |
530.00 |
542.25 |
+7.75 |
36,437 |
70,085 |
-2,829 |
Nov09 |
090928 |
543.00 |
552.25 |
537.50 |
549.75 |
+7.25 |
52,185 |
91,240 |
+3,438 |
Dec09 |
090928 |
553.25 |
559.75 |
545.50 |
557.50 |
+7.00 |
27,418 |
90,365 |
+1,816 |
Jan10 |
090928 |
562.25 |
568.25 |
555.00 |
566.50 |
+6.75 |
3,202 |
51,542 |
+493 |
Feb10 |
090928 |
562.00 |
575.50 |
562.00 |
573.75 |
+6.50 |
1,710 |
24,567 |
-240 |
Mar10 |
090928 |
572.00 |
580.00 |
569.50 |
580.00 |
+6.50 |
2,051 |
25,433 |
+616 |
Apr10 |
090928 |
578.50 |
588.25 |
575.75 |
586.25 |
+6.50 |
1,126 |
14,130 |
+205 |
May10 |
090928 |
584.50 |
592.50 |
584.50 |
592.50 |
+6.75 |
1,007 |
14,633 |
+80 |
Jun10 |
090928 |
590.00 |
599.50 |
587.25 |
598.00 |
+7.00 |
3,522 |
37,489 |
-9 |
Jul10 |
090928 |
598.00 |
605.75 |
598.00 |
605.75 |
+7.00 |
598 |
11,989 |
+167 |
Total Volume and Open Interest |
134,629 |
552,158 |
+4,946 |
Ethanol(CBOT) |
Sep09 |
090903 |
1.587 |
1.587 |
1.587 |
1.587 |
-0.013 |
15 |
218 |
+10 |
Oct09 |
090928 |
1.714 |
1.723 |
1.714 |
1.722 |
+0.043 |
78 |
226 |
-18 |
Nov09 |
090928 |
1.642 |
1.661 |
1.642 |
1.659 |
+0.033 |
207 |
497 |
-3 |
Dec09 |
090928 |
1.629 |
1.655 |
1.629 |
1.652 |
+0.036 |
184 |
781 |
+141 |
Jan10 |
090928 |
1.635 |
1.650 |
1.635 |
1.650 |
+0.028 |
32 |
774 |
+7 |
Feb10 |
090928 |
1.595 |
1.650 |
1.595 |
1.650 |
+0.018 |
10 |
241 |
+10 |
Mar10 |
090928 |
1.650 |
1.650 |
1.650 |
1.650 |
+0.020 |
25 |
294 |
-3 |
Apr10 |
090928 |
1.640 |
1.640 |
1.640 |
1.640 |
+0.010 |
0 |
511 |
+0 |
Total Volume and Open Interest |
567 |
4,884 |
+165 |
WTI Crude Oil(ICE) |
Nov09 |
090928 |
66.30 |
67.55 |
65.41 |
66.84 |
+0.82 |
94,573 |
109,453 |
-373 |
Dec09 |
090928 |
66.95 |
67.86 |
65.84 |
67.17 |
+0.75 |
54,705 |
93,314 |
+1,503 |
Jan10 |
090928 |
66.53 |
68.25 |
66.38 |
67.64 |
+0.74 |
12,909 |
18,714 |
+321 |
Feb10 |
090928 |
67.23 |
68.55 |
67.23 |
68.13 |
+0.73 |
4,488 |
15,543 |
+209 |
Mar10 |
090928 |
67.83 |
69.12 |
67.83 |
68.70 |
+0.71 |
4,731 |
14,309 |
-167 |
Apr10 |
090928 |
69.59 |
69.72 |
69.29 |
69.31 |
+0.69 |
3,296 |
6,970 |
+707 |
May10 |
090928 |
69.10 |
70.34 |
69.10 |
69.92 |
+0.66 |
1,788 |
5,889 |
-45 |
Jun10 |
090928 |
69.39 |
71.09 |
69.39 |
70.53 |
+0.65 |
3,845 |
22,527 |
-593 |
Jul10 |
090928 |
70.27 |
71.01 |
70.27 |
71.01 |
+0.64 |
383 |
24,766 |
+0 |
Aug10 |
090928 |
71.07 |
71.37 |
71.07 |
71.37 |
+0.64 |
334 |
6,182 |
+19 |
Sep10 |
090928 |
71.42 |
71.72 |
71.42 |
71.72 |
+0.65 |
527 |
8,438 |
+103 |
Oct10 |
090928 |
72.07 |
72.07 |
72.07 |
72.07 |
+0.66 |
557 |
4,963 |
-60 |
Nov10 |
090928 |
72.45 |
72.45 |
72.45 |
72.45 |
+0.66 |
458 |
6,185 |
+3 |
Dec10 |
090928 |
71.80 |
73.42 |
71.71 |
72.83 |
+0.67 |
5,733 |
55,427 |
-219 |
Jan11 |
090928 |
73.06 |
73.06 |
73.06 |
73.06 |
+0.68 |
311 |
10,779 |
+0 |
Feb11 |
090928 |
73.27 |
73.27 |
73.27 |
73.27 |
+0.69 |
146 |
3,360 |
+0 |
Total Volume and Open Interest |
189,858 |
479,837 |
+1,198 |
US Dollar Index(ICE) |
Dec09 |
090928 |
76.880 |
77.480 |
76.720 |
77.270 |
+0.255 |
7,524 |
30,875 |
+171 |
Mar10 |
090928 |
77.575 |
77.640 |
77.115 |
77.525 |
+0.255 |
6 |
2,048 |
-1 |
Jun10 |
090928 |
77.840 |
77.840 |
77.840 |
77.840 |
+0.255 |
0 |
3 |
+0 |
Total Volume and Open Interest |
7,530 |
32,926 |
+170 |
Australian Dollar(CME) |
Dec09 |
090928 |
86.09 |
87.02 |
85.31 |
86.53 |
+0.42 |
88,285 |
102,400 |
-5,137 |
Mar10 |
090928 |
84.90 |
86.28 |
84.67 |
85.80 |
+0.40 |
41 |
189 |
+24 |
Jun10 |
090928 |
84.97 |
84.97 |
84.60 |
84.97 |
+0.37 |
|
|
|
Total Volume and Open Interest |
88,326 |
102,604 |
-5,113 |
British Pound(CME) |
Dec09 |
090928 |
159.63 |
159.66 |
157.66 |
158.68 |
-0.69 |
156,654 |
93,010 |
+5,077 |
Mar10 |
090928 |
158.18 |
159.45 |
157.73 |
158.69 |
-0.69 |
38 |
129 |
+0 |
Jun10 |
090928 |
158.78 |
159.52 |
158.02 |
158.73 |
-0.68 |
4 |
27 |
+4 |
Total Volume and Open Interest |
156,696 |
93,186 |
+5,081 |
Canadian Dollar(CME) |
Dec09 |
090928 |
91.59 |
92.33 |
90.94 |
92.00 |
+0.44 |
76,256 |
72,012 |
-5,935 |
Mar10 |
090928 |
91.49 |
92.30 |
90.99 |
92.00 |
+0.45 |
65 |
1,328 |
+30 |
Jun10 |
090928 |
91.65 |
92.26 |
91.11 |
91.99 |
+0.45 |
51 |
303 |
+17 |
Sep10 |
090928 |
91.00 |
92.28 |
91.00 |
91.97 |
+0.46 |
14 |
368 |
-1 |
Total Volume and Open Interest |
76,386 |
74,042 |
-5,889 |
Japanese Yen(CME) |
Dec09 |
090928 |
111.62 |
113.41 |
111.43 |
111.46 |
+0.17 |
118,521 |
121,715 |
+5,704 |
Mar10 |
090928 |
111.70 |
113.44 |
111.39 |
111.55 |
+0.16 |
23 |
94 |
+11 |
Jun10 |
090928 |
112.30 |
113.42 |
111.54 |
111.70 |
+0.16 |
0 |
1 |
+0 |
Total Volume and Open Interest |
118,544 |
121,831 |
+5,715 |
Swiss Franc(CME) |
Dec09 |
090928 |
97.38 |
97.61 |
95.22 |
96.74 |
-0.43 |
42,024 |
51,322 |
+1,142 |
Mar10 |
090928 |
96.67 |
97.65 |
95.41 |
96.84 |
-0.43 |
2 |
86 |
-2 |
Jun10 |
090928 |
96.90 |
97.66 |
95.68 |
96.98 |
-0.43 |
|
|
|
Total Volume and Open Interest |
42,026 |
51,409 |
+1,140 |
EuroFX(CME) |
Dec09 |
090928 |
147.00 |
147.19 |
145.62 |
145.90 |
-0.74 |
225,108 |
164,311 |
+2,482 |
Mar10 |
090928 |
146.11 |
147.12 |
145.66 |
145.89 |
-0.74 |
51 |
653 |
-11 |
Jun10 |
090928 |
145.97 |
146.95 |
145.85 |
145.88 |
-0.74 |
0 |
53 |
+0 |
Total Volume and Open Interest |
225,159 |
165,023 |
+2,471 |
Mexican Peso(CME) |
Oct09 |
090928 |
733.8 |
733.8 |
732.0 |
733.8 |
+1.8 |
|
|
|
Nov09 |
090928 |
730.8 |
730.8 |
729.0 |
730.8 |
+1.8 |
|
|
|
Total Volume and Open Interest |
23,247 |
54,414 |
+2,391 |
Brazilian Real(CME) |
Oct09 |
090928 |
557.60 |
557.60 |
555.45 |
557.60 |
+2.15 |
|
|
|
Nov09 |
090928 |
554.70 |
554.70 |
552.30 |
554.70 |
+2.40 |
|
|
|
Dec09 |
090928 |
552.80 |
552.80 |
552.70 |
552.70 |
+3.20 |
180 |
3,434 |
+180 |
Jan10 |
090928 |
548.40 |
548.40 |
546.55 |
548.40 |
+1.85 |
|
|
|
Total Volume and Open Interest |
180 |
3,434 |
+180 |
30-Year T-Bonds(CBOT) |
Dec09 |
090928 |
120~290 |
121~230 |
120~250 |
121~140 |
+0~180 |
202,512 |
740,422 |
-1,291 |
Mar10 |
090928 |
120~180 |
120~250 |
120~020 |
120~210 |
+0~150 |
53 |
158 |
+5 |
Jun10 |
090928 |
118~310 |
119~210 |
118~310 |
119~210 |
+0~150 |
0 |
3 |
+0 |
Total Volume and Open Interest |
202,565 |
740,583 |
-1,286 |
10-Year T-Notes(CBOT) |
Dec09 |
090928 |
118~015 |
118~100 |
117~275 |
118~060 |
+0~065 |
749,418 |
1,120,235 |
-3,808 |
Mar10 |
090928 |
116~140 |
116~270 |
116~140 |
116~270 |
+0~065 |
0 |
2 |
+0 |
Jun10 |
090928 |
115~270 |
115~270 |
115~205 |
115~270 |
+0~065 |
|
|
|
Total Volume and Open Interest |
749,418 |
1,120,237 |
-3,808 |
5-Year T-Notes(CBOT) |
Sep09 |
090928 |
117~012 |
117~025 |
117~000 |
117~021 |
+0~019 |
696 |
12,304 |
-650 |
Dec09 |
090928 |
115~112 |
116~000 |
115~095 |
115~121 |
+0~019 |
358,145 |
776,999 |
-4,074 |
Mar10 |
090928 |
115~121 |
115~121 |
115~102 |
115~121 |
+0~019 |
|
|
|
Total Volume and Open Interest |
358,841 |
789,303 |
-4,724 |
2 Year T-Notes(CBOT) |
Sep09 |
090928 |
109~012 |
109~012 |
108~126 |
109~005 |
+0~004 |
6,402 |
18,589 |
-2,622 |
Dec09 |
090928 |
108~055 |
108~060 |
108~047 |
108~055 |
+0~004 |
209,835 |
748,322 |
-2,609 |
Mar10 |
090928 |
108~055 |
108~055 |
108~051 |
108~055 |
+0~004 |
|
|
|
Total Volume and Open Interest |
216,237 |
766,911 |
-5,231 |
Eurodollars(CME) |
Dec09 |
090928 |
99.595 |
99.620 |
99.585 |
99.610 |
+0.020 |
204,477 |
982,784 |
+13,822 |
Mar10 |
090928 |
99.340 |
99.370 |
99.330 |
99.355 |
+0.025 |
291,352 |
974,802 |
+5,197 |
Jun10 |
090928 |
98.995 |
99.040 |
98.990 |
99.020 |
+0.030 |
319,317 |
813,453 |
+8,325 |
Sep10 |
090928 |
98.625 |
98.675 |
98.605 |
98.635 |
+0.020 |
318,906 |
677,733 |
+3,076 |
Dec10 |
090928 |
98.240 |
98.295 |
98.210 |
98.250 |
+0.015 |
409,242 |
809,509 |
-10,084 |
Mar11 |
090928 |
97.905 |
97.940 |
97.860 |
97.905 |
+0.015 |
268,115 |
474,215 |
+9,946 |
Jun11 |
090928 |
97.570 |
97.610 |
97.530 |
97.585 |
+0.020 |
212,884 |
456,321 |
+908 |
Sep11 |
090928 |
97.295 |
97.320 |
97.235 |
97.300 |
+0.025 |
165,642 |
288,019 |
+3,618 |
Dec11 |
090928 |
97.020 |
97.040 |
96.965 |
97.025 |
+0.030 |
96,881 |
214,914 |
+6,551 |
Mar12 |
090928 |
96.795 |
96.810 |
96.740 |
96.800 |
+0.035 |
70,205 |
162,799 |
+4,158 |
Jun12 |
090928 |
96.585 |
96.600 |
96.525 |
96.590 |
+0.045 |
50,922 |
140,986 |
+1,924 |
Sep12 |
090928 |
96.400 |
96.430 |
96.355 |
96.420 |
+0.050 |
40,086 |
83,122 |
+1,548 |
Dec12 |
090928 |
96.245 |
96.265 |
96.190 |
96.255 |
+0.055 |
11,799 |
52,943 |
+60 |
Mar13 |
090928 |
96.120 |
96.160 |
96.085 |
96.150 |
+0.060 |
14,590 |
57,104 |
-2,455 |
Jun13 |
090928 |
96.000 |
96.050 |
95.975 |
96.040 |
+0.060 |
7,257 |
35,966 |
+1,048 |
Sep13 |
090928 |
95.900 |
95.960 |
95.875 |
95.945 |
+0.065 |
7,152 |
45,337 |
-692 |
Dec13 |
090928 |
95.805 |
95.850 |
95.765 |
95.835 |
+0.065 |
5,073 |
27,999 |
-569 |
Mar14 |
090928 |
95.695 |
95.780 |
95.690 |
95.770 |
+0.065 |
4,555 |
24,108 |
-516 |
Total Volume and Open Interest |
2,529,544 |
6,570,974 |
+47,666 |
30 Day Federal Funds(CBOT) |
Sep09 |
090928 |
99.848 |
99.853 |
99.845 |
99.850 |
+0.005 |
1,664 |
37,901 |
-22 |
Oct09 |
090928 |
99.840 |
99.855 |
99.835 |
99.845 |
+0.010 |
2,786 |
51,251 |
-1,614 |
Nov09 |
090928 |
99.830 |
99.835 |
99.825 |
99.830 |
+0.005 |
2,861 |
65,364 |
-60 |
Dec09 |
090928 |
99.825 |
99.830 |
99.820 |
99.820 |
unch |
5,381 |
62,759 |
-881 |
Jan10 |
090928 |
99.805 |
99.810 |
99.795 |
99.795 |
unch |
6,107 |
49,128 |
+521 |
Feb10 |
090928 |
99.735 |
99.740 |
99.725 |
99.735 |
+0.005 |
9,270 |
57,955 |
+771 |
Total Volume and Open Interest |
43,958 |
448,018 |
-744 |
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 |
090928 |
99.500 |
99.500 |
99.495 |
99.495 |
-0.025 |
0 |
1,218 |
+286 |
Mar10 |
090928 |
99.525 |
99.525 |
99.525 |
99.525 |
-0.030 |
0 |
814 |
+0 |
Jun10 |
090928 |
99.515 |
99.515 |
99.515 |
99.515 |
-0.025 |
|
|
|
Sep10 |
090928 |
99.500 |
99.500 |
99.500 |
99.500 |
-0.025 |
|
|
|
Dec10 |
090928 |
99.460 |
99.460 |
99.460 |
99.460 |
-0.025 |
|
|
|
Mar11 |
090928 |
99.375 |
99.375 |
99.375 |
99.375 |
-0.025 |
|
|
|
Jun11 |
090928 |
99.315 |
99.315 |
99.315 |
99.315 |
-0.025 |
|
|
|
Sep11 |
090928 |
99.315 |
99.315 |
99.315 |
99.315 |
-0.025 |
|
|
|
Dec11 |
090928 |
99.135 |
99.135 |
99.135 |
99.135 |
+0.005 |
|
|
|
Mar12 |
090928 |
99.100 |
99.100 |
99.100 |
99.100 |
+0.005 |
|
|
|
Total Volume and Open Interest |
0 |
2,032 |
+286 |
3-Mth Euro-Yen(SGX) |
Dec09 |
090928 |
99.50 |
99.50 |
99.50 |
99.50 |
0.00 |
286 |
6,091 |
+168 |
Mar10 |
090928 |
99.53 |
99.53 |
99.53 |
99.53 |
-0.01 |
150 |
4,146 |
+0 |
Jun10 |
090928 |
99.54 |
99.54 |
99.53 |
99.53 |
+0.00 |
150 |
2,052 |
+0 |
Sep10 |
090928 |
99.50 |
99.51 |
99.50 |
99.51 |
+0.00 |
100 |
1,284 |
+150 |
Dec10 |
090928 |
99.47 |
99.47 |
99.47 |
99.47 |
+0.00 |
0 |
574 |
+0 |
Mar11 |
090928 |
99.39 |
99.39 |
99.39 |
99.39 |
+0.00 |
0 |
562 |
+0 |
Jun11 |
090928 |
99.33 |
99.33 |
99.33 |
99.33 |
+0.01 |
0 |
52 |
+0 |
Sep11 |
090928 |
99.33 |
99.33 |
99.33 |
99.33 |
+0.01 |
0 |
51 |
+0 |
Total Volume and Open Interest |
686 |
16,284 |
+318 |
Japanese Gov't Bonds(SGX) |
Dec09 |
090928 |
139.11 |
139.39 |
139.01 |
139.30 |
+0.24 |
671 |
14,398 |
+222 |
Mar10 |
090928 |
139.07 |
139.07 |
139.07 |
139.07 |
+0.24 |
|
|
|
Jun10 |
090928 |
139.07 |
139.07 |
139.07 |
139.07 |
+0.24 |
|
|
|
Total Volume and Open Interest |
671 |
14,398 |
+222 |
Euro-Bund(EUREX) |
Dec09 |
090928 |
121.80 |
121.91 |
121.40 |
121.56 |
+0.08 |
651,043 |
947,751 |
+28,722 |
Mar10 |
090928 |
121.43 |
121.45 |
121.20 |
121.26 |
+0.06 |
58 |
124 |
+30 |
Jun10 |
090928 |
120.96 |
120.96 |
120.96 |
120.96 |
+0.08 |
0 |
1 |
+0 |
Total Volume and Open Interest |
651,101 |
947,876 |
+28,752 |
Euro-Bobl(EUREX) |
Dec09 |
090928 |
115.55 |
115.60 |
115.38 |
115.49 |
+0.04 |
362,422 |
698,499 |
-9,484 |
Mar10 |
090928 |
115.24 |
115.24 |
115.24 |
115.24 |
+0.05 |
4 |
1,121 |
-1 |
Jun10 |
090928 |
114.79 |
114.79 |
114.79 |
114.79 |
+0.04 |
|
|
|
Total Volume and Open Interest |
362,426 |
699,620 |
-9,485 |
3-Mth Euribor(EUREX) |
Sep09 |
090914 |
99.230 |
99.230 |
99.230 |
99.230 |
unch |
5,624 |
14,192 |
-2,056 |
Dec09 |
090928 |
99.295 |
99.300 |
99.295 |
99.300 |
+0.005 |
56 |
15,096 |
-153 |
Mar10 |
090928 |
99.115 |
99.120 |
99.110 |
99.120 |
+0.015 |
39 |
5,253 |
-19 |
Total Volume and Open Interest |
142 |
28,745 |
-160 |
Long Gilt(LIFFE) |
Sep09 |
090928 |
120~06 |
120~07 |
119~29 |
120~03 |
+0~06 |
326 |
16,288 |
-18 |
Dec09 |
090928 |
118~12 |
118~18 |
118~01 |
118~04 |
-0~04 |
91,784 |
247,452 |
-9,071 |
Total Volume and Open Interest |
92,110 |
263,740 |
-9,089 |
3-Mth Short Sterling(LIFFE) |
Dec09 |
090928 |
99.48 |
99.52 |
99.47 |
99.49 |
+0.01 |
35,081 |
406,975 |
+286 |
Mar10 |
090928 |
99.19 |
99.24 |
99.19 |
99.22 |
+0.02 |
38,707 |
387,739 |
-2,152 |
Jun10 |
090928 |
98.71 |
98.77 |
98.71 |
98.75 |
+0.04 |
58,347 |
349,853 |
-8,418 |
Sep10 |
090928 |
98.18 |
98.22 |
98.17 |
98.21 |
+0.04 |
55,535 |
272,349 |
-8,058 |
Dec10 |
090928 |
97.65 |
97.70 |
97.65 |
97.68 |
+0.03 |
49,341 |
275,558 |
-2,186 |
Mar11 |
090928 |
97.21 |
97.26 |
97.20 |
97.23 |
+0.03 |
38,720 |
214,246 |
+619 |
Total Volume and Open Interest |
343,069 |
2,344,867 |
-20,493 |
3-Mth Euribor(LIFFE) |
Dec09 |
090928 |
99.300 |
99.305 |
99.280 |
99.300 |
+0.005 |
89,301 |
662,236 |
-11,531 |
Mar10 |
090928 |
99.115 |
99.125 |
99.090 |
99.120 |
+0.015 |
76,315 |
492,947 |
+100 |
Jun10 |
090928 |
98.805 |
98.835 |
98.795 |
98.825 |
+0.010 |
94,701 |
475,558 |
-4,626 |
Total Volume and Open Interest |
613,258 |
3,102,612 |
-21,192 |
3-Mth Aus T-Bills(SFE) |
Dec09 |
090928 |
96.34 |
96.36 |
96.26 |
96.31 |
-0.03 |
20,724 |
327,785 |
-35 |
Mar10 |
090928 |
95.72 |
95.74 |
95.64 |
95.68 |
-0.05 |
11,213 |
169,666 |
-4,104 |
Jun10 |
090928 |
95.21 |
95.25 |
95.13 |
95.18 |
-0.04 |
14,014 |
109,409 |
+2,517 |
Sep10 |
090928 |
94.83 |
94.87 |
94.77 |
94.82 |
-0.02 |
3,210 |
67,271 |
-2,817 |
Dec10 |
090928 |
94.59 |
94.64 |
94.55 |
94.59 |
-0.01 |
1,946 |
43,470 |
-1,459 |
Mar11 |
090928 |
94.40 |
94.45 |
94.37 |
94.40 |
-0.02 |
352 |
24,436 |
-18 |
Jun11 |
090928 |
94.23 |
94.27 |
94.18 |
94.23 |
-0.01 |
901 |
17,064 |
+267 |
Sep11 |
090928 |
94.11 |
94.11 |
94.07 |
94.07 |
-0.01 |
12 |
9,008 |
-218 |
Dec11 |
090928 |
93.92 |
93.92 |
93.92 |
93.92 |
+0.01 |
0 |
3,949 |
+0 |
Mar12 |
090928 |
93.79 |
93.79 |
93.79 |
93.79 |
unch |
0 |
1,564 |
-12 |
Total Volume and Open Interest |
52,382 |
774,199 |
-5,886 |
10-Year Aus T-Bonds(SFE) |
Dec09 |
090928 |
94.70 |
94.81 |
94.69 |
94.78 |
+0.09 |
26,981 |
317,296 |
+4,171 |
Mar10 |
090928 |
94.78 |
94.78 |
94.78 |
94.78 |
+0.09 |
|
|
|
Total Volume and Open Interest |
26,981 |
317,296 |
+4,171 |
3-Year Aus T-Bonds(SFE) |
Dec09 |
090928 |
95.16 |
95.23 |
95.13 |
95.19 |
+0.03 |
93,043 |
374,766 |
+16,817 |
Mar10 |
090928 |
95.19 |
95.19 |
95.19 |
95.19 |
+0.03 |
|
|
|
Total Volume and Open Interest |
93,043 |
374,766 |
+16,817 |
Gold(CMX) |
Oct09 |
090928 |
994.4 |
996.3 |
985.6 |
992.5 |
+2.2 |
7,428 |
9,391 |
-9,258 |
Dec09 |
090928 |
993.1 |
998.0 |
986.7 |
994.1 |
+2.5 |
129,032 |
328,304 |
-6,518 |
Feb10 |
090928 |
996.0 |
999.0 |
988.1 |
995.3 |
+2.5 |
2,266 |
22,226 |
-185 |
Apr10 |
090928 |
995.0 |
999.9 |
990.5 |
996.3 |
+2.5 |
2,613 |
24,349 |
+1,602 |
Jun10 |
090928 |
997.8 |
1000.3 |
990.7 |
997.6 |
+2.6 |
378 |
12,969 |
+213 |
Aug10 |
090928 |
999.9 |
999.9 |
999.1 |
999.1 |
+2.6 |
1 |
7,237 |
+0 |
Oct10 |
090928 |
1001.0 |
1001.0 |
1001.0 |
1001.0 |
+2.6 |
460 |
4,205 |
+374 |
Dec10 |
090928 |
1002.0 |
1005.5 |
999.5 |
1003.1 |
+2.6 |
403 |
12,711 |
+271 |
Feb11 |
090928 |
1005.7 |
1005.7 |
1005.7 |
1005.7 |
+2.6 |
6 |
1,019 |
+5 |
Apr11 |
090928 |
1008.7 |
1008.7 |
1008.7 |
1008.7 |
+2.7 |
0 |
447 |
+0 |
Jun11 |
090928 |
1012.0 |
1012.0 |
1012.0 |
1012.0 |
+2.7 |
434 |
9,529 |
+274 |
Total Volume and Open Interest |
143,644 |
455,019 |
-13,216 |
Silver(CMX) |
Sep09 |
090928 |
1605.0 |
1627.5 |
1603.5 |
1617.3 |
+13.5 |
52 |
40 |
-20 |
Dec09 |
090928 |
1611.5 |
1632.5 |
1576.0 |
1619.5 |
+13.5 |
33,585 |
91,967 |
-2,430 |
Mar10 |
090928 |
1595.5 |
1631.0 |
1583.5 |
1622.5 |
+13.5 |
4,389 |
13,785 |
-198 |
May10 |
090928 |
1624.0 |
1625.0 |
1624.0 |
1624.3 |
+13.6 |
39 |
2,334 |
+15 |
Jul10 |
090928 |
1626.0 |
1626.3 |
1626.0 |
1626.3 |
+13.7 |
559 |
3,215 |
+425 |
Sep10 |
090928 |
1627.0 |
1628.2 |
1627.0 |
1628.2 |
+13.7 |
2 |
2,923 |
+2 |
Dec10 |
090928 |
1618.5 |
1639.0 |
1618.5 |
1631.7 |
+13.7 |
1,258 |
3,319 |
-194 |
Total Volume and Open Interest |
39,959 |
126,037 |
-2,403 |
Platinum(NYMEX) |
Oct09 |
090928 |
1278.8 |
1288.1 |
1271.1 |
1286.0 |
+1.4 |
8,264 |
6,693 |
-4,422 |
Jan10 |
090928 |
1287.5 |
1294.0 |
1276.1 |
1290.8 |
+1.9 |
6,979 |
22,724 |
+3,143 |
Apr10 |
090928 |
1292.0 |
1296.2 |
1292.0 |
1296.2 |
+1.8 |
3 |
196 |
+3 |
Total Volume and Open Interest |
15,246 |
29,613 |
-1,276 |
Palladium(NYMEX) |
Dec09 |
090928 |
293.30 |
296.80 |
283.90 |
293.90 |
-1.00 |
655 |
20,437 |
-230 |
Mar10 |
090928 |
294.35 |
294.95 |
286.10 |
294.95 |
-0.95 |
5 |
252 |
-1 |
Jun10 |
090928 |
296.45 |
296.45 |
296.45 |
296.45 |
-0.95 |
0 |
1 |
+0 |
Total Volume and Open Interest |
665 |
20,974 |
-230 |
Copper(CMX) |
Sep09 |
090928 |
270.00 |
271.40 |
266.05 |
271.40 |
-1.70 |
307 |
523 |
-68 |
Dec09 |
090928 |
273.85 |
274.35 |
266.25 |
272.70 |
-1.35 |
20,127 |
82,372 |
-1,899 |
Mar10 |
090928 |
275.55 |
275.55 |
268.85 |
274.00 |
-1.40 |
1,226 |
14,581 |
+234 |
May10 |
090928 |
272.35 |
275.30 |
272.35 |
274.30 |
-1.40 |
54 |
2,410 |
+40 |
Jul10 |
090928 |
274.00 |
274.00 |
274.00 |
274.00 |
-1.40 |
1 |
2,038 |
+32 |
Total Volume and Open Interest |
22,461 |
115,644 |
-1,066 |
DJIA Index(CBOT) |
Dec09 |
090928 |
9620 |
9760 |
9574 |
9728 |
+109 |
735 |
12,177 |
+187 |
Mar10 |
090928 |
9600 |
9698 |
9600 |
9669 |
+109 |
18 |
840 |
+8 |
Jun10 |
090928 |
9613 |
9613 |
9504 |
9613 |
+109 |
|
|
|
Sep10 |
090928 |
9558 |
9558 |
9449 |
9558 |
+109 |
|
|
|
Total Volume and Open Interest |
753 |
13,017 |
+195 |
E-mini DJIA Index(CBOT) |
Sep09 |
090918 |
9800 |
9859 |
9745 |
9854 |
+55 |
|
|
|
Dec09 |
090928 |
9622 |
9764 |
9571 |
9728 |
+109 |
145,125 |
68,285 |
+534 |
Mar10 |
090928 |
9531 |
9696 |
9527 |
9669 |
+109 |
28 |
202 |
-3 |
Jun10 |
090928 |
9613 |
9613 |
9613 |
9613 |
+109 |
0 |
2 |
+0 |
Total Volume and Open Interest |
145,153 |
68,489 |
+531 |
S & P 500(CME) |
Dec09 |
090928 |
1042.10 |
1060.90 |
1035.70 |
1059.00 |
+17.90 |
18,125 |
368,934 |
+3,011 |
Mar10 |
090928 |
1050.50 |
1054.50 |
1050.00 |
1054.50 |
+17.80 |
4 |
4,270 |
-4 |
Jun10 |
090928 |
1050.70 |
1050.70 |
1042.90 |
1050.70 |
+17.80 |
0 |
177 |
+0 |
Sep10 |
090928 |
1047.70 |
1047.70 |
1039.90 |
1047.70 |
+17.80 |
|
|
|
Total Volume and Open Interest |
18,129 |
373,386 |
+3,007 |
S & P 500 E-Mini(Globex) |
Dec09 |
090928 |
1042.25 |
1061.00 |
1035.75 |
1059.00 |
+18.00 |
1,885,166 |
2,312,742 |
-26,655 |
Mar10 |
090928 |
1036.75 |
1056.00 |
1031.75 |
1054.50 |
+17.75 |
785 |
1,711 |
+125 |
Total Volume and Open Interest |
1,885,952 |
2,314,466 |
-26,531 |
NASDAQ 100(CME) |
Dec09 |
090928 |
1694.50 |
1733.00 |
1688.50 |
1722.80 |
+25.80 |
2,932 |
16,361 |
-1,063 |
Mar10 |
090928 |
1720.80 |
1720.80 |
1720.00 |
1720.80 |
+25.80 |
0 |
2 |
+0 |
Jun10 |
090928 |
1719.80 |
1719.80 |
1719.00 |
1719.80 |
+25.80 |
|
|
|
Total Volume and Open Interest |
2,932 |
16,363 |
-1,063 |
NASDAQ 100 E-Mini(Globex) |
Dec09 |
090928 |
1697.00 |
1732.50 |
1688.00 |
1722.80 |
+25.80 |
310,136 |
299,541 |
+6,078 |
Mar10 |
090928 |
1692.80 |
1729.80 |
1686.80 |
1720.80 |
+25.80 |
34 |
87 |
+6 |
Total Volume and Open Interest |
310,170 |
299,630 |
+6,084 |
S & P Midcap 400(CME) |
Dec09 |
090928 |
680.00 |
691.50 |
678.50 |
690.00 |
+12.30 |
23 |
2,439 |
-10 |
Mar10 |
090928 |
688.00 |
688.00 |
687.70 |
688.00 |
+12.30 |
|
|
|
Jun10 |
090928 |
686.00 |
686.00 |
685.70 |
686.00 |
+12.30 |
|
|
|
Total Volume and Open Interest |
23 |
2,439 |
-10 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Dec09 |
090928 |
10070 |
10255 |
10065 |
10245 |
+45 |
14,146 |
34,506 |
+656 |
Mar10 |
090928 |
10270 |
10270 |
10225 |
10270 |
+45 |
|
|
|
Total Volume and Open Interest |
14,146 |
34,506 |
+656 |
Nikkei 225(SGX) |
Dec09 |
090928 |
10315 |
10320 |
9975 |
10035 |
-285 |
112,016 |
163,244 |
-5,046 |
Mar10 |
090928 |
10050 |
10050 |
10050 |
10050 |
-275 |
2 |
517 |
+0 |
Jun10 |
090928 |
10070 |
10070 |
10070 |
10070 |
-290 |
0 |
320 |
+0 |
Total Volume and Open Interest |
112,418 |
170,889 |
-4,956 |
CAC 40(EURONEXT) |
Oct09 |
090928 |
3724.0 |
3836.5 |
3702.0 |
3826.5 |
+89.0 |
122,202 |
367,768 |
-58,999 |
Nov09 |
090928 |
3712.5 |
3814.0 |
3712.5 |
3812.0 |
+89.0 |
49 |
320 |
+9 |
Dec09 |
090928 |
3700.5 |
3807.0 |
3684.5 |
3804.0 |
+89.0 |
454 |
39,259 |
+190 |
Total Volume and Open Interest |
122,705 |
408,799 |
-58,800 |
Hang Seng Index(HKFE) |
Sep09 |
090928 |
20788 |
20815 |
20512 |
20642 |
-296 |
97,123 |
62,323 |
-18,669 |
Oct09 |
090928 |
20773 |
20802 |
20495 |
20625 |
-301 |
46,256 |
51,738 |
+34,755 |
Total Volume and Open Interest |
143,775 |
118,909 |
+16,315 |
DAX(EUREX) |
Sep09 |
090918 |
5720.0 |
5744.5 |
5702.5 |
5736.5 |
-1.0 |
174,565 |
53,021 |
-20,970 |
Dec09 |
090928 |
5566.0 |
5754.5 |
5554.0 |
5722.0 |
+132.5 |
149,397 |
162,377 |
+4,814 |
Mar10 |
090928 |
5574.0 |
5750.5 |
5565.0 |
5724.5 |
+132.5 |
514 |
5,202 |
+285 |
Total Volume and Open Interest |
150,054 |
168,004 |
+5,157 |
FT-SE 100(EURONEXT) |
Dec09 |
090928 |
5064.00 |
5147.50 |
5018.50 |
5133.50 |
+63.50 |
121,050 |
635,300 |
+5,959 |
Mar10 |
090928 |
5019.50 |
5094.00 |
5019.50 |
5086.00 |
+63.00 |
71 |
1,673 |
+60 |
Jun10 |
090928 |
5040.50 |
5040.50 |
5040.50 |
5040.50 |
+61.00 |
0 |
529 |
+0 |
Total Volume and Open Interest |
121,121 |
637,502 |
+6,019 |
SPI 200(SFE) |
Sep09 |
090917 |
4665.0 |
4722.0 |
4664.0 |
4691.0 |
+29.0 |
9,454 |
76,269 |
-102,815 |
Dec09 |
090928 |
4718.0 |
4734.0 |
4653.0 |
4688.0 |
-37.0 |
23,662 |
237,745 |
+3,157 |
Mar10 |
090928 |
4648.0 |
4677.0 |
4648.0 |
4677.0 |
-39.0 |
18 |
4,600 |
+10 |
Total Volume and Open Interest |
23,680 |
243,906 |
+3,167 |
GSCI(CME) |
Oct09 |
090928 |
440.50 |
446.00 |
439.90 |
444.70 |
+4.70 |
2,620 |
17,322 |
+730 |
Nov09 |
090928 |
450.70 |
452.00 |
446.90 |
450.70 |
+3.70 |
0 |
10 |
+0 |
Dec09 |
090928 |
457.00 |
458.00 |
452.90 |
457.00 |
+4.00 |
2 |
2 |
+2 |
Total Volume and Open Interest |
2,622 |
17,334 |
+732 |
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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