|
MRCI's End of Day Prices |
Daily Futures Price Listing Thu October 08, 2009 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Nov09 |
091008 |
911.00 |
942.00 |
910.75 |
936.00 |
+24.00 |
87,410 |
206,708 |
-11,971 |
Jan10 |
091008 |
915.75 |
949.50 |
915.50 |
939.25 |
+22.50 |
37,145 |
99,145 |
+6,080 |
Mar10 |
091008 |
916.50 |
945.50 |
916.50 |
940.75 |
+22.00 |
9,909 |
41,495 |
+774 |
May10 |
091008 |
917.50 |
943.75 |
917.50 |
939.25 |
+20.50 |
3,947 |
25,894 |
+238 |
Jul10 |
091008 |
920.00 |
945.00 |
920.00 |
939.50 |
+18.50 |
5,217 |
33,925 |
+167 |
Aug10 |
091008 |
930.00 |
938.00 |
919.00 |
938.00 |
+19.00 |
80 |
581 |
-106 |
Sep10 |
091008 |
933.75 |
935.00 |
915.00 |
935.00 |
+20.00 |
22 |
208 |
+1 |
Nov10 |
091008 |
912.25 |
940.25 |
912.25 |
935.75 |
+19.25 |
7,570 |
38,951 |
+1,966 |
Jan11 |
091008 |
925.00 |
941.50 |
922.50 |
941.50 |
+19.00 |
3 |
223 |
+3 |
Mar11 |
091008 |
945.25 |
945.25 |
924.50 |
943.50 |
+19.00 |
2 |
45 |
+0 |
May11 |
091008 |
943.50 |
943.50 |
926.00 |
943.50 |
+17.50 |
0 |
2 |
+0 |
Jul11 |
091008 |
943.00 |
944.50 |
926.50 |
944.50 |
+18.00 |
0 |
21 |
+0 |
Aug11 |
091008 |
943.00 |
943.00 |
924.00 |
943.00 |
+19.00 |
|
|
|
Sep11 |
091008 |
940.00 |
940.00 |
922.00 |
940.00 |
+18.00 |
0 |
2 |
+0 |
Total Volume and Open Interest |
151,336 |
448,412 |
-2,844 |
Soybean Meal(CBOT) |
Oct09 |
091008 |
290.90 |
304.00 |
290.90 |
302.70 |
+12.00 |
2,125 |
4,089 |
-752 |
Dec09 |
091008 |
279.80 |
291.90 |
279.80 |
289.70 |
+8.70 |
24,727 |
74,350 |
-1,099 |
Jan10 |
091008 |
276.90 |
287.40 |
276.90 |
286.20 |
+8.90 |
1,814 |
15,095 |
+164 |
Mar10 |
091008 |
274.20 |
284.00 |
274.20 |
282.70 |
+8.50 |
1,743 |
13,839 |
+1 |
May10 |
091008 |
273.20 |
280.90 |
273.20 |
279.70 |
+8.00 |
1,494 |
15,512 |
+167 |
Jul10 |
091008 |
273.60 |
280.50 |
273.60 |
279.20 |
+7.00 |
1,839 |
11,297 |
+139 |
Aug10 |
091008 |
275.30 |
280.50 |
274.30 |
279.40 |
+6.50 |
232 |
2,591 |
+77 |
Sep10 |
091008 |
274.80 |
280.00 |
273.80 |
278.50 |
+6.30 |
458 |
2,724 |
+33 |
Oct10 |
091008 |
273.80 |
277.00 |
273.80 |
275.80 |
+6.40 |
98 |
2,252 |
+38 |
Dec10 |
091008 |
272.00 |
278.10 |
272.00 |
275.80 |
+5.90 |
407 |
8,006 |
+196 |
Total Volume and Open Interest |
34,937 |
150,382 |
-1,036 |
Soybean Oil(CBOT) |
Oct09 |
091008 |
33.72 |
34.45 |
33.72 |
34.28 |
+0.55 |
1,392 |
1,419 |
-179 |
Dec09 |
091008 |
34.04 |
34.77 |
33.93 |
34.57 |
+0.53 |
31,230 |
119,106 |
-2,664 |
Jan10 |
091008 |
34.51 |
35.49 |
34.40 |
35.00 |
+0.54 |
9,220 |
37,034 |
+4,086 |
Mar10 |
091008 |
34.84 |
35.50 |
34.77 |
35.37 |
+0.56 |
2,303 |
17,099 |
+651 |
May10 |
091008 |
35.11 |
35.79 |
35.11 |
35.66 |
+0.54 |
1,443 |
10,153 |
+25 |
Jul10 |
091008 |
35.37 |
36.03 |
35.37 |
35.91 |
+0.54 |
756 |
10,719 |
-21 |
Aug10 |
091008 |
35.85 |
36.15 |
35.80 |
36.04 |
+0.57 |
303 |
1,050 |
+158 |
Sep10 |
091008 |
35.62 |
36.30 |
35.62 |
36.17 |
+0.60 |
397 |
1,018 |
+366 |
Oct10 |
091008 |
36.33 |
36.33 |
35.65 |
36.25 |
+0.60 |
93 |
505 |
+20 |
Dec10 |
091008 |
35.88 |
36.55 |
35.85 |
36.47 |
+0.62 |
252 |
9,711 |
-51 |
Total Volume and Open Interest |
47,389 |
207,826 |
+2,391 |
Canola(WCE) |
Nov09 |
091008 |
373.5 |
377.8 |
373.2 |
376.8 |
+4.1 |
7,121 |
49,879 |
-581 |
Jan10 |
091008 |
378.4 |
382.7 |
378.3 |
381.8 |
+3.8 |
3,696 |
47,813 |
+3,048 |
Mar10 |
091008 |
382.5 |
387.0 |
382.5 |
385.9 |
+3.4 |
324 |
4,067 |
+277 |
May10 |
091008 |
388.9 |
391.5 |
388.9 |
390.8 |
+3.8 |
40 |
1,135 |
+13 |
Jul10 |
091008 |
390.1 |
396.6 |
390.1 |
393.0 |
+4.1 |
0 |
1,078 |
+0 |
Total Volume and Open Interest |
11,181 |
104,114 |
+2,757 |
Corn(CBOT) |
Dec09 |
091008 |
359.00 |
370.00 |
358.75 |
364.00 |
+4.25 |
102,821 |
517,922 |
-4,151 |
Mar10 |
091008 |
371.00 |
382.00 |
371.00 |
376.25 |
+4.00 |
21,298 |
166,188 |
+1,307 |
May10 |
091008 |
379.00 |
390.75 |
379.00 |
384.75 |
+4.00 |
5,384 |
36,793 |
+780 |
Jul10 |
091008 |
387.00 |
398.00 |
387.00 |
392.25 |
+4.50 |
5,956 |
62,425 |
-773 |
Sep10 |
091008 |
393.25 |
405.50 |
393.25 |
400.00 |
+4.25 |
1,299 |
15,528 |
+282 |
Dec10 |
091008 |
403.50 |
414.50 |
403.50 |
408.75 |
+3.50 |
6,413 |
83,219 |
-1,335 |
Mar11 |
091008 |
414.50 |
425.00 |
414.25 |
419.50 |
+3.50 |
208 |
3,049 |
+138 |
May11 |
091008 |
427.75 |
432.00 |
426.25 |
426.25 |
+3.25 |
27 |
259 |
+15 |
Jul11 |
091008 |
430.00 |
437.00 |
430.00 |
432.75 |
+2.75 |
52 |
1,686 |
+17 |
Sep11 |
091008 |
424.50 |
424.50 |
420.25 |
423.00 |
+2.75 |
16 |
269 |
+5 |
Total Volume and Open Interest |
143,960 |
894,451 |
-3,475 |
Wheat(CBOT) |
Dec09 |
091008 |
464.00 |
483.00 |
462.50 |
474.00 |
+10.75 |
26,401 |
198,621 |
-798 |
Mar10 |
091008 |
482.00 |
501.75 |
482.00 |
493.25 |
+10.50 |
5,750 |
52,762 |
+2,077 |
May10 |
091008 |
497.75 |
514.75 |
497.75 |
507.00 |
+11.50 |
423 |
8,366 |
+93 |
Jul10 |
091008 |
507.25 |
526.75 |
507.25 |
520.00 |
+12.75 |
1,521 |
47,433 |
-109 |
Sep10 |
091008 |
534.00 |
539.50 |
531.00 |
535.00 |
+14.00 |
156 |
1,034 |
+16 |
Dec10 |
091008 |
545.50 |
564.75 |
545.50 |
558.50 |
+12.75 |
1,007 |
21,756 |
-63 |
Total Volume and Open Interest |
35,360 |
331,584 |
+1,296 |
Wheat(KCBT) |
Dec09 |
091008 |
480.00 |
499.50 |
479.25 |
489.75 |
+9.50 |
6,943 |
58,168 |
+116 |
Mar10 |
091008 |
495.25 |
514.00 |
495.25 |
505.50 |
+9.50 |
1,547 |
23,163 |
+229 |
May10 |
091008 |
508.00 |
525.50 |
508.00 |
517.00 |
+9.50 |
367 |
4,939 |
+51 |
Jul10 |
091008 |
519.00 |
536.75 |
518.75 |
528.50 |
+9.50 |
553 |
18,441 |
-15 |
Sep10 |
091008 |
530.00 |
547.50 |
530.00 |
540.50 |
+10.00 |
45 |
1,161 |
+12 |
Dec10 |
091008 |
547.75 |
566.00 |
547.75 |
558.25 |
+10.00 |
273 |
16,788 |
-18 |
Total Volume and Open Interest |
9,740 |
122,938 |
+382 |
Wheat(MGE) |
Dec09 |
091008 |
495.25 |
513.00 |
495.00 |
506.25 |
+10.75 |
2,698 |
18,433 |
-1,040 |
Mar10 |
091008 |
510.75 |
528.00 |
510.75 |
522.25 |
+11.75 |
379 |
10,094 |
-62 |
May10 |
091008 |
527.25 |
538.00 |
525.00 |
532.75 |
+11.75 |
120 |
3,561 |
-10 |
Jul10 |
091008 |
532.75 |
548.50 |
532.75 |
542.50 |
+12.50 |
255 |
6,880 |
-59 |
Sep10 |
091008 |
550.00 |
559.75 |
546.25 |
554.25 |
+12.50 |
96 |
1,923 |
+30 |
Total Volume and Open Interest |
3,647 |
43,922 |
-1,101 |
Oats(CBOT) |
Dec09 |
091008 |
230.00 |
236.75 |
229.00 |
235.50 |
+3.50 |
588 |
9,353 |
+79 |
Mar10 |
091008 |
244.00 |
250.25 |
244.00 |
249.25 |
+3.25 |
266 |
3,879 |
+91 |
May10 |
091008 |
256.50 |
257.50 |
254.50 |
257.50 |
+3.00 |
0 |
14 |
+0 |
Jul10 |
091008 |
266.50 |
266.50 |
264.00 |
266.50 |
+2.50 |
0 |
4 |
+0 |
Total Volume and Open Interest |
854 |
13,275 |
+170 |
Rough Rice(CBOT) |
Nov09 |
091008 |
13.24 |
13.59 |
13.22 |
13.48 |
+0.25 |
457 |
6,341 |
-76 |
Jan10 |
091008 |
13.56 |
13.82 |
13.52 |
13.73 |
+0.26 |
176 |
2,787 |
+58 |
Mar10 |
091008 |
13.76 |
14.04 |
13.76 |
13.98 |
+0.24 |
173 |
1,462 |
+108 |
May10 |
091008 |
14.20 |
14.22 |
13.98 |
14.22 |
+0.24 |
0 |
400 |
+0 |
Total Volume and Open Interest |
819 |
11,794 |
+103 |
Live Cattle(CME) |
Oct09 |
091008 |
81.885 |
82.200 |
81.535 |
81.885 |
-0.345 |
7,683 |
14,118 |
-2,692 |
Dec09 |
091008 |
83.900 |
84.600 |
83.700 |
84.330 |
+0.250 |
18,781 |
125,819 |
+1,995 |
Feb10 |
091008 |
84.580 |
85.550 |
84.580 |
85.450 |
+0.620 |
7,950 |
55,354 |
+537 |
Apr10 |
091008 |
86.830 |
87.800 |
86.800 |
87.750 |
+0.650 |
3,050 |
39,365 |
+771 |
Jun10 |
091008 |
83.980 |
84.800 |
83.900 |
84.750 |
+0.615 |
1,958 |
15,313 |
+226 |
Aug10 |
091008 |
84.980 |
85.785 |
84.850 |
85.785 |
+0.535 |
184 |
2,785 |
-89 |
Total Volume and Open Interest |
39,732 |
256,296 |
+805 |
Feeder Cattle(CME) |
Oct09 |
091008 |
93.135 |
94.050 |
92.850 |
93.980 |
+0.630 |
798 |
3,776 |
-139 |
Nov09 |
091008 |
93.150 |
93.850 |
92.700 |
93.800 |
+0.620 |
1,956 |
13,759 |
+64 |
Jan10 |
091008 |
94.300 |
94.830 |
93.800 |
94.700 |
+0.250 |
1,772 |
6,033 |
+131 |
Mar10 |
091008 |
95.430 |
96.150 |
95.285 |
95.830 |
-0.055 |
409 |
2,401 |
+276 |
Apr10 |
091008 |
96.550 |
97.300 |
96.300 |
97.285 |
+0.355 |
37 |
524 |
+5 |
May10 |
091008 |
97.800 |
98.150 |
97.400 |
97.980 |
+0.180 |
60 |
998 |
+12 |
Aug10 |
091008 |
98.430 |
99.000 |
98.430 |
98.900 |
+0.115 |
53 |
239 |
+34 |
Total Volume and Open Interest |
5,085 |
27,730 |
+383 |
Lean Hogs(CME) |
Oct09 |
091008 |
51.035 |
51.880 |
50.930 |
51.035 |
+0.135 |
3,442 |
9,501 |
-364 |
Dec09 |
091008 |
51.680 |
53.950 |
51.350 |
53.535 |
+1.785 |
19,287 |
76,116 |
+1,408 |
Feb10 |
091008 |
58.485 |
60.485 |
58.350 |
59.950 |
+1.350 |
4,972 |
31,685 |
+593 |
Apr10 |
091008 |
63.800 |
65.500 |
63.785 |
65.400 |
+1.150 |
3,491 |
17,422 |
+942 |
May10 |
091008 |
70.000 |
71.300 |
69.950 |
71.300 |
+1.300 |
112 |
994 |
+53 |
Jun10 |
091008 |
72.650 |
74.000 |
72.500 |
73.850 |
+1.315 |
2,738 |
10,972 |
+840 |
Jul10 |
091008 |
72.100 |
74.000 |
71.950 |
73.885 |
+2.135 |
373 |
2,669 |
+208 |
Aug10 |
091008 |
71.800 |
73.450 |
71.800 |
73.400 |
+1.600 |
386 |
1,925 |
+183 |
Total Volume and Open Interest |
35,029 |
152,523 |
+3,873 |
Class III Milk(CME) |
Oct09 |
091008 |
12.90 |
12.90 |
12.83 |
12.86 |
unch |
70 |
3,731 |
+13 |
Nov09 |
091008 |
14.42 |
14.54 |
14.27 |
14.31 |
-0.08 |
297 |
4,198 |
+37 |
Dec09 |
091008 |
14.75 |
14.88 |
14.45 |
14.57 |
-0.18 |
382 |
4,306 |
+67 |
Jan10 |
091008 |
14.75 |
14.84 |
14.60 |
14.68 |
-0.09 |
226 |
2,056 |
+100 |
Feb10 |
091008 |
14.65 |
14.75 |
14.55 |
14.60 |
-0.05 |
126 |
1,378 |
+55 |
Total Volume and Open Interest |
1,809 |
22,852 |
+613 |
Cocoa(ICE) |
Dec09 |
091008 |
3245 |
3280 |
3232 |
3244 |
+2 |
4,744 |
58,281 |
-377 |
Mar10 |
091008 |
3263 |
3303 |
3258 |
3266 |
+2 |
1,747 |
35,674 |
-475 |
May10 |
091008 |
3288 |
3299 |
3273 |
3273 |
+1 |
368 |
12,803 |
-142 |
Jul10 |
091008 |
3286 |
3290 |
3269 |
3269 |
+3 |
48 |
4,788 |
+7 |
Sep10 |
091008 |
3265 |
3265 |
3265 |
3265 |
+3 |
139 |
3,910 |
+101 |
Dec10 |
091008 |
3264 |
3264 |
3264 |
3264 |
+2 |
134 |
2,783 |
+129 |
Mar11 |
091008 |
3276 |
3276 |
3260 |
3260 |
+3 |
723 |
5,742 |
+181 |
Total Volume and Open Interest |
7,903 |
128,415 |
-576 |
Coffee "C"(ICE) |
Dec09 |
091008 |
135.00 |
139.00 |
134.90 |
137.90 |
+3.65 |
6,473 |
62,084 |
+613 |
Mar10 |
091008 |
137.45 |
141.75 |
137.45 |
140.65 |
+3.55 |
1,479 |
21,050 |
+537 |
May10 |
091008 |
139.50 |
143.45 |
139.50 |
142.40 |
+3.40 |
494 |
9,860 |
-370 |
Jul10 |
091008 |
141.50 |
145.05 |
141.40 |
144.15 |
+3.35 |
89 |
3,094 |
+6 |
Sep10 |
091008 |
142.60 |
146.65 |
142.60 |
145.80 |
+3.25 |
121 |
3,650 |
+34 |
Dec10 |
091008 |
146.35 |
149.00 |
145.40 |
148.20 |
+3.20 |
204 |
2,218 |
+138 |
Total Volume and Open Interest |
8,897 |
102,824 |
+976 |
Orange Juice(ICE) |
Nov09 |
091008 |
94.60 |
99.00 |
94.00 |
98.65 |
+4.35 |
1,470 |
17,053 |
-826 |
Jan10 |
091008 |
97.90 |
102.00 |
97.50 |
102.00 |
+4.30 |
1,119 |
7,428 |
+621 |
Mar10 |
091008 |
101.00 |
105.40 |
101.00 |
105.40 |
+4.25 |
34 |
4,045 |
+34 |
May10 |
091008 |
104.60 |
108.70 |
104.60 |
108.70 |
+4.25 |
0 |
635 |
+0 |
Jul10 |
091008 |
111.70 |
111.70 |
111.70 |
111.70 |
+4.25 |
0 |
122 |
+0 |
Sep10 |
091008 |
113.45 |
113.45 |
113.45 |
113.45 |
+4.25 |
0 |
1 |
+0 |
Total Volume and Open Interest |
2,623 |
29,466 |
-171 |
Sugar #11(ICE) |
Mar10 |
091008 |
23.02 |
23.02 |
21.80 |
22.54 |
-0.58 |
56,834 |
376,162 |
-822 |
May10 |
091008 |
22.05 |
22.05 |
21.02 |
21.70 |
-0.49 |
13,923 |
87,126 |
-1,416 |
Jul10 |
091008 |
20.62 |
20.74 |
19.82 |
20.56 |
-0.28 |
9,518 |
120,455 |
+451 |
Oct10 |
091008 |
19.91 |
20.25 |
19.11 |
19.89 |
-0.16 |
3,894 |
82,678 |
-496 |
Mar11 |
091008 |
18.99 |
19.50 |
18.64 |
19.45 |
-0.12 |
1,798 |
46,376 |
+30 |
Total Volume and Open Interest |
89,680 |
768,413 |
-2,852 |
London Cocoa(LCE) |
Dec09 |
091008 |
2135 |
2146 |
2122 |
2125 |
-8 |
3,981 |
55,446 |
+79 |
Mar10 |
091008 |
2161 |
2169 |
2141 |
2143 |
-16 |
1,733 |
34,824 |
+547 |
May10 |
091008 |
2181 |
2189 |
2160 |
2163 |
-18 |
375 |
44,685 |
+102 |
Jul10 |
091008 |
2121 |
2135 |
2112 |
2114 |
-15 |
106 |
10,456 |
+5 |
Sep10 |
091008 |
2114 |
2127 |
2105 |
2105 |
-15 |
30 |
4,232 |
+16 |
Dec10 |
091008 |
2102 |
2115 |
2090 |
2090 |
-15 |
0 |
1,227 |
+0 |
Mar11 |
091008 |
2092 |
2092 |
2080 |
2080 |
-15 |
9 |
6,439 |
+9 |
Total Volume and Open Interest |
6,021 |
152,703 |
+432 |
London Sugar(LCE) |
Dec09 |
091008 |
569.90 |
576.90 |
553.90 |
575.80 |
-11.00 |
6,865 |
21,251 |
-2,005 |
Mar10 |
091008 |
590.00 |
594.00 |
571.70 |
592.80 |
-13.30 |
6,055 |
31,037 |
+1,440 |
May10 |
091008 |
572.40 |
579.00 |
557.20 |
578.30 |
-12.20 |
370 |
8,518 |
+97 |
Aug10 |
091008 |
538.00 |
555.10 |
538.00 |
554.40 |
-10.50 |
128 |
7,241 |
-5 |
Oct10 |
091008 |
512.60 |
529.90 |
511.10 |
529.90 |
-10.50 |
100 |
4,010 |
+35 |
Total Volume and Open Interest |
13,537 |
73,008 |
-438 |
Cotton(ICE) |
Oct09 |
091008 |
62.70 |
62.91 |
62.70 |
62.91 |
+1.32 |
0 |
1 |
-4 |
Dec09 |
091008 |
62.75 |
64.08 |
62.75 |
63.65 |
+1.15 |
4,842 |
101,103 |
-596 |
Mar10 |
091008 |
65.66 |
66.50 |
65.42 |
66.25 |
+1.28 |
1,684 |
32,585 |
+730 |
May10 |
091008 |
67.20 |
67.60 |
67.09 |
67.50 |
+1.25 |
48 |
3,389 |
-7 |
Jul10 |
091008 |
68.25 |
68.78 |
68.25 |
68.56 |
+1.19 |
42 |
5,029 |
+14 |
Oct10 |
091008 |
69.63 |
69.63 |
69.31 |
69.42 |
+1.13 |
0 |
70 |
+0 |
Total Volume and Open Interest |
6,621 |
146,567 |
+137 |
Lumber(CME) |
Nov09 |
091008 |
166.2 |
168.1 |
164.3 |
164.8 |
-3.1 |
1,345 |
4,821 |
-117 |
Jan10 |
091008 |
184.9 |
186.0 |
182.9 |
184.0 |
+0.1 |
612 |
4,977 |
-21 |
Mar10 |
091008 |
199.8 |
201.2 |
199.8 |
200.2 |
-2.8 |
131 |
211 |
+50 |
May10 |
091008 |
214.0 |
214.8 |
214.0 |
214.0 |
-2.0 |
3 |
24 |
+1 |
Total Volume and Open Interest |
2,092 |
10,039 |
-86 |
Crude Oil(NYM) |
Nov09 |
091008 |
69.80 |
72.55 |
69.17 |
71.69 |
+2.12 |
372,435 |
268,321 |
-22,123 |
Dec09 |
091008 |
70.18 |
72.92 |
69.56 |
72.14 |
+2.26 |
205,803 |
235,425 |
+12,474 |
Jan10 |
091008 |
70.60 |
73.42 |
70.07 |
72.72 |
+2.38 |
59,996 |
95,054 |
+6,649 |
Feb10 |
091008 |
70.96 |
73.84 |
70.74 |
73.28 |
+2.48 |
19,755 |
41,095 |
+1,844 |
Mar10 |
091008 |
71.37 |
74.26 |
71.20 |
73.76 |
+2.54 |
11,687 |
32,782 |
-604 |
Apr10 |
091008 |
72.52 |
74.60 |
71.85 |
74.22 |
+2.56 |
4,321 |
18,736 |
-944 |
May10 |
091008 |
72.75 |
74.68 |
72.75 |
74.68 |
+2.56 |
3,050 |
19,464 |
-744 |
Jun10 |
091008 |
73.35 |
75.41 |
72.65 |
75.14 |
+2.55 |
12,408 |
92,739 |
-294 |
Jul10 |
091008 |
73.77 |
75.81 |
72.94 |
75.53 |
+2.53 |
1,892 |
29,690 |
-619 |
Aug10 |
091008 |
74.24 |
75.87 |
74.24 |
75.87 |
+2.51 |
1,022 |
12,170 |
-144 |
Sep10 |
091008 |
74.44 |
76.52 |
74.41 |
76.23 |
+2.49 |
1,955 |
21,481 |
-130 |
Oct10 |
091008 |
76.39 |
76.60 |
76.39 |
76.60 |
+2.46 |
1,411 |
12,125 |
-513 |
Nov10 |
091008 |
77.50 |
77.50 |
76.80 |
76.98 |
+2.43 |
1,416 |
15,120 |
-310 |
Dec10 |
091008 |
75.81 |
77.84 |
74.86 |
77.37 |
+2.41 |
13,471 |
107,438 |
+0 |
Jan11 |
091008 |
77.61 |
77.61 |
77.61 |
77.61 |
+2.40 |
82 |
13,033 |
-83 |
Feb11 |
091008 |
77.84 |
77.84 |
77.84 |
77.84 |
+2.39 |
48 |
6,483 |
-74 |
Total Volume and Open Interest |
713,716 |
1,240,732 |
-7,785 |
e-miNY Crude Oil(NYM) |
Oct09 |
090921 |
72.050 |
72.200 |
68.975 |
69.700 |
-2.350 |
7,352 |
3,357 |
-509 |
Nov09 |
091008 |
69.875 |
72.550 |
69.175 |
71.700 |
+2.125 |
13,990 |
6,466 |
-237 |
Dec09 |
091008 |
70.400 |
72.875 |
69.575 |
72.150 |
+2.275 |
600 |
917 |
-51 |
Jan10 |
091008 |
70.950 |
73.300 |
70.300 |
72.725 |
+2.375 |
37 |
250 |
+26 |
Feb10 |
091008 |
71.400 |
73.650 |
71.400 |
73.275 |
+2.475 |
4 |
115 |
+2 |
Mar10 |
091008 |
73.750 |
73.750 |
73.750 |
73.750 |
+2.525 |
18 |
129 |
+17 |
Apr10 |
091008 |
72.450 |
74.225 |
72.450 |
74.225 |
+2.575 |
1 |
2 |
+0 |
May10 |
091008 |
74.675 |
74.675 |
74.675 |
74.675 |
+2.550 |
0 |
2 |
+0 |
Jun10 |
091008 |
75.150 |
75.150 |
75.150 |
75.150 |
+2.550 |
0 |
8 |
+0 |
Jul10 |
091008 |
75.525 |
75.525 |
75.525 |
75.525 |
+2.525 |
1 |
2 |
+1 |
Total Volume and Open Interest |
14,651 |
7,973 |
-242 |
Heating Oil(NYM) |
Nov09 |
091008 |
178.64 |
186.15 |
177.01 |
184.69 |
+6.58 |
42,348 |
58,301 |
-4,339 |
Dec09 |
091008 |
181.95 |
188.69 |
180.00 |
187.54 |
+6.51 |
23,174 |
59,819 |
-1,682 |
Jan10 |
091008 |
185.77 |
191.57 |
183.42 |
190.73 |
+6.50 |
13,922 |
41,726 |
+1,790 |
Feb10 |
091008 |
186.30 |
193.81 |
186.30 |
193.26 |
+6.50 |
5,165 |
20,213 |
+1,345 |
Mar10 |
091008 |
189.87 |
195.51 |
189.87 |
194.86 |
+6.44 |
2,768 |
16,478 |
+148 |
Apr10 |
091008 |
188.50 |
196.39 |
188.50 |
195.67 |
+6.39 |
1,569 |
12,443 |
+11 |
May10 |
091008 |
196.82 |
196.82 |
196.82 |
196.82 |
+6.39 |
1,025 |
11,341 |
+315 |
Jun10 |
091008 |
192.90 |
198.36 |
191.65 |
198.12 |
+6.39 |
4,157 |
23,228 |
+193 |
Jul10 |
091008 |
199.97 |
199.97 |
199.97 |
199.97 |
+6.39 |
600 |
7,212 |
+101 |
Aug10 |
091008 |
202.22 |
202.22 |
202.22 |
202.22 |
+6.44 |
419 |
3,292 |
+20 |
Sep10 |
091008 |
204.57 |
204.57 |
204.57 |
204.57 |
+6.44 |
181 |
5,970 |
-36 |
Oct10 |
091008 |
207.02 |
207.02 |
207.02 |
207.02 |
+6.44 |
157 |
2,401 |
+26 |
Total Volume and Open Interest |
99,933 |
306,835 |
-1,492 |
Gasoline(NYMEX) |
Nov09 |
091008 |
172.11 |
180.86 |
171.41 |
177.97 |
+5.94 |
52,011 |
77,335 |
-5,470 |
Dec09 |
091008 |
174.00 |
181.72 |
172.90 |
179.34 |
+6.01 |
30,122 |
35,779 |
+554 |
Jan10 |
091008 |
177.02 |
184.02 |
175.67 |
181.89 |
+6.10 |
18,419 |
26,250 |
+1,999 |
Feb10 |
091008 |
180.11 |
186.05 |
178.75 |
184.43 |
+6.16 |
5,282 |
8,242 |
-316 |
Mar10 |
091008 |
182.44 |
187.65 |
180.85 |
186.90 |
+6.22 |
6,742 |
13,565 |
-510 |
Apr10 |
091008 |
193.25 |
199.72 |
193.25 |
199.29 |
+6.22 |
2,051 |
7,049 |
-170 |
May10 |
091008 |
199.70 |
200.60 |
199.42 |
200.34 |
+6.22 |
1,110 |
4,674 |
-144 |
Jun10 |
091008 |
195.66 |
201.55 |
195.63 |
201.14 |
+6.17 |
2,917 |
6,740 |
+707 |
Jul10 |
091008 |
201.97 |
202.00 |
201.64 |
201.64 |
+6.27 |
746 |
2,154 |
+244 |
Aug10 |
091008 |
201.59 |
201.59 |
201.59 |
201.59 |
+6.37 |
224 |
1,957 |
+47 |
Total Volume and Open Interest |
121,234 |
193,296 |
-2,500 |
e-miNY RBOB Gasoline(NYM) |
Nov09 |
091008 |
177.97 |
177.97 |
177.97 |
177.97 |
+5.94 |
0 |
3 |
+0 |
Dec09 |
091008 |
179.34 |
179.34 |
179.34 |
179.34 |
+6.01 |
0 |
4 |
+0 |
Jan10 |
091008 |
181.89 |
181.89 |
181.89 |
181.89 |
+6.10 |
|
|
|
Feb10 |
091008 |
184.43 |
184.43 |
184.43 |
184.43 |
+6.16 |
|
|
|
Total Volume and Open Interest |
0 |
7 |
+0 |
Natural Gas(NYM) |
Nov09 |
091008 |
4.890 |
5.045 |
4.808 |
4.963 |
+0.059 |
150,449 |
160,401 |
-11,975 |
Dec09 |
091008 |
5.662 |
5.804 |
5.600 |
5.739 |
+0.056 |
64,380 |
68,093 |
-1,515 |
Jan10 |
091008 |
6.020 |
6.100 |
5.900 |
6.045 |
+0.061 |
48,513 |
85,612 |
+7,733 |
Feb10 |
091008 |
6.070 |
6.143 |
5.990 |
6.095 |
+0.061 |
8,012 |
29,966 |
+2,550 |
Mar10 |
091008 |
5.979 |
6.072 |
5.914 |
6.022 |
+0.065 |
9,307 |
50,946 |
+2,461 |
Apr10 |
091008 |
5.955 |
6.019 |
5.885 |
5.974 |
+0.062 |
7,968 |
42,365 |
+1,917 |
May10 |
091008 |
6.013 |
6.048 |
5.912 |
6.004 |
+0.057 |
2,089 |
23,394 |
+659 |
Jun10 |
091008 |
6.047 |
6.102 |
5.981 |
6.071 |
+0.056 |
910 |
14,588 |
+219 |
Jul10 |
091008 |
6.135 |
6.194 |
6.068 |
6.156 |
+0.056 |
484 |
11,701 |
+10 |
Aug10 |
091008 |
6.205 |
6.260 |
6.147 |
6.229 |
+0.052 |
329 |
11,336 |
-1 |
Sep10 |
091008 |
6.260 |
6.309 |
6.241 |
6.287 |
+0.052 |
306 |
11,379 |
+36 |
Oct10 |
091008 |
6.431 |
6.467 |
6.309 |
6.439 |
+0.052 |
1,534 |
27,340 |
+266 |
Nov10 |
091008 |
6.808 |
6.811 |
6.756 |
6.789 |
+0.040 |
327 |
6,853 |
+111 |
Dec10 |
091008 |
7.092 |
7.160 |
7.054 |
7.124 |
+0.040 |
129 |
18,537 |
-26 |
Jan11 |
091008 |
7.270 |
7.385 |
7.270 |
7.349 |
+0.037 |
317 |
9,962 |
+63 |
Feb11 |
091008 |
7.355 |
7.368 |
7.329 |
7.329 |
+0.037 |
16 |
5,770 |
-5 |
Total Volume and Open Interest |
296,961 |
694,472 |
+1,911 |
Brent Crude Oil(ICE) |
Nov09 |
091008 |
67.40 |
70.49 |
67.07 |
69.77 |
+2.57 |
135,895 |
80,355 |
-17,361 |
Dec09 |
091008 |
68.45 |
71.28 |
67.86 |
70.54 |
+2.50 |
125,145 |
228,089 |
+24,765 |
Jan10 |
091008 |
69.34 |
72.00 |
68.63 |
71.29 |
+2.47 |
51,070 |
75,244 |
+8,143 |
Feb10 |
091008 |
70.14 |
72.55 |
69.61 |
72.00 |
+2.45 |
11,479 |
33,439 |
+3,142 |
Mar10 |
091008 |
71.03 |
73.22 |
70.34 |
72.69 |
+2.45 |
5,511 |
16,251 |
+346 |
Apr10 |
091008 |
71.52 |
73.88 |
71.01 |
73.36 |
+2.45 |
3,538 |
15,672 |
+336 |
May10 |
091008 |
72.37 |
74.52 |
71.68 |
74.02 |
+2.43 |
3,457 |
13,698 |
+156 |
Jun10 |
091008 |
73.00 |
75.11 |
72.04 |
74.63 |
+2.41 |
6,891 |
53,754 |
+166 |
Jul10 |
091008 |
73.83 |
75.16 |
73.83 |
75.16 |
+2.40 |
1,844 |
10,819 |
+64 |
Aug10 |
091008 |
75.63 |
75.63 |
75.63 |
75.63 |
+2.39 |
920 |
7,680 |
-14 |
Sep10 |
091008 |
76.09 |
76.09 |
76.09 |
76.09 |
+2.38 |
791 |
4,505 |
+6 |
Oct10 |
091008 |
76.53 |
76.53 |
76.53 |
76.53 |
+2.38 |
722 |
7,073 |
+189 |
Nov10 |
091008 |
76.88 |
76.88 |
76.88 |
76.88 |
+2.37 |
509 |
4,541 |
-128 |
Dec10 |
091008 |
75.54 |
77.70 |
74.75 |
77.21 |
+2.36 |
8,979 |
76,860 |
+1,164 |
Total Volume and Open Interest |
357,795 |
721,274 |
+21,329 |
Gas Oil(ICE) |
Oct09 |
091008 |
555.75 |
574.50 |
548.25 |
564.25 |
+2.75 |
20,940 |
48,382 |
-8,122 |
Nov09 |
091008 |
560.25 |
583.00 |
556.50 |
572.75 |
+3.50 |
47,978 |
107,285 |
+2,417 |
Dec09 |
091008 |
576.00 |
591.50 |
565.00 |
581.25 |
+4.00 |
25,785 |
88,797 |
+117 |
Jan10 |
091008 |
582.25 |
599.50 |
574.50 |
590.50 |
+4.00 |
9,893 |
57,465 |
-194 |
Feb10 |
091008 |
588.50 |
605.00 |
583.50 |
598.00 |
+4.25 |
2,833 |
27,072 |
+467 |
Mar10 |
091008 |
596.00 |
608.25 |
591.00 |
604.75 |
+4.50 |
1,807 |
29,511 |
-203 |
Apr10 |
091008 |
601.25 |
613.00 |
596.75 |
611.25 |
+4.50 |
843 |
16,596 |
+335 |
May10 |
091008 |
607.75 |
620.50 |
603.25 |
617.50 |
+4.25 |
294 |
15,553 |
-9 |
Jun10 |
091008 |
613.75 |
631.75 |
608.50 |
623.25 |
+4.50 |
2,286 |
40,608 |
+995 |
Jul10 |
091008 |
626.50 |
632.75 |
625.75 |
631.25 |
+4.75 |
635 |
12,754 |
+140 |
Total Volume and Open Interest |
118,276 |
575,077 |
-3,837 |
Ethanol(CBOT) |
Oct09 |
091005 |
1.890 |
1.897 |
1.890 |
1.894 |
+0.018 |
13 |
181 |
+4 |
Nov09 |
091008 |
1.820 |
1.840 |
1.820 |
1.838 |
+0.018 |
61 |
482 |
-17 |
Dec09 |
091008 |
1.789 |
1.790 |
1.780 |
1.787 |
+0.018 |
61 |
689 |
+15 |
Jan10 |
091008 |
1.784 |
1.784 |
1.751 |
1.766 |
+0.015 |
14 |
953 |
+9 |
Feb10 |
091008 |
1.750 |
1.750 |
1.740 |
1.741 |
+0.012 |
17 |
282 |
+17 |
Mar10 |
091008 |
1.740 |
1.743 |
1.740 |
1.740 |
+0.011 |
29 |
277 |
-8 |
Apr10 |
091008 |
1.750 |
1.750 |
1.740 |
1.740 |
+0.020 |
32 |
459 |
-27 |
May10 |
091008 |
1.731 |
1.731 |
1.731 |
1.731 |
+0.020 |
5 |
189 |
+5 |
Total Volume and Open Interest |
287 |
4,898 |
+48 |
WTI Crude Oil(ICE) |
Nov09 |
091008 |
69.91 |
72.53 |
69.16 |
71.69 |
+2.12 |
88,782 |
98,018 |
-11,574 |
Dec09 |
091008 |
70.38 |
72.92 |
69.56 |
72.14 |
+2.26 |
64,690 |
98,863 |
+1,680 |
Jan10 |
091008 |
71.00 |
73.36 |
70.10 |
72.72 |
+2.38 |
15,423 |
24,983 |
+2,463 |
Feb10 |
091008 |
71.51 |
73.61 |
71.18 |
73.28 |
+2.48 |
5,124 |
16,095 |
-751 |
Mar10 |
091008 |
71.88 |
74.27 |
71.63 |
73.76 |
+2.54 |
3,180 |
12,596 |
-253 |
Apr10 |
091008 |
72.39 |
74.45 |
72.09 |
74.22 |
+2.56 |
1,173 |
9,072 |
+25 |
May10 |
091008 |
72.55 |
74.90 |
72.55 |
74.68 |
+2.56 |
1,155 |
6,228 |
-9 |
Jun10 |
091008 |
73.36 |
75.67 |
72.72 |
75.14 |
+2.55 |
3,099 |
23,750 |
-9 |
Jul10 |
091008 |
74.60 |
75.75 |
74.60 |
75.53 |
+2.53 |
348 |
24,521 |
+8 |
Aug10 |
091008 |
75.87 |
75.87 |
75.87 |
75.87 |
+2.51 |
296 |
6,852 |
+5 |
Sep10 |
091008 |
76.23 |
76.23 |
76.23 |
76.23 |
+2.49 |
421 |
9,125 |
-14 |
Oct10 |
091008 |
76.60 |
76.60 |
76.60 |
76.60 |
+2.46 |
628 |
5,149 |
-31 |
Nov10 |
091008 |
76.98 |
76.98 |
76.98 |
76.98 |
+2.43 |
603 |
6,466 |
+64 |
Dec10 |
091008 |
75.64 |
77.92 |
74.88 |
77.37 |
+2.41 |
5,704 |
58,213 |
+641 |
Jan11 |
091008 |
77.61 |
77.61 |
77.61 |
77.61 |
+2.40 |
290 |
10,801 |
+3 |
Feb11 |
091008 |
77.84 |
77.84 |
77.84 |
77.84 |
+2.39 |
121 |
3,361 |
+1 |
Total Volume and Open Interest |
191,905 |
489,577 |
-7,649 |
US Dollar Index(ICE) |
Dec09 |
091008 |
76.515 |
76.515 |
75.680 |
76.130 |
-0.535 |
3,867 |
30,073 |
+279 |
Mar10 |
091008 |
76.700 |
76.700 |
76.185 |
76.395 |
-0.520 |
4 |
2,075 |
-2 |
Jun10 |
091008 |
76.655 |
76.655 |
76.655 |
76.655 |
-0.520 |
0 |
3 |
+0 |
Total Volume and Open Interest |
3,871 |
32,151 |
+277 |
Australian Dollar(CME) |
Dec09 |
091008 |
88.59 |
90.39 |
88.50 |
90.09 |
+1.74 |
66,576 |
109,921 |
+23 |
Mar10 |
091008 |
87.99 |
89.50 |
87.56 |
89.24 |
+1.68 |
46 |
794 |
-3 |
Jun10 |
091008 |
88.30 |
88.30 |
86.67 |
88.30 |
+1.63 |
|
|
|
Total Volume and Open Interest |
66,622 |
110,730 |
+20 |
British Pound(CME) |
Dec09 |
091008 |
159.56 |
161.17 |
159.32 |
160.62 |
+1.30 |
98,310 |
110,929 |
-189 |
Mar10 |
091008 |
159.92 |
161.10 |
159.29 |
160.59 |
+1.30 |
5 |
193 |
+0 |
Jun10 |
091008 |
160.56 |
160.86 |
159.26 |
160.56 |
+1.30 |
0 |
116 |
+0 |
Total Volume and Open Interest |
98,317 |
111,258 |
-189 |
Canadian Dollar(CME) |
Dec09 |
091008 |
94.24 |
95.20 |
94.06 |
95.10 |
+1.07 |
59,314 |
86,100 |
-134 |
Mar10 |
091008 |
94.31 |
95.17 |
94.03 |
95.09 |
+1.06 |
41 |
1,324 |
-9 |
Jun10 |
091008 |
94.95 |
95.20 |
94.02 |
95.07 |
+1.05 |
10 |
294 |
+0 |
Sep10 |
091008 |
95.00 |
95.09 |
93.99 |
95.03 |
+1.04 |
0 |
378 |
+0 |
Total Volume and Open Interest |
59,365 |
88,196 |
-143 |
Japanese Yen(CME) |
Dec09 |
091008 |
112.91 |
113.50 |
112.76 |
113.01 |
+0.13 |
124,865 |
120,600 |
+311 |
Mar10 |
091008 |
113.07 |
113.54 |
112.90 |
113.10 |
+0.13 |
45 |
126 |
+10 |
Jun10 |
091008 |
113.27 |
113.52 |
113.07 |
113.24 |
+0.13 |
3 |
12 |
+0 |
Total Volume and Open Interest |
124,913 |
120,759 |
+321 |
Swiss Franc(CME) |
Dec09 |
091008 |
96.81 |
97.85 |
96.80 |
97.39 |
+0.66 |
48,648 |
46,277 |
-3,205 |
Mar10 |
091008 |
97.47 |
97.90 |
96.81 |
97.47 |
+0.66 |
1 |
99 |
+0 |
Jun10 |
091008 |
97.60 |
97.76 |
96.94 |
97.60 |
+0.66 |
0 |
5 |
+0 |
Total Volume and Open Interest |
48,649 |
46,382 |
-3,205 |
EuroFX(CME) |
Dec09 |
091008 |
146.85 |
148.16 |
146.80 |
147.75 |
+1.07 |
221,072 |
168,502 |
-1,144 |
Mar10 |
091008 |
147.35 |
148.10 |
147.00 |
147.67 |
+1.05 |
348 |
780 |
+64 |
Jun10 |
091008 |
147.60 |
147.84 |
146.57 |
147.60 |
+1.03 |
0 |
61 |
+0 |
Total Volume and Open Interest |
221,420 |
169,349 |
-1,080 |
Mexican Peso(CME) |
Oct09 |
091008 |
752.5 |
752.5 |
744.5 |
752.5 |
+8.0 |
|
|
|
Nov09 |
091008 |
749.5 |
749.5 |
741.5 |
749.5 |
+8.0 |
|
|
|
Total Volume and Open Interest |
16,514 |
65,340 |
-963 |
Brazilian Real(CME) |
Nov09 |
091008 |
572.70 |
572.70 |
568.70 |
572.70 |
+4.00 |
|
|
|
Dec09 |
091008 |
566.30 |
569.90 |
566.20 |
569.90 |
+6.90 |
14 |
2,898 |
+4 |
Jan10 |
091008 |
566.20 |
566.20 |
560.40 |
566.20 |
+5.80 |
|
|
|
Feb10 |
091008 |
562.90 |
562.90 |
558.20 |
562.90 |
+4.70 |
|
|
|
Total Volume and Open Interest |
14 |
2,899 |
+4 |
30-Year T-Bonds(CBOT) |
Dec09 |
091008 |
122~250 |
123~070 |
121~190 |
121~230 |
-1~050 |
212,701 |
766,005 |
-494 |
Mar10 |
091008 |
122~060 |
122~210 |
121~010 |
121~050 |
-1~050 |
48 |
1,127 |
+31 |
Jun10 |
091008 |
119~280 |
121~010 |
119~280 |
119~280 |
-1~050 |
0 |
4 |
+0 |
Total Volume and Open Interest |
212,749 |
767,136 |
-463 |
10-Year T-Notes(CBOT) |
Dec09 |
091008 |
119~195 |
119~240 |
119~030 |
119~050 |
-0~180 |
807,060 |
1,244,876 |
+21,873 |
Mar10 |
091008 |
118~085 |
118~135 |
117~260 |
117~270 |
-0~185 |
29 |
12,877 |
+6 |
Jun10 |
091008 |
116~170 |
117~040 |
116~170 |
116~170 |
-0~190 |
|
|
|
Total Volume and Open Interest |
807,089 |
1,257,753 |
+21,879 |
5-Year T-Notes(CBOT) |
Dec09 |
091008 |
116~112 |
116~121 |
116~066 |
116~076 |
-0~038 |
367,448 |
798,066 |
-8,285 |
Mar10 |
091008 |
115~031 |
115~081 |
115~031 |
115~031 |
-0~050 |
0 |
6 |
+0 |
Jun10 |
091008 |
113~114 |
114~048 |
113~114 |
113~114 |
-0~062 |
|
|
|
Total Volume and Open Interest |
367,448 |
798,072 |
-8,285 |
2 Year T-Notes(CBOT) |
Dec09 |
091008 |
108~092 |
108~095 |
108~082 |
108~085 |
-0~009 |
195,437 |
876,695 |
+12,924 |
Mar10 |
091008 |
108~003 |
108~012 |
108~003 |
108~003 |
-0~009 |
3,730 |
9,890 |
+3,730 |
Jun10 |
091008 |
107~049 |
107~058 |
107~049 |
107~049 |
-0~009 |
|
|
|
Total Volume and Open Interest |
199,167 |
886,585 |
+16,654 |
Eurodollars(CME) |
Dec09 |
091008 |
99.630 |
99.635 |
99.620 |
99.630 |
+0.005 |
122,638 |
978,445 |
-24,735 |
Mar10 |
091008 |
99.425 |
99.435 |
99.410 |
99.425 |
unch |
150,781 |
991,552 |
+1,266 |
Jun10 |
091008 |
99.135 |
99.140 |
99.105 |
99.125 |
-0.010 |
164,863 |
871,374 |
+14,062 |
Sep10 |
091008 |
98.785 |
98.790 |
98.745 |
98.765 |
-0.025 |
133,435 |
703,685 |
+12,133 |
Dec10 |
091008 |
98.425 |
98.435 |
98.380 |
98.395 |
-0.040 |
194,207 |
883,869 |
+10,086 |
Mar11 |
091008 |
98.100 |
98.110 |
98.045 |
98.055 |
-0.050 |
134,087 |
536,077 |
+5,987 |
Jun11 |
091008 |
97.770 |
97.780 |
97.715 |
97.715 |
-0.060 |
118,673 |
489,655 |
-6,035 |
Sep11 |
091008 |
97.470 |
97.480 |
97.415 |
97.415 |
-0.060 |
111,206 |
314,327 |
+10,934 |
Dec11 |
091008 |
97.190 |
97.200 |
97.125 |
97.130 |
-0.055 |
62,523 |
226,329 |
+2,158 |
Mar12 |
091008 |
96.945 |
96.965 |
96.890 |
96.895 |
-0.055 |
47,325 |
168,540 |
+2,093 |
Jun12 |
091008 |
96.730 |
96.750 |
96.675 |
96.680 |
-0.055 |
36,086 |
141,057 |
+2,640 |
Sep12 |
091008 |
96.555 |
96.580 |
96.500 |
96.510 |
-0.055 |
35,236 |
94,376 |
+4,211 |
Dec12 |
091008 |
96.385 |
96.420 |
96.335 |
96.345 |
-0.055 |
7,582 |
53,013 |
-795 |
Mar13 |
091008 |
96.280 |
96.320 |
96.225 |
96.240 |
-0.055 |
5,642 |
55,449 |
-328 |
Jun13 |
091008 |
96.175 |
96.215 |
96.115 |
96.130 |
-0.055 |
4,616 |
37,951 |
-507 |
Sep13 |
091008 |
96.075 |
96.120 |
96.015 |
96.030 |
-0.055 |
3,952 |
44,868 |
-3 |
Dec13 |
091008 |
95.970 |
96.005 |
95.890 |
95.910 |
-0.060 |
2,609 |
28,381 |
-22 |
Mar14 |
091008 |
95.880 |
95.945 |
95.815 |
95.835 |
-0.065 |
2,351 |
25,315 |
+120 |
Total Volume and Open Interest |
1,358,957 |
6,920,310 |
+44,001 |
30 Day Federal Funds(CBOT) |
Oct09 |
091008 |
99.868 |
99.870 |
99.865 |
99.868 |
+0.003 |
2,653 |
47,601 |
-430 |
Nov09 |
091008 |
99.845 |
99.850 |
99.845 |
99.845 |
unch |
3,317 |
64,571 |
+33 |
Dec09 |
091008 |
99.835 |
99.840 |
99.830 |
99.840 |
unch |
6,778 |
62,152 |
-135 |
Jan10 |
091008 |
99.805 |
99.810 |
99.800 |
99.810 |
unch |
4,049 |
60,094 |
-795 |
Feb10 |
091008 |
99.740 |
99.745 |
99.740 |
99.745 |
unch |
10,342 |
65,617 |
-1,594 |
Mar10 |
091008 |
99.705 |
99.710 |
99.695 |
99.705 |
unch |
7,250 |
37,518 |
-1,632 |
Total Volume and Open Interest |
60,761 |
446,197 |
+1,025 |
30 Day Fed Funds(e-CBOT) |
Oct09 |
090519 |
99.735 |
99.745 |
99.730 |
99.745 |
unch |
3,561 |
31,388 |
|
Nov09 |
090519 |
99.690 |
99.700 |
99.690 |
99.700 |
unch |
4,182 |
50,156 |
|
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 |
|
Total Volume and Open Interest |
22,142 |
354,023 |
|
3-Mth Euro-Yen(CME) |
Dec09 |
091008 |
99.515 |
99.515 |
99.515 |
99.515 |
unch |
0 |
2,061 |
+0 |
Mar10 |
091008 |
99.550 |
99.550 |
99.550 |
99.550 |
unch |
0 |
814 |
+0 |
Jun10 |
091008 |
99.565 |
99.565 |
99.565 |
99.565 |
unch |
|
|
|
Sep10 |
091008 |
99.550 |
99.550 |
99.550 |
99.550 |
unch |
|
|
|
Dec10 |
091008 |
99.490 |
99.490 |
99.490 |
99.490 |
unch |
|
|
|
Mar11 |
091008 |
99.405 |
99.405 |
99.405 |
99.405 |
unch |
|
|
|
Jun11 |
091008 |
99.345 |
99.345 |
99.345 |
99.345 |
unch |
|
|
|
Sep11 |
091008 |
99.345 |
99.345 |
99.345 |
99.345 |
unch |
|
|
|
Dec11 |
091008 |
99.155 |
99.155 |
99.155 |
99.155 |
unch |
|
|
|
Mar12 |
091008 |
99.120 |
99.120 |
99.120 |
99.120 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
2,875 |
+0 |
3-Mth Euro-Yen(SGX) |
Dec09 |
091008 |
99.52 |
99.52 |
99.52 |
99.52 |
unch |
0 |
3,350 |
+0 |
Mar10 |
091008 |
99.56 |
99.56 |
99.56 |
99.56 |
unch |
0 |
4,068 |
+0 |
Jun10 |
091008 |
99.57 |
99.57 |
99.57 |
99.57 |
unch |
0 |
2,019 |
+0 |
Sep10 |
091008 |
99.56 |
99.56 |
99.56 |
99.56 |
unch |
0 |
1,574 |
+0 |
Dec10 |
091008 |
99.50 |
99.50 |
99.50 |
99.50 |
unch |
0 |
703 |
+0 |
Mar11 |
091008 |
99.41 |
99.41 |
99.41 |
99.41 |
unch |
0 |
562 |
+0 |
Jun11 |
091008 |
99.35 |
99.35 |
99.35 |
99.35 |
unch |
0 |
52 |
+0 |
Sep11 |
091008 |
99.35 |
99.35 |
99.35 |
99.35 |
unch |
0 |
51 |
+0 |
Total Volume and Open Interest |
0 |
13,851 |
+0 |
Japanese Gov't Bonds(SGX) |
Dec09 |
091008 |
139.42 |
139.60 |
139.27 |
139.33 |
-0.07 |
2,197 |
17,302 |
-26 |
Mar10 |
091008 |
139.10 |
139.10 |
139.10 |
139.10 |
-0.07 |
|
|
|
Jun10 |
091008 |
139.10 |
139.10 |
139.10 |
139.10 |
-0.07 |
|
|
|
Total Volume and Open Interest |
2,197 |
17,302 |
-26 |
Euro-Bund(EUREX) |
Dec09 |
091008 |
122.73 |
123.04 |
122.43 |
122.87 |
+0.08 |
732,808 |
1,079,099 |
+79,541 |
Mar10 |
091008 |
122.58 |
122.82 |
122.28 |
122.69 |
+0.08 |
4,234 |
4,744 |
+4,004 |
Jun10 |
091008 |
122.27 |
122.27 |
122.27 |
122.27 |
+0.08 |
0 |
1 |
+0 |
Total Volume and Open Interest |
737,042 |
1,083,844 |
+83,545 |
Euro-Bobl(EUREX) |
Dec09 |
091008 |
115.98 |
116.18 |
115.85 |
116.07 |
+0.04 |
370,216 |
711,968 |
+26,619 |
Mar10 |
091008 |
115.96 |
115.96 |
115.54 |
115.94 |
+0.06 |
0 |
1,134 |
+0 |
Jun10 |
091008 |
115.37 |
115.37 |
115.37 |
115.37 |
+0.04 |
|
|
|
Total Volume and Open Interest |
370,216 |
713,102 |
+26,619 |
3-Mth Euribor(EUREX) |
Dec09 |
091008 |
99.210 |
99.210 |
99.190 |
99.195 |
-0.015 |
322 |
12,955 |
+107 |
Mar10 |
091008 |
99.025 |
99.025 |
99.000 |
99.020 |
-0.015 |
627 |
5,744 |
+471 |
Jun10 |
091008 |
98.750 |
98.760 |
98.735 |
98.760 |
-0.015 |
1,507 |
5,256 |
+504 |
Total Volume and Open Interest |
2,474 |
27,488 |
+1,093 |
Long Gilt(LIFFE) |
Dec09 |
091008 |
120~17 |
120~26 |
120~10 |
120~24 |
+0~08 |
94,099 |
254,074 |
+118 |
Mar10 |
091008 |
119~05 |
119~05 |
119~05 |
119~05 |
+0~08 |
0 |
20 |
+0 |
Total Volume and Open Interest |
94,099 |
254,094 |
+118 |
3-Mth Short Sterling(LIFFE) |
Dec09 |
091008 |
99.43 |
99.44 |
99.41 |
99.42 |
-0.01 |
50,939 |
344,865 |
+6,195 |
Mar10 |
091008 |
99.15 |
99.20 |
99.14 |
99.19 |
+0.02 |
81,480 |
368,098 |
+6,170 |
Jun10 |
091008 |
98.74 |
98.80 |
98.72 |
98.79 |
+0.03 |
58,401 |
360,655 |
+4,081 |
Sep10 |
091008 |
98.29 |
98.36 |
98.27 |
98.34 |
+0.04 |
39,219 |
291,766 |
+1,555 |
Dec10 |
091008 |
97.85 |
97.90 |
97.81 |
97.88 |
+0.04 |
39,102 |
301,116 |
+9,554 |
Mar11 |
091008 |
97.45 |
97.50 |
97.41 |
97.48 |
+0.04 |
27,476 |
222,181 |
-2,851 |
Total Volume and Open Interest |
350,159 |
2,360,164 |
+23,290 |
3-Mth Euribor(LIFFE) |
Dec09 |
091008 |
99.215 |
99.225 |
99.175 |
99.195 |
-0.015 |
207,576 |
652,430 |
+1,451 |
Mar10 |
091008 |
99.035 |
99.055 |
98.995 |
99.020 |
-0.015 |
155,048 |
498,252 |
+3,189 |
Jun10 |
091008 |
98.775 |
98.795 |
98.725 |
98.760 |
-0.015 |
153,639 |
503,332 |
+7,126 |
Total Volume and Open Interest |
959,971 |
3,172,560 |
+51,980 |
3-Mth Aus T-Bills(SFE) |
Dec09 |
091008 |
95.95 |
95.98 |
95.82 |
95.86 |
-0.10 |
31,076 |
334,141 |
+17,733 |
Mar10 |
091008 |
95.37 |
95.42 |
95.21 |
95.25 |
-0.14 |
21,518 |
189,729 |
+12,350 |
Jun10 |
091008 |
95.02 |
95.07 |
94.85 |
94.91 |
-0.13 |
13,828 |
113,499 |
+6,124 |
Sep10 |
091008 |
94.76 |
94.82 |
94.60 |
94.65 |
-0.13 |
10,926 |
76,014 |
+2,385 |
Dec10 |
091008 |
94.55 |
94.60 |
94.39 |
94.44 |
-0.11 |
3,433 |
45,690 |
-441 |
Mar11 |
091008 |
94.39 |
94.45 |
94.23 |
94.28 |
-0.10 |
1,133 |
24,848 |
+383 |
Jun11 |
091008 |
94.29 |
94.35 |
94.13 |
94.16 |
-0.10 |
276 |
17,283 |
+86 |
Sep11 |
091008 |
94.26 |
94.26 |
94.07 |
94.08 |
-0.09 |
80 |
9,342 |
+5 |
Dec11 |
091008 |
93.93 |
93.99 |
93.93 |
93.99 |
-0.08 |
67 |
4,017 |
+67 |
Mar12 |
091008 |
93.90 |
93.90 |
93.90 |
93.90 |
-0.10 |
5 |
1,744 |
+5 |
Total Volume and Open Interest |
82,352 |
816,901 |
+38,707 |
10-Year Aus T-Bonds(SFE) |
Dec09 |
091008 |
94.76 |
94.83 |
94.65 |
94.69 |
-0.08 |
28,564 |
337,099 |
+2,920 |
Mar10 |
091008 |
94.69 |
94.69 |
94.69 |
94.69 |
-0.08 |
|
|
|
Total Volume and Open Interest |
28,564 |
337,099 |
+2,920 |
3-Year Aus T-Bonds(SFE) |
Dec09 |
091008 |
95.03 |
95.12 |
94.86 |
94.91 |
-0.13 |
137,339 |
482,375 |
+48,565 |
Mar10 |
091008 |
94.91 |
94.91 |
94.91 |
94.91 |
-0.13 |
|
|
|
Total Volume and Open Interest |
137,339 |
482,375 |
+48,565 |
Gold(CMX) |
Oct09 |
091008 |
1045.8 |
1060.4 |
1045.1 |
1055.4 |
+12.1 |
200 |
545 |
-77 |
Dec09 |
091008 |
1045.7 |
1062.7 |
1043.8 |
1056.3 |
+11.9 |
140,676 |
352,047 |
-4,643 |
Feb10 |
091008 |
1050.0 |
1063.0 |
1045.6 |
1057.6 |
+12.0 |
3,177 |
31,379 |
+1,269 |
Apr10 |
091008 |
1049.5 |
1063.3 |
1046.4 |
1058.7 |
+12.1 |
727 |
26,276 |
+116 |
Jun10 |
091008 |
1051.9 |
1064.6 |
1050.5 |
1059.9 |
+12.1 |
934 |
13,508 |
+58 |
Aug10 |
091008 |
1053.2 |
1066.5 |
1052.3 |
1061.5 |
+12.2 |
238 |
7,824 |
+83 |
Oct10 |
091008 |
1062.0 |
1063.8 |
1062.0 |
1063.2 |
+12.3 |
135 |
4,352 |
-23 |
Dec10 |
091008 |
1060.4 |
1071.6 |
1054.0 |
1065.4 |
+12.3 |
1,049 |
11,755 |
-420 |
Feb11 |
091008 |
1068.0 |
1068.0 |
1068.0 |
1068.0 |
+12.4 |
1,250 |
2,244 |
+1,175 |
Apr11 |
091008 |
1070.9 |
1070.9 |
1070.9 |
1070.9 |
+12.6 |
500 |
922 |
+475 |
Jun11 |
091008 |
1074.3 |
1074.3 |
1074.3 |
1074.3 |
+12.7 |
0 |
9,102 |
+0 |
Aug11 |
091008 |
1077.9 |
1077.9 |
1077.9 |
1077.9 |
+12.8 |
0 |
250 |
+0 |
Total Volume and Open Interest |
150,203 |
482,695 |
-1,612 |
Silver(CMX) |
Dec09 |
091008 |
1765.0 |
1795.5 |
1753.0 |
1781.5 |
+31.5 |
29,814 |
95,283 |
-1,196 |
Mar10 |
091008 |
1770.0 |
1795.0 |
1756.0 |
1784.7 |
+31.5 |
955 |
16,148 |
+285 |
May10 |
091008 |
1789.5 |
1789.5 |
1766.5 |
1786.6 |
+31.7 |
486 |
2,967 |
+380 |
Jul10 |
091008 |
1777.0 |
1800.0 |
1777.0 |
1788.3 |
+31.7 |
86 |
3,568 |
-27 |
Sep10 |
091008 |
1781.5 |
1790.5 |
1781.5 |
1790.0 |
+31.7 |
35 |
2,415 |
+35 |
Dec10 |
091008 |
1784.0 |
1802.5 |
1773.0 |
1793.2 |
+31.7 |
171 |
3,104 |
+96 |
Mar11 |
091008 |
1797.6 |
1797.6 |
1797.6 |
1797.6 |
+31.9 |
0 |
37 |
+0 |
Total Volume and Open Interest |
31,901 |
131,417 |
-384 |
Platinum(NYMEX) |
Oct09 |
091008 |
1330.5 |
1346.0 |
1330.5 |
1346.0 |
+25.5 |
22 |
151 |
-26 |
Jan10 |
091008 |
1335.7 |
1358.8 |
1326.8 |
1353.2 |
+25.5 |
3,146 |
29,391 |
+171 |
Apr10 |
091008 |
1342.3 |
1360.2 |
1342.3 |
1358.0 |
+25.8 |
22 |
362 |
+16 |
Total Volume and Open Interest |
3,190 |
29,904 |
+161 |
Palladium(NYMEX) |
Dec09 |
091008 |
314.75 |
324.30 |
314.75 |
322.60 |
+8.55 |
1,331 |
21,069 |
+138 |
Mar10 |
091008 |
318.05 |
325.40 |
318.05 |
323.70 |
+8.55 |
27 |
302 |
+15 |
Jun10 |
091008 |
325.15 |
325.15 |
325.15 |
325.15 |
+8.55 |
0 |
5 |
+0 |
Total Volume and Open Interest |
1,358 |
21,376 |
+153 |
Copper(CMX) |
Dec09 |
091008 |
278.85 |
290.10 |
278.50 |
289.85 |
+11.90 |
20,887 |
84,762 |
-784 |
Mar10 |
091008 |
280.55 |
291.20 |
280.20 |
291.00 |
+11.75 |
3,408 |
16,672 |
+132 |
May10 |
091008 |
288.30 |
291.10 |
286.25 |
291.10 |
+11.65 |
179 |
2,703 |
+153 |
Jul10 |
091008 |
290.90 |
290.90 |
290.90 |
290.90 |
+11.50 |
230 |
2,256 |
+230 |
Sep10 |
091008 |
290.70 |
290.70 |
290.70 |
290.70 |
+11.50 |
0 |
1,494 |
+0 |
Total Volume and Open Interest |
25,718 |
118,778 |
-302 |
DJIA Index(CBOT) |
Dec09 |
091008 |
9673 |
9785 |
9673 |
9747 |
+74 |
182 |
12,501 |
-18 |
Mar10 |
091008 |
9615 |
9710 |
9615 |
9689 |
+74 |
14 |
845 |
+8 |
Jun10 |
091008 |
9631 |
9631 |
9557 |
9631 |
+74 |
|
|
|
Sep10 |
091008 |
9577 |
9577 |
9503 |
9577 |
+74 |
|
|
|
Total Volume and Open Interest |
196 |
13,346 |
-10 |
E-mini DJIA Index(CBOT) |
Dec09 |
091008 |
9675 |
9783 |
9670 |
9747 |
+74 |
117,436 |
69,036 |
+1,050 |
Mar10 |
091008 |
9677 |
9714 |
9667 |
9689 |
+74 |
25 |
212 |
+2 |
Jun10 |
091008 |
9631 |
9631 |
9631 |
9631 |
+74 |
0 |
3 |
+0 |
Sep10 |
091008 |
9577 |
9577 |
9577 |
9577 |
+74 |
|
|
|
Total Volume and Open Interest |
117,461 |
69,251 |
+1,052 |
S & P 500(CME) |
Dec09 |
091008 |
1053.70 |
1067.20 |
1053.40 |
1063.80 |
+10.20 |
15,491 |
378,519 |
+778 |
Mar10 |
091008 |
1058.00 |
1061.00 |
1057.00 |
1059.20 |
+10.20 |
2 |
4,294 |
-2 |
Jun10 |
091008 |
1055.30 |
1056.90 |
1047.90 |
1055.30 |
+10.40 |
2 |
179 |
-2 |
Sep10 |
091008 |
1052.30 |
1053.90 |
1044.90 |
1052.30 |
+10.40 |
|
|
|
Total Volume and Open Interest |
15,495 |
382,997 |
+774 |
S & P 500 E-Mini(Globex) |
Dec09 |
091008 |
1053.50 |
1067.25 |
1053.25 |
1063.75 |
+10.25 |
1,692,060 |
2,322,719 |
-1,143 |
Mar10 |
091008 |
1049.50 |
1062.25 |
1049.25 |
1059.25 |
+10.25 |
991 |
4,676 |
+99 |
Total Volume and Open Interest |
1,693,053 |
2,327,416 |
-1,044 |
NASDAQ 100(CME) |
Dec09 |
091008 |
1708.50 |
1731.00 |
1708.50 |
1716.50 |
+8.50 |
640 |
18,441 |
-56 |
Mar10 |
091008 |
1714.50 |
1714.50 |
1713.00 |
1714.50 |
+8.50 |
0 |
5 |
+0 |
Jun10 |
091008 |
1713.50 |
1713.50 |
1712.00 |
1713.50 |
+8.50 |
|
|
|
Total Volume and Open Interest |
640 |
18,446 |
-56 |
NASDAQ 100 E-Mini(Globex) |
Dec09 |
091008 |
1707.50 |
1730.80 |
1707.50 |
1716.50 |
+8.50 |
235,732 |
324,817 |
-6,471 |
Mar10 |
091008 |
1707.00 |
1728.00 |
1706.30 |
1714.50 |
+8.50 |
60 |
280 |
+36 |
Total Volume and Open Interest |
235,792 |
325,098 |
-6,435 |
S & P Midcap 400(CME) |
Dec09 |
091008 |
689.00 |
698.50 |
689.00 |
695.60 |
+11.10 |
31 |
2,506 |
-4 |
Mar10 |
091008 |
693.50 |
693.50 |
692.90 |
693.50 |
+11.10 |
|
|
|
Jun10 |
091008 |
691.50 |
691.50 |
690.90 |
691.50 |
+11.10 |
|
|
|
Total Volume and Open Interest |
31 |
2,506 |
-4 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Dec09 |
091008 |
9795 |
9945 |
9780 |
9900 |
+105 |
10,087 |
28,994 |
-272 |
Mar10 |
091008 |
9925 |
9925 |
9920 |
9925 |
+105 |
|
|
|
Total Volume and Open Interest |
10,087 |
28,994 |
-272 |
Nikkei 225(SGX) |
Dec09 |
091008 |
9795 |
9875 |
9715 |
9870 |
+80 |
95,310 |
157,866 |
+853 |
Mar10 |
091008 |
9770 |
9875 |
9760 |
9875 |
+65 |
53 |
770 |
+200 |
Jun10 |
091008 |
9905 |
9905 |
9905 |
9905 |
+75 |
0 |
321 |
+0 |
Total Volume and Open Interest |
97,046 |
169,602 |
+1,645 |
CAC 40(EURONEXT) |
Oct09 |
091008 |
3806.0 |
3821.5 |
3777.5 |
3808.0 |
+49.5 |
118,197 |
507,318 |
+16,734 |
Nov09 |
091008 |
3798.0 |
3801.5 |
3772.5 |
3793.5 |
+48.5 |
13,838 |
14,601 |
+11,913 |
Dec09 |
091008 |
3767.5 |
3795.5 |
3759.0 |
3785.0 |
+48.0 |
581 |
39,466 |
-183 |
Total Volume and Open Interest |
133,336 |
562,300 |
+28,307 |
Hang Seng Index(HKFE) |
Oct09 |
091008 |
21450 |
21560 |
21284 |
21553 |
+318 |
64,701 |
79,927 |
+2,817 |
Nov09 |
091008 |
21400 |
21501 |
21253 |
21501 |
+307 |
677 |
517 |
+58 |
Dec09 |
091008 |
21500 |
21514 |
21262 |
21514 |
+317 |
188 |
4,775 |
-3 |
Total Volume and Open Interest |
65,587 |
85,469 |
+2,872 |
DAX(EUREX) |
Dec09 |
091008 |
5721.0 |
5733.5 |
5668.0 |
5712.5 |
+59.0 |
126,842 |
168,906 |
-435 |
Mar10 |
091008 |
5701.5 |
5733.0 |
5685.0 |
5715.0 |
+59.0 |
246 |
6,139 |
+155 |
Jun10 |
091008 |
5735.5 |
5739.5 |
5711.0 |
5723.5 |
+59.5 |
88 |
918 |
+12 |
Total Volume and Open Interest |
127,176 |
175,963 |
-268 |
FT-SE 100(EURONEXT) |
Dec09 |
091008 |
5137.50 |
5143.00 |
5086.50 |
5119.00 |
+30.50 |
89,612 |
627,181 |
-1,256 |
Mar10 |
091008 |
5074.00 |
5082.00 |
5046.00 |
5071.50 |
+30.50 |
20 |
4,299 |
+1 |
Jun10 |
091008 |
5030.00 |
5030.00 |
5028.00 |
5028.00 |
+30.00 |
0 |
550 |
+0 |
Total Volume and Open Interest |
89,632 |
632,030 |
-1,255 |
SPI 200(SFE) |
Dec09 |
091008 |
4719.0 |
4793.0 |
4679.0 |
4772.0 |
+56.0 |
40,740 |
235,910 |
+13,140 |
Mar10 |
091008 |
4698.0 |
4763.0 |
4698.0 |
4763.0 |
+57.0 |
3 |
4,642 |
-2 |
Jun10 |
091008 |
4788.0 |
4788.0 |
4783.0 |
4783.0 |
+57.0 |
1 |
1,410 |
+1 |
Total Volume and Open Interest |
40,744 |
242,294 |
+13,139 |
GSCI(CME) |
Oct09 |
091008 |
462.00 |
473.00 |
458.00 |
471.00 |
+12.50 |
2,395 |
15,040 |
-1,674 |
Nov09 |
091008 |
467.50 |
479.00 |
464.50 |
477.65 |
+12.90 |
1,951 |
3,025 |
+1,929 |
Dec09 |
091008 |
484.00 |
485.00 |
470.95 |
484.00 |
+13.00 |
|
|
|
Total Volume and Open Interest |
4,346 |
18,065 |
+255 |
Reuters CCI(ICE) |
Nov09 |
090519 |
424.50 |
424.50 |
424.50 |
424.50 |
unch |
0 |
4 |
|
Jan10 |
090519 |
430.00 |
430.00 |
430.00 |
430.00 |
unch |
0 |
11 |
|
Total Volume and Open Interest |
1 |
197 |
|
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|