|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Wed October 14, 2009 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Nov09 |
091014 |
993.25 |
1008.75 |
988.25 |
994.00 |
+1.00 |
123,947 |
183,127 |
-15,128 |
| Jan10 |
091014 |
995.00 |
1010.75 |
991.75 |
998.00 |
+2.25 |
54,694 |
134,467 |
+8,915 |
| Mar10 |
091014 |
994.00 |
1009.00 |
993.00 |
999.00 |
+3.75 |
11,804 |
46,818 |
+1,188 |
| May10 |
091014 |
989.00 |
1001.00 |
987.00 |
993.50 |
+4.00 |
10,384 |
26,434 |
-856 |
| Jul10 |
091014 |
986.00 |
997.75 |
983.00 |
991.00 |
+4.50 |
13,353 |
35,081 |
-942 |
| Aug10 |
091014 |
987.50 |
987.50 |
984.00 |
987.50 |
+3.50 |
147 |
570 |
+6 |
| Sep10 |
091014 |
977.00 |
978.00 |
977.00 |
978.00 |
+1.00 |
141 |
199 |
+3 |
| Total Volume and Open Interest |
223,043 |
471,793 |
-7,298 |
| Soybean Meal(CBOT) |
| Oct09 |
091014 |
327.30 |
338.10 |
327.30 |
336.00 |
+9.70 |
1,732 |
2,124 |
-723 |
| Dec09 |
091014 |
306.00 |
311.00 |
303.20 |
305.70 |
-0.60 |
28,451 |
73,981 |
+265 |
| Jan10 |
091014 |
301.40 |
306.80 |
300.50 |
302.70 |
-0.10 |
5,616 |
16,686 |
+1,437 |
| Mar10 |
091014 |
299.20 |
303.10 |
297.80 |
300.00 |
+0.50 |
3,318 |
13,843 |
-401 |
| May10 |
091014 |
294.20 |
298.10 |
293.70 |
295.50 |
+0.20 |
2,559 |
14,369 |
-34 |
| Jul10 |
091014 |
293.50 |
296.30 |
291.50 |
294.00 |
+0.10 |
3,809 |
12,021 |
+432 |
| Aug10 |
091014 |
293.00 |
295.20 |
292.00 |
293.30 |
unch |
512 |
2,996 |
+278 |
| Sep10 |
091014 |
292.90 |
293.40 |
291.00 |
291.50 |
unch |
485 |
2,805 |
+26 |
| Total Volume and Open Interest |
47,314 |
149,822 |
+1,469 |
| Soybean Oil(CBOT) |
| Oct09 |
091014 |
36.14 |
36.14 |
35.93 |
35.95 |
+0.09 |
1,262 |
601 |
-267 |
| Dec09 |
091014 |
35.98 |
36.45 |
35.91 |
36.18 |
+0.12 |
45,307 |
116,730 |
+364 |
| Jan10 |
091014 |
36.50 |
36.90 |
36.36 |
36.63 |
+0.12 |
14,206 |
55,702 |
+5,785 |
| Mar10 |
091014 |
36.88 |
37.26 |
36.75 |
36.99 |
+0.11 |
3,346 |
20,320 |
+264 |
| May10 |
091014 |
37.14 |
37.53 |
37.08 |
37.27 |
+0.13 |
1,931 |
9,790 |
-21 |
| Jul10 |
091014 |
37.45 |
37.78 |
37.30 |
37.53 |
+0.14 |
1,543 |
11,136 |
+88 |
| Aug10 |
091014 |
37.81 |
37.84 |
37.49 |
37.63 |
+0.14 |
121 |
916 |
+11 |
| Sep10 |
091014 |
37.93 |
37.98 |
37.59 |
37.73 |
+0.14 |
29 |
663 |
+0 |
| Total Volume and Open Interest |
68,163 |
226,238 |
+6,373 |
| Canola(WCE) |
| Nov09 |
091014 |
388.4 |
392.0 |
387.7 |
389.0 |
+0.6 |
48,885 |
49,335 |
+450 |
| Jan10 |
091014 |
393.5 |
396.0 |
392.1 |
392.8 |
+0.5 |
49,568 |
50,453 |
+885 |
| Mar10 |
091014 |
398.6 |
398.6 |
395.7 |
397.3 |
+0.8 |
4,167 |
4,311 |
+144 |
| May10 |
091014 |
402.6 |
402.6 |
399.4 |
400.5 |
unch |
1,150 |
1,211 |
+61 |
| Jul10 |
091014 |
405.0 |
405.0 |
404.0 |
404.0 |
-2.0 |
1,079 |
1,159 |
+80 |
| Total Volume and Open Interest |
104,991 |
106,643 |
+1,652 |
| Corn(CBOT) |
| Dec09 |
091014 |
381.25 |
388.75 |
377.50 |
383.00 |
+1.25 |
130,709 |
508,600 |
+810 |
| Mar10 |
091014 |
392.25 |
400.00 |
389.25 |
395.00 |
+1.75 |
30,409 |
170,495 |
+3,596 |
| May10 |
091014 |
400.00 |
407.75 |
399.00 |
403.00 |
+1.75 |
6,991 |
39,243 |
+1,190 |
| Jul10 |
091014 |
407.75 |
414.00 |
404.75 |
410.25 |
+2.00 |
13,560 |
62,259 |
+737 |
| Sep10 |
091014 |
413.00 |
418.00 |
410.25 |
415.00 |
+1.25 |
3,824 |
15,696 |
-259 |
| Dec10 |
091014 |
418.00 |
423.75 |
410.00 |
420.00 |
+0.50 |
12,001 |
88,102 |
+210 |
| Total Volume and Open Interest |
198,533 |
897,559 |
+6,170 |
| Wheat(CBOT) |
| Dec09 |
091014 |
511.50 |
529.00 |
505.00 |
513.00 |
+1.75 |
38,270 |
194,651 |
+1,353 |
| Mar10 |
091014 |
528.25 |
547.00 |
523.75 |
532.00 |
+1.75 |
8,844 |
54,890 |
+940 |
| May10 |
091014 |
542.00 |
560.00 |
537.00 |
544.75 |
+1.75 |
905 |
8,604 |
+200 |
| Jul10 |
091014 |
553.25 |
571.00 |
548.50 |
555.75 |
+0.25 |
2,061 |
46,720 |
-43 |
| Sep10 |
091014 |
570.00 |
582.00 |
565.00 |
570.50 |
+0.50 |
273 |
1,363 |
+179 |
| Total Volume and Open Interest |
51,915 |
330,350 |
+3,286 |
| Wheat(KCBT) |
| Dec09 |
091014 |
523.00 |
543.00 |
517.00 |
524.00 |
-1.00 |
9,614 |
56,481 |
-653 |
| Mar10 |
091014 |
536.75 |
558.00 |
532.75 |
539.25 |
-1.75 |
1,439 |
24,489 |
+315 |
| May10 |
091014 |
550.00 |
569.50 |
545.25 |
550.75 |
-1.75 |
215 |
5,156 |
+54 |
| Jul10 |
091014 |
559.00 |
580.25 |
556.00 |
562.50 |
-1.75 |
964 |
19,293 |
+46 |
| Sep10 |
091014 |
574.75 |
590.00 |
569.00 |
574.25 |
-1.50 |
33 |
1,177 |
+19 |
| Total Volume and Open Interest |
13,090 |
124,396 |
-448 |
| Wheat(MGE) |
| Dec09 |
091014 |
536.00 |
554.25 |
532.75 |
541.25 |
+4.00 |
1,946 |
18,716 |
+256 |
| Mar10 |
091014 |
552.25 |
569.00 |
548.25 |
556.75 |
+3.00 |
434 |
10,015 |
-125 |
| May10 |
091014 |
563.50 |
580.50 |
560.00 |
568.25 |
+3.25 |
133 |
3,574 |
-31 |
| Jul10 |
091014 |
575.00 |
591.25 |
570.25 |
578.75 |
+3.75 |
221 |
7,038 |
-15 |
| Sep10 |
091014 |
585.00 |
602.25 |
581.75 |
589.50 |
+2.25 |
69 |
1,975 |
-47 |
| Total Volume and Open Interest |
2,868 |
44,399 |
-34 |
| Oats(CBOT) |
| Dec09 |
091014 |
258.00 |
263.50 |
250.75 |
253.50 |
-5.00 |
1,394 |
9,073 |
-148 |
| Mar10 |
091014 |
269.50 |
276.50 |
264.50 |
266.50 |
-5.00 |
497 |
4,238 |
+325 |
| May10 |
091014 |
273.25 |
279.00 |
272.50 |
274.00 |
-5.00 |
11 |
23 |
+6 |
| Jul10 |
091014 |
282.00 |
287.00 |
282.00 |
282.00 |
-5.00 |
0 |
4 |
+0 |
| Total Volume and Open Interest |
1,907 |
13,367 |
+187 |
| Rough Rice(CBOT) |
| Nov09 |
091014 |
13.89 |
14.29 |
13.89 |
14.04 |
+0.14 |
1,357 |
5,670 |
-456 |
| Jan10 |
091014 |
14.15 |
14.52 |
14.15 |
14.28 |
+0.12 |
591 |
3,583 |
+576 |
| Mar10 |
091014 |
14.47 |
14.69 |
14.47 |
14.52 |
+0.12 |
27 |
1,581 |
+7 |
| May10 |
091014 |
14.85 |
14.87 |
14.63 |
14.77 |
+0.14 |
20 |
388 |
-13 |
| Total Volume and Open Interest |
2,048 |
12,075 |
+144 |
| Live Cattle(CME) |
| Oct09 |
091014 |
82.450 |
83.300 |
82.450 |
83.250 |
+1.050 |
9,381 |
9,272 |
-1,714 |
| Dec09 |
091014 |
84.800 |
85.850 |
84.680 |
85.580 |
+0.900 |
12,909 |
125,116 |
-176 |
| Feb10 |
091014 |
85.500 |
86.330 |
85.500 |
85.900 |
+0.420 |
6,296 |
57,602 |
+391 |
| Apr10 |
091014 |
87.550 |
88.385 |
87.550 |
88.135 |
+0.485 |
2,015 |
40,893 |
+254 |
| Jun10 |
091014 |
84.900 |
85.700 |
84.750 |
85.200 |
+0.300 |
876 |
16,018 |
-98 |
| Aug10 |
091014 |
85.885 |
86.300 |
85.700 |
85.950 |
+0.150 |
164 |
2,969 |
+83 |
| Total Volume and Open Interest |
31,682 |
255,545 |
-1,240 |
| Feeder Cattle(CME) |
| Oct09 |
091014 |
93.050 |
94.000 |
93.000 |
93.730 |
+0.680 |
433 |
3,181 |
-173 |
| Nov09 |
091014 |
93.150 |
94.550 |
93.100 |
94.150 |
+1.015 |
2,293 |
11,764 |
-637 |
| Jan10 |
091014 |
93.850 |
95.250 |
93.830 |
94.980 |
+0.945 |
2,084 |
7,718 |
+969 |
| Mar10 |
091014 |
95.650 |
96.785 |
95.650 |
96.230 |
+0.580 |
293 |
2,676 |
+73 |
| Apr10 |
091014 |
96.900 |
97.430 |
96.750 |
97.385 |
+0.785 |
21 |
586 |
+6 |
| May10 |
091014 |
97.635 |
98.300 |
97.330 |
98.285 |
+0.650 |
67 |
1,117 |
+32 |
| Aug10 |
091014 |
98.980 |
99.100 |
98.700 |
99.080 |
+0.380 |
16 |
283 |
+10 |
| Total Volume and Open Interest |
5,207 |
27,325 |
+280 |
| Lean Hogs(CME) |
| Oct09 |
091014 |
50.700 |
51.150 |
50.550 |
51.100 |
+0.650 |
4,018 |
6,717 |
-1,498 |
| Dec09 |
091014 |
54.100 |
54.735 |
53.630 |
54.250 |
+0.570 |
16,367 |
72,744 |
+185 |
| Feb10 |
091014 |
60.000 |
60.680 |
59.400 |
60.250 |
+1.050 |
5,922 |
33,404 |
+573 |
| Apr10 |
091014 |
65.135 |
65.785 |
64.750 |
65.500 |
+0.715 |
1,785 |
20,078 |
+393 |
| May10 |
091014 |
70.900 |
71.350 |
70.600 |
71.035 |
+0.185 |
12 |
1,041 |
+2 |
| Jun10 |
091014 |
73.500 |
74.250 |
73.200 |
74.200 |
+0.950 |
659 |
12,374 |
+162 |
| Jul10 |
091014 |
73.250 |
73.550 |
72.725 |
73.450 |
+0.850 |
280 |
3,490 |
-66 |
| Aug10 |
091014 |
72.725 |
73.500 |
72.400 |
73.200 |
+0.850 |
132 |
2,830 |
-23 |
| Total Volume and Open Interest |
29,231 |
155,109 |
-251 |
| Pork Bellies(CME) |
| Feb10 |
091014 |
83.000 |
83.500 |
82.450 |
83.300 |
+0.550 |
44 |
430 |
-37 |
| Mar10 |
091014 |
82.000 |
82.000 |
81.100 |
81.100 |
+0.600 |
0 |
90 |
+0 |
| May10 |
091014 |
85.100 |
85.100 |
85.100 |
85.100 |
+0.600 |
21 |
87 |
+0 |
| Jul10 |
091014 |
83.600 |
83.600 |
83.600 |
83.600 |
unch |
0 |
20 |
+0 |
| Aug10 |
091014 |
83.000 |
83.100 |
83.000 |
83.000 |
unch |
0 |
15 |
+0 |
| Total Volume and Open Interest |
65 |
642 |
-37 |
| Class III Milk(CME) |
| Oct09 |
091014 |
12.72 |
12.76 |
12.72 |
12.76 |
+0.01 |
42 |
3,719 |
-5 |
| Nov09 |
091014 |
14.35 |
14.66 |
14.35 |
14.41 |
+0.03 |
397 |
4,131 |
-180 |
| Dec09 |
091014 |
14.55 |
14.80 |
14.54 |
14.61 |
+0.01 |
279 |
4,595 |
+103 |
| Jan10 |
091014 |
14.58 |
14.79 |
14.58 |
14.68 |
+0.06 |
157 |
2,105 |
+18 |
| Feb10 |
091014 |
14.56 |
14.80 |
14.56 |
14.69 |
+0.14 |
79 |
1,424 |
+2 |
| Total Volume and Open Interest |
1,372 |
23,411 |
+77 |
| Cocoa(ICE) |
| Dec09 |
091014 |
3103 |
3173 |
3103 |
3149 |
+53 |
10,534 |
53,773 |
-2,720 |
| Mar10 |
091014 |
3148 |
3196 |
3131 |
3175 |
+53 |
2,878 |
37,761 |
+604 |
| May10 |
091014 |
3175 |
3201 |
3146 |
3186 |
+55 |
137 |
13,523 |
+23 |
| Jul10 |
091014 |
3178 |
3188 |
3178 |
3188 |
+56 |
34 |
5,233 |
+4 |
| Sep10 |
091014 |
3188 |
3188 |
3188 |
3188 |
+56 |
16 |
3,926 |
+1 |
| Dec10 |
091014 |
3188 |
3188 |
3188 |
3188 |
+57 |
18 |
2,789 |
+6 |
| Mar11 |
091014 |
3179 |
3179 |
3179 |
3179 |
+53 |
7 |
6,257 |
+0 |
| Total Volume and Open Interest |
13,625 |
127,904 |
-2,082 |
| Coffee "C"(ICE) |
| Dec09 |
091014 |
138.75 |
139.45 |
138.00 |
139.25 |
+0.80 |
8,499 |
65,588 |
+1,137 |
| Mar10 |
091014 |
141.35 |
142.25 |
140.85 |
142.05 |
+0.75 |
2,381 |
22,438 |
+487 |
| May10 |
091014 |
143.25 |
144.00 |
143.00 |
143.90 |
+0.70 |
637 |
10,067 |
+135 |
| Jul10 |
091014 |
144.75 |
145.55 |
144.75 |
145.45 |
+0.70 |
245 |
3,448 |
+153 |
| Sep10 |
091014 |
146.85 |
147.10 |
146.55 |
147.05 |
+0.70 |
101 |
3,773 |
+2 |
| Dec10 |
091014 |
148.90 |
149.50 |
148.90 |
149.45 |
+0.75 |
99 |
2,408 |
+59 |
| Total Volume and Open Interest |
12,002 |
108,692 |
+1,962 |
| Orange Juice(ICE) |
| Nov09 |
091014 |
112.00 |
112.85 |
109.70 |
112.45 |
-0.45 |
3,114 |
18,347 |
+691 |
| Jan10 |
091014 |
115.75 |
115.75 |
112.70 |
115.30 |
-0.45 |
857 |
8,435 |
+326 |
| Mar10 |
091014 |
117.00 |
119.00 |
116.10 |
118.75 |
-0.20 |
73 |
4,137 |
+44 |
| May10 |
091014 |
120.50 |
121.90 |
120.50 |
121.85 |
-0.30 |
143 |
745 |
+118 |
| Jul10 |
091014 |
124.85 |
124.85 |
124.85 |
124.85 |
-0.30 |
0 |
132 |
+0 |
| Sep10 |
091014 |
127.60 |
127.60 |
127.60 |
127.60 |
-0.05 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
4,187 |
31,979 |
+1,179 |
| Sugar #11(ICE) |
| Mar10 |
091014 |
22.81 |
23.28 |
22.53 |
22.71 |
-0.08 |
35,872 |
367,660 |
-467 |
| May10 |
091014 |
21.95 |
22.33 |
21.68 |
21.84 |
-0.04 |
10,874 |
88,619 |
+26 |
| Jul10 |
091014 |
20.74 |
21.16 |
20.63 |
20.78 |
+0.04 |
5,926 |
120,856 |
-211 |
| Oct10 |
091014 |
20.09 |
20.36 |
20.02 |
20.14 |
+0.09 |
1,980 |
81,153 |
-33 |
| Mar11 |
091014 |
19.73 |
19.91 |
19.60 |
19.77 |
+0.08 |
1,498 |
46,872 |
-40 |
| Total Volume and Open Interest |
57,483 |
760,829 |
-623 |
| London Cocoa(LCE) |
| Dec09 |
091006 |
2120 |
2134 |
2087 |
2120 |
-13 |
13,703 |
53,404 |
-3,592 |
| Mar10 |
091014 |
2119 |
2127 |
2088 |
2119 |
+28 |
2,923 |
35,413 |
+420 |
| May10 |
091014 |
2140 |
2146 |
2112 |
2140 |
+24 |
1,528 |
44,887 |
-286 |
| Jul10 |
091014 |
2083 |
2085 |
2060 |
2083 |
+23 |
165 |
11,733 |
+64 |
| Sep10 |
091014 |
2073 |
2075 |
2057 |
2073 |
+23 |
153 |
4,258 |
-7 |
| Dec10 |
091014 |
2062 |
2064 |
2038 |
2062 |
+22 |
70 |
1,278 |
+49 |
| Mar11 |
091014 |
2045 |
2045 |
2040 |
2045 |
+13 |
14 |
6,448 |
+7 |
| Total Volume and Open Interest |
10,656 |
159,091 |
-648 |
| London Sugar(LCE) |
| Dec09 |
091014 |
581.40 |
590.90 |
578.30 |
581.40 |
+4.20 |
2,690 |
19,797 |
-435 |
| Mar10 |
091014 |
595.40 |
605.00 |
592.60 |
595.40 |
+3.60 |
3,157 |
30,128 |
-46 |
| May10 |
091014 |
581.70 |
589.40 |
579.80 |
581.70 |
+3.70 |
957 |
9,438 |
+481 |
| Aug10 |
091014 |
558.70 |
563.00 |
556.50 |
558.70 |
+4.50 |
1,090 |
7,219 |
-360 |
| Oct10 |
091014 |
537.10 |
539.00 |
537.10 |
537.10 |
+5.40 |
248 |
4,079 |
+113 |
| Total Volume and Open Interest |
8,142 |
71,512 |
-247 |
| Cotton(ICE) |
| Dec09 |
091014 |
65.88 |
67.61 |
65.73 |
67.08 |
+1.20 |
8,046 |
103,294 |
+1,669 |
| Mar10 |
091014 |
68.32 |
69.78 |
68.32 |
69.25 |
+0.90 |
1,980 |
34,495 |
+607 |
| May10 |
091014 |
69.29 |
70.50 |
69.15 |
70.00 |
+0.73 |
169 |
3,286 |
-24 |
| Jul10 |
091014 |
70.00 |
71.01 |
69.90 |
70.65 |
+0.57 |
151 |
5,865 |
+613 |
| Oct10 |
091014 |
71.35 |
71.35 |
71.35 |
71.35 |
+0.50 |
0 |
70 |
+0 |
| Dec10 |
091014 |
71.33 |
72.25 |
71.33 |
72.16 |
+0.65 |
128 |
4,492 |
+81 |
| Total Volume and Open Interest |
10,478 |
151,569 |
+2,950 |
| Lumber(CME) |
| Nov09 |
091014 |
171.9 |
180.1 |
171.9 |
180.1 |
+10.0 |
704 |
4,067 |
-228 |
| Jan10 |
091014 |
189.9 |
197.7 |
189.9 |
197.7 |
+10.0 |
734 |
5,607 |
+35 |
| Mar10 |
091014 |
206.5 |
216.3 |
206.5 |
212.6 |
+5.8 |
82 |
292 |
+31 |
| May10 |
091014 |
223.4 |
224.5 |
222.0 |
222.0 |
+6.5 |
12 |
36 |
+12 |
| Total Volume and Open Interest |
1,534 |
10,010 |
-148 |
| Crude Oil(NYM) |
| Nov09 |
091014 |
74.40 |
75.53 |
74.40 |
75.18 |
+1.03 |
260,226 |
165,166 |
-27,432 |
| Dec09 |
091014 |
74.94 |
75.95 |
74.88 |
75.60 |
+0.89 |
168,207 |
277,076 |
+23,970 |
| Jan10 |
091014 |
75.63 |
76.45 |
75.40 |
76.12 |
+0.83 |
56,426 |
128,561 |
+10,280 |
| Feb10 |
091014 |
76.33 |
76.88 |
75.97 |
76.68 |
+0.79 |
16,305 |
46,789 |
+3,288 |
| Mar10 |
091014 |
76.90 |
77.25 |
76.51 |
77.14 |
+0.76 |
8,032 |
34,165 |
-1,422 |
| Apr10 |
091014 |
77.40 |
77.88 |
77.23 |
77.56 |
+0.74 |
6,393 |
18,257 |
-314 |
| May10 |
091014 |
77.77 |
78.00 |
77.69 |
77.98 |
+0.72 |
7,205 |
19,895 |
-163 |
| Jun10 |
091014 |
78.30 |
78.74 |
77.74 |
78.40 |
+0.69 |
13,864 |
92,280 |
-1,018 |
| Jul10 |
091014 |
78.60 |
78.84 |
78.37 |
78.76 |
+0.69 |
6,711 |
32,014 |
+1,383 |
| Aug10 |
091014 |
79.07 |
79.07 |
79.07 |
79.07 |
+0.69 |
2,487 |
11,569 |
-447 |
| Sep10 |
091014 |
79.40 |
79.44 |
79.33 |
79.40 |
+0.67 |
2,412 |
21,368 |
-144 |
| Oct10 |
091014 |
79.76 |
79.76 |
79.76 |
79.76 |
+0.66 |
2,507 |
13,069 |
+275 |
| Nov10 |
091014 |
80.00 |
80.14 |
80.00 |
80.14 |
+0.66 |
2,932 |
15,326 |
-278 |
| Dec10 |
091014 |
80.33 |
80.72 |
79.88 |
80.52 |
+0.66 |
10,665 |
110,025 |
-1,329 |
| Jan11 |
091014 |
80.74 |
80.74 |
80.74 |
80.74 |
+0.65 |
178 |
13,424 |
-385 |
| Feb11 |
091014 |
80.94 |
80.94 |
80.94 |
80.94 |
+0.63 |
11 |
6,538 |
-55 |
| Total Volume and Open Interest |
573,054 |
1,225,338 |
+4,572 |
| e-miNY Crude Oil(NYM) |
| Oct09 |
090921 |
72.050 |
72.200 |
68.975 |
69.700 |
-2.350 |
7,352 |
3,357 |
-509 |
| Nov09 |
091014 |
74.425 |
75.575 |
74.425 |
75.175 |
+1.025 |
8,196 |
4,124 |
-1,224 |
| Dec09 |
091014 |
75.100 |
75.950 |
74.875 |
75.600 |
+0.900 |
966 |
1,232 |
+301 |
| Jan10 |
091014 |
75.975 |
76.300 |
75.400 |
76.125 |
+0.825 |
12 |
291 |
+20 |
| Feb10 |
091014 |
76.675 |
76.675 |
76.675 |
76.675 |
+0.775 |
3 |
260 |
+21 |
| Mar10 |
091014 |
77.150 |
77.150 |
77.150 |
77.150 |
+0.775 |
0 |
129 |
+0 |
| Apr10 |
091014 |
77.325 |
77.550 |
77.325 |
77.550 |
+0.725 |
0 |
2 |
+0 |
| May10 |
091014 |
77.975 |
77.975 |
77.975 |
77.975 |
+0.725 |
0 |
2 |
+0 |
| Jun10 |
091014 |
78.300 |
78.400 |
78.200 |
78.400 |
+0.700 |
0 |
7 |
+0 |
| Jul10 |
091014 |
78.750 |
78.750 |
78.750 |
78.750 |
+0.675 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
9,177 |
6,130 |
-882 |
| Heating Oil(NYM) |
| Nov09 |
091014 |
192.70 |
195.10 |
192.17 |
194.27 |
+1.93 |
36,845 |
51,932 |
-2,035 |
| Dec09 |
091014 |
198.01 |
198.20 |
195.20 |
197.39 |
+2.29 |
21,623 |
64,048 |
+526 |
| Jan10 |
091014 |
199.50 |
201.00 |
198.80 |
200.75 |
+2.46 |
11,122 |
42,820 |
+690 |
| Feb10 |
091014 |
202.95 |
203.90 |
201.60 |
203.29 |
+2.42 |
1,884 |
21,191 |
+243 |
| Mar10 |
091014 |
204.33 |
204.92 |
203.16 |
204.86 |
+2.40 |
984 |
16,736 |
+107 |
| Apr10 |
091014 |
205.05 |
205.62 |
204.42 |
205.52 |
+2.33 |
669 |
12,704 |
-90 |
| May10 |
091014 |
205.54 |
206.52 |
205.54 |
206.52 |
+2.28 |
526 |
11,736 |
+273 |
| Jun10 |
091014 |
207.15 |
207.75 |
205.90 |
207.67 |
+2.28 |
2,223 |
22,909 |
-181 |
| Jul10 |
091014 |
209.15 |
209.47 |
207.91 |
209.47 |
+2.23 |
465 |
7,217 |
+77 |
| Aug10 |
091014 |
210.89 |
211.75 |
210.89 |
211.72 |
+2.18 |
242 |
3,074 |
-115 |
| Sep10 |
091014 |
213.16 |
214.02 |
213.16 |
214.02 |
+2.13 |
51 |
5,876 |
+1 |
| Oct10 |
091014 |
215.59 |
216.55 |
215.59 |
216.42 |
+2.08 |
248 |
2,298 |
-62 |
| Total Volume and Open Interest |
78,341 |
308,066 |
-489 |
| Gasoline(NYMEX) |
| Nov09 |
091014 |
184.00 |
187.43 |
183.90 |
185.75 |
+2.57 |
36,090 |
61,432 |
-6,806 |
| Dec09 |
091014 |
186.05 |
189.05 |
185.55 |
187.66 |
+2.80 |
21,373 |
49,272 |
+5,431 |
| Jan10 |
091014 |
190.00 |
191.39 |
188.50 |
190.55 |
+2.87 |
9,807 |
30,409 |
+927 |
| Feb10 |
091014 |
192.79 |
193.43 |
191.27 |
193.22 |
+2.84 |
3,433 |
9,681 |
+754 |
| Mar10 |
091014 |
195.45 |
195.86 |
194.62 |
195.82 |
+2.87 |
2,714 |
14,825 |
+12 |
| Apr10 |
091014 |
208.02 |
208.41 |
206.90 |
208.41 |
+2.87 |
3,057 |
8,244 |
+916 |
| May10 |
091014 |
208.50 |
209.31 |
208.25 |
209.31 |
+2.72 |
1,324 |
5,414 |
+641 |
| Jun10 |
091014 |
208.90 |
211.07 |
208.15 |
210.01 |
+2.57 |
310 |
6,287 |
+48 |
| Jul10 |
091014 |
210.45 |
210.51 |
208.80 |
210.51 |
+2.52 |
178 |
2,246 |
+11 |
| Aug10 |
091014 |
210.61 |
210.61 |
210.61 |
210.61 |
+2.47 |
117 |
2,031 |
-97 |
| Total Volume and Open Interest |
78,593 |
199,851 |
+1,837 |
| e-miNY RBOB Gasoline(NYM) |
| Nov09 |
091013 |
183.18 |
183.18 |
183.18 |
183.18 |
+9.09 |
0 |
3 |
+0 |
| Dec09 |
091014 |
187.66 |
187.66 |
187.66 |
187.66 |
+2.80 |
0 |
4 |
+0 |
| Jan10 |
091014 |
190.55 |
190.55 |
190.55 |
190.55 |
+2.87 |
|
|
|
| Feb10 |
091014 |
193.22 |
193.22 |
193.22 |
193.22 |
+2.84 |
|
|
|
| Total Volume and Open Interest |
0 |
7 |
+0 |
| Natural Gas(NYM) |
| Nov09 |
091014 |
4.609 |
4.664 |
4.399 |
4.436 |
-0.152 |
92,965 |
134,003 |
-13,024 |
| Dec09 |
091014 |
5.472 |
5.550 |
5.304 |
5.357 |
-0.118 |
40,862 |
83,836 |
+6,215 |
| Jan10 |
091014 |
5.857 |
5.887 |
5.640 |
5.684 |
-0.134 |
35,863 |
104,572 |
+5,151 |
| Feb10 |
091014 |
5.905 |
5.926 |
5.699 |
5.744 |
-0.133 |
6,317 |
33,981 |
+618 |
| Mar10 |
091014 |
5.871 |
5.906 |
5.660 |
5.706 |
-0.128 |
9,281 |
55,649 |
+756 |
| Apr10 |
091014 |
5.841 |
5.847 |
5.644 |
5.682 |
-0.121 |
7,936 |
42,956 |
-208 |
| May10 |
091014 |
5.911 |
5.911 |
5.700 |
5.736 |
-0.110 |
1,207 |
24,468 |
+464 |
| Jun10 |
091014 |
5.948 |
5.948 |
5.797 |
5.816 |
-0.107 |
511 |
14,762 |
-39 |
| Jul10 |
091014 |
5.974 |
6.051 |
5.869 |
5.908 |
-0.102 |
421 |
12,089 |
+29 |
| Aug10 |
091014 |
6.108 |
6.108 |
5.940 |
5.985 |
-0.100 |
422 |
11,890 |
+140 |
| Sep10 |
091014 |
6.143 |
6.143 |
6.020 |
6.042 |
-0.101 |
497 |
11,834 |
+243 |
| Oct10 |
091014 |
6.293 |
6.315 |
6.149 |
6.192 |
-0.101 |
949 |
28,140 |
+295 |
| Nov10 |
091014 |
6.650 |
6.650 |
6.540 |
6.572 |
-0.081 |
81 |
7,151 |
-56 |
| Dec10 |
091014 |
7.032 |
7.040 |
6.910 |
6.937 |
-0.061 |
98 |
18,742 |
+24 |
| Jan11 |
091014 |
7.150 |
7.175 |
7.145 |
7.162 |
-0.066 |
302 |
10,070 |
+72 |
| Feb11 |
091014 |
7.176 |
7.238 |
7.123 |
7.152 |
-0.061 |
8 |
5,854 |
+3 |
| Total Volume and Open Interest |
198,772 |
716,004 |
+421 |
| Brent Crude Oil(ICE) |
| Nov09 |
091014 |
72.75 |
73.45 |
72.32 |
73.10 |
+0.70 |
105,918 |
71,781 |
-14,634 |
| Dec09 |
091014 |
73.40 |
74.17 |
73.10 |
73.87 |
+0.88 |
123,682 |
230,125 |
+2,260 |
| Jan10 |
091014 |
74.32 |
74.92 |
73.87 |
74.60 |
+0.87 |
36,182 |
88,003 |
+2,493 |
| Feb10 |
091014 |
74.85 |
75.49 |
74.61 |
75.31 |
+0.87 |
9,734 |
38,477 |
+467 |
| Mar10 |
091014 |
76.09 |
76.09 |
75.30 |
75.97 |
+0.85 |
3,735 |
16,421 |
-521 |
| Apr10 |
091014 |
76.54 |
76.60 |
76.03 |
76.60 |
+0.84 |
2,202 |
15,802 |
+272 |
| May10 |
091014 |
77.20 |
77.23 |
76.65 |
77.23 |
+0.83 |
1,563 |
13,669 |
+107 |
| Jun10 |
091014 |
77.76 |
77.92 |
77.23 |
77.81 |
+0.82 |
4,299 |
52,693 |
-441 |
| Jul10 |
091014 |
78.10 |
78.33 |
77.88 |
78.33 |
+0.82 |
781 |
10,982 |
+83 |
| Aug10 |
091014 |
78.85 |
78.85 |
78.79 |
78.79 |
+0.81 |
360 |
7,703 |
+20 |
| Sep10 |
091014 |
79.24 |
79.24 |
79.24 |
79.24 |
+0.80 |
392 |
4,354 |
-84 |
| Oct10 |
091014 |
79.67 |
79.67 |
79.67 |
79.67 |
+0.79 |
280 |
7,494 |
-12 |
| Nov10 |
091014 |
80.03 |
80.03 |
80.03 |
80.03 |
+0.77 |
316 |
6,210 |
+27 |
| Dec10 |
091014 |
80.55 |
80.55 |
79.81 |
80.37 |
+0.76 |
9,391 |
75,862 |
-1,435 |
| Total Volume and Open Interest |
302,469 |
733,943 |
-11,034 |
| Gas Oil(ICE) |
| Nov09 |
091014 |
604.50 |
611.75 |
602.25 |
605.75 |
+8.75 |
68,633 |
94,358 |
-12,203 |
| Dec09 |
091014 |
612.00 |
619.25 |
610.25 |
613.50 |
+9.00 |
44,742 |
111,550 |
+12,805 |
| Jan10 |
091014 |
620.75 |
626.75 |
619.25 |
622.25 |
+9.50 |
10,459 |
61,802 |
+3,231 |
| Feb10 |
091014 |
628.00 |
632.00 |
627.00 |
629.25 |
+9.50 |
2,657 |
27,915 |
+309 |
| Mar10 |
091014 |
635.25 |
638.00 |
635.25 |
635.50 |
+9.50 |
1,176 |
30,263 |
+212 |
| Apr10 |
091014 |
640.50 |
644.75 |
640.50 |
642.00 |
+9.50 |
421 |
16,666 |
+158 |
| May10 |
091014 |
649.00 |
650.25 |
648.00 |
648.00 |
+9.50 |
529 |
16,034 |
+222 |
| Jun10 |
091014 |
652.00 |
656.50 |
652.00 |
653.75 |
+9.50 |
1,377 |
42,436 |
+565 |
| Jul10 |
091014 |
659.75 |
662.50 |
659.00 |
661.25 |
+9.25 |
199 |
13,051 |
+157 |
| Aug10 |
091014 |
671.00 |
671.00 |
668.75 |
668.75 |
+9.00 |
217 |
12,188 |
+106 |
| Total Volume and Open Interest |
131,877 |
546,009 |
-4,499 |
| Ethanol(CBOT) |
| Oct09 |
091005 |
1.890 |
1.897 |
1.890 |
1.894 |
+0.018 |
74 |
177 |
+5 |
| Nov09 |
091014 |
1.903 |
1.903 |
1.855 |
1.882 |
-0.006 |
25 |
496 |
-9 |
| Dec09 |
091014 |
1.855 |
1.857 |
1.820 |
1.827 |
-0.011 |
42 |
684 |
+12 |
| Jan10 |
091014 |
1.854 |
1.854 |
1.807 |
1.809 |
-0.012 |
38 |
997 |
+27 |
| Feb10 |
091014 |
1.835 |
1.835 |
1.780 |
1.790 |
-0.005 |
8 |
321 |
+4 |
| Mar10 |
091014 |
1.830 |
1.830 |
1.780 |
1.780 |
-0.005 |
11 |
272 |
+7 |
| Apr10 |
091014 |
1.800 |
1.800 |
1.775 |
1.780 |
unch |
13 |
434 |
+0 |
| May10 |
091014 |
1.805 |
1.805 |
1.760 |
1.760 |
-0.020 |
8 |
204 |
+5 |
| Total Volume and Open Interest |
196 |
5,106 |
+67 |
| US Dollar Index(ICE) |
| Dec09 |
091014 |
76.030 |
76.070 |
75.515 |
75.725 |
-0.440 |
4,488 |
31,856 |
-387 |
| Mar10 |
091014 |
76.190 |
76.190 |
75.855 |
76.015 |
-0.415 |
8 |
2,083 |
+3 |
| Jun10 |
091014 |
76.295 |
76.295 |
76.295 |
76.295 |
-0.435 |
0 |
3 |
+0 |
| Total Volume and Open Interest |
4,496 |
33,942 |
-384 |
| Australian Dollar(CME) |
| Dec09 |
091014 |
90.40 |
91.08 |
89.95 |
90.90 |
+0.95 |
36,970 |
113,344 |
+1,597 |
| Mar10 |
091014 |
89.75 |
90.17 |
89.10 |
90.05 |
+0.95 |
33 |
889 |
+71 |
| Jun10 |
091014 |
89.10 |
89.10 |
88.17 |
89.10 |
+0.93 |
|
|
|
| Total Volume and Open Interest |
37,003 |
114,248 |
+1,668 |
| British Pound(CME) |
| Dec09 |
091014 |
159.14 |
160.21 |
158.97 |
159.64 |
+0.76 |
66,966 |
116,122 |
+8,222 |
| Mar10 |
091014 |
159.50 |
160.09 |
158.85 |
159.60 |
+0.75 |
36 |
198 |
+3 |
| Jun10 |
091014 |
159.57 |
159.93 |
158.82 |
159.57 |
+0.75 |
0 |
116 |
+0 |
| Total Volume and Open Interest |
67,002 |
116,456 |
+8,225 |
| Canadian Dollar(CME) |
| Dec09 |
091014 |
96.93 |
97.72 |
96.83 |
97.30 |
+0.73 |
35,186 |
99,089 |
+8,800 |
| Mar10 |
091014 |
97.19 |
97.56 |
96.93 |
97.27 |
+0.73 |
73 |
1,483 |
+97 |
| Jun10 |
091014 |
97.18 |
97.58 |
96.49 |
97.22 |
+0.73 |
12 |
351 |
+40 |
| Sep10 |
091014 |
97.08 |
97.45 |
96.38 |
97.11 |
+0.73 |
0 |
380 |
+1 |
| Total Volume and Open Interest |
35,271 |
101,403 |
+8,940 |
| Japanese Yen(CME) |
| Dec09 |
091014 |
111.52 |
112.61 |
111.26 |
111.78 |
+0.38 |
64,878 |
119,728 |
-708 |
| Mar10 |
091014 |
112.00 |
112.68 |
111.36 |
111.87 |
+0.38 |
21 |
141 |
+5 |
| Jun10 |
091014 |
112.56 |
112.62 |
111.63 |
112.01 |
+0.38 |
0 |
10 |
-3 |
| Total Volume and Open Interest |
64,899 |
119,900 |
-706 |
| Swiss Franc(CME) |
| Dec09 |
091014 |
97.91 |
98.78 |
97.82 |
98.44 |
+0.72 |
38,077 |
51,002 |
+1,262 |
| Mar10 |
091014 |
98.28 |
98.83 |
97.80 |
98.52 |
+0.72 |
0 |
99 |
+0 |
| Jun10 |
091014 |
98.64 |
98.77 |
97.92 |
98.64 |
+0.72 |
0 |
5 |
+0 |
| Total Volume and Open Interest |
38,077 |
51,107 |
+1,262 |
| EuroFX(CME) |
| Dec09 |
091014 |
148.51 |
149.44 |
148.36 |
149.03 |
+0.83 |
122,454 |
163,673 |
-6,529 |
| Mar10 |
091014 |
148.42 |
149.35 |
148.33 |
148.94 |
+0.83 |
231 |
966 |
+41 |
| Jun10 |
091014 |
148.85 |
149.08 |
148.03 |
148.85 |
+0.82 |
2 |
127 |
+16 |
| Total Volume and Open Interest |
122,687 |
164,772 |
-6,472 |
| Mexican Peso(CME) |
| Oct09 |
091014 |
762.8 |
762.8 |
757.5 |
762.8 |
+5.2 |
|
|
|
| Nov09 |
091014 |
759.8 |
759.8 |
754.5 |
759.8 |
+5.2 |
|
|
|
| Total Volume and Open Interest |
9,013 |
58,464 |
-3,686 |
| 30-Year T-Bonds(CBOT) |
| Dec09 |
091014 |
120~100 |
120~160 |
119~040 |
119~130 |
-1~160 |
39,708 |
735,929 |
-32,281 |
| Mar10 |
091014 |
119~080 |
120~090 |
118~140 |
118~250 |
-1~160 |
187 |
2,127 |
+928 |
| Jun10 |
091014 |
117~150 |
119~000 |
117~150 |
117~150 |
-1~170 |
0 |
4 |
+0 |
| Total Volume and Open Interest |
39,895 |
738,060 |
-31,353 |
| 10-Year T-Notes(CBOT) |
| Dec09 |
091014 |
118~210 |
118~235 |
118~000 |
118~050 |
-0~240 |
138,543 |
1,210,222 |
-23,272 |
| Mar10 |
091014 |
117~090 |
117~180 |
116~255 |
116~260 |
-0~240 |
155 |
14,083 |
+1,215 |
| Jun10 |
091014 |
115~150 |
116~070 |
115~150 |
115~150 |
-0~240 |
|
|
|
| Total Volume and Open Interest |
138,698 |
1,224,305 |
-22,057 |
| 5-Year T-Notes(CBOT) |
| Dec09 |
091014 |
116~014 |
116~014 |
116~011 |
116~012 |
-0~046 |
|
|
|
| Mar10 |
091014 |
114~098 |
115~013 |
114~098 |
114~098 |
-0~043 |
0 |
116 |
+110 |
| Jun10 |
091014 |
113~056 |
113~096 |
113~056 |
113~056 |
-0~040 |
|
|
|
| Total Volume and Open Interest |
54,597 |
764,512 |
-13,638 |
| 2 Year T-Notes(CBOT) |
| Dec09 |
091014 |
108~078 |
108~080 |
108~078 |
108~078 |
-0~016 |
|
|
|
| Mar10 |
091014 |
107~127 |
108~010 |
107~127 |
107~127 |
-0~011 |
7 |
12,583 |
+650 |
| Jun10 |
091014 |
107~048 |
107~060 |
107~048 |
107~048 |
-0~012 |
|
|
|
| Total Volume and Open Interest |
38,572 |
893,077 |
+3,741 |
| Eurodollars(CME) |
| Dec09 |
091014 |
99.630 |
99.650 |
99.630 |
99.640 |
unch |
33,517 |
973,072 |
-608 |
| Mar10 |
091014 |
99.415 |
99.435 |
99.385 |
99.410 |
-0.015 |
48,777 |
981,769 |
-6,388 |
| Jun10 |
091014 |
99.100 |
99.125 |
99.050 |
99.085 |
-0.035 |
66,717 |
867,708 |
-6,639 |
| Sep10 |
091014 |
98.725 |
98.760 |
98.660 |
98.705 |
-0.050 |
47,290 |
691,676 |
-13,460 |
| Dec10 |
091014 |
98.335 |
98.375 |
98.265 |
98.310 |
-0.065 |
53,141 |
865,213 |
-22,604 |
| Mar11 |
091014 |
97.975 |
98.030 |
97.915 |
97.955 |
-0.080 |
45,428 |
526,983 |
-16,158 |
| Jun11 |
091014 |
97.655 |
97.695 |
97.575 |
97.615 |
-0.090 |
22,347 |
481,912 |
-345 |
| Sep11 |
091014 |
97.360 |
97.395 |
97.280 |
97.315 |
-0.090 |
15,553 |
314,618 |
-576 |
| Dec11 |
091014 |
97.065 |
97.105 |
96.985 |
97.020 |
-0.090 |
8,359 |
221,355 |
+1,733 |
| Mar12 |
091014 |
96.825 |
96.860 |
96.745 |
96.780 |
-0.090 |
4,724 |
170,389 |
-266 |
| Jun12 |
091014 |
96.600 |
96.635 |
96.520 |
96.555 |
-0.090 |
3,263 |
140,754 |
+2,245 |
| Sep12 |
091014 |
96.415 |
96.450 |
96.335 |
96.370 |
-0.095 |
2,178 |
95,951 |
-671 |
| Dec12 |
091014 |
96.260 |
96.270 |
96.155 |
96.190 |
-0.100 |
703 |
53,486 |
+168 |
| Mar13 |
091014 |
96.130 |
96.145 |
96.030 |
96.065 |
-0.110 |
523 |
55,194 |
+150 |
| Jun13 |
091014 |
96.025 |
96.030 |
95.920 |
95.940 |
-0.120 |
446 |
38,357 |
+194 |
| Sep13 |
091014 |
95.910 |
95.920 |
95.805 |
95.825 |
-0.130 |
326 |
46,432 |
+881 |
| Dec13 |
091014 |
95.785 |
95.800 |
95.675 |
95.695 |
-0.140 |
442 |
27,301 |
-1,101 |
| Mar14 |
091014 |
95.710 |
95.720 |
95.595 |
95.610 |
-0.150 |
143 |
26,315 |
+177 |
| Total Volume and Open Interest |
355,809 |
6,850,041 |
-64,273 |
| 30 Day Federal Funds(CBOT) |
| Oct09 |
091014 |
99.868 |
99.870 |
99.865 |
99.868 |
unch |
202 |
46,154 |
-910 |
| Nov09 |
091014 |
99.850 |
99.855 |
99.845 |
99.850 |
unch |
315 |
62,727 |
-885 |
| Dec09 |
091014 |
99.840 |
99.845 |
99.835 |
99.840 |
unch |
374 |
61,550 |
-726 |
| Jan10 |
091014 |
99.810 |
99.820 |
99.805 |
99.810 |
unch |
709 |
60,542 |
+376 |
| Feb10 |
091014 |
99.745 |
99.755 |
99.740 |
99.745 |
unch |
1,478 |
65,485 |
+474 |
| Mar10 |
091014 |
99.700 |
99.715 |
99.695 |
99.705 |
unch |
2,122 |
36,753 |
-401 |
| Total Volume and Open Interest |
8,202 |
443,464 |
-459 |
| 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 |
091014 |
99.51 |
99.51 |
99.51 |
99.51 |
unch |
|
|
|
| Mar10 |
091014 |
99.55 |
99.55 |
99.55 |
99.55 |
-0.02 |
|
|
|
| Jun10 |
091014 |
99.57 |
99.57 |
99.57 |
99.57 |
unch |
|
|
|
| Sep10 |
091014 |
99.55 |
99.55 |
99.55 |
99.55 |
-0.01 |
|
|
|
| Dec10 |
091014 |
99.50 |
99.50 |
99.50 |
99.50 |
unch |
|
|
|
| Mar11 |
091014 |
99.40 |
99.40 |
99.40 |
99.40 |
-0.01 |
|
|
|
| Jun11 |
091014 |
99.35 |
99.35 |
99.35 |
99.35 |
unch |
|
|
|
| Sep11 |
091014 |
99.35 |
99.35 |
99.35 |
99.35 |
unch |
|
|
|
| Dec11 |
091014 |
99.14 |
99.14 |
99.14 |
99.14 |
+0.01 |
|
|
|
| Mar12 |
091014 |
99.11 |
99.11 |
99.11 |
99.11 |
+0.02 |
|
|
|
| Total Volume and Open Interest |
|
|
|
| 3-Mth Euro-Yen(SGX) |
| Dec09 |
091014 |
99.51 |
99.51 |
99.51 |
99.51 |
unch |
100 |
3,457 |
+42 |
| Mar10 |
091014 |
99.54 |
99.54 |
99.54 |
99.54 |
unch |
0 |
4,052 |
-16 |
| Jun10 |
091014 |
99.56 |
99.56 |
99.56 |
99.56 |
unch |
0 |
2,019 |
+0 |
| Sep10 |
091014 |
99.54 |
99.54 |
99.54 |
99.54 |
unch |
0 |
1,580 |
+6 |
| Dec10 |
091014 |
99.49 |
99.49 |
99.49 |
99.49 |
unch |
0 |
703 |
+0 |
| Mar11 |
091014 |
99.40 |
99.40 |
99.40 |
99.40 |
unch |
0 |
562 |
+0 |
| Jun11 |
091014 |
99.34 |
99.34 |
99.34 |
99.34 |
unch |
0 |
52 |
+0 |
| Sep11 |
091014 |
99.34 |
99.34 |
99.34 |
99.34 |
unch |
0 |
51 |
+0 |
| Total Volume and Open Interest |
100 |
13,948 |
+32 |
| Japanese Gov't Bonds(SGX) |
| Dec09 |
091006 |
139.47 |
139.60 |
139.41 |
139.60 |
-0.01 |
3,131 |
17,463 |
+304 |
| Mar10 |
091014 |
138.91 |
138.91 |
138.91 |
138.91 |
-0.03 |
|
|
|
| Jun10 |
091014 |
138.91 |
138.91 |
138.91 |
138.91 |
-0.03 |
|
|
|
| Total Volume and Open Interest |
3,098 |
16,709 |
-1,167 |
| Euro-Bund(EUREX) |
| Dec09 |
091014 |
122.34 |
122.35 |
121.75 |
122.00 |
-0.55 |
568,832 |
1,041,094 |
-7,406 |
| Mar10 |
091014 |
122.08 |
122.08 |
121.57 |
121.77 |
-0.57 |
383 |
5,648 |
+373 |
| Jun10 |
091014 |
120.99 |
121.75 |
120.99 |
121.40 |
-0.55 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
569,215 |
1,046,743 |
-7,033 |
| Euro-Bobl(EUREX) |
| Dec09 |
091013 |
115.62 |
115.90 |
115.55 |
115.88 |
+0.23 |
597,312 |
677,839 |
-20,935 |
| Mar10 |
091014 |
115.46 |
115.46 |
115.44 |
115.44 |
-0.30 |
1 |
1,134 |
+0 |
| Jun10 |
091014 |
114.90 |
114.90 |
114.90 |
114.90 |
-0.28 |
|
|
|
| Total Volume and Open Interest |
294,418 |
672,702 |
-6,271 |
| 3-Mth Euribor(EUREX) |
| Dec09 |
091014 |
99.170 |
99.175 |
99.165 |
99.165 |
-0.010 |
228 |
12,559 |
-122 |
| Mar10 |
091014 |
98.985 |
98.985 |
98.960 |
98.965 |
-0.025 |
774 |
5,494 |
-290 |
| Jun10 |
091014 |
98.680 |
98.690 |
98.680 |
98.685 |
-0.040 |
112 |
5,188 |
-70 |
| Total Volume and Open Interest |
1,399 |
27,091 |
-409 |
| Long Gilt(LIFFE) |
| Dec09 |
091014 |
120~03 |
120~05 |
119~09 |
119~17 |
-0~28 |
74,578 |
257,499 |
+2,968 |
| Mar10 |
091014 |
117~30 |
117~30 |
117~30 |
117~30 |
-0~28 |
0 |
20 |
+0 |
| Total Volume and Open Interest |
74,578 |
257,519 |
+4,323 |
| 3-Mth Short Sterling(LIFFE) |
| Dec09 |
091014 |
99.39 |
99.42 |
99.39 |
99.40 |
unch |
38,323 |
335,057 |
-12,310 |
| Mar10 |
091014 |
99.16 |
99.18 |
99.15 |
99.17 |
-0.01 |
28,584 |
354,473 |
+1,465 |
| Jun10 |
091014 |
98.76 |
98.78 |
98.73 |
98.77 |
-0.01 |
43,766 |
351,027 |
+2,434 |
| Sep10 |
091014 |
98.30 |
98.31 |
98.26 |
98.31 |
-0.01 |
32,467 |
288,798 |
+723 |
| Dec10 |
091014 |
97.83 |
97.84 |
97.78 |
97.83 |
-0.03 |
29,915 |
295,010 |
-1,509 |
| Mar11 |
091014 |
97.42 |
97.45 |
97.36 |
97.42 |
-0.03 |
16,920 |
215,528 |
-2,094 |
| Total Volume and Open Interest |
229,009 |
2,324,920 |
-7,401 |
| 3-Mth Euribor(LIFFE) |
| Dec09 |
091014 |
99.175 |
99.180 |
99.155 |
99.165 |
-0.010 |
92,241 |
589,864 |
+5,716 |
| Mar10 |
091014 |
98.980 |
98.990 |
98.955 |
98.965 |
-0.025 |
76,821 |
534,031 |
-3,659 |
| Jun10 |
091014 |
98.720 |
98.720 |
98.660 |
98.685 |
-0.040 |
92,896 |
502,809 |
+2,451 |
| Total Volume and Open Interest |
616,294 |
3,100,227 |
-20,365 |
| 3-Mth Aus T-Bills(SFE) |
| Dec09 |
091014 |
95.83 |
95.86 |
95.78 |
95.81 |
-0.03 |
14,294 |
311,838 |
+3,965 |
| Mar10 |
091014 |
95.23 |
95.26 |
95.20 |
95.22 |
-0.03 |
10,632 |
197,891 |
+3,193 |
| Jun10 |
091014 |
94.86 |
94.90 |
94.82 |
94.84 |
-0.03 |
5,513 |
109,194 |
+427 |
| Sep10 |
091014 |
94.61 |
94.62 |
94.55 |
94.57 |
-0.04 |
2,195 |
74,903 |
-539 |
| Dec10 |
091014 |
94.38 |
94.40 |
94.34 |
94.36 |
-0.02 |
1,513 |
44,625 |
-619 |
| Mar11 |
091014 |
94.22 |
94.22 |
94.18 |
94.19 |
-0.02 |
1,095 |
24,394 |
+26 |
| Jun11 |
091014 |
94.14 |
94.14 |
94.07 |
94.09 |
-0.03 |
349 |
17,479 |
+79 |
| Sep11 |
091014 |
94.10 |
94.10 |
94.00 |
94.03 |
-0.04 |
345 |
9,504 |
+92 |
| Dec11 |
091014 |
93.90 |
93.99 |
93.90 |
93.99 |
-0.04 |
30 |
4,048 |
+30 |
| Mar12 |
091014 |
93.95 |
93.95 |
93.95 |
93.95 |
+0.02 |
0 |
1,762 |
+0 |
| Total Volume and Open Interest |
35,966 |
796,232 |
+6,654 |
| 10-Year Aus T-Bonds(SFE) |
| Dec09 |
091014 |
94.61 |
94.65 |
94.56 |
94.57 |
-0.05 |
14,941 |
343,533 |
+1,151 |
| Mar10 |
091014 |
94.57 |
94.57 |
94.57 |
94.57 |
-0.05 |
|
|
|
| Total Volume and Open Interest |
14,941 |
343,533 |
+1,151 |
| 3-Year Aus T-Bonds(SFE) |
| Dec09 |
091014 |
94.88 |
94.94 |
94.84 |
94.85 |
-0.04 |
68,357 |
457,463 |
-20,033 |
| Mar10 |
091014 |
94.85 |
94.85 |
94.85 |
94.85 |
-0.04 |
|
|
|
| Total Volume and Open Interest |
68,357 |
457,463 |
-20,033 |
| Gold(CMX) |
| Oct09 |
091014 |
1064.0 |
1070.2 |
1057.6 |
1063.9 |
-0.3 |
209 |
252 |
-45 |
| Dec09 |
091014 |
1065.3 |
1072.0 |
1056.5 |
1064.7 |
-0.3 |
74,330 |
360,796 |
-5,034 |
| Feb10 |
091014 |
1066.3 |
1072.6 |
1058.3 |
1066.0 |
-0.3 |
3,444 |
34,678 |
+1,253 |
| Apr10 |
091014 |
1068.6 |
1073.3 |
1060.0 |
1067.1 |
-0.4 |
793 |
26,690 |
-18 |
| Jun10 |
091014 |
1072.0 |
1075.0 |
1062.5 |
1068.3 |
-0.4 |
468 |
13,504 |
-131 |
| Aug10 |
091014 |
1076.1 |
1076.1 |
1064.1 |
1069.9 |
-0.4 |
117 |
7,883 |
+50 |
| Oct10 |
091014 |
1071.9 |
1072.0 |
1071.9 |
1072.0 |
-0.3 |
35 |
4,458 |
+29 |
| Dec10 |
091014 |
1075.5 |
1080.9 |
1068.0 |
1074.2 |
-0.4 |
757 |
14,080 |
-108 |
| Feb11 |
091014 |
1077.1 |
1077.2 |
1077.1 |
1077.2 |
-0.2 |
0 |
2,244 |
+0 |
| Apr11 |
091014 |
1080.2 |
1080.3 |
1080.2 |
1080.3 |
-0.1 |
0 |
1,360 |
+0 |
| Jun11 |
091014 |
428.1 |
428.3 |
428.1 |
428.3 |
-0.1 |
8 |
9,107 |
+5 |
| Aug11 |
091014 |
1087.6 |
1087.7 |
1087.6 |
1087.7 |
+0.1 |
0 |
250 |
+0 |
| Total Volume and Open Interest |
80,303 |
498,551 |
-3,962 |
| Silver(CMX) |
| Dec09 |
091014 |
1782.0 |
1817.5 |
1772.0 |
1790.8 |
+6.8 |
16,728 |
97,227 |
-348 |
| Mar10 |
091014 |
1786.5 |
1815.0 |
1779.5 |
1794.1 |
+6.8 |
329 |
16,564 |
+201 |
| May10 |
091014 |
1791.0 |
1796.0 |
1791.0 |
1796.0 |
+6.8 |
93 |
3,091 |
+27 |
| Jul10 |
091014 |
1813.0 |
1813.0 |
1797.8 |
1797.8 |
+6.8 |
31 |
3,592 |
+2 |
| Sep10 |
091014 |
1799.7 |
1799.7 |
1799.7 |
1799.7 |
+6.8 |
20 |
2,451 |
-20 |
| Dec10 |
091014 |
1795.0 |
1814.5 |
1795.0 |
1803.2 |
+6.8 |
54 |
3,014 |
-19 |
| Mar11 |
091014 |
1808.2 |
1808.2 |
1808.2 |
1808.2 |
+7.0 |
0 |
37 |
+0 |
| Total Volume and Open Interest |
17,280 |
133,797 |
-147 |
| Platinum(NYMEX) |
| Oct09 |
091014 |
1358.5 |
1359.6 |
1358.5 |
1358.6 |
+5.8 |
15 |
78 |
-10 |
| Jan10 |
091014 |
1362.5 |
1371.9 |
1353.8 |
1366.6 |
+5.9 |
1,020 |
30,186 |
-93 |
| Apr10 |
091014 |
1374.0 |
1374.0 |
1370.0 |
1371.7 |
+5.9 |
20 |
397 |
+19 |
| Total Volume and Open Interest |
1,055 |
30,661 |
-84 |
| Palladium(NYMEX) |
| Dec09 |
091014 |
331.00 |
334.50 |
323.60 |
330.80 |
+1.00 |
1,063 |
21,594 |
+75 |
| Mar10 |
091014 |
333.95 |
333.95 |
325.00 |
331.50 |
+0.80 |
162 |
457 |
+106 |
| Jun10 |
091014 |
333.00 |
333.00 |
333.00 |
333.00 |
+0.80 |
0 |
5 |
+0 |
| Total Volume and Open Interest |
1,225 |
22,056 |
+181 |
| Copper(CMX) |
| Dec09 |
091014 |
282.40 |
286.00 |
280.60 |
284.45 |
+5.00 |
10,752 |
86,608 |
+693 |
| Mar10 |
091014 |
282.65 |
287.20 |
282.65 |
285.90 |
+5.00 |
1,491 |
17,958 |
+658 |
| May10 |
091014 |
285.60 |
286.45 |
285.60 |
286.30 |
+5.20 |
139 |
3,243 |
+47 |
| Jul10 |
091014 |
285.50 |
286.40 |
285.50 |
286.40 |
+5.40 |
58 |
2,613 |
+18 |
| Sep10 |
091014 |
286.10 |
286.10 |
286.10 |
286.10 |
+5.50 |
20 |
1,512 |
+14 |
| Total Volume and Open Interest |
12,908 |
122,198 |
+1,372 |
| Aluminum(CMX) |
| 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 |
|
|
|
| Mar10 |
090803 |
0.00 |
0.00 |
0.00 |
0.00 |
unch |
|
|
|
| Total Volume and Open Interest |
|
|
|
| DJIA Index(CBOT) |
| Dec09 |
091014 |
9853 |
9972 |
9853 |
9952 |
+143 |
403 |
12,615 |
+133 |
| Mar10 |
091014 |
9789 |
9905 |
9789 |
9894 |
+143 |
26 |
843 |
-12 |
| Jun10 |
091014 |
9836 |
9836 |
9693 |
9836 |
+143 |
|
|
|
| Sep10 |
091014 |
9782 |
9782 |
9639 |
9782 |
+143 |
|
|
|
| Total Volume and Open Interest |
429 |
13,458 |
+121 |
| S & P 500(CME) |
| Dec09 |
091014 |
1072.20 |
1089.70 |
1072.20 |
1087.70 |
+18.90 |
11,670 |
379,821 |
+1,731 |
| Mar10 |
091014 |
1084.80 |
1085.50 |
1083.10 |
1083.10 |
+18.90 |
5 |
4,315 |
-3 |
| Jun10 |
091014 |
1080.00 |
1081.10 |
1079.00 |
1079.00 |
+18.90 |
0 |
179 |
+0 |
| Sep10 |
091014 |
1076.00 |
1078.10 |
1066.60 |
1076.00 |
+18.90 |
|
|
|
| Total Volume and Open Interest |
11,675 |
384,320 |
+1,728 |
| S & P 500 E-Mini(Globex) |
| Dec09 |
091014 |
1072.75 |
1089.75 |
1072.75 |
1087.75 |
+19.00 |
1,060,806 |
2,319,235 |
+951 |
| Mar10 |
091014 |
1069.00 |
1085.00 |
1068.75 |
1083.00 |
+18.75 |
951 |
5,696 |
+426 |
| Total Volume and Open Interest |
1,061,757 |
2,324,952 |
+1,377 |
| NASDAQ 100(CME) |
| Dec09 |
091014 |
1738.80 |
1755.00 |
1738.30 |
1747.80 |
+21.00 |
1,003 |
19,711 |
+11 |
| Mar10 |
091014 |
1749.50 |
1749.50 |
1745.80 |
1745.80 |
+21.00 |
0 |
5 |
+0 |
| Jun10 |
091014 |
1744.80 |
1744.80 |
1744.80 |
1744.80 |
+21.00 |
|
|
|
| Total Volume and Open Interest |
1,003 |
19,716 |
+11 |
| NASDAQ 100 E-Mini(Globex) |
| Dec09 |
091014 |
1740.00 |
1754.50 |
1737.80 |
1747.80 |
+21.00 |
178,737 |
312,428 |
-6,564 |
| Mar10 |
091014 |
1738.50 |
1752.30 |
1736.30 |
1745.80 |
+21.00 |
61 |
289 |
+4 |
| Total Volume and Open Interest |
178,798 |
312,718 |
-6,560 |
| S & P Midcap 400(CME) |
| Dec09 |
091014 |
706.00 |
711.50 |
702.40 |
708.60 |
+11.90 |
21 |
2,487 |
-24 |
| Mar10 |
091014 |
706.50 |
706.50 |
706.10 |
706.50 |
+11.90 |
|
|
|
| Jun10 |
091014 |
704.50 |
704.50 |
704.10 |
704.50 |
+11.90 |
|
|
|
| Total Volume and Open Interest |
21 |
2,487 |
-24 |
| 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 |
091014 |
10115 |
10135 |
10020 |
10085 |
-5 |
101,116 |
157,888 |
+804 |
| Mar10 |
091014 |
10105 |
10105 |
10105 |
10105 |
unch |
0 |
770 |
+0 |
| Total Volume and Open Interest |
101,266 |
160,317 |
+936 |
| Nikkei 225(SGX) |
| Dec09 |
091014 |
10115 |
10135 |
10020 |
10085 |
-5 |
101,116 |
157,888 |
+804 |
| Mar10 |
091014 |
10105 |
10105 |
10105 |
10105 |
unch |
0 |
770 |
+0 |
| Jun10 |
091014 |
10125 |
10125 |
10125 |
10125 |
unch |
0 |
321 |
+0 |
| Total Volume and Open Interest |
101,266 |
160,317 |
+936 |
| CAC 40(EURONEXT) |
| Oct09 |
091014 |
3841.5 |
3886.5 |
3841.5 |
3882.0 |
+80.5 |
191,266 |
518,082 |
+17,781 |
| Nov09 |
091014 |
3826.0 |
3871.0 |
3826.0 |
3867.5 |
+80.5 |
91,402 |
113,277 |
+63,342 |
| Dec09 |
091014 |
3825.5 |
3861.0 |
3823.5 |
3860.0 |
+80.0 |
9,900 |
48,297 |
+7,962 |
| Total Volume and Open Interest |
292,984 |
681,338 |
+89,225 |
| Hang Seng Index(HKFE) |
| Oct09 |
091014 |
21650 |
21929 |
21559 |
21908 |
+475 |
45,104 |
84,425 |
+1,714 |
| Nov09 |
091014 |
21550 |
21870 |
21531 |
21860 |
+480 |
547 |
875 |
+33 |
| Dec09 |
091014 |
21583 |
21860 |
21560 |
21844 |
+464 |
132 |
4,811 |
+105 |
| Total Volume and Open Interest |
45,784 |
90,365 |
+1,856 |
| DAX(EUREX) |
| Dec09 |
091014 |
5785.0 |
5867.5 |
5783.0 |
5847.0 |
+125.0 |
113,522 |
168,457 |
+2,001 |
| Mar10 |
091014 |
5780.0 |
5868.5 |
5780.0 |
5851.0 |
+126.0 |
205 |
8,307 |
+104 |
| Jun10 |
091014 |
5811.5 |
5873.5 |
5810.5 |
5859.5 |
+126.0 |
43 |
1,053 |
+26 |
| Total Volume and Open Interest |
113,770 |
177,817 |
+2,131 |
| FT-SE 100(EURONEXT) |
| Dec09 |
091014 |
5185.50 |
5243.50 |
5175.50 |
5223.00 |
+84.50 |
81,267 |
617,469 |
+940 |
| Mar10 |
091014 |
5146.00 |
5189.00 |
5140.00 |
5175.50 |
+84.50 |
60 |
4,557 |
-13 |
| Jun10 |
091014 |
5126.50 |
5138.50 |
5126.50 |
5138.50 |
+91.00 |
2 |
561 |
+0 |
| Total Volume and Open Interest |
81,329 |
622,587 |
+927 |
| SPI 200(SFE) |
| Dec09 |
091014 |
4797.0 |
4846.0 |
4762.0 |
4837.0 |
+44.0 |
18,604 |
210,728 |
+1,506 |
| Mar10 |
091014 |
4771.0 |
4831.0 |
4771.0 |
4831.0 |
+45.0 |
17 |
4,656 |
-18 |
| Jun10 |
091014 |
4851.0 |
4851.0 |
4851.0 |
4851.0 |
+45.0 |
0 |
1,410 |
+0 |
| Total Volume and Open Interest |
18,621 |
217,347 |
+1,488 |
| GSCI(CME) |
| Oct09 |
091014 |
484.00 |
487.00 |
484.00 |
486.50 |
+4.40 |
3,524 |
5,470 |
-3,317 |
| Nov09 |
091014 |
492.50 |
494.50 |
491.50 |
493.75 |
+4.25 |
3,718 |
12,835 |
+3,286 |
| Dec09 |
091014 |
497.50 |
500.00 |
490.00 |
500.00 |
+4.00 |
|
|
|
| Total Volume and Open Interest |
7,242 |
18,305 |
-31 |
| 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. |
|
|
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