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MRCI's End of Day Prices

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MRCI's End of Day Prices

Daily Futures Price Listing Tue October 20, 2009
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov09 091020 996.25 1004.75 979.75 982.50 -13.75 78,976 161,040 -1,111
Jan10 091020 1000.00 1008.75 983.50 985.25 -15.25 32,119 162,242 +3,392
Mar10 091020 1003.00 1009.50 984.00 986.25 -16.75 8,445 49,808 +330
May10 091020 998.00 1005.00 980.25 981.00 -17.00 4,700 28,056 +184
Jul10 091020 997.50 1003.50 980.25 980.50 -16.50 7,730 36,466 +1,240
Aug10 091020 986.25 995.00 978.25 978.25 -16.75 407 1,000 +105
Sep10 091020 990.00 990.00 974.00 974.00 -16.00 113 239 +28
Nov10 091020 990.00 993.75 974.00 975.00 -15.75 4,382 43,047 +426
Jan11 091020 990.00 996.00 980.50 980.50 -15.50 15 264 +9
Mar11 091020 987.75 998.00 982.50 982.50 -15.50 0 73 +0
May11 091020 995.00 998.00 985.00 985.00 -13.00 0 8 +0
Jul11 091020 986.00 999.00 986.00 986.00 -13.00 2 19 -1
Aug11 091020 985.00 998.00 985.00 985.00 -13.00      
Sep11 091020 978.00 992.00 978.00 978.00 -14.00 0 1 +0
Total Volume and Open Interest 136,920 483,492 +4,603
Soybean Meal(CBOT)
Dec09 091020 298.60 301.30 292.00 292.50 -5.80 26,954 77,216 -1,075
Jan10 091020 295.00 297.00 287.20 287.20 -7.40 4,007 17,169 -66
Mar10 091020 292.00 292.00 284.30 284.30 -7.80 3,326 15,208 +556
May10 091020 290.70 290.70 281.20 281.20 -7.50 2,291 13,530 -874
Jul10 091020 290.70 290.90 280.80 280.80 -7.30 1,361 13,226 -160
Aug10 091020 286.20 287.60 280.40 280.40 -7.20 264 3,192 +57
Sep10 091020 286.00 286.60 279.50 279.50 -7.10 73 2,856 +3
Oct10 091020 284.10 284.70 278.30 278.30 -6.40 21 2,271 +0
Dec10 091020 283.80 285.50 278.80 278.80 -6.40 1,496 7,338 +24
Jan11 091020 279.30 285.70 279.30 279.30 -6.40 0 400 +0
Total Volume and Open Interest 39,794 152,628 -1,536
Soybean Oil(CBOT)
Dec09 091020 37.63 37.94 37.11 37.47 -0.12 34,690 109,984 -148
Jan10 091020 38.03 38.24 37.57 37.91 -0.12 8,270 69,434 +650
Mar10 091020 38.34 38.34 37.90 38.24 -0.12 3,532 24,700 +556
May10 091020 38.59 38.64 38.12 38.49 -0.12 1,467 10,798 +305
Jul10 091020 39.11 39.11 38.35 38.74 -0.11 1,225 12,105 +334
Aug10 091020 38.59 38.86 38.50 38.86 -0.09 124 1,098 +45
Sep10 091020 38.84 38.97 38.80 38.97 -0.08 14 949 +2
Oct10 091020 39.01 39.07 38.95 39.07 -0.08 21 576 +1
Dec10 091020 39.22 39.28 38.88 39.27 -0.07 685 9,583 -133
Jan11 091020 39.37 39.44 39.37 39.37 -0.07 0 7 +0
Total Volume and Open Interest 50,028 239,239 +1,612
Canola(WCE)
Nov09 091020 395.0 398.6 391.0 396.5 +2.5 6,482 36,647 -1,542
Jan10 091020 399.9 405.0 396.6 403.0 +4.2 5,500 62,001 +1,440
Mar10 091020 405.9 410.2 402.3 408.4 +3.9 965 5,716 -191
May10 091020 408.3 413.2 406.1 411.4 +3.9 64 1,474 +61
Jul10 091020 413.2 416.7 410.0 416.7 +5.1 8 1,197 +8
Total Volume and Open Interest 13,034 107,277 -209
Corn(CBOT)
Dec09 091020 386.00 389.50 379.25 384.50 -1.75 108,197 529,453 +6,379
Mar10 091020 397.50 401.25 391.50 396.75 -1.25 23,167 184,201 +5,091
May10 091020 407.00 409.50 400.50 405.50 -1.50 3,604 40,675 +412
Jul10 091020 414.00 417.00 408.00 413.00 -1.50 7,184 61,344 +836
Sep10 091020 420.00 420.25 413.75 417.75 -2.00 1,634 16,379 +427
Dec10 091020 424.00 425.75 418.50 423.50 -1.50 10,165 97,237 +1,408
Mar11 091020 433.50 435.00 428.00 433.00 -1.00 316 4,542 +186
May11 091020 436.00 441.00 433.50 439.00 -1.00 6 556 +4
Jul11 091020 443.50 447.00 442.00 445.50 -1.00 129 1,835 +124
Sep11 091020 434.50 437.50 434.50 434.50 -3.00 0 281 +0
Total Volume and Open Interest 154,691 943,864 +14,929
Wheat(CBOT)
Dec09 091020 517.75 527.00 508.00 517.50 -0.25 41,029 192,304 +43
Mar10 091020 536.50 545.00 526.75 535.50 -1.00 5,292 57,008 +1,378
May10 091020 549.00 554.00 539.75 547.50 -0.50 3,745 8,815 +349
Jul10 091020 558.50 567.00 550.00 558.00 -0.75 5,836 45,669 -1,196
Sep10 091020 578.50 578.50 566.00 568.50 -4.25 71 1,497 +22
Dec10 091020 598.00 603.25 586.00 594.00 -2.25 775 23,620 +119
Total Volume and Open Interest 57,016 331,218 +944
Wheat(KCBT)
Dec09 091020 528.00 535.75 518.00 525.75 -3.00 9,968 54,537 -171
Mar10 091020 544.00 550.50 533.75 541.00 -3.25 2,086 25,813 +274
May10 091020 558.00 562.00 545.25 552.50 -3.25 393 5,187 +47
Jul10 091020 567.00 573.25 556.50 564.00 -3.00 1,639 20,921 +235
Sep10 091020 580.00 583.50 569.75 575.75 -2.75 45 1,306 -1
Dec10 091020 600.00 602.25 586.50 593.50 -2.50 659 17,686 +96
Total Volume and Open Interest 14,794 125,841 +484
Wheat(MGE)
Dec09 091020 540.50 549.50 529.25 535.25 -6.25 2,058 17,891 +157
Mar10 091020 559.25 561.00 546.00 551.25 -6.25 339 9,523 +39
May10 091020 568.25 572.75 558.75 563.25 -5.75 68 3,557 -20
Jul10 091020 584.25 585.75 569.50 574.00 -5.50 384 7,451 -144
Sep10 091020 587.75 594.50 580.75 585.75 -5.50 88 2,009 -20
Total Volume and Open Interest 3,032 43,718 -25
Oats(CBOT)
Dec09 091020 258.50 262.00 255.50 259.00 unch 476 8,549 +96
Mar10 091020 273.00 274.50 269.50 271.75 unch 64 5,197 +26
May10 091020 279.50 279.50 279.50 279.50 unch 0 33 +0
Jul10 091020 287.50 287.50 287.50 287.50 unch 0 5 +0
Total Volume and Open Interest 540 13,824 +122
Rough Rice(CBOT)
Nov09 091020 13.86 13.87 13.37 13.56 -0.31 611 4,574 -219
Jan10 091020 13.98 14.11 13.61 13.81 -0.30 549 4,657 +207
Mar10 091020 14.14 14.33 13.95 14.02 -0.31 22 1,872 +3
May10 091020 14.50 14.57 14.27 14.27 -0.30 3 370 +0
Total Volume and Open Interest 1,192 12,473 -6
Live Cattle(CME)
Oct09 091020 84.500 85.750 83.285 84.900 +0.200 2,372 6,078 -572
Dec09 091020 86.250 87.050 85.750 86.150 -0.300 15,716 126,162 -217
Feb10 091020 86.700 87.230 85.950 86.500 -0.350 5,389 61,819 +1,698
Apr10 091020 88.900 89.150 88.230 88.580 -0.370 3,596 42,431 +298
Jun10 091020 85.500 86.150 85.230 85.580 -0.400 1,627 16,943 +562
Aug10 091020 86.100 86.135 85.330 85.950 -0.250 280 3,853 +117
Total Volume and Open Interest 29,143 261,472 +1,918
Feeder Cattle(CME)
Oct09 091020 94.480 94.650 93.980 94.250 -0.550 576 2,029 -228
Nov09 091020 95.350 95.700 94.480 95.200 -0.335 1,765 8,828 -567
Jan10 091020 95.800 96.000 94.785 95.650 -0.385 1,400 10,187 +348
Mar10 091020 96.680 96.700 95.500 96.300 -0.400 324 3,041 +48
Apr10 091020 96.850 97.400 96.750 97.400 -0.385 54 640 +3
May10 091020 98.400 98.480 97.700 98.200 -0.550 47 1,229 +9
Aug10 091020 98.600 99.250 98.600 99.250 -0.550 9 300 +4
Total Volume and Open Interest 4,177 26,256 -381
Lean Hogs(CME)
Dec09 091020 54.150 54.950 52.100 52.880 -1.170 10,147 72,736 +486
Feb10 091020 60.880 61.400 58.830 59.750 -1.080 3,296 34,080 +248
Apr10 091020 65.400 66.050 64.035 64.700 -0.700 1,317 20,994 +189
May10 091020 70.950 70.950 69.350 70.300 -0.630 64 1,197 +27
Jun10 091020 74.080 74.300 72.330 73.225 -0.855 628 13,094 +164
Jul10 091020 73.600 73.800 72.300 72.650 -0.950 336 3,876 +88
Aug10 091020 73.000 73.000 71.725 72.475 -0.325 58 2,912 +12
Oct10 091020 65.700 65.850 65.200 65.700 -0.085 171 1,545 +45
Total Volume and Open Interest 16,020 151,647 +1,259
Class III Milk(CME)
Oct09 091020 12.70 12.77 12.70 12.76 +0.03 54 3,649 -15
Nov09 091020 13.53 13.97 13.49 13.88 +0.36 362 3,962 -60
Dec09 091020 14.10 14.77 14.06 14.65 +0.59 205 4,644 +65
Jan10 091020 14.20 14.76 14.16 14.70 +0.54 205 2,323 +104
Feb10 091020 14.47 14.78 14.36 14.75 +0.36 97 1,531 +11
Total Volume and Open Interest 1,114 24,010 +207
Cocoa(ICE)
Dec09 091020 3297 3345 3297 3333 +28 7,642 53,736 -379
Mar10 091020 3349 3373 3339 3361 +29 1,647 39,301 +1,878
May10 091020 3361 3382 3351 3371 +26 529 14,928 +217
Jul10 091020 3376 3376 3373 3373 +26 527 5,351 +106
Sep10 091020 3370 3378 3366 3369 +24 205 3,793 -154
Dec10 091020 3370 3370 3370 3370 +26 78 3,227 -51
Mar11 091020 3361 3361 3361 3361 +25 131 6,882 +118
Total Volume and Open Interest 12,081 133,674 +3,049
Coffee "C"(ICE)
Dec09 091020 144.00 144.00 140.00 141.80 -2.45 11,108 72,275 +1,535
Mar10 091020 146.10 146.40 142.65 144.45 -2.45 2,948 25,985 +456
May10 091020 148.00 148.00 144.45 146.15 -2.40 581 10,885 +24
Jul10 091020 148.25 148.50 146.05 147.65 -2.40 307 3,775 +79
Sep10 091020 149.65 150.05 147.70 149.10 -2.40 181 3,959 +55
Dec10 091020 152.35 152.55 149.90 151.45 -2.40 243 2,810 +171
Total Volume and Open Interest 15,459 120,705 +2,358
Orange Juice(ICE)
Nov09 091020 116.20 116.75 115.30 116.50 +0.85 1,927 9,454 -1,543
Jan10 091020 119.55 120.25 118.60 119.95 +1.00 1,831 12,088 +1,078
Mar10 091020 123.10 123.25 122.70 123.15 +1.15 34 4,969 -11
May10 091020 126.00 126.00 125.85 125.95 +1.20 4 2,356 -2
Jul10 091020 128.95 128.95 128.95 128.95 +1.15 0 433 +0
Sep10 091020 131.60 131.60 131.60 131.60 +1.10 0 332 +0
Total Volume and Open Interest 3,796 29,815 -477
Sugar #11(ICE)
Mar10 091020 24.18 24.39 23.28 23.59 -0.58 42,315 368,400 -321
May10 091020 23.01 23.01 22.16 22.47 -0.47 19,598 93,779 +2,199
Jul10 091020 21.40 21.47 20.70 21.03 -0.37 13,315 122,066 +687
Oct10 091020 20.55 20.55 19.80 20.13 -0.38 5,233 85,436 +2,303
Mar11 091020 20.25 20.25 19.33 19.62 -0.37 1,937 48,142 +568
Total Volume and Open Interest 83,295 774,201 +5,051
London Cocoa(LCE)
Dec09 091020 2126 2149 2125 2143 +17 4,330 56,993 +84
Mar10 091020 2155 2177 2153 2171 +18 2,715 36,331 +285
May10 091020 2176 2196 2176 2195 +19 1,049 44,697 +334
Jul10 091020 2118 2137 2118 2129 +11 143 11,885 +46
Sep10 091020 2112 2125 2112 2116 +8 0 4,580 +0
Dec10 091020 2115 2115 2105 2106 +11 37 1,338 +0
Mar11 091020 2086 2096 2086 2096 +13 0 6,443 +0
Total Volume and Open Interest 8,822 152,651 -515
London Sugar(LCE)
Dec09 091020 603.50 603.50 586.50 591.20 -12.00 2,135 19,484 -217
Mar10 091020 619.30 619.30 600.00 606.20 -12.20 2,612 31,551 +469
May10 091020 601.40 602.30 583.80 589.10 -13.70 351 9,279 +28
Aug10 091020 574.40 574.60 557.60 563.20 -11.20 723 7,933 +358
Oct10 091020 541.60 542.60 527.00 533.30 -11.20 163 4,253 +50
Total Volume and Open Interest 5,984 73,377 +688
Cotton(ICE)
Dec09 091020 66.51 67.89 66.49 67.23 +0.76 13,905 115,245 -124
Mar10 091020 69.23 70.14 68.87 69.61 +0.64 4,439 39,983 +1,953
May10 091020 70.95 71.34 70.32 71.02 +0.62 561 3,387 +73
Jul10 091020 71.94 72.79 71.80 72.39 +0.47 2,159 8,370 +1,839
Oct10 091020 72.74 73.39 72.74 72.95 +0.41 20 80 +5
Dec10 091020 73.25 73.90 72.97 73.50 +0.41 245 5,015 +175
Total Volume and Open Interest 21,361 172,223 +3,908
Lumber(CME)
Nov09 091020 177.7 178.4 173.7 175.0 -3.1 293 2,410 -76
Jan10 091020 196.7 197.0 193.6 195.2 -0.9 365 6,043 +78
Mar10 091020 214.2 215.6 212.0 215.6 -0.4 70 434 +19
May10 091020 223.0 223.0 223.0 223.0 +1.0 1 42 -1
Total Volume and Open Interest 730 8,945 +20
Crude Oil(NYM)
Nov09 091020 79.61 80.05 78.05 79.09 -0.52 131,534 30,650 -36,619
Dec09 091020 79.98 80.40 78.32 79.12 -0.84 255,788 367,802 +12,226
Jan10 091020 80.33 80.86 78.91 79.68 -0.75 44,537 143,624 -2,507
Feb10 091020 80.89 81.35 79.51 80.26 -0.70 14,718 55,805 +320
Mar10 091020 81.67 81.69 80.00 80.74 -0.67 8,381 42,857 -265
Apr10 091020 81.51 81.87 80.55 81.16 -0.64 2,239 19,732 -1,109
May10 091020 82.09 82.54 81.14 81.56 -0.62 2,175 19,669 -1,007
Jun10 091020 82.34 82.61 81.32 81.96 -0.58 9,034 94,901 -1,231
Jul10 091020 82.98 82.98 81.76 82.27 -0.55 3,588 33,494 -289
Aug10 091020 83.18 83.18 81.94 82.53 -0.52 1,834 12,857 +667
Sep10 091020 83.25 83.25 82.56 82.81 -0.49 1,001 22,327 +142
Oct10 091020 82.64 83.12 82.64 83.12 -0.46 1,215 13,688 +35
Nov10 091020 83.10 83.47 83.10 83.47 -0.44 1,710 15,645 +565
Dec10 091020 84.48 84.89 83.16 83.82 -0.42 9,597 114,817 -245
Jan11 091020 84.01 84.01 84.01 84.01 -0.41 149 13,899 -57
Feb11 091020 84.18 84.18 84.18 84.18 -0.40 0 6,958 +21
Total Volume and Open Interest 492,803 1,231,584 -29,720
e-miNY Crude Oil(NYM)
Oct09 090921 72.050 72.200 68.975 69.700 -2.350 7,352 3,357 -509
Nov09 091019 78.850 79.650 78.100 79.600 +1.075 9,026 4,656 +226
Dec09 091020 80.000 80.350 78.300 79.125 -0.825 7,336 4,614 +611
Jan10 091020 80.300 80.650 78.900 79.675 -0.750 93 482 +7
Feb10 091020 80.550 80.600 79.875 80.250 -0.700 3 220 +1
Mar10 091020 80.750 80.750 80.750 80.750 -0.650 1 134 +0
Apr10 091020 81.150 81.150 81.150 81.150 -0.650 2 2 +0
May10 091020 81.550 81.550 81.550 81.550 -0.625 0 3 +0
Jun10 091020 81.950 81.950 81.950 81.950 -0.600 2 10 +1
Jul10 091020 82.275 82.275 82.275 82.275 -0.550 0 7 +0
Total Volume and Open Interest 7,437 5,555 -4,036
Heating Oil(NYM)
Nov09 091020 205.25 205.79 202.86 204.73 -0.49 26,019 37,482 -2,976
Dec09 091020 208.55 209.09 205.84 207.70 -0.73 22,899 76,381 +1,173
Jan10 091020 211.66 212.37 209.14 210.90 -0.91 6,697 49,459 +813
Feb10 091020 213.49 214.36 211.52 213.07 -1.15 2,713 21,034 -114
Mar10 091020 215.49 216.00 212.81 214.34 -1.27 2,035 17,553 +537
Apr10 091020 214.02 214.96 214.02 214.88 -1.31 1,544 12,091 -98
May10 091020 216.45 216.50 215.08 215.63 -1.41 1,725 12,188 -516
Jun10 091020 217.90 217.90 214.73 216.58 -1.46 2,209 23,590 -68
Jul10 091020 217.50 218.33 217.50 218.33 -1.41 732 7,466 +32
Aug10 091020 219.95 220.53 219.95 220.53 -1.41 306 3,140 -1
Sep10 091020 222.88 222.88 222.88 222.88 -1.36 177 5,987 +104
Oct10 091020 225.13 225.13 225.13 225.13 -1.31 41 2,286 -6
Total Volume and Open Interest 68,316 314,777 -1,308
Gasoline(NYMEX)
Nov09 091020 198.58 199.50 195.96 198.77 +0.05 30,539 43,329 -2,164
Dec09 091020 200.39 200.96 197.35 200.00 -0.29 24,893 80,638 +5,380
Jan10 091020 202.20 203.26 199.75 202.27 -0.46 10,600 40,142 +3,429
Feb10 091020 204.91 205.49 201.98 204.48 -0.56 3,416 14,836 +1,190
Mar10 091020 207.15 207.48 204.46 206.69 -0.61 2,792 15,351 -36
Apr10 091020 219.36 219.66 217.42 218.81 -0.67 1,789 10,434 +15
May10 091020 218.07 219.36 218.07 219.36 -0.67 944 6,032 -187
Jun10 091020 219.00 219.61 218.24 219.61 -0.72 1,007 6,799 +29
Jul10 091020 219.59 219.59 219.59 219.59 -0.79 227 2,392 +22
Aug10 091020 219.25 219.34 218.50 219.34 -0.89 115 2,412 -13
Total Volume and Open Interest 77,333 233,724 +8,067
e-miNY RBOB Gasoline(NYM)
Nov09 091020 198.77 198.77 198.77 198.77 +0.05 1 5 +1
Dec09 091020 200.00 200.00 200.00 200.00 -0.29 0 5 +0
Jan10 091020 202.27 202.27 202.27 202.27 -0.46      
Feb10 091020 204.48 204.48 204.48 204.48 -0.56      
Total Volume and Open Interest 1 10 +1
Natural Gas(NYM)
Nov09 091020 4.870 5.195 4.856 5.161 +0.326 138,314 74,361 -12,657
Dec09 091020 5.757 5.967 5.757 5.935 +0.177 84,662 129,665 +8,505
Jan10 091020 6.083 6.259 6.083 6.223 +0.150 17,900 112,257 +1,502
Feb10 091020 6.160 6.300 6.152 6.270 +0.143 4,577 37,854 +1,103
Mar10 091020 6.086 6.215 6.070 6.192 +0.138 5,910 61,878 +1,088
Apr10 091020 6.060 6.157 6.040 6.144 +0.135 6,416 42,575 -583
May10 091020 6.103 6.192 6.103 6.177 +0.128 2,187 26,180 +461
Jun10 091020 6.180 6.251 6.161 6.235 +0.118 1,288 15,831 +184
Jul10 091020 6.260 6.328 6.234 6.314 +0.114 1,136 13,969 +318
Aug10 091020 6.310 6.397 6.306 6.384 +0.114 1,418 12,480 -359
Sep10 091020 6.370 6.458 6.362 6.438 +0.111 1,612 12,339 -16
Oct10 091020 6.510 6.607 6.510 6.591 +0.109 2,908 30,947 +71
Nov10 091020 6.881 6.959 6.875 6.941 +0.094 539 7,436 +10
Dec10 091020 7.200 7.305 7.200 7.286 +0.079 471 17,615 +0
Jan11 091020 7.508 7.525 7.466 7.506 +0.074 722 10,390 +276
Feb11 091020 7.483 7.500 7.443 7.486 +0.069 77 5,873 -25
Total Volume and Open Interest 272,343 729,456 -265
Brent Crude Oil(ICE)
Dec09 091020 77.72 78.18 76.45 77.24 -0.53 112,208 241,885 -728
Jan10 091020 78.42 78.86 77.20 77.98 -0.49 37,761 105,966 +2,224
Feb10 091020 79.14 79.54 77.93 78.66 -0.49 19,451 44,882 +2,555
Mar10 091020 80.06 80.07 78.72 79.29 -0.48 4,086 17,861 +62
Apr10 091020 80.67 80.67 79.35 79.90 -0.48 1,955 17,084 -44
May10 091020 81.27 81.27 79.96 80.50 -0.48 1,584 13,396 -444
Jun10 091020 81.86 81.86 80.40 81.07 -0.46 3,145 52,700 +403
Jul10 091020 81.91 82.00 81.23 81.59 -0.43 663 11,357 +35
Aug10 091020 82.34 82.34 81.68 82.04 -0.40 641 8,177 +156
Sep10 091020 82.49 82.49 82.49 82.49 -0.36 851 4,358 +169
Oct10 091020 82.20 82.90 82.19 82.90 -0.33 1,336 7,959 +157
Nov10 091020 83.22 83.22 83.22 83.22 -0.32 637 6,117 +46
Dec10 091020 84.02 84.02 82.83 83.53 -0.32 6,237 74,843 +997
Jan11 091020 83.84 83.84 83.84 83.84 -0.32 179 7,475 +122
Total Volume and Open Interest 193,635 700,275 +3,822
Gas Oil(ICE)
Nov09 091020 635.50 643.00 632.00 637.50 +4.50 30,013 89,577 -876
Dec09 091020 637.50 650.50 637.50 644.75 +4.75 29,117 122,689 -3,358
Jan10 091020 656.00 658.50 649.00 653.00 +4.75 8,882 70,424 +677
Feb10 091020 664.75 664.75 656.00 659.75 +4.75 2,580 29,600 +72
Mar10 091020 667.75 669.00 662.25 665.50 +4.75 1,101 30,841 -167
Apr10 091020 671.50 674.00 668.00 671.25 +4.50 714 16,045 -3
May10 091020 678.50 679.00 676.00 677.00 +4.50 916 15,794 -79
Jun10 091020 683.00 684.75 679.50 682.25 +4.50 1,991 45,133 -689
Jul10 091020 690.25 691.75 686.50 689.50 +4.50 1,098 13,065 +190
Aug10 091020 697.00 698.75 695.50 696.50 +4.50 584 12,676 +378
Total Volume and Open Interest 79,785 569,404 -4,556
Ethanol(CBOT)
Oct09 091005 1.890 1.897 1.890 1.894 +0.018 13 181 +4
Nov09 091020 1.899 1.930 1.899 1.923 +0.035 37 408 -19
Dec09 091020 1.860 1.902 1.860 1.877 +0.038 29 753 -1
Jan10 091020 1.800 1.900 1.800 1.866 +0.066 31 1,038 +19
Feb10 091020 1.795 1.825 1.790 1.822 +0.027 4 354 +3
Mar10 091020 1.805 1.831 1.800 1.823 +0.023 5 280 +2
Apr10 091020 1.795 1.820 1.795 1.820 +0.030 10 438 -5
May10 091020 1.810 1.810 1.808 1.808 +0.018 5 222 +5
Total Volume and Open Interest 166 5,418 +43
WTI Crude Oil(ICE)
Dec09 091020 79.81 80.36 78.31 79.12 -0.84 79,619 128,763 -891
Jan10 091020 80.30 80.79 78.90 79.68 -0.75 20,269 56,697 -369
Feb10 091020 80.85 81.23 79.51 80.26 -0.70 4,968 22,621 +866
Mar10 091020 81.51 81.51 80.07 80.74 -0.67 2,414 15,086 +50
Apr10 091020 81.85 81.85 80.67 81.16 -0.64 1,155 9,037 +173
May10 091020 81.95 81.97 81.09 81.56 -0.62 781 6,919 +129
Jun10 091020 82.34 82.53 81.36 81.96 -0.58 2,532 27,028 +564
Jul10 091020 82.13 82.27 81.91 82.27 -0.55 1,435 24,916 +388
Aug10 091020 81.90 82.53 81.90 82.53 -0.52 706 6,899 -31
Sep10 091020 82.81 82.81 82.81 82.81 -0.49 444 9,547 +18
Oct10 091020 83.12 83.12 83.12 83.12 -0.46 273 5,266 +10
Nov10 091020 83.47 83.47 83.47 83.47 -0.44 200 6,720 +33
Dec10 091020 83.77 84.32 83.18 83.82 -0.42 3,319 60,325 +588
Jan11 091020 84.01 84.01 84.01 84.01 -0.41 0 10,911 +0
Feb11 091020 84.18 84.18 84.18 84.18 -0.40 320 3,374 +0
Mar11 091020 84.34 84.34 84.34 84.34 -0.39 321 2,949 -1
Total Volume and Open Interest 120,124 469,997 -27,642
US Dollar Index(ICE)
Dec09 091020 75.400 75.935 75.265 75.730 +0.225 9,473 34,674 +563
Mar10 091020 75.600 76.200 75.600 76.030 +0.225 19 2,129 +4
Jun10 091020 76.310 76.310 76.310 76.310 +0.225 0 3 +0
Total Volume and Open Interest 9,492 36,806 +567
Australian Dollar(CME)
Dec09 091020 92.39 92.64 91.34 91.74 -0.55 65,083 114,617 -492
Mar10 091020 91.40 91.69 90.45 90.84 -0.54 59 999 +13
Jun10 091020 89.84 90.37 89.84 89.84 -0.53 5 5 +5
Total Volume and Open Interest 65,147 115,636 -474
British Pound(CME)
Dec09 091020 164.16 164.85 163.23 163.53 -0.13 109,031 100,581 -2,020
Mar10 091020 164.26 164.75 163.21 163.48 -0.13 38 234 +14
Jun10 091020 163.34 164.44 163.34 163.41 -0.14 0 116 +0
Total Volume and Open Interest 109,069 100,951 -2,006
Canadian Dollar(CME)
Dec09 091020 97.27 97.41 94.98 95.19 -2.02 49,986 110,299 +1,650
Mar10 091020 97.15 97.40 94.99 95.18 -2.01 69 1,997 -7
Jun10 091020 95.39 97.19 95.00 95.16 -2.01 46 342 -23
Sep10 091020 95.30 97.10 94.96 95.11 -1.99 18 393 +0
Total Volume and Open Interest 50,124 113,154 +1,625
Japanese Yen(CME)
Dec09 091020 110.37 111.05 109.83 110.30 +0.01 74,009 118,944 +1,188
Mar10 091020 110.82 111.10 109.94 110.38 unch 34 156 -4
Jun10 091020 110.51 111.25 110.23 110.51 -0.01 0 12 +0
Total Volume and Open Interest 74,043 119,133 +1,184
Swiss Franc(CME)
Dec09 091020 98.88 99.23 98.37 98.76 +0.01 39,174 55,730 +2,032
Mar10 091020 98.83 99.25 98.47 98.82 +0.01 1 87 +0
Jun10 091020 98.92 99.14 98.79 98.92 +0.01 0 5 +0
Total Volume and Open Interest 39,175 55,823 +2,032
EuroFX(CME)
Dec09 091020 149.63 149.92 148.80 149.25 -0.17 189,175 169,140 +3,824
Mar10 091020 149.80 149.80 148.73 149.16 -0.17 73 984 +4
Jun10 091020 148.81 149.55 148.79 149.06 -0.17 2 131 +2
Total Volume and Open Interest 189,250 170,262 +3,830
Mexican Peso(CME)
Oct09 091019 763.0 763.0 760.8 763.0 +2.2      
Nov09 091020 762.8 766.0 762.8 762.8 -3.2      
Total Volume and Open Interest 32,129 76,619 +8,183
Brazilian Real(CME)
Nov09 091020 571.80 582.25 571.80 571.80 -10.45      
Dec09 091020 566.00 570.00 563.25 568.00 -12.75 10 2,886 +8
Jan10 091020 565.20 575.50 565.20 565.20 -10.30      
Feb10 091020 562.15 572.75 562.15 562.15 -10.60      
Total Volume and Open Interest 10 2,889 +8
30-Year T-Bonds(CBOT)
Dec09 091020 119~280 121~020 119~230 120~210 +0~240 157,924 719,381 -1,889
Mar10 091020 119~040 120~140 119~040 120~020 +0~250 85 2,391 +44
Jun10 091020 118~280 118~280 117~290 118~210 +0~240 1 7 +1
Total Volume and Open Interest 158,010 721,779 -1,844
10-Year T-Notes(CBOT)
Dec09 091020 118~070 118~270 118~025 118~205 +0~130 585,808 1,239,922 +8,159
Mar10 091020 116~275 117~140 116~275 117~095 +0~130 585 14,743 +21
Jun10 091020 115~305 115~305 115~175 115~305 +0~130      
Total Volume and Open Interest 586,393 1,254,665 +8,180
5-Year T-Notes(CBOT)
Dec09 091020 116~002 116~058 115~120 116~045 +0~040 302,995 748,088 -4,948
Mar10 091020 115~015 115~015 114~093 115~007 +0~042 0 1,263 +0
Jun10 091020 113~097 113~097 113~053 113~097 +0~044      
Total Volume and Open Interest 302,995 749,351 -4,948
2 Year T-Notes(CBOT)
Dec09 091020 108~065 108~083 108~061 108~081 +0~015 196,908 962,650 +14,503
Mar10 091020 108~009 108~009 107~115 108~005 +0~018 136 14,007 +136
Jun10 091020 107~059 107~059 107~038 107~059 +0~021 2,650 5,030 +1,550
Total Volume and Open Interest 199,694 981,687 +16,189
Eurodollars(CME)
Dec09 091020 99.635 99.645 99.635 99.640 +0.005 150,309 1,005,464 +14,840
Mar10 091020 99.415 99.440 99.400 99.430 +0.020 186,792 1,020,296 -230
Jun10 091020 99.075 99.130 99.055 99.120 +0.050 192,054 883,311 -6,660
Sep10 091020 98.675 98.770 98.655 98.755 +0.080 184,672 688,406 -7,002
Dec10 091020 98.260 98.380 98.240 98.365 +0.105 246,861 845,001 +34,048
Mar11 091020 97.875 98.030 97.875 98.015 +0.120 158,504 492,243 -6,763
Jun11 091020 97.550 97.685 97.540 97.675 +0.120 118,021 498,791 -550
Sep11 091020 97.265 97.390 97.245 97.375 +0.110 103,852 352,095 +5,177
Dec11 091020 96.970 97.105 96.970 97.090 +0.100 46,222 230,648 +2,182
Mar12 091020 96.755 96.880 96.750 96.860 +0.090 33,243 166,590 -422
Jun12 091020 96.555 96.670 96.545 96.645 +0.085 25,231 142,254 +1,048
Sep12 091020 96.365 96.495 96.365 96.465 +0.080 26,142 92,375 -1,339
Dec12 091020 96.210 96.315 96.195 96.290 +0.080 8,842 53,419 +567
Mar13 091020 96.105 96.200 96.090 96.170 +0.075 5,002 53,680 -561
Jun13 091020 95.990 96.085 95.990 96.050 +0.070 3,883 39,072 -370
Sep13 091020 95.880 95.975 95.865 95.940 +0.070 3,702 48,567 +510
Dec13 091020 95.765 95.860 95.760 95.820 +0.070 2,137 27,770 -190
Mar14 091020 95.685 95.780 95.685 95.740 +0.070 2,160 26,948 -181
Total Volume and Open Interest 1,529,733 6,839,256 -54,627
30 Day Federal Funds(CBOT)
Oct09 091020 99.872 99.875 99.870 99.872 +0.002 4,100 47,980 +1,433
Nov09 091020 99.840 99.845 99.840 99.840 unch 12,221 67,393 +1,176
Dec09 091020 99.820 99.830 99.820 99.825 unch 10,687 62,914 +1,177
Jan10 091020 99.800 99.805 99.800 99.800 unch 7,872 62,159 -45
Feb10 091020 99.750 99.755 99.745 99.750 unch 5,862 65,732 -157
Mar10 091020 99.715 99.715 99.705 99.710 unch 4,442 36,624 +665
Total Volume and Open Interest 66,281 471,401 +8,480
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 091020 99.490 99.490 99.490 99.490 unch 0 2,129 -1
Mar10 091020 99.510 99.510 99.510 99.510 -0.005 0 614 +0
Jun10 091020 99.525 99.525 99.525 99.525 -0.005      
Sep10 091020 99.525 99.525 99.510 99.510 -0.005      
Dec10 091020 99.450 99.450 99.450 99.450 -0.005      
Mar11 091020 99.365 99.365 99.365 99.365 -0.005      
Jun11 091020 99.305 99.305 99.305 99.305 -0.005      
Sep11 091020 99.305 99.305 99.305 99.305 -0.005      
Dec11 091020 99.110 99.110 99.110 99.110 unch      
Mar12 091020 99.075 99.075 99.075 99.075 unch      
Total Volume and Open Interest 0 2,743 -1
3-Mth Euro-Yen(SGX)
Dec09 091020 99.49 99.49 99.49 99.49 unch 56 3,652 +204
Mar10 091020 99.50 99.51 99.50 99.51 unch 0 3,932 +80
Jun10 091020 99.51 99.53 99.51 99.53 unch 0 1,919 -100
Sep10 091020 99.51 99.51 99.51 99.51 unch 0 1,630 +0
Dec10 091020 99.45 99.45 99.45 99.45 unch 0 703 +0
Mar11 091020 99.36 99.36 99.36 99.36 unch 0 562 +0
Jun11 091020 99.31 99.31 99.31 99.31 unch 0 52 +0
Sep11 091020 99.31 99.31 99.31 99.31 unch 0 51 +0
Total Volume and Open Interest 56 13,973 +184
Japanese Gov't Bonds(SGX)
Dec09 091020 138.67 138.80 138.59 138.71 unch 2,197 15,589 -555
Mar10 091020 138.48 138.48 138.48 138.48 unch      
Jun10 091020 138.48 138.48 138.48 138.48 unch      
Total Volume and Open Interest 2,197 15,589 -555
Euro-Bund(EUREX)
Dec09 091020 121.28 122.04 121.25 121.82 +0.52 436,369 946,432 -19,331
Mar10 091020 121.03 121.77 121.03 121.59 +0.55 76 8,784 -82
Jun10 091020 121.22 121.22 121.22 121.22 +0.52 0 1 +0
Total Volume and Open Interest 436,445 955,217 -19,413
Euro-Bobl(EUREX)
Dec09 091020 115.11 115.58 115.11 115.47 +0.31 296,728 676,595 -1,004
Mar10 091020 115.30 115.30 115.27 115.27 +0.33 3 1,440 -2
Jun10 091020 114.77 114.77 114.77 114.77 +0.31      
Total Volume and Open Interest 296,731 678,035 -1,006
3-Mth Euribor(EUREX)
Dec09 091020 99.170 99.175 99.160 99.160 -0.005 81 11,227 +7
Mar10 091020 98.935 98.935 98.920 98.930 +0.010 100 6,602 +49
Jun10 091020 98.620 98.635 98.620 98.635 +0.035 162 5,197 -91
Total Volume and Open Interest 516 26,935 -24
Long Gilt(LIFFE)
Dec09 091020 118~21 119~11 118~18 119~05 +0~20 65,478 244,023 -19,482
Mar10 091020 117~18 117~18 117~18 117~18 +0~20 0 20 +0
Total Volume and Open Interest 65,478 244,043 -19,482
3-Mth Short Sterling(LIFFE)
Dec09 091020 99.38 99.39 99.36 99.37 unch 32,704 345,650 +4,871
Mar10 091020 99.14 99.17 99.13 99.15 +0.02 28,435 369,058 -707
Jun10 091020 98.68 98.77 98.68 98.72 +0.04 36,363 342,453 +639
Sep10 091020 98.18 98.30 98.18 98.24 +0.06 29,738 296,609 +2,616
Dec10 091020 97.68 97.81 97.67 97.75 +0.07 40,569 276,732 -2,542
Mar11 091020 97.25 97.40 97.25 97.33 +0.07 18,480 218,843 +1,601
Total Volume and Open Interest 215,881 2,343,261 +7,951
3-Mth Euribor(LIFFE)
Dec09 091020 99.165 99.180 99.155 99.160 -0.005 112,905 602,163 +26,322
Mar10 091020 98.910 98.945 98.910 98.930 +0.010 119,357 585,953 +10,652
Jun10 091020 98.590 98.655 98.585 98.635 +0.035 132,588 518,031 -2,591
Total Volume and Open Interest 756,952 3,095,140 -48,023
3-Mth Aus T-Bills(SFE)
Dec09 091020 95.65 95.70 95.61 95.66 unch 13,768 315,589 -5,555
Mar10 091020 94.97 95.01 94.91 94.97 -0.01 14,613 205,697 -1,917
Jun10 091020 94.57 94.61 94.52 94.56 -0.02 5,833 116,761 -1,192
Sep10 091020 94.27 94.31 94.24 94.28 -0.02 4,222 75,133 -67
Dec10 091020 94.04 94.08 94.04 94.06 -0.02 1,172 45,979 +343
Mar11 091020 93.85 93.90 93.83 93.88 -0.04 1,245 25,124 -236
Jun11 091020 93.74 93.77 93.72 93.74 -0.06 1,078 17,279 -549
Sep11 091020 93.67 93.69 93.62 93.65 -0.07 981 10,197 +384
Dec11 091020 93.54 93.57 93.54 93.57 -0.07 123 4,113 -20
Mar12 091020 93.46 93.50 93.46 93.50 -0.09 3 1,739 -3
Total Volume and Open Interest 43,038 818,195 -8,812
10-Year Aus T-Bonds(SFE)
Dec09 091020 94.34 94.41 94.29 94.38 +0.03 29,319 349,352 +4,673
Mar10 091020 94.38 94.38 94.38 94.38 +0.03      
Total Volume and Open Interest 29,319 349,352 +4,673
3-Year Aus T-Bonds(SFE)
Dec09 091020 94.62 94.67 94.58 94.64 +0.01 71,695 523,407 +12,226
Mar10 091020 94.64 94.64 94.64 94.64 +0.01      
Total Volume and Open Interest 71,695 523,407 +12,226
Gold(CMX)
Oct09 091020 1065.5 1066.2 1054.0 1057.8 +0.5 157 203 -22
Dec09 091020 1065.0 1069.0 1052.6 1058.6 +0.5 94,792 363,215 -8,190
Feb10 091020 1067.9 1069.5 1054.3 1059.8 +0.5 2,003 38,922 +884
Apr10 091020 1068.1 1070.4 1055.0 1060.7 +0.4 3,837 29,596 +2,482
Jun10 091020 1070.8 1070.8 1057.8 1061.9 +0.4 675 13,050 -164
Aug10 091020 1072.6 1072.7 1059.7 1063.3 +0.3 357 8,455 +191
Oct10 091020 1065.2 1065.2 1065.2 1065.2 +0.2 10 4,534 +0
Dec10 091020 1077.4 1077.9 1062.8 1067.4 unch 569 15,615 +142
Feb11 091020 1070.2 1070.2 1070.2 1070.2 -0.2 2 2,246 +2
Apr11 091020 1073.2 1073.2 1073.2 1073.2 -0.4 0 1,359 +0
Jun11 091020 1076.7 1076.7 1076.7 1076.7 -0.5 0 9,135 +0
Aug11 091020 1080.6 1080.6 1080.6 1080.6 -0.6 0 250 +0
Total Volume and Open Interest 102,591 509,988 -4,730
Silver(CMX)
Dec09 091020 1786.0 1795.5 1742.0 1755.8 -6.7 20,767 98,149 +436
Mar10 091020 1787.0 1796.5 1750.0 1759.1 -6.6 1,682 16,713 -452
May10 091020 1799.5 1800.0 1748.5 1760.9 -6.6 5 3,937 +4
Jul10 091020 1786.0 1786.5 1762.6 1762.6 -6.7 5 3,618 +0
Sep10 091020 1787.5 1787.5 1764.5 1764.5 -6.8 0 2,435 +0
Dec10 091020 1800.0 1800.0 1760.0 1767.3 -7.0 189 3,433 +31
Mar11 091020 1771.6 1771.6 1771.6 1771.6 -7.6 0 37 +0
Total Volume and Open Interest 22,762 136,505 +118
Platinum(NYMEX)
Oct09 091020 1350.0 1350.0 1350.0 1350.0 -8.1 27 39 -25
Jan10 091020 1365.9 1383.4 1351.1 1356.3 -7.9 2,177 31,925 +0
Apr10 091020 1378.5 1387.0 1360.9 1361.3 -8.0 49 563 +49
Total Volume and Open Interest 2,253 32,527 +24
Palladium(NYMEX)
Dec09 091020 336.50 341.95 335.90 337.65 +3.25 598 21,152 -18
Mar10 091020 338.20 342.90 338.20 338.55 +3.35 100 998 +87
Jun10 091020 339.50 340.85 339.50 340.05 +3.35 0 7 +0
Total Volume and Open Interest 698 22,157 +69
Copper(CMX)
Dec09 091020 295.70 299.90 291.25 293.20 -3.45 28,661 92,604 +6,109
Mar10 091020 297.00 301.15 292.70 294.65 -3.35 4,280 19,818 +595
May10 091020 297.35 301.00 293.35 295.15 -3.35 290 3,962 +200
Jul10 091020 293.65 295.50 293.65 295.25 -3.35 5 2,618 +0
Sep10 091020 293.65 296.00 293.65 294.95 -3.35 11 1,540 +11
Total Volume and Open Interest 34,975 129,819 +6,478
DJIA Index(CBOT)
Dec09 091020 10010 10064 9940 10000 -11 1,355 12,773 -677
Mar10 091020 9948 9965 9882 9942 -11 0 888 +0
Jun10 091020 9881 9895 9881 9881 -14      
Sep10 091020 9830 9841 9830 9830 -11      
Total Volume and Open Interest 1,355 13,661 -677
E-mini DJIA Index(CBOT)
Dec09 091020 10013 10070 9936 10000 -11 129,499 60,340 +750
Mar10 091020 9982 10004 9876 9942 -11 75 318 +9
Jun10 091020 9881 9881 9881 9881 -14 0 9 +0
Sep10 091020 9830 9830 9830 9830 -11      
Total Volume and Open Interest 129,574 60,667 +759
S & P 500(CME)
Dec09 091020 1091.60 1099.00 1082.30 1089.40 -1.70 14,963 384,395 +2,544
Mar10 091020 1083.80 1088.00 1079.40 1084.70 -1.70 6 4,315 -14
Jun10 091020 1080.60 1082.80 1075.30 1080.60 -1.70 0 180 +0
Sep10 091020 1077.60 1079.80 1072.30 1077.60 -1.70      
Total Volume and Open Interest 14,969 388,895 +2,530
S & P 500 E-Mini(Globex)
Dec09 091020 1089.75 1099.00 1082.00 1089.50 -1.50 1,559,384 2,367,497 +4,796
Mar10 091020 1089.50 1093.75 1077.75 1084.75 -1.75 5,578 15,328 +4,050
Total Volume and Open Interest 1,564,965 2,382,847 +8,847
NASDAQ 100(CME)
Dec09 091020 1750.30 1772.80 1743.00 1758.30 +8.00 1,015 20,379 +129
Mar10 091020 1755.00 1757.30 1743.50 1756.30 +8.00 0 7 +0
Jun10 091020 1755.30 1756.30 1755.30 1755.30 +8.00      
Total Volume and Open Interest 1,015 20,386 +129
NASDAQ 100 E-Mini(Globex)
Dec09 091020 1749.50 1773.50 1743.50 1758.30 +8.00 270,731 322,940 +1,358
Mar10 091020 1748.30 1771.00 1742.00 1756.30 +8.00 563 1,668 +506
Total Volume and Open Interest 271,294 324,609 +1,864
S & P Midcap 400(CME)
Dec09 091020 710.60 714.50 703.00 708.90 -1.70 39 2,474 +24
Mar10 091020 706.80 706.80 706.50 706.80 -1.70      
Jun10 091020 704.80 704.80 704.50 704.80 -1.70      
Total Volume and Open Interest 39 2,474 +24
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Dec09 091020 10355 10370 10240 10335 +25 7,832 31,212 +513
Mar10 091020 10360 10360 10335 10360 +25      
Total Volume and Open Interest 7,832 31,212 +513
Nikkei 225(SGX)
Dec09 091020 10275 10375 10255 10335 +95 87,899 168,821 -406
Mar10 091020 10355 10355 10355 10355 +95 0 840 +0
Jun10 091020 10375 10375 10375 10375 +95 0 321 +0
Total Volume and Open Interest 87,959 172,093 -309
CAC 40(EURONEXT)
Nov09 091020 3879.0 3901.0 3835.5 3857.5 -21.0 87,761 400,443 +1,752
Dec09 091020 3871.5 3884.0 3830.0 3850.0 -20.5 500 50,799 -466
Jan10 091020 3850.0 3850.0 3850.0 3850.0 -20.5      
Total Volume and Open Interest 88,261 452,951  
Hang Seng Index(HKFE)
Oct09 091020 22256 22457 22221 22335 +196 64,172 92,184 +5,061
Nov09 091020 22209 22400 22167 22291 +217 1,523 1,740 +412
Dec09 091020 22171 22380 22171 22285 +218 711 4,613 -438
Total Volume and Open Interest 66,407 98,821 +5,035
DAX(EUREX)
Dec09 091020 5857.5 5894.0 5785.5 5819.0 -36.0 122,597 168,672 -3,669
Mar10 091020 5868.5 5895.0 5792.5 5824.0 -35.5 246 10,500 +26
Jun10 091020 5862.5 5904.0 5801.5 5832.5 -36.0 18 1,053 -8
Total Volume and Open Interest 122,861 180,225 -3,651
FT-SE 100(EURONEXT)
Dec09 091020 5273.00 5273.00 5190.00 5221.50 -27.50 87,480 609,004 +1,132
Mar10 091020 5204.00 5213.00 5152.00 5174.00 -27.00 555 5,253 +312
Jun10 091020 5132.00 5132.00 5132.00 5132.00 -26.00 0 541 +0
Total Volume and Open Interest 88,040 614,803 +1,449
SPI 200(SFE)
Dec09 091020 4812.0 4879.0 4811.0 4845.0 +36.0 29,491 209,878 +5,108
Mar10 091020 4827.0 4863.0 4827.0 4840.0 +34.0 309 4,758 +97
Jun10 091020 4860.0 4860.0 4860.0 4860.0 +34.0 0 1,415 +0
Total Volume and Open Interest 29,800 216,772 +5,159
GSCI(CME)
Nov09 091020 517.50 518.00 510.00 512.50 -3.00 338 19,360 +105
Dec09 091020 519.00 523.00 519.00 519.00 -2.00 1 20 +20
Jan10 091020 521.00 526.00 521.00 521.00 -3.00      
Total Volume and Open Interest 339 19,380 +125
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.
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved.

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Let MRCI introduce you to our Futures Highlight!

The focus on a single market each month can provide you more in-depth knowledge of how it trades. What if you knew such things as ...
(1) average daily ranges by day of week
(2)  how often it tends to close higher/lower by day of week
(3)  how often it tends to gap up/down
(4)  historical summary of daily % of price change

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