|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Fri October 30, 2009 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Nov09 |
091030 |
986.00 |
988.75 |
965.00 |
978.00 |
-7.50 |
82,106 |
50,441 |
-11,351 |
| Jan10 |
091030 |
987.00 |
989.75 |
968.00 |
976.50 |
-10.50 |
63,326 |
210,851 |
+4,591 |
| Mar10 |
091030 |
987.75 |
990.00 |
969.00 |
975.00 |
-12.50 |
13,462 |
58,365 |
-1,677 |
| May10 |
091030 |
985.25 |
985.25 |
965.00 |
970.00 |
-13.75 |
6,246 |
28,217 |
-485 |
| Jul10 |
091030 |
987.00 |
987.00 |
967.75 |
972.50 |
-13.50 |
6,942 |
44,512 |
-57 |
| Aug10 |
091030 |
972.75 |
983.25 |
966.00 |
970.00 |
-13.25 |
329 |
1,287 |
-29 |
| Sep10 |
091030 |
963.00 |
975.00 |
963.00 |
963.00 |
-12.00 |
147 |
217 |
+7 |
| Total Volume and Open Interest |
175,016 |
441,356 |
-8,658 |
| Soybean Meal(CBOT) |
| Dec09 |
091030 |
295.30 |
301.50 |
290.00 |
297.00 |
+1.70 |
27,464 |
63,104 |
-1,662 |
| Jan10 |
091030 |
289.30 |
293.40 |
283.40 |
289.50 |
+0.20 |
3,452 |
19,992 |
+216 |
| Mar10 |
091030 |
286.50 |
289.50 |
282.00 |
285.50 |
-1.00 |
3,156 |
19,411 |
-20 |
| May10 |
091030 |
283.30 |
284.80 |
278.40 |
281.80 |
-1.50 |
1,545 |
14,154 |
+270 |
| Jul10 |
091030 |
282.20 |
285.10 |
278.60 |
282.20 |
-1.30 |
1,367 |
14,016 |
-229 |
| Aug10 |
091030 |
279.20 |
284.50 |
279.20 |
282.00 |
-1.10 |
161 |
3,489 |
-13 |
| Sep10 |
091030 |
280.20 |
284.00 |
279.10 |
281.50 |
-0.70 |
102 |
3,040 |
+38 |
| Oct10 |
091030 |
278.50 |
281.00 |
278.10 |
279.00 |
-1.50 |
59 |
2,378 |
+18 |
| Total Volume and Open Interest |
38,068 |
147,626 |
-1,358 |
| Soybean Oil(CBOT) |
| Dec09 |
091030 |
37.56 |
37.60 |
36.22 |
36.40 |
-1.12 |
40,814 |
98,893 |
-4,372 |
| Jan10 |
091030 |
38.01 |
38.04 |
36.67 |
36.86 |
-1.11 |
8,385 |
75,710 |
+89 |
| Mar10 |
091030 |
38.21 |
38.36 |
37.03 |
37.16 |
-1.13 |
5,575 |
28,727 |
-254 |
| May10 |
091030 |
38.59 |
38.59 |
37.27 |
37.42 |
-1.13 |
1,776 |
12,470 |
+315 |
| Jul10 |
091030 |
38.85 |
38.85 |
37.53 |
37.67 |
-1.14 |
2,200 |
11,271 |
-218 |
| Aug10 |
091030 |
38.90 |
38.90 |
37.65 |
37.76 |
-1.14 |
122 |
1,665 |
+55 |
| Sep10 |
091030 |
38.99 |
38.99 |
37.85 |
37.85 |
-1.14 |
88 |
997 |
+4 |
| Oct10 |
091030 |
39.04 |
39.04 |
37.85 |
37.90 |
-1.14 |
93 |
660 |
+28 |
| Total Volume and Open Interest |
60,246 |
240,833 |
-4,085 |
| Canola(WCE) |
| Nov09 |
091030 |
390.2 |
396.2 |
385.5 |
395.6 |
+4.9 |
6,125 |
4,504 |
-4,786 |
| Jan10 |
091030 |
397.7 |
405.0 |
394.1 |
402.1 |
+4.4 |
11,827 |
73,727 |
+3,889 |
| Mar10 |
091030 |
402.8 |
410.0 |
400.8 |
408.0 |
+4.2 |
1,153 |
8,095 |
+720 |
| May10 |
091030 |
404.5 |
413.7 |
404.5 |
411.0 |
+4.8 |
0 |
1,490 |
+0 |
| Jul10 |
091030 |
409.6 |
413.5 |
409.6 |
413.2 |
+1.8 |
217 |
1,476 |
+54 |
| Total Volume and Open Interest |
19,509 |
89,742 |
-111 |
| Corn(CBOT) |
| Dec09 |
091030 |
379.25 |
383.50 |
363.00 |
366.00 |
-13.50 |
126,299 |
497,569 |
-15,750 |
| Mar10 |
091030 |
392.50 |
396.25 |
376.25 |
379.25 |
-13.25 |
38,023 |
202,324 |
+2,872 |
| May10 |
091030 |
402.00 |
405.25 |
385.50 |
388.25 |
-13.25 |
9,943 |
43,272 |
+733 |
| Jul10 |
091030 |
409.00 |
413.00 |
394.00 |
396.50 |
-13.00 |
18,042 |
66,932 |
+207 |
| Sep10 |
091030 |
416.75 |
418.50 |
401.50 |
403.75 |
-12.50 |
831 |
17,029 |
+43 |
| Dec10 |
091030 |
424.00 |
427.00 |
409.50 |
411.75 |
-12.75 |
12,805 |
106,564 |
-93 |
| Total Volume and Open Interest |
207,259 |
951,487 |
-11,708 |
| Wheat(CBOT) |
| Dec09 |
091030 |
505.00 |
509.25 |
488.00 |
494.25 |
-9.50 |
45,955 |
173,182 |
-2,006 |
| Mar10 |
091030 |
526.75 |
528.25 |
508.00 |
514.00 |
-9.25 |
15,446 |
72,923 |
+4,044 |
| May10 |
091030 |
539.25 |
539.25 |
521.75 |
527.00 |
-9.25 |
2,006 |
9,749 |
+294 |
| Jul10 |
091030 |
547.25 |
549.75 |
531.50 |
537.25 |
-9.75 |
5,395 |
43,723 |
-484 |
| Sep10 |
091030 |
564.75 |
564.75 |
548.00 |
554.25 |
-9.75 |
1,296 |
3,454 |
+784 |
| Total Volume and Open Interest |
72,408 |
332,772 |
+3,894 |
| Wheat(KCBT) |
| Dec09 |
091030 |
509.00 |
513.50 |
495.50 |
499.00 |
-9.00 |
9,678 |
45,809 |
-1,000 |
| Mar10 |
091030 |
524.00 |
529.00 |
511.75 |
515.00 |
-9.00 |
4,332 |
31,618 |
+1,106 |
| May10 |
091030 |
535.75 |
535.75 |
523.50 |
526.75 |
-9.00 |
300 |
5,107 |
+81 |
| Jul10 |
091030 |
547.00 |
552.00 |
535.00 |
537.75 |
-9.25 |
1,632 |
23,329 |
+273 |
| Sep10 |
091030 |
552.75 |
555.50 |
547.00 |
549.50 |
-9.25 |
29 |
1,472 |
+12 |
| Total Volume and Open Interest |
17,451 |
127,455 |
+1,160 |
| Wheat(MGE) |
| Dec09 |
091030 |
523.75 |
528.25 |
510.50 |
512.75 |
-11.00 |
2,556 |
15,269 |
-836 |
| Mar10 |
091030 |
539.75 |
541.50 |
525.75 |
528.00 |
-11.75 |
1,407 |
11,216 |
+615 |
| May10 |
091030 |
546.00 |
549.75 |
540.00 |
541.25 |
-10.50 |
205 |
3,733 |
+36 |
| Jul10 |
091030 |
558.25 |
561.00 |
551.25 |
551.75 |
-12.25 |
506 |
7,004 |
-107 |
| Sep10 |
091030 |
575.00 |
575.00 |
563.25 |
564.50 |
-11.00 |
69 |
2,022 |
-14 |
| Total Volume and Open Interest |
4,780 |
42,852 |
-357 |
| Oats(CBOT) |
| Dec09 |
091030 |
259.00 |
261.00 |
253.25 |
254.50 |
-2.75 |
815 |
7,373 |
-168 |
| Mar10 |
091030 |
273.75 |
274.00 |
266.75 |
268.00 |
-3.00 |
251 |
6,288 |
+180 |
| May10 |
091030 |
280.00 |
280.00 |
276.00 |
276.00 |
-3.00 |
0 |
32 |
+0 |
| Jul10 |
091030 |
284.00 |
287.00 |
284.00 |
284.00 |
-3.00 |
0 |
18 |
+0 |
| Total Volume and Open Interest |
1,086 |
13,866 |
+32 |
| Rough Rice(CBOT) |
| Nov09 |
091030 |
14.22 |
14.45 |
14.22 |
14.36 |
+0.28 |
1,247 |
1,323 |
-798 |
| Jan10 |
091030 |
14.45 |
14.78 |
14.44 |
14.69 |
+0.28 |
1,750 |
8,319 |
+764 |
| Mar10 |
091030 |
14.65 |
15.00 |
14.65 |
14.91 |
+0.27 |
91 |
1,989 |
+23 |
| May10 |
091030 |
15.10 |
15.14 |
14.88 |
15.14 |
+0.27 |
5 |
375 |
+5 |
| Total Volume and Open Interest |
3,139 |
13,069 |
+28 |
| Live Cattle(CME) |
| Oct09 |
091030 |
84.800 |
84.800 |
82.000 |
82.700 |
-1.950 |
1,182 |
669 |
-552 |
| Dec09 |
091030 |
86.300 |
86.650 |
85.200 |
85.680 |
-0.605 |
20,044 |
127,084 |
+1,227 |
| Feb10 |
091030 |
87.100 |
87.350 |
86.250 |
86.850 |
-0.230 |
9,518 |
64,808 |
+1,096 |
| Apr10 |
091030 |
88.900 |
89.135 |
88.285 |
88.650 |
-0.350 |
7,039 |
44,945 |
+1,546 |
| Jun10 |
091030 |
85.550 |
85.850 |
85.000 |
85.285 |
-0.365 |
1,261 |
19,857 |
-68 |
| Aug10 |
091030 |
85.450 |
85.700 |
84.785 |
85.135 |
-0.465 |
331 |
4,866 |
-20 |
| Total Volume and Open Interest |
39,629 |
267,001 |
+3,437 |
| Feeder Cattle(CME) |
| Nov09 |
091030 |
94.580 |
95.400 |
94.480 |
94.800 |
+0.200 |
1,465 |
5,349 |
-223 |
| Jan10 |
091030 |
95.000 |
95.785 |
94.900 |
95.080 |
+0.045 |
1,577 |
14,044 |
+351 |
| Mar10 |
091030 |
95.350 |
96.300 |
95.350 |
95.600 |
+0.050 |
289 |
3,537 |
+62 |
| Apr10 |
091030 |
96.480 |
96.980 |
96.150 |
96.400 |
-0.030 |
29 |
707 |
-1 |
| May10 |
091030 |
97.250 |
97.635 |
97.080 |
97.250 |
-0.100 |
68 |
1,392 |
+37 |
| Aug10 |
091030 |
98.730 |
98.830 |
98.400 |
98.450 |
+0.050 |
14 |
328 |
+3 |
| Sep10 |
091030 |
98.900 |
98.900 |
98.900 |
98.900 |
unch |
0 |
1 |
+0 |
| Total Volume and Open Interest |
3,848 |
26,724 |
+197 |
| Lean Hogs(CME) |
| Dec09 |
091030 |
57.000 |
57.430 |
56.380 |
56.700 |
-0.500 |
13,886 |
70,233 |
-1,760 |
| Feb10 |
091030 |
63.180 |
63.650 |
62.880 |
63.600 |
+0.420 |
7,191 |
39,449 |
+1,935 |
| Apr10 |
091030 |
66.580 |
66.900 |
66.300 |
66.800 |
+0.550 |
3,387 |
22,349 |
+338 |
| May10 |
091030 |
71.450 |
72.000 |
71.200 |
71.950 |
+0.065 |
126 |
1,281 |
+33 |
| Jun10 |
091030 |
74.950 |
75.100 |
74.600 |
74.950 |
+0.020 |
1,683 |
13,454 |
-681 |
| Jul10 |
091030 |
74.225 |
74.750 |
74.050 |
74.350 |
+0.150 |
239 |
4,288 |
-19 |
| Aug10 |
091030 |
73.400 |
73.900 |
73.400 |
73.800 |
+0.015 |
514 |
3,255 |
+206 |
| Oct10 |
091030 |
66.500 |
66.885 |
66.400 |
66.885 |
-0.015 |
71 |
2,122 |
+14 |
| Total Volume and Open Interest |
27,215 |
157,807 |
+115 |
| Pork Bellies(CME) |
| Feb10 |
091030 |
89.750 |
90.580 |
89.200 |
89.300 |
-1.500 |
44 |
401 |
-4 |
| Mar10 |
091030 |
87.200 |
87.400 |
87.200 |
87.200 |
-1.300 |
1 |
87 |
-1 |
| May10 |
091030 |
88.250 |
88.250 |
88.250 |
88.250 |
-1.500 |
8 |
79 |
-3 |
| Jul10 |
091030 |
90.500 |
90.500 |
90.500 |
90.500 |
unch |
0 |
20 |
+0 |
| Aug10 |
091030 |
86.000 |
86.000 |
86.000 |
86.000 |
unch |
0 |
15 |
+0 |
| Total Volume and Open Interest |
53 |
602 |
-8 |
| Class III Milk(CME) |
| Oct09 |
091029 |
12.74 |
12.78 |
12.74 |
12.78 |
+0.02 |
62 |
3,521 |
-14 |
| Nov09 |
091030 |
13.89 |
13.95 |
13.85 |
13.93 |
+0.13 |
193 |
3,973 |
-62 |
| Dec09 |
091030 |
14.73 |
15.00 |
14.71 |
14.87 |
+0.16 |
304 |
4,953 |
+39 |
| Jan10 |
091030 |
14.85 |
14.99 |
14.77 |
14.96 |
+0.16 |
154 |
2,418 |
+24 |
| Feb10 |
091030 |
15.03 |
15.20 |
14.86 |
15.06 |
+0.18 |
72 |
1,619 |
+3 |
| Total Volume and Open Interest |
939 |
25,231 |
+235 |
| Cocoa(ICE) |
| Dec09 |
091030 |
3345 |
3347 |
3290 |
3297 |
-58 |
10,497 |
60,493 |
-73 |
| Mar10 |
091030 |
3356 |
3378 |
3325 |
3333 |
-53 |
5,527 |
41,412 |
+997 |
| May10 |
091030 |
3380 |
3380 |
3336 |
3342 |
-55 |
241 |
15,046 |
+113 |
| Jul10 |
091030 |
3351 |
3353 |
3337 |
3337 |
-54 |
67 |
5,677 |
-18 |
| Sep10 |
091030 |
3371 |
3371 |
3331 |
3332 |
-54 |
25 |
4,166 |
+8 |
| Dec10 |
091030 |
3323 |
3323 |
3323 |
3323 |
-55 |
15 |
3,262 |
-16 |
| Mar11 |
091030 |
3323 |
3323 |
3323 |
3323 |
-58 |
6 |
6,996 |
+3 |
| Total Volume and Open Interest |
16,378 |
143,508 |
+1,014 |
| Coffee "C"(ICE) |
| Dec09 |
091030 |
136.95 |
138.50 |
133.85 |
135.50 |
-1.25 |
9,775 |
69,032 |
-981 |
| Mar10 |
091030 |
140.15 |
141.40 |
137.00 |
138.55 |
-1.20 |
2,279 |
28,288 |
-42 |
| May10 |
091030 |
142.75 |
143.00 |
139.00 |
140.45 |
-1.20 |
463 |
12,450 |
+252 |
| Jul10 |
091030 |
143.60 |
143.95 |
141.90 |
142.10 |
-1.20 |
87 |
3,844 |
+33 |
| Sep10 |
091030 |
145.25 |
145.60 |
142.50 |
143.80 |
-1.25 |
82 |
4,159 |
-11 |
| Dec10 |
091030 |
147.85 |
148.20 |
145.55 |
146.45 |
-1.20 |
51 |
3,160 |
+0 |
| Total Volume and Open Interest |
12,745 |
122,124 |
-749 |
| Orange Juice(ICE) |
| Nov09 |
091030 |
113.35 |
113.65 |
111.00 |
111.35 |
-1.80 |
379 |
3,568 |
-334 |
| Jan10 |
091030 |
117.75 |
117.75 |
114.95 |
115.80 |
-1.70 |
1,048 |
17,990 |
+179 |
| Mar10 |
091030 |
120.75 |
120.75 |
118.75 |
119.35 |
-1.70 |
305 |
6,028 |
+90 |
| May10 |
091030 |
122.40 |
122.40 |
122.40 |
122.40 |
-1.70 |
142 |
2,607 |
+38 |
| Jul10 |
091030 |
125.25 |
125.25 |
125.25 |
125.25 |
-1.70 |
57 |
594 |
+48 |
| Sep10 |
091030 |
128.10 |
128.10 |
128.10 |
128.10 |
-1.85 |
6 |
378 |
+6 |
| Total Volume and Open Interest |
1,937 |
31,376 |
+27 |
| Sugar #11(ICE) |
| Mar10 |
091030 |
22.62 |
22.90 |
22.19 |
22.81 |
unch |
59,410 |
361,410 |
-4,623 |
| May10 |
091030 |
21.84 |
21.88 |
21.24 |
21.81 |
-0.03 |
16,109 |
96,251 |
+324 |
| Jul10 |
091030 |
20.85 |
20.85 |
20.12 |
20.65 |
-0.02 |
10,124 |
120,255 |
-792 |
| Oct10 |
091030 |
19.78 |
19.88 |
19.36 |
19.86 |
+0.02 |
2,961 |
86,362 |
+24 |
| Mar11 |
091030 |
19.25 |
19.39 |
19.01 |
19.39 |
+0.12 |
1,753 |
48,205 |
-64 |
| Total Volume and Open Interest |
91,264 |
769,258 |
-5,086 |
| London Cocoa(LCE) |
| Dec09 |
091016 |
2119 |
2125 |
2087 |
2119 |
-1 |
10,581 |
54,682 |
+1,278 |
| Mar10 |
091030 |
2168 |
2183 |
2163 |
2168 |
-14 |
3,478 |
38,203 |
-217 |
| May10 |
091030 |
2191 |
2206 |
2186 |
2191 |
-17 |
2,452 |
46,265 |
+314 |
| Jul10 |
091030 |
2120 |
2135 |
2118 |
2120 |
-17 |
331 |
14,139 |
+264 |
| Sep10 |
091030 |
2100 |
2117 |
2100 |
2100 |
-17 |
11 |
4,817 |
+2 |
| Dec10 |
091030 |
2081 |
2096 |
2081 |
2081 |
-18 |
0 |
1,419 |
+0 |
| Mar11 |
091030 |
2068 |
2068 |
2067 |
2068 |
-15 |
0 |
6,203 |
+0 |
| Total Volume and Open Interest |
12,377 |
165,627 |
-711 |
| London Sugar(LCE) |
| Dec09 |
091030 |
580.50 |
582.50 |
567.00 |
580.50 |
+3.90 |
4,441 |
16,760 |
-59 |
| Mar10 |
091030 |
591.10 |
592.20 |
577.30 |
591.10 |
+2.50 |
5,626 |
31,139 |
-154 |
| May10 |
091030 |
582.70 |
582.90 |
570.90 |
582.70 |
+1.40 |
2,091 |
9,558 |
-287 |
| Aug10 |
091030 |
557.00 |
557.60 |
547.70 |
557.00 |
+1.10 |
773 |
8,177 |
-179 |
| Oct10 |
091030 |
530.00 |
531.00 |
520.60 |
530.00 |
+2.30 |
47 |
4,234 |
-30 |
| Total Volume and Open Interest |
12,978 |
70,713 |
-709 |
| Cotton(ICE) |
| Dec09 |
091030 |
67.54 |
67.93 |
66.57 |
67.64 |
+0.07 |
9,275 |
118,426 |
-1,785 |
| Mar10 |
091030 |
70.37 |
71.14 |
69.70 |
70.89 |
+0.35 |
5,413 |
46,428 |
+1,240 |
| May10 |
091030 |
71.60 |
72.45 |
71.37 |
72.32 |
+0.43 |
574 |
4,494 |
+260 |
| Jul10 |
091030 |
73.03 |
73.84 |
72.60 |
73.66 |
+0.32 |
794 |
9,665 |
+369 |
| Oct10 |
091030 |
74.34 |
74.34 |
74.34 |
74.34 |
+0.29 |
8 |
113 |
+0 |
| Dec10 |
091030 |
74.40 |
75.07 |
73.82 |
75.07 |
+0.26 |
246 |
6,102 |
+193 |
| Total Volume and Open Interest |
16,321 |
185,431 |
+282 |
| Lumber(CME) |
| Nov09 |
091030 |
182.7 |
189.9 |
181.0 |
186.9 |
+2.0 |
329 |
1,812 |
-134 |
| Jan10 |
091030 |
202.9 |
212.0 |
202.1 |
211.0 |
+8.5 |
346 |
6,109 |
-1 |
| Mar10 |
091030 |
220.7 |
231.0 |
220.0 |
227.0 |
+6.0 |
36 |
1,029 |
-25 |
| May10 |
091030 |
234.9 |
238.5 |
232.0 |
237.0 |
+5.4 |
0 |
49 |
+0 |
| Total Volume and Open Interest |
712 |
9,016 |
-159 |
| Crude Oil(NYM) |
| Dec09 |
091030 |
79.98 |
80.21 |
76.85 |
77.00 |
-2.87 |
359,438 |
349,049 |
-4,230 |
| Jan10 |
091030 |
80.56 |
80.69 |
77.47 |
77.64 |
-2.76 |
78,470 |
155,569 |
-2,137 |
| Feb10 |
091030 |
81.10 |
81.10 |
78.12 |
78.27 |
-2.68 |
24,368 |
65,997 |
+727 |
| Mar10 |
091030 |
81.50 |
81.50 |
78.65 |
78.79 |
-2.64 |
13,743 |
49,561 |
-30 |
| Apr10 |
091030 |
81.97 |
81.97 |
79.17 |
79.26 |
-2.62 |
5,287 |
21,595 |
+303 |
| May10 |
091030 |
82.47 |
82.47 |
79.65 |
79.72 |
-2.61 |
4,968 |
18,565 |
-615 |
| Jun10 |
091030 |
82.89 |
82.89 |
79.97 |
80.13 |
-2.60 |
16,525 |
94,930 |
-2,353 |
| Jul10 |
091030 |
83.13 |
83.13 |
80.32 |
80.46 |
-2.59 |
5,484 |
30,168 |
-1,580 |
| Aug10 |
091030 |
82.48 |
82.55 |
80.70 |
80.77 |
-2.58 |
1,822 |
11,494 |
+64 |
| Sep10 |
091030 |
83.23 |
83.23 |
81.06 |
81.10 |
-2.57 |
2,985 |
23,786 |
+736 |
| Oct10 |
091030 |
81.42 |
81.46 |
81.42 |
81.46 |
-2.56 |
2,128 |
13,747 |
-80 |
| Nov10 |
091030 |
81.86 |
81.86 |
81.86 |
81.86 |
-2.55 |
1,994 |
16,067 |
+25 |
| Dec10 |
091030 |
85.02 |
85.02 |
82.16 |
82.26 |
-2.54 |
21,065 |
113,437 |
-1,192 |
| Jan11 |
091030 |
82.48 |
82.48 |
82.48 |
82.48 |
-2.53 |
314 |
14,552 |
+149 |
| Feb11 |
091030 |
82.69 |
82.69 |
82.69 |
82.69 |
-2.52 |
23 |
7,199 |
-15 |
| Mar11 |
091030 |
82.90 |
82.90 |
82.90 |
82.90 |
-2.51 |
5 |
5,476 |
+1 |
| Total Volume and Open Interest |
546,931 |
1,208,924 |
-11,616 |
| 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 |
13,305 |
4,430 |
-767 |
| Dec09 |
091030 |
80.000 |
80.225 |
76.825 |
77.000 |
-2.875 |
12,757 |
7,707 |
+598 |
| Jan10 |
091030 |
80.575 |
80.575 |
77.500 |
77.650 |
-2.750 |
253 |
626 |
+108 |
| Feb10 |
091030 |
81.025 |
81.025 |
78.250 |
78.275 |
-2.675 |
22 |
252 |
+4 |
| Mar10 |
091030 |
80.550 |
80.700 |
78.700 |
78.800 |
-2.625 |
0 |
134 |
+0 |
| Apr10 |
091030 |
79.250 |
79.250 |
79.250 |
79.250 |
-2.625 |
0 |
2 |
+0 |
| May10 |
091030 |
79.725 |
79.725 |
79.725 |
79.725 |
-2.600 |
1 |
3 |
+0 |
| Jun10 |
091030 |
80.125 |
80.125 |
80.125 |
80.125 |
-2.600 |
0 |
9 |
+0 |
| Jul10 |
091030 |
80.450 |
80.450 |
80.450 |
80.450 |
-2.600 |
0 |
7 |
+0 |
| Total Volume and Open Interest |
13,033 |
8,824 |
+710 |
| Heating Oil(NYM) |
| Nov09 |
091030 |
206.00 |
206.00 |
196.50 |
198.11 |
-7.31 |
21,515 |
11,300 |
-7,289 |
| Dec09 |
091030 |
208.27 |
208.82 |
199.75 |
200.52 |
-7.35 |
45,822 |
91,329 |
+879 |
| Jan10 |
091030 |
211.41 |
211.75 |
203.55 |
203.81 |
-7.07 |
11,059 |
54,499 |
-682 |
| Feb10 |
091030 |
213.80 |
213.81 |
206.21 |
206.44 |
-6.96 |
5,460 |
27,195 |
+1,445 |
| Mar10 |
091030 |
213.44 |
213.70 |
207.60 |
207.81 |
-7.01 |
3,360 |
18,703 |
+241 |
| Apr10 |
091030 |
214.17 |
214.17 |
208.26 |
208.30 |
-7.00 |
1,321 |
12,374 |
+207 |
| May10 |
091030 |
216.25 |
216.25 |
208.89 |
208.89 |
-6.99 |
1,403 |
12,072 |
-21 |
| Jun10 |
091030 |
215.20 |
215.50 |
209.75 |
209.89 |
-6.94 |
2,998 |
22,238 |
+62 |
| Jul10 |
091030 |
211.88 |
212.00 |
211.74 |
211.74 |
-6.94 |
317 |
7,024 |
+42 |
| Aug10 |
091030 |
214.56 |
214.56 |
214.14 |
214.14 |
-6.89 |
297 |
3,229 |
+50 |
| Sep10 |
091030 |
217.03 |
217.03 |
216.64 |
216.64 |
-6.84 |
380 |
6,057 |
-66 |
| Oct10 |
091030 |
224.06 |
224.06 |
218.94 |
218.94 |
-6.77 |
492 |
2,843 |
+50 |
| Total Volume and Open Interest |
96,108 |
315,463 |
-5,016 |
| Gasoline(NYMEX) |
| Nov09 |
091030 |
202.80 |
202.80 |
193.30 |
194.32 |
-7.58 |
21,558 |
10,699 |
-7,004 |
| Dec09 |
091030 |
202.80 |
203.30 |
194.40 |
195.95 |
-6.53 |
52,150 |
106,125 |
+3,869 |
| Jan10 |
091030 |
204.71 |
204.71 |
196.65 |
198.13 |
-6.23 |
17,214 |
49,230 |
+317 |
| Feb10 |
091030 |
206.85 |
206.85 |
198.95 |
200.35 |
-6.09 |
9,124 |
21,417 |
+1,267 |
| Mar10 |
091030 |
208.48 |
208.58 |
201.62 |
202.54 |
-5.98 |
5,947 |
19,209 |
+326 |
| Apr10 |
091030 |
220.35 |
220.37 |
214.09 |
214.55 |
-5.76 |
3,667 |
11,058 |
+247 |
| May10 |
091030 |
221.15 |
221.15 |
214.50 |
214.95 |
-5.79 |
1,851 |
6,486 |
+441 |
| Jun10 |
091030 |
216.42 |
217.57 |
215.10 |
215.10 |
-5.77 |
2,128 |
6,230 |
+54 |
| Jul10 |
091030 |
215.01 |
215.01 |
215.01 |
215.01 |
-5.77 |
642 |
2,518 |
-13 |
| Aug10 |
091030 |
214.71 |
214.71 |
214.71 |
214.71 |
-5.72 |
471 |
2,513 |
+36 |
| Total Volume and Open Interest |
116,592 |
247,635 |
-117 |
| e-miNY RBOB Gasoline(NYM) |
| Dec09 |
091030 |
195.95 |
195.95 |
195.95 |
195.95 |
-6.53 |
4 |
3 |
-4 |
| Jan10 |
091030 |
198.13 |
198.13 |
198.13 |
198.13 |
-6.23 |
|
|
|
| Feb10 |
091030 |
200.35 |
200.35 |
200.35 |
200.35 |
-6.09 |
|
|
|
| Mar10 |
091030 |
202.54 |
202.54 |
202.54 |
202.54 |
-5.98 |
|
|
|
| Total Volume and Open Interest |
4 |
6 |
-4 |
| Natural Gas(NYM) |
| Dec09 |
091030 |
5.094 |
5.271 |
4.952 |
5.045 |
-0.017 |
111,265 |
151,582 |
-1,200 |
| Jan10 |
091030 |
5.466 |
5.619 |
5.300 |
5.390 |
-0.038 |
30,974 |
109,345 |
-3,000 |
| Feb10 |
091030 |
5.515 |
5.650 |
5.357 |
5.444 |
-0.037 |
11,040 |
42,212 |
+1,475 |
| Mar10 |
091030 |
5.483 |
5.620 |
5.339 |
5.425 |
-0.031 |
11,362 |
58,204 |
-1,582 |
| Apr10 |
091030 |
5.460 |
5.605 |
5.336 |
5.417 |
-0.037 |
9,216 |
46,574 |
-162 |
| May10 |
091030 |
5.545 |
5.676 |
5.402 |
5.482 |
-0.038 |
4,773 |
30,036 |
+150 |
| Jun10 |
091030 |
5.625 |
5.752 |
5.494 |
5.572 |
-0.038 |
3,487 |
16,885 |
+298 |
| Jul10 |
091030 |
5.719 |
5.854 |
5.598 |
5.680 |
-0.032 |
2,470 |
14,637 |
-384 |
| Aug10 |
091030 |
5.790 |
5.927 |
5.680 |
5.760 |
-0.029 |
4,295 |
13,760 |
+1,060 |
| Sep10 |
091030 |
5.820 |
5.981 |
5.745 |
5.825 |
-0.024 |
2,292 |
12,663 |
+308 |
| Oct10 |
091030 |
5.997 |
6.130 |
5.891 |
5.973 |
-0.026 |
5,197 |
30,196 |
-126 |
| Nov10 |
091030 |
6.435 |
6.520 |
6.296 |
6.378 |
-0.021 |
787 |
7,178 |
+68 |
| Dec10 |
091030 |
6.810 |
6.880 |
6.669 |
6.753 |
-0.016 |
898 |
15,885 |
-154 |
| Jan11 |
091030 |
7.104 |
7.110 |
6.905 |
6.978 |
-0.016 |
791 |
10,747 |
+58 |
| Feb11 |
091030 |
7.070 |
7.090 |
6.910 |
6.973 |
-0.014 |
262 |
5,855 |
+76 |
| Mar11 |
091030 |
6.880 |
6.893 |
6.770 |
6.793 |
-0.011 |
424 |
17,010 |
+328 |
| Total Volume and Open Interest |
201,244 |
685,322 |
-37,275 |
| Brent Crude Oil(ICE) |
| Dec09 |
091030 |
78.19 |
78.23 |
75.09 |
75.20 |
-2.84 |
144,235 |
224,221 |
-692 |
| Jan10 |
091030 |
78.85 |
78.99 |
75.90 |
76.00 |
-2.81 |
65,830 |
116,051 |
-3,750 |
| Feb10 |
091030 |
79.68 |
79.70 |
76.67 |
76.76 |
-2.77 |
22,288 |
49,567 |
+1,638 |
| Mar10 |
091030 |
80.34 |
80.34 |
77.45 |
77.45 |
-2.73 |
8,968 |
26,225 |
+1,059 |
| Apr10 |
091030 |
80.96 |
80.96 |
78.10 |
78.10 |
-2.70 |
3,806 |
15,555 |
+16 |
| May10 |
091030 |
81.57 |
81.57 |
78.74 |
78.74 |
-2.69 |
3,675 |
12,632 |
-279 |
| Jun10 |
091030 |
82.12 |
82.12 |
79.37 |
79.37 |
-2.66 |
6,194 |
49,467 |
+576 |
| Jul10 |
091030 |
80.87 |
80.87 |
79.94 |
79.94 |
-2.65 |
1,307 |
12,723 |
+463 |
| Aug10 |
091030 |
80.51 |
80.57 |
80.47 |
80.49 |
-2.63 |
1,064 |
8,704 |
-36 |
| Sep10 |
091030 |
81.01 |
81.01 |
81.01 |
81.01 |
-2.62 |
1,485 |
4,721 |
+226 |
| Oct10 |
091030 |
81.48 |
81.48 |
81.48 |
81.48 |
-2.62 |
1,692 |
10,759 |
+508 |
| Nov10 |
091030 |
81.81 |
81.81 |
81.81 |
81.81 |
-2.64 |
1,098 |
6,378 |
-16 |
| Dec10 |
091030 |
84.87 |
84.87 |
82.02 |
82.13 |
-2.65 |
8,965 |
70,372 |
-430 |
| Jan11 |
091030 |
82.47 |
82.47 |
82.47 |
82.47 |
-2.65 |
410 |
7,179 |
-29 |
| Total Volume and Open Interest |
273,238 |
701,623 |
-197 |
| Gas Oil(ICE) |
| Nov09 |
091030 |
644.00 |
644.00 |
616.25 |
624.75 |
-19.25 |
26,704 |
78,034 |
-2,108 |
| Dec09 |
091030 |
651.00 |
651.00 |
623.75 |
632.25 |
-18.75 |
47,993 |
137,912 |
-1,577 |
| Jan10 |
091030 |
656.25 |
656.25 |
632.75 |
641.00 |
-18.50 |
13,106 |
79,641 |
+2,118 |
| Feb10 |
091030 |
659.75 |
660.00 |
640.50 |
648.00 |
-18.00 |
4,469 |
34,248 |
+1,618 |
| Mar10 |
091030 |
664.25 |
664.25 |
649.50 |
654.00 |
-18.00 |
2,586 |
32,077 |
-120 |
| Apr10 |
091030 |
672.00 |
672.00 |
656.50 |
660.25 |
-18.00 |
1,843 |
16,959 |
+300 |
| May10 |
091030 |
678.25 |
678.25 |
662.25 |
666.75 |
-17.75 |
811 |
17,153 |
+198 |
| Jun10 |
091030 |
684.00 |
684.00 |
667.00 |
672.75 |
-17.50 |
4,382 |
39,966 |
-67 |
| Jul10 |
091030 |
690.00 |
690.00 |
674.00 |
679.75 |
-17.50 |
665 |
13,020 |
-164 |
| Aug10 |
091030 |
696.75 |
696.75 |
681.00 |
686.75 |
-17.25 |
600 |
12,758 |
+196 |
| Total Volume and Open Interest |
106,848 |
546,884 |
-37,926 |
| Ethanol(CBOT) |
| Oct09 |
091005 |
1.890 |
1.897 |
1.890 |
1.894 |
+0.018 |
74 |
177 |
+5 |
| Nov09 |
091030 |
1.912 |
1.942 |
1.880 |
1.935 |
-0.020 |
43 |
285 |
-1 |
| Dec09 |
091030 |
1.875 |
1.875 |
1.826 |
1.846 |
-0.035 |
63 |
649 |
+2 |
| Jan10 |
091030 |
1.832 |
1.832 |
1.815 |
1.815 |
-0.033 |
25 |
1,038 |
+15 |
| Feb10 |
091030 |
1.790 |
1.799 |
1.783 |
1.798 |
-0.032 |
47 |
383 |
+9 |
| Mar10 |
091030 |
1.790 |
1.798 |
1.780 |
1.797 |
-0.027 |
23 |
515 |
+0 |
| Apr10 |
091030 |
1.809 |
1.809 |
1.780 |
1.799 |
-0.025 |
52 |
374 |
+12 |
| May10 |
091030 |
1.780 |
1.790 |
1.773 |
1.773 |
-0.052 |
5 |
233 |
+5 |
| Total Volume and Open Interest |
299 |
5,610 |
+75 |
| US Dollar Index(ICE) |
| Dec09 |
091030 |
76.075 |
76.580 |
75.975 |
76.475 |
+0.410 |
16,818 |
33,625 |
-339 |
| Mar10 |
091030 |
76.500 |
76.850 |
76.500 |
76.785 |
+0.370 |
44 |
2,176 |
-14 |
| Jun10 |
091030 |
76.800 |
77.170 |
76.800 |
77.170 |
+0.370 |
0 |
6 |
+0 |
| Total Volume and Open Interest |
16,862 |
35,807 |
-353 |
| Australian Dollar(CME) |
| Dec09 |
091030 |
91.23 |
91.38 |
89.43 |
89.69 |
-1.68 |
139,071 |
111,759 |
-2,297 |
| Mar10 |
091030 |
90.15 |
90.46 |
88.55 |
88.80 |
-1.66 |
519 |
1,328 |
+69 |
| Jun10 |
091030 |
87.83 |
89.47 |
87.83 |
87.83 |
-1.64 |
0 |
7 |
+0 |
| Total Volume and Open Interest |
139,590 |
113,111 |
-2,228 |
| British Pound(CME) |
| Dec09 |
091030 |
165.54 |
165.75 |
164.06 |
164.42 |
-1.02 |
171,410 |
93,528 |
-1,774 |
| Mar10 |
091030 |
164.96 |
165.59 |
164.01 |
164.36 |
-1.02 |
66 |
383 |
+16 |
| Jun10 |
091030 |
164.29 |
165.44 |
164.14 |
164.29 |
-1.02 |
0 |
120 |
+0 |
| Total Volume and Open Interest |
171,476 |
94,051 |
-1,758 |
| Canadian Dollar(CME) |
| Dec09 |
091030 |
93.70 |
93.87 |
92.17 |
92.62 |
-1.17 |
92,282 |
92,268 |
-3,938 |
| Mar10 |
091030 |
93.64 |
93.85 |
92.23 |
92.61 |
-1.17 |
241 |
2,585 |
+111 |
| Jun10 |
091030 |
92.66 |
93.76 |
92.28 |
92.60 |
-1.16 |
40 |
375 |
-7 |
| Sep10 |
091030 |
92.56 |
93.71 |
92.26 |
92.56 |
-1.15 |
18 |
415 |
+0 |
| Total Volume and Open Interest |
92,588 |
95,797 |
-3,833 |
| Japanese Yen(CME) |
| Dec09 |
091030 |
109.34 |
111.24 |
109.22 |
111.13 |
+1.85 |
120,764 |
115,052 |
+139 |
| Mar10 |
091030 |
109.99 |
111.29 |
109.36 |
111.21 |
+1.85 |
73 |
259 |
+47 |
| Jun10 |
091030 |
111.32 |
111.32 |
109.47 |
111.32 |
+1.85 |
3 |
13 |
+1 |
| Total Volume and Open Interest |
120,840 |
115,345 |
+187 |
| Swiss Franc(CME) |
| Dec09 |
091030 |
98.23 |
98.50 |
97.33 |
97.58 |
-0.69 |
58,031 |
48,425 |
-2,163 |
| Mar10 |
091030 |
97.96 |
98.52 |
97.43 |
97.64 |
-0.69 |
144 |
236 |
+127 |
| Jun10 |
091030 |
97.74 |
98.45 |
97.72 |
97.74 |
-0.70 |
0 |
5 |
+0 |
| Total Volume and Open Interest |
58,175 |
48,667 |
-2,036 |
| EuroFX(CME) |
| Dec09 |
091030 |
148.33 |
148.57 |
147.02 |
147.26 |
-1.18 |
318,928 |
163,848 |
+1,444 |
| Mar10 |
091030 |
148.25 |
148.47 |
146.97 |
147.19 |
-1.18 |
231 |
1,510 |
+96 |
| Jun10 |
091030 |
147.10 |
148.29 |
147.04 |
147.10 |
-1.19 |
1 |
138 |
+1 |
| Total Volume and Open Interest |
319,160 |
165,504 |
+1,541 |
| Mexican Peso(CME) |
| Nov09 |
091030 |
752.5 |
763.8 |
752.5 |
752.5 |
-11.2 |
0 |
1 |
+0 |
| Dec09 |
091030 |
762.5 |
766.0 |
746.2 |
752.0 |
-11.2 |
23,478 |
90,908 |
+2,181 |
| Total Volume and Open Interest |
23,478 |
93,054 |
+2,181 |
| 30-Year T-Bonds(CBOT) |
| Dec09 |
091030 |
118~230 |
120~090 |
118~180 |
120~050 |
+1~150 |
235,898 |
719,750 |
+2,206 |
| Mar10 |
091030 |
118~130 |
119~190 |
117~310 |
119~160 |
+1~170 |
1,633 |
9,351 |
+1,063 |
| Jun10 |
091030 |
118~000 |
118~010 |
116~170 |
118~000 |
+1~150 |
1 |
9 |
+1 |
| Total Volume and Open Interest |
237,532 |
729,110 |
+3,270 |
| 10-Year T-Notes(CBOT) |
| Dec09 |
091030 |
117~235 |
118~225 |
117~210 |
118~195 |
+0~285 |
998,092 |
1,238,918 |
+7,117 |
| Mar10 |
091030 |
116~135 |
117~075 |
116~135 |
117~075 |
+0~290 |
3,250 |
17,414 |
+1,864 |
| Jun10 |
091030 |
115~275 |
115~275 |
114~300 |
115~275 |
+0~295 |
|
|
|
| Total Volume and Open Interest |
1,001,342 |
1,256,332 |
+8,981 |
| 5-Year T-Notes(CBOT) |
| Dec09 |
091030 |
115~109 |
116~065 |
115~105 |
116~058 |
+0~078 |
481,059 |
756,811 |
-10,458 |
| Mar10 |
091030 |
114~083 |
115~017 |
114~067 |
115~017 |
+0~078 |
70 |
3,146 |
+59 |
| Jun10 |
091030 |
113~104 |
113~104 |
113~026 |
113~104 |
+0~078 |
|
|
|
| Total Volume and Open Interest |
481,129 |
759,957 |
-10,399 |
| 2 Year T-Notes(CBOT) |
| Dec09 |
091030 |
108~091 |
108~091 |
108~091 |
108~091 |
+0~011 |
|
|
|
| Mar10 |
091030 |
108~022 |
108~022 |
107~127 |
108~022 |
+0~023 |
1,895 |
14,320 |
-238 |
| Jun10 |
091030 |
107~073 |
107~073 |
107~051 |
107~073 |
+0~022 |
0 |
6,830 |
+0 |
| Total Volume and Open Interest |
235,308 |
992,027 |
-804 |
| Eurodollars(CME) |
| Dec09 |
091030 |
99.680 |
99.690 |
99.670 |
99.680 |
unch |
184,622 |
1,041,821 |
+12,149 |
| Mar10 |
091030 |
99.475 |
99.500 |
99.470 |
99.495 |
+0.020 |
310,458 |
1,089,324 |
+14,649 |
| Jun10 |
091030 |
99.150 |
99.205 |
99.145 |
99.205 |
+0.055 |
334,096 |
923,056 |
+10,822 |
| Sep10 |
091030 |
98.765 |
98.855 |
98.765 |
98.850 |
+0.085 |
358,328 |
698,080 |
+21,002 |
| Dec10 |
091030 |
98.350 |
98.465 |
98.340 |
98.460 |
+0.110 |
343,753 |
844,592 |
+12,158 |
| Mar11 |
091030 |
97.975 |
98.100 |
97.975 |
98.095 |
+0.120 |
319,025 |
520,205 |
+31,205 |
| Jun11 |
091030 |
97.620 |
97.755 |
97.620 |
97.740 |
+0.120 |
232,754 |
507,123 |
+5,703 |
| Sep11 |
091030 |
97.305 |
97.445 |
97.300 |
97.430 |
+0.125 |
227,792 |
413,550 |
+37,155 |
| Dec11 |
091030 |
97.010 |
97.155 |
97.010 |
97.135 |
+0.125 |
105,422 |
243,218 |
+3,275 |
| Mar12 |
091030 |
96.765 |
96.920 |
96.765 |
96.900 |
+0.125 |
70,216 |
180,070 |
+540 |
| Jun12 |
091030 |
96.560 |
96.690 |
96.550 |
96.675 |
+0.125 |
47,443 |
156,949 |
+1,528 |
| Sep12 |
091030 |
96.360 |
96.495 |
96.350 |
96.475 |
+0.120 |
38,593 |
93,161 |
+853 |
| Dec12 |
091030 |
96.160 |
96.300 |
96.160 |
96.280 |
+0.120 |
12,775 |
56,381 |
+941 |
| Mar13 |
091030 |
96.040 |
96.160 |
96.040 |
96.140 |
+0.120 |
7,258 |
53,127 |
+242 |
| Jun13 |
091030 |
95.895 |
96.010 |
95.895 |
96.000 |
+0.120 |
5,057 |
43,869 |
+271 |
| Sep13 |
091030 |
95.765 |
95.880 |
95.765 |
95.870 |
+0.120 |
5,019 |
52,305 |
+138 |
| Dec13 |
091030 |
95.640 |
95.750 |
95.630 |
95.735 |
+0.115 |
4,037 |
30,623 |
+217 |
| Mar14 |
091030 |
95.545 |
95.660 |
95.540 |
95.645 |
+0.115 |
3,353 |
28,488 |
+65 |
| Total Volume and Open Interest |
2,628,702 |
7,165,306 |
+155,802 |
| 30 Day Federal Funds(CBOT) |
| Oct09 |
091030 |
99.882 |
99.882 |
99.880 |
99.880 |
unch |
1,116 |
45,216 |
+282 |
| Nov09 |
091030 |
99.865 |
99.870 |
99.860 |
99.860 |
unch |
4,829 |
74,507 |
-497 |
| Dec09 |
091030 |
99.855 |
99.860 |
99.850 |
99.855 |
unch |
4,508 |
63,567 |
+624 |
| Jan10 |
091030 |
99.825 |
99.840 |
99.820 |
99.835 |
+0.010 |
6,218 |
64,361 |
-1,999 |
| Feb10 |
091030 |
99.780 |
99.795 |
99.780 |
99.790 |
+0.010 |
12,169 |
70,331 |
+782 |
| Mar10 |
091030 |
99.745 |
99.760 |
99.740 |
99.750 |
+0.010 |
8,605 |
39,137 |
+290 |
| Total Volume and Open Interest |
73,638 |
520,813 |
+12,778 |
| 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 |
091022 |
99.50 |
99.50 |
99.50 |
99.50 |
unch |
|
|
|
| Mar10 |
091022 |
99.51 |
99.51 |
99.51 |
99.51 |
-0.02 |
|
|
|
| Jun10 |
091022 |
99.53 |
99.53 |
99.53 |
99.53 |
unch |
|
|
|
| Sep10 |
091022 |
99.51 |
99.51 |
99.51 |
99.51 |
unch |
|
|
|
| Dec10 |
091022 |
99.45 |
99.45 |
99.45 |
99.45 |
unch |
|
|
|
| Mar11 |
091022 |
99.36 |
99.36 |
99.36 |
99.36 |
unch |
|
|
|
| Jun11 |
091022 |
99.31 |
99.31 |
99.31 |
99.31 |
unch |
|
|
|
| Sep11 |
091022 |
99.31 |
99.31 |
99.31 |
99.31 |
unch |
|
|
|
| Dec11 |
091022 |
99.11 |
99.11 |
99.11 |
99.11 |
unch |
|
|
|
| Mar12 |
091022 |
99.07 |
99.07 |
99.07 |
99.07 |
unch |
|
|
|
| Total Volume and Open Interest |
|
|
|
| 3-Mth Euro-Yen(SGX) |
| Dec09 |
091030 |
99.50 |
99.50 |
99.49 |
99.50 |
unch |
160 |
3,676 |
+3 |
| Mar10 |
091030 |
99.51 |
99.51 |
99.51 |
99.51 |
unch |
0 |
3,742 |
+0 |
| Jun10 |
091030 |
99.52 |
99.52 |
99.50 |
99.51 |
0.00 |
0 |
1,879 |
+0 |
| Sep10 |
091030 |
99.50 |
99.50 |
99.50 |
99.50 |
0.00 |
0 |
1,658 |
+0 |
| Dec10 |
091030 |
99.43 |
99.43 |
99.43 |
99.43 |
-0.01 |
0 |
842 |
+0 |
| Mar11 |
091030 |
99.35 |
99.35 |
99.35 |
99.35 |
-0.01 |
0 |
562 |
+0 |
| Jun11 |
091030 |
99.29 |
99.29 |
99.29 |
99.29 |
0.00 |
0 |
52 |
+0 |
| Sep11 |
091030 |
99.29 |
99.29 |
99.29 |
99.29 |
0.00 |
0 |
51 |
+0 |
| Total Volume and Open Interest |
160 |
13,934 |
+3 |
| Japanese Gov't Bonds(SGX) |
| Dec09 |
091021 |
138.71 |
138.84 |
138.57 |
138.57 |
-0.14 |
2,197 |
15,589 |
-555 |
| Mar10 |
091030 |
137.69 |
137.69 |
137.69 |
137.69 |
-0.09 |
|
|
|
| Jun10 |
091030 |
137.69 |
137.69 |
137.69 |
137.69 |
-0.09 |
|
|
|
| Total Volume and Open Interest |
1,541 |
14,010 |
-174 |
| Euro-Bund(EUREX) |
| Dec09 |
091029 |
121.81 |
121.82 |
120.98 |
121.21 |
-0.46 |
877,977 |
947,930 |
-12,723 |
| Mar10 |
091030 |
120.90 |
121.80 |
120.90 |
121.56 |
+0.71 |
1,366 |
10,654 |
+545 |
| Jun10 |
091030 |
121.10 |
121.10 |
121.10 |
121.10 |
+0.62 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
750,474 |
950,793 |
-7,247 |
| Euro-Bobl(EUREX) |
| Dec09 |
091030 |
115.23 |
115.72 |
115.21 |
115.62 |
+0.39 |
463,761 |
642,808 |
-13,732 |
| Mar10 |
091030 |
115.37 |
115.37 |
115.37 |
115.37 |
+0.40 |
18 |
4,245 |
+6 |
| Jun10 |
091030 |
114.92 |
114.92 |
114.92 |
114.92 |
+0.39 |
|
|
|
| Total Volume and Open Interest |
463,779 |
647,053 |
-13,726 |
| 3-Mth Euribor(EUREX) |
| Dec09 |
091030 |
99.220 |
99.235 |
99.215 |
99.235 |
+0.015 |
3,617 |
7,902 |
-1,129 |
| Mar10 |
091030 |
99.025 |
99.050 |
99.025 |
99.050 |
+0.030 |
160 |
5,533 |
-100 |
| Jun10 |
091030 |
98.695 |
98.740 |
98.695 |
98.730 |
+0.040 |
88 |
5,008 |
-82 |
| Total Volume and Open Interest |
3,935 |
22,199 |
-1,377 |
| Long Gilt(LIFFE) |
| Dec09 |
091029 |
118~22 |
118~26 |
117~30 |
118~05 |
-0~16 |
96,622 |
231,108 |
-3,255 |
| Mar10 |
091030 |
116~30 |
116~30 |
116~30 |
116~30 |
+0~12 |
0 |
20 |
+0 |
| Total Volume and Open Interest |
100,971 |
231,500 |
+372 |
| 3-Mth Short Sterling(LIFFE) |
| Dec09 |
091030 |
99.39 |
99.40 |
99.38 |
99.39 |
-0.01 |
40,212 |
364,555 |
+3,368 |
| Mar10 |
091030 |
99.17 |
99.19 |
99.15 |
99.18 |
+0.01 |
42,154 |
380,576 |
-5,547 |
| Jun10 |
091030 |
98.72 |
98.78 |
98.71 |
98.77 |
+0.04 |
52,066 |
366,830 |
+397 |
| Sep10 |
091030 |
98.22 |
98.28 |
98.19 |
98.27 |
+0.05 |
51,900 |
281,584 |
-823 |
| Dec10 |
091030 |
97.72 |
97.79 |
97.67 |
97.76 |
+0.05 |
67,904 |
324,145 |
+5,326 |
| Mar11 |
091030 |
97.28 |
97.35 |
97.24 |
97.33 |
+0.06 |
33,729 |
212,456 |
-1,752 |
| Total Volume and Open Interest |
337,986 |
2,395,914 |
-229 |
| 3-Mth Euribor(LIFFE) |
| Dec09 |
091030 |
99.225 |
99.240 |
99.215 |
99.235 |
+0.015 |
62,178 |
579,673 |
-8,902 |
| Mar10 |
091030 |
99.025 |
99.055 |
99.015 |
99.050 |
+0.030 |
121,651 |
605,086 |
-5,590 |
| Jun10 |
091030 |
98.695 |
98.745 |
98.685 |
98.730 |
+0.040 |
109,791 |
544,155 |
+9,043 |
| Total Volume and Open Interest |
686,939 |
3,181,614 |
+18,618 |
| 3-Mth Aus T-Bills(SFE) |
| Dec09 |
091030 |
95.78 |
95.84 |
95.73 |
95.81 |
+0.01 |
38,027 |
327,030 |
-6,739 |
| Mar10 |
091030 |
95.19 |
95.28 |
95.13 |
95.25 |
+0.05 |
26,912 |
224,023 |
+2,584 |
| Jun10 |
091030 |
94.81 |
94.87 |
94.72 |
94.84 |
+0.04 |
9,979 |
122,148 |
+870 |
| Sep10 |
091030 |
94.50 |
94.55 |
94.41 |
94.53 |
+0.04 |
8,678 |
79,737 |
+1,332 |
| Dec10 |
091030 |
94.25 |
94.30 |
94.19 |
94.28 |
+0.02 |
3,564 |
49,662 |
+1,536 |
| Mar11 |
091030 |
94.05 |
94.13 |
94.00 |
94.11 |
+0.02 |
3,447 |
27,918 |
+1,556 |
| Jun11 |
091030 |
93.97 |
93.97 |
93.84 |
93.96 |
+0.01 |
1,740 |
18,159 |
+1,034 |
| Sep11 |
091030 |
93.86 |
93.86 |
93.73 |
93.86 |
+0.01 |
499 |
11,056 |
+365 |
| Dec11 |
091030 |
93.64 |
93.77 |
93.64 |
93.76 |
unch |
221 |
4,809 |
+115 |
| Mar12 |
091030 |
93.71 |
93.71 |
93.70 |
93.70 |
unch |
249 |
1,992 |
+212 |
| Total Volume and Open Interest |
93,476 |
867,203 |
+2,948 |
| 10-Year Aus T-Bonds(SFE) |
| Dec09 |
091030 |
94.44 |
94.45 |
94.35 |
94.42 |
-0.02 |
42,014 |
362,605 |
-2,262 |
| Mar10 |
091030 |
94.42 |
94.42 |
94.42 |
94.42 |
-0.02 |
|
|
|
| Total Volume and Open Interest |
42,014 |
362,605 |
-2,262 |
| 3-Year Aus T-Bonds(SFE) |
| Dec09 |
091030 |
94.83 |
94.89 |
94.65 |
94.86 |
+0.02 |
146,346 |
616,449 |
+18,370 |
| Mar10 |
091030 |
94.86 |
94.86 |
94.86 |
94.86 |
+0.02 |
|
|
|
| Total Volume and Open Interest |
146,346 |
616,449 |
+18,370 |
| Gold(CMX) |
| Dec09 |
091030 |
1047.1 |
1049.2 |
1035.4 |
1040.4 |
-6.7 |
152,915 |
329,521 |
-10,559 |
| Feb10 |
091030 |
1046.7 |
1049.9 |
1036.6 |
1041.5 |
-6.8 |
4,585 |
43,992 |
+441 |
| Apr10 |
091030 |
1049.8 |
1049.8 |
1037.7 |
1042.5 |
-6.7 |
631 |
32,683 |
+210 |
| Jun10 |
091030 |
1054.7 |
1054.7 |
1039.1 |
1043.5 |
-6.7 |
2,556 |
13,616 |
+835 |
| Aug10 |
091030 |
1048.5 |
1048.5 |
1043.8 |
1044.9 |
-6.8 |
1,250 |
8,488 |
-130 |
| Oct10 |
091030 |
1046.6 |
1046.6 |
1046.6 |
1046.6 |
-6.9 |
44 |
4,567 |
-56 |
| Dec10 |
091030 |
1055.3 |
1056.7 |
1044.0 |
1048.7 |
-7.0 |
1,419 |
18,675 |
+731 |
| Feb11 |
091030 |
1055.0 |
1055.0 |
1051.4 |
1051.4 |
-7.2 |
0 |
2,473 |
+0 |
| Apr11 |
091030 |
1054.4 |
1054.4 |
1054.4 |
1054.4 |
-7.4 |
0 |
1,616 |
+0 |
| Jun11 |
091030 |
402.3 |
402.3 |
402.3 |
402.3 |
-7.7 |
0 |
9,512 |
+0 |
| Aug11 |
091030 |
1061.6 |
1061.6 |
1061.6 |
1061.6 |
-7.9 |
0 |
250 |
+0 |
| Total Volume and Open Interest |
164,134 |
488,707 |
-8,772 |
| Silver(CMX) |
| Dec09 |
091030 |
1669.0 |
1674.5 |
1615.0 |
1625.5 |
-40.0 |
45,647 |
88,000 |
-1,918 |
| Mar10 |
091030 |
1672.5 |
1673.5 |
1624.0 |
1628.5 |
-40.1 |
4,758 |
19,561 |
-40 |
| May10 |
091030 |
1669.0 |
1675.0 |
1630.1 |
1630.1 |
-40.1 |
1,318 |
5,705 |
+1,028 |
| Jul10 |
091030 |
1674.5 |
1674.5 |
1625.5 |
1631.5 |
-40.3 |
170 |
3,778 |
-7 |
| Sep10 |
091030 |
1642.0 |
1642.0 |
1632.0 |
1633.1 |
-40.4 |
38 |
2,438 |
+28 |
| Dec10 |
091030 |
1663.5 |
1664.5 |
1630.5 |
1635.5 |
-40.7 |
411 |
4,093 |
+254 |
| Mar11 |
091030 |
1638.8 |
1638.8 |
1638.8 |
1638.8 |
-41.0 |
0 |
37 |
-279 |
| Total Volume and Open Interest |
53,138 |
132,389 |
-454 |
| Platinum(NYMEX) |
| Jan10 |
091030 |
1340.0 |
1340.0 |
1318.4 |
1326.3 |
-11.9 |
3,118 |
30,688 |
-141 |
| Apr10 |
091030 |
1335.5 |
1335.5 |
1325.5 |
1330.5 |
-12.1 |
95 |
879 |
+64 |
| Total Volume and Open Interest |
3,213 |
31,567 |
-82 |
| Palladium(NYMEX) |
| Dec09 |
091030 |
329.00 |
333.00 |
321.00 |
323.25 |
-5.05 |
2,045 |
20,352 |
-319 |
| Mar10 |
091030 |
334.05 |
334.05 |
323.50 |
324.30 |
-5.10 |
62 |
2,051 |
+50 |
| Jun10 |
091030 |
334.65 |
334.65 |
324.20 |
325.60 |
-5.10 |
1 |
23 |
+1 |
| Total Volume and Open Interest |
2,108 |
22,426 |
-268 |
| Copper(CMX) |
| Dec09 |
091030 |
303.35 |
305.00 |
294.20 |
295.55 |
-7.40 |
28,456 |
95,060 |
-2,210 |
| Mar10 |
091030 |
304.40 |
306.80 |
296.20 |
297.40 |
-7.30 |
3,627 |
25,770 |
+1,319 |
| May10 |
091030 |
301.95 |
301.95 |
297.80 |
298.15 |
-7.25 |
725 |
4,525 |
+391 |
| Jul10 |
091030 |
298.60 |
298.60 |
298.60 |
298.60 |
-7.20 |
30 |
2,693 |
+20 |
| Sep10 |
091030 |
298.60 |
298.60 |
298.50 |
298.50 |
-7.25 |
12 |
1,606 |
-3 |
| Total Volume and Open Interest |
34,216 |
137,740 |
-691 |
| Aluminum(CMX) |
| 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 |
|
|
|
| Apr10 |
080724 |
3.17 |
3.17 |
3.17 |
3.17 |
unch |
|
|
|
| Total Volume and Open Interest |
|
|
|
| DJIA Index(CBOT) |
| Dec09 |
091030 |
9797 |
9911 |
9637 |
9664 |
-239 |
1,316 |
13,369 |
-17 |
| Mar10 |
091030 |
9835 |
9835 |
9600 |
9603 |
-239 |
35 |
885 |
-10 |
| Jun10 |
091030 |
9729 |
9784 |
9545 |
9545 |
-239 |
|
|
|
| Sep10 |
091030 |
9494 |
9733 |
9494 |
9494 |
-239 |
|
|
|
| Total Volume and Open Interest |
1,351 |
14,254 |
-27 |
| S & P 500(CME) |
| Dec09 |
091030 |
1060.80 |
1062.50 |
1029.50 |
1033.00 |
-28.60 |
24,844 |
389,229 |
+3,323 |
| Mar10 |
091030 |
1030.00 |
1057.00 |
1025.70 |
1028.00 |
-28.70 |
479 |
5,701 |
+220 |
| Jun10 |
091030 |
1023.70 |
1049.40 |
1021.40 |
1023.70 |
-28.70 |
25 |
305 |
+25 |
| Sep10 |
091030 |
1020.70 |
1046.40 |
1018.40 |
1020.70 |
-28.70 |
|
|
|
| Total Volume and Open Interest |
25,348 |
395,240 |
+3,568 |
| S & P 500 E-Mini(Globex) |
| Dec09 |
091030 |
1061.25 |
1062.75 |
1029.50 |
1033.00 |
-28.50 |
2,843,071 |
2,515,492 |
+75,221 |
| Mar10 |
091030 |
1057.25 |
1057.50 |
1024.50 |
1028.00 |
-28.75 |
3,011 |
29,218 |
+621 |
| Total Volume and Open Interest |
2,846,085 |
2,544,741 |
+75,843 |
| NASDAQ 100(CME) |
| Dec09 |
091030 |
1707.50 |
1712.00 |
1659.00 |
1665.50 |
-42.00 |
1,879 |
19,301 |
-169 |
| Mar10 |
091030 |
1667.00 |
1670.00 |
1660.50 |
1663.50 |
-42.00 |
9 |
8 |
+2 |
| Jun10 |
091030 |
1662.50 |
1662.50 |
1659.50 |
1662.50 |
-42.00 |
|
|
|
| Total Volume and Open Interest |
1,888 |
19,309 |
-167 |
| NASDAQ 100 E-Mini(Globex) |
| Dec09 |
091030 |
1707.00 |
1711.80 |
1660.00 |
1665.50 |
-42.00 |
441,310 |
327,956 |
+4,304 |
| Mar10 |
091030 |
1702.00 |
1709.50 |
1657.80 |
1663.50 |
-42.00 |
408 |
1,818 |
+90 |
| Total Volume and Open Interest |
441,719 |
329,776 |
+4,395 |
| S & P Midcap 400(CME) |
| Dec09 |
091030 |
674.50 |
675.50 |
656.00 |
657.40 |
-17.20 |
5 |
2,914 |
-8 |
| Mar10 |
091030 |
655.30 |
655.50 |
655.30 |
655.30 |
-17.20 |
|
|
|
| Jun10 |
091030 |
653.30 |
653.50 |
653.30 |
653.30 |
-17.20 |
|
|
|
| Total Volume and Open Interest |
5 |
2,914 |
-8 |
| 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 |
091030 |
9875 |
10080 |
9865 |
10010 |
+135 |
104,834 |
178,307 |
-1,126 |
| Mar10 |
091030 |
10005 |
10015 |
10005 |
10015 |
+130 |
5 |
1,029 |
+0 |
| Total Volume and Open Interest |
105,139 |
182,121 |
-1,146 |
| Nikkei 225(SGX) |
| Dec09 |
091030 |
9875 |
10080 |
9865 |
10010 |
+135 |
104,834 |
178,307 |
-1,126 |
| Mar10 |
091030 |
10005 |
10015 |
10005 |
10015 |
+130 |
5 |
1,029 |
+0 |
| Jun10 |
091030 |
10045 |
10045 |
10045 |
10045 |
+135 |
0 |
321 |
+0 |
| Total Volume and Open Interest |
105,139 |
182,121 |
-1,146 |
| CAC 40(EURONEXT) |
| Nov09 |
091030 |
3709.5 |
3713.5 |
3562.5 |
3589.5 |
-111.0 |
143,030 |
437,075 |
+30,175 |
| Dec09 |
091030 |
3701.0 |
3701.5 |
3560.5 |
3582.0 |
-111.0 |
761 |
52,294 |
+269 |
| Jan10 |
091030 |
3585.0 |
3585.0 |
3585.0 |
3585.0 |
-109.0 |
|
|
|
| Total Volume and Open Interest |
143,830 |
491,015 |
+30,448 |
| Hang Seng Index(HKFE) |
| Oct09 |
091029 |
21367 |
21400 |
21147 |
21203 |
-486 |
108,637 |
33,335 |
-28,852 |
| Nov09 |
091030 |
21641 |
21885 |
21606 |
21630 |
+367 |
50,478 |
78,979 |
+4,520 |
| Dec09 |
091030 |
21632 |
21865 |
21600 |
21632 |
+382 |
626 |
7,135 |
+1,039 |
| Total Volume and Open Interest |
134,896 |
103,476 |
-10,789 |
| DAX(EUREX) |
| Dec09 |
091030 |
5599.5 |
5603.5 |
5382.5 |
5403.5 |
-190.0 |
220,524 |
190,075 |
+10,336 |
| Mar10 |
091030 |
5600.0 |
5607.0 |
5392.0 |
5408.0 |
-189.5 |
778 |
10,891 |
+531 |
| Jun10 |
091030 |
5554.5 |
5555.0 |
5415.0 |
5415.0 |
-190.0 |
62 |
1,662 |
+0 |
| Total Volume and Open Interest |
221,364 |
202,628 |
+10,867 |
| FT-SE 100(EURONEXT) |
| Dec09 |
091030 |
5110.50 |
5142.50 |
4971.50 |
5001.00 |
-112.50 |
133,564 |
619,344 |
+6,567 |
| Mar10 |
091030 |
5058.00 |
5082.00 |
4932.00 |
4952.50 |
-112.50 |
2,029 |
12,363 |
+2,019 |
| Jun10 |
091030 |
4909.00 |
4909.00 |
4909.00 |
4909.00 |
-112.50 |
40 |
612 |
-14 |
| Total Volume and Open Interest |
135,633 |
632,324 |
+8,572 |
| SPI 200(SFE) |
| Dec09 |
091030 |
4556.0 |
4671.0 |
4548.0 |
4624.0 |
+63.0 |
39,623 |
221,280 |
+31 |
| Mar10 |
091030 |
4548.0 |
4639.0 |
4548.0 |
4617.0 |
+62.0 |
47 |
4,838 |
+9 |
| Jun10 |
091030 |
4638.0 |
4638.0 |
4638.0 |
4638.0 |
+63.0 |
3 |
1,412 |
-3 |
| Total Volume and Open Interest |
39,673 |
228,251 |
+37 |
| GSCI(CME) |
| Nov09 |
091030 |
505.00 |
507.00 |
494.00 |
495.50 |
-17.50 |
787 |
20,560 |
-183 |
| Dec09 |
091030 |
504.00 |
520.05 |
504.00 |
504.00 |
-16.00 |
3 |
1 |
+0 |
| Jan10 |
091030 |
507.00 |
522.55 |
507.00 |
507.00 |
-15.50 |
2 |
0 |
+0 |
| Total Volume and Open Interest |
792 |
20,561 |
-183 |
| 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. |
|
|
Special Futures & Cash Charts
