|
MRCI's End of Day Prices |
Daily Futures Price Listing Thu September 23, 2010 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Nov10 |
100923 |
1091.00 |
1098.25 |
1079.50 |
1093.50 |
+5.00 |
68,667 |
297,721 |
-1,835 |
Jan11 |
100923 |
1100.75 |
1108.00 |
1089.25 |
1103.25 |
+4.75 |
17,822 |
118,481 |
+3,509 |
Mar11 |
100923 |
1107.25 |
1115.50 |
1097.25 |
1110.75 |
+4.50 |
6,332 |
37,825 |
+2,032 |
May11 |
100923 |
1110.00 |
1118.00 |
1100.75 |
1113.50 |
+4.75 |
5,405 |
44,403 |
+841 |
Jul11 |
100923 |
1114.00 |
1122.00 |
1104.50 |
1117.25 |
+4.50 |
3,088 |
30,132 |
+432 |
Aug11 |
100923 |
1104.50 |
1110.00 |
1103.50 |
1108.50 |
+3.75 |
79 |
469 |
-9 |
Sep11 |
100923 |
1094.50 |
1094.50 |
1083.50 |
1091.25 |
+4.00 |
69 |
308 |
+6 |
Nov11 |
100923 |
1073.25 |
1081.25 |
1066.25 |
1078.25 |
+5.00 |
2,434 |
34,911 |
+530 |
Jan12 |
100923 |
1078.75 |
1081.50 |
1070.25 |
1080.50 |
+4.75 |
57 |
307 |
+29 |
Mar12 |
100923 |
1072.00 |
1082.00 |
1071.00 |
1081.00 |
+4.25 |
19 |
100 |
+8 |
May12 |
100923 |
1082.50 |
1085.00 |
1077.25 |
1082.50 |
+5.25 |
22 |
106 |
+11 |
Jul12 |
100923 |
1088.75 |
1088.75 |
1085.25 |
1088.75 |
+3.50 |
0 |
118 |
+0 |
Aug12 |
100923 |
1083.50 |
1083.50 |
1080.00 |
1083.50 |
+3.50 |
0 |
2 |
+0 |
Sep12 |
100923 |
1063.25 |
1063.25 |
1059.75 |
1063.25 |
+3.50 |
0 |
1 |
+0 |
Total Volume and Open Interest |
104,036 |
566,570 |
+5,571 |
Soybean Meal(CBOT) |
Oct10 |
100923 |
306.40 |
306.90 |
301.40 |
305.50 |
-0.70 |
10,416 |
17,803 |
-3,102 |
Dec10 |
100923 |
310.50 |
311.00 |
305.50 |
309.50 |
-0.90 |
32,235 |
130,339 |
+1,271 |
Jan11 |
100923 |
311.90 |
312.60 |
307.30 |
311.10 |
-1.10 |
2,772 |
16,177 |
+522 |
Mar11 |
100923 |
314.50 |
315.40 |
310.00 |
314.00 |
-1.00 |
1,135 |
14,443 |
+87 |
May11 |
100923 |
315.70 |
316.40 |
311.30 |
314.80 |
-1.20 |
1,096 |
13,801 |
+58 |
Jul11 |
100923 |
316.40 |
317.30 |
312.70 |
316.00 |
-1.40 |
966 |
10,105 |
+198 |
Aug11 |
100923 |
313.00 |
314.00 |
312.00 |
312.80 |
-1.50 |
25 |
1,881 |
+5 |
Sep11 |
100923 |
305.00 |
310.00 |
305.00 |
307.10 |
-1.70 |
36 |
1,450 |
+31 |
Oct11 |
100923 |
298.30 |
299.90 |
298.30 |
298.30 |
-1.60 |
7 |
868 |
-7 |
Dec11 |
100923 |
296.80 |
300.10 |
295.80 |
298.50 |
-1.60 |
371 |
4,983 |
+105 |
Total Volume and Open Interest |
49,059 |
212,286 |
-832 |
Soybean Oil(CBOT) |
Oct10 |
100923 |
42.87 |
43.65 |
42.78 |
43.51 |
+0.64 |
15,520 |
26,462 |
-924 |
Dec10 |
100923 |
43.22 |
44.13 |
43.17 |
43.90 |
+0.64 |
31,085 |
185,497 |
-634 |
Jan11 |
100923 |
43.49 |
44.41 |
43.49 |
44.22 |
+0.64 |
3,894 |
34,204 |
-346 |
Mar11 |
100923 |
43.78 |
44.63 |
43.78 |
44.49 |
+0.63 |
4,382 |
27,464 |
+1,722 |
May11 |
100923 |
43.85 |
44.65 |
43.85 |
44.57 |
+0.61 |
2,070 |
15,934 |
+994 |
Jul11 |
100923 |
44.22 |
44.85 |
44.09 |
44.70 |
+0.60 |
1,122 |
11,418 |
-157 |
Aug11 |
100923 |
44.47 |
44.80 |
44.20 |
44.77 |
+0.61 |
59 |
754 |
+29 |
Sep11 |
100923 |
44.52 |
44.84 |
44.21 |
44.84 |
+0.63 |
68 |
530 |
+38 |
Oct11 |
100923 |
44.89 |
44.89 |
44.23 |
44.89 |
+0.66 |
38 |
366 |
+7 |
Dec11 |
100923 |
45.07 |
45.12 |
44.38 |
44.97 |
+0.59 |
522 |
8,822 |
-21 |
Total Volume and Open Interest |
58,764 |
311,535 |
+712 |
Canola(WCE) |
Nov10 |
100923 |
474.5 |
478.8 |
471.0 |
475.9 |
+1.5 |
9,869 |
95,650 |
-2,100 |
Jan11 |
100923 |
481.0 |
483.4 |
476.0 |
480.5 |
+1.3 |
2,569 |
46,051 |
+915 |
Mar11 |
100923 |
484.1 |
487.3 |
480.1 |
484.4 |
+1.9 |
763 |
5,655 |
+210 |
May11 |
100923 |
481.1 |
489.1 |
481.1 |
487.3 |
+1.8 |
3 |
2,341 |
+1 |
Jul11 |
100923 |
489.3 |
492.7 |
482.8 |
489.9 |
+2.7 |
117 |
5,081 |
+19 |
Total Volume and Open Interest |
13,555 |
158,031 |
-724 |
Corn(CBOT) |
Dec10 |
100923 |
506.25 |
507.00 |
495.25 |
499.25 |
-5.75 |
187,576 |
784,016 |
-5,270 |
Mar11 |
100923 |
519.25 |
519.50 |
508.25 |
512.25 |
-6.00 |
56,787 |
299,987 |
+5,336 |
May11 |
100923 |
525.00 |
525.75 |
515.00 |
518.25 |
-6.25 |
19,187 |
53,028 |
+2,346 |
Jul11 |
100923 |
528.25 |
528.50 |
517.75 |
521.25 |
-6.50 |
28,960 |
116,072 |
+1,848 |
Sep11 |
100923 |
498.00 |
498.25 |
491.50 |
496.25 |
-3.50 |
3,597 |
21,635 |
+444 |
Dec11 |
100923 |
477.00 |
477.75 |
471.25 |
475.75 |
-1.75 |
21,791 |
138,643 |
+1,014 |
Mar12 |
100923 |
480.75 |
483.25 |
478.50 |
483.25 |
-2.00 |
372 |
10,269 |
+111 |
May12 |
100923 |
485.75 |
488.75 |
485.75 |
486.75 |
-2.00 |
78 |
1,483 |
+9 |
Jul12 |
100923 |
486.50 |
492.25 |
486.50 |
490.00 |
-2.25 |
269 |
4,267 |
+7 |
Sep12 |
100923 |
471.00 |
480.00 |
471.00 |
477.50 |
-2.50 |
0 |
710 |
+0 |
Total Volume and Open Interest |
320,853 |
1,448,009 |
+6,363 |
Wheat(CBOT) |
Dec10 |
100923 |
720.50 |
722.00 |
693.00 |
697.25 |
-22.50 |
37,375 |
261,905 |
-374 |
Mar11 |
100923 |
751.50 |
751.50 |
724.00 |
728.25 |
-22.00 |
13,847 |
78,281 |
-457 |
May11 |
100923 |
757.75 |
757.75 |
735.00 |
738.75 |
-21.00 |
2,702 |
21,659 |
+89 |
Jul11 |
100923 |
742.75 |
743.00 |
724.50 |
728.25 |
-14.50 |
4,292 |
76,007 |
+280 |
Sep11 |
100923 |
744.50 |
751.00 |
733.75 |
737.75 |
-13.25 |
974 |
10,590 |
+362 |
Dec11 |
100923 |
753.75 |
757.50 |
742.00 |
746.75 |
-10.75 |
1,959 |
33,892 |
+923 |
Total Volume and Open Interest |
61,241 |
492,309 |
+850 |
Wheat(KCBT) |
Dec10 |
100923 |
757.50 |
757.50 |
732.00 |
737.25 |
-19.00 |
11,640 |
103,115 |
-944 |
Mar11 |
100923 |
769.25 |
769.25 |
745.75 |
750.75 |
-18.50 |
4,893 |
65,328 |
+1,487 |
May11 |
100923 |
762.00 |
764.25 |
746.25 |
751.25 |
-18.75 |
493 |
9,006 |
+76 |
Jul11 |
100923 |
753.00 |
753.00 |
737.50 |
743.50 |
-10.50 |
1,682 |
29,027 |
+497 |
Sep11 |
100923 |
750.50 |
751.50 |
738.75 |
743.75 |
-11.25 |
232 |
3,624 |
+105 |
Dec11 |
100923 |
758.25 |
761.00 |
747.50 |
751.75 |
-9.75 |
242 |
3,514 |
+97 |
Total Volume and Open Interest |
19,191 |
214,991 |
+1,320 |
Wheat(MGE) |
Dec10 |
100923 |
764.00 |
764.50 |
739.75 |
743.50 |
-20.50 |
3,457 |
27,707 |
-695 |
Mar11 |
100923 |
768.25 |
771.25 |
750.50 |
752.75 |
-20.50 |
1,831 |
18,663 |
+181 |
May11 |
100923 |
772.75 |
772.75 |
753.25 |
756.25 |
-18.00 |
266 |
3,070 |
+66 |
Jul11 |
100923 |
762.00 |
765.50 |
751.25 |
752.25 |
-16.25 |
108 |
7,014 |
-4 |
Sep11 |
100923 |
741.00 |
746.25 |
733.00 |
740.00 |
-10.00 |
163 |
3,246 |
+63 |
Total Volume and Open Interest |
5,950 |
63,715 |
-411 |
Oats(CBOT) |
Dec10 |
100923 |
343.00 |
343.00 |
335.75 |
338.00 |
-6.00 |
751 |
10,072 |
+4 |
Mar11 |
100923 |
348.00 |
348.00 |
343.00 |
344.25 |
-5.75 |
160 |
2,106 |
+84 |
May11 |
100923 |
347.50 |
347.50 |
345.25 |
345.25 |
-5.75 |
1 |
63 |
+0 |
Jul11 |
100923 |
345.00 |
346.25 |
340.75 |
346.25 |
-5.75 |
|
|
|
Total Volume and Open Interest |
912 |
12,454 |
+88 |
Rough Rice(CBOT) |
Nov10 |
100923 |
12.20 |
12.34 |
12.05 |
12.09 |
-0.13 |
406 |
12,553 |
-158 |
Jan11 |
100923 |
12.47 |
12.60 |
12.34 |
12.35 |
-0.13 |
47 |
2,251 |
+15 |
Mar11 |
100923 |
12.73 |
12.86 |
12.61 |
12.61 |
-0.15 |
40 |
1,100 |
-10 |
May11 |
100923 |
13.02 |
13.03 |
12.89 |
12.89 |
-0.14 |
35 |
583 |
-8 |
Total Volume and Open Interest |
602 |
17,629 |
-142 |
Live Cattle(CME) |
Oct10 |
100923 |
96.385 |
96.980 |
95.730 |
96.135 |
-0.045 |
22,219 |
51,373 |
-4,955 |
Dec10 |
100923 |
98.480 |
98.950 |
97.800 |
98.250 |
+0.050 |
36,663 |
158,749 |
+573 |
Feb11 |
100923 |
100.480 |
101.000 |
99.750 |
100.050 |
-0.235 |
9,700 |
59,710 |
+1,341 |
Apr11 |
100923 |
101.900 |
102.250 |
101.330 |
101.535 |
-0.215 |
7,276 |
43,257 |
-807 |
Jun11 |
100923 |
99.135 |
99.550 |
98.535 |
98.600 |
-0.380 |
1,611 |
18,882 |
+58 |
Aug11 |
100923 |
98.700 |
99.000 |
98.150 |
98.385 |
-0.295 |
305 |
5,358 |
+3 |
Total Volume and Open Interest |
78,109 |
341,806 |
-3,843 |
Feeder Cattle(CME) |
Sep10 |
100923 |
109.550 |
109.900 |
109.035 |
109.100 |
-0.150 |
677 |
1,867 |
-196 |
Oct10 |
100923 |
109.450 |
109.885 |
108.930 |
109.300 |
+0.265 |
1,828 |
9,821 |
-449 |
Nov10 |
100923 |
110.000 |
110.450 |
109.500 |
109.850 |
+0.150 |
2,086 |
12,330 |
-8 |
Jan11 |
100923 |
110.550 |
110.930 |
110.100 |
110.580 |
+0.480 |
721 |
5,762 |
-9 |
Mar11 |
100923 |
110.400 |
110.700 |
109.950 |
110.430 |
+0.330 |
167 |
2,546 |
+41 |
Apr11 |
100923 |
111.430 |
111.450 |
110.500 |
110.500 |
unch |
70 |
527 |
+42 |
May11 |
100923 |
111.900 |
111.900 |
111.000 |
111.000 |
+0.200 |
36 |
903 |
+14 |
Total Volume and Open Interest |
5,604 |
33,895 |
-558 |
Lean Hogs(CME) |
Oct10 |
100923 |
78.580 |
79.250 |
78.100 |
78.430 |
-0.270 |
8,131 |
36,600 |
-1,556 |
Dec10 |
100923 |
76.400 |
77.200 |
75.830 |
76.035 |
-0.295 |
14,214 |
103,707 |
+1,363 |
Feb11 |
100923 |
79.885 |
80.400 |
78.950 |
79.200 |
-0.480 |
3,116 |
38,999 |
+446 |
Apr11 |
100923 |
81.400 |
82.080 |
80.400 |
80.500 |
-0.900 |
2,505 |
32,516 |
+195 |
May11 |
100923 |
84.950 |
85.100 |
83.650 |
84.300 |
-0.500 |
39 |
1,194 |
+7 |
Jun11 |
100923 |
86.680 |
87.285 |
85.600 |
85.635 |
-1.045 |
578 |
19,109 |
+212 |
Jul11 |
100923 |
85.500 |
85.550 |
84.100 |
84.400 |
-0.800 |
412 |
4,077 |
+56 |
Aug11 |
100923 |
83.400 |
83.450 |
82.080 |
82.300 |
-0.700 |
120 |
2,881 |
+59 |
Total Volume and Open Interest |
29,152 |
239,780 |
+801 |
Class III Milk(CME) |
Sep10 |
100923 |
16.33 |
16.33 |
16.25 |
16.30 |
-0.01 |
42 |
5,103 |
+14 |
Oct10 |
100923 |
16.36 |
16.53 |
16.32 |
16.47 |
+0.12 |
194 |
5,132 |
-43 |
Nov10 |
100923 |
15.72 |
15.94 |
15.70 |
15.88 |
+0.08 |
184 |
4,851 |
+26 |
Dec10 |
100923 |
15.11 |
15.25 |
14.98 |
15.24 |
+0.05 |
103 |
4,440 |
+27 |
Jan11 |
100923 |
14.51 |
14.57 |
14.34 |
14.52 |
unch |
84 |
1,860 |
+51 |
Total Volume and Open Interest |
729 |
27,288 |
+129 |
Cocoa(ICE) |
Dec10 |
100923 |
2756 |
2799 |
2751 |
2780 |
+18 |
7,878 |
64,989 |
+230 |
Mar11 |
100923 |
2788 |
2821 |
2776 |
2804 |
+18 |
1,712 |
29,196 |
+394 |
May11 |
100923 |
2805 |
2839 |
2794 |
2820 |
+17 |
263 |
12,393 |
+15 |
Jul11 |
100923 |
2835 |
2854 |
2835 |
2837 |
+17 |
112 |
5,173 |
+35 |
Sep11 |
100923 |
2856 |
2867 |
2853 |
2853 |
+17 |
10 |
2,818 |
-1 |
Dec11 |
100923 |
2865 |
2865 |
2865 |
2865 |
+17 |
9 |
5,525 |
-1 |
Mar12 |
100923 |
2931 |
2931 |
2931 |
2931 |
+17 |
1 |
6,178 |
+0 |
Total Volume and Open Interest |
9,985 |
128,565 |
+672 |
Coffee "C"(ICE) |
Dec10 |
100923 |
181.00 |
183.25 |
179.60 |
181.65 |
+1.70 |
11,685 |
86,901 |
-452 |
Mar11 |
100923 |
182.00 |
184.50 |
181.05 |
183.10 |
+1.55 |
1,939 |
36,460 |
+314 |
May11 |
100923 |
182.10 |
183.85 |
180.65 |
182.55 |
+1.55 |
414 |
10,224 |
+21 |
Jul11 |
100923 |
181.10 |
182.85 |
179.65 |
181.60 |
+1.55 |
624 |
4,327 |
+146 |
Sep11 |
100923 |
180.95 |
181.60 |
178.40 |
180.45 |
+1.60 |
327 |
2,207 |
+50 |
Dec11 |
100923 |
178.75 |
179.25 |
177.05 |
178.30 |
+1.45 |
87 |
939 |
+26 |
Total Volume and Open Interest |
15,076 |
141,711 |
+105 |
Orange Juice(ICE) |
Nov10 |
100923 |
163.50 |
163.90 |
154.80 |
157.10 |
-5.20 |
3,797 |
21,921 |
+1,814 |
Jan11 |
100923 |
163.95 |
163.95 |
156.95 |
158.80 |
-5.15 |
661 |
6,914 |
+69 |
Mar11 |
100923 |
163.60 |
163.60 |
160.20 |
160.30 |
-5.10 |
227 |
1,136 |
+151 |
May11 |
100923 |
159.70 |
161.70 |
159.70 |
161.55 |
-5.15 |
28 |
308 |
+20 |
Jul11 |
100923 |
161.10 |
161.10 |
161.10 |
161.10 |
-5.05 |
1 |
1,241 |
+0 |
Sep11 |
100923 |
161.05 |
161.05 |
161.05 |
161.05 |
-5.05 |
0 |
17 |
+0 |
Total Volume and Open Interest |
4,715 |
31,550 |
+2,054 |
Sugar #11(ICE) |
Oct10 |
100923 |
24.31 |
24.75 |
24.12 |
24.70 |
+0.39 |
25,487 |
72,538 |
-6,284 |
Mar11 |
100923 |
23.11 |
23.71 |
23.08 |
23.62 |
+0.43 |
55,909 |
294,620 |
+2,610 |
May11 |
100923 |
21.51 |
21.85 |
21.43 |
21.78 |
+0.27 |
15,481 |
66,542 |
-890 |
Jul11 |
100923 |
19.93 |
20.15 |
19.82 |
20.04 |
+0.12 |
7,714 |
88,229 |
-313 |
Oct11 |
100923 |
19.08 |
19.25 |
18.94 |
19.13 |
+0.05 |
2,721 |
38,148 |
-170 |
Total Volume and Open Interest |
109,834 |
633,705 |
-5,584 |
London Cocoa(LCE) |
Dec10 |
100923 |
1888 |
1897 |
1872 |
1879 |
-7 |
5,129 |
67,284 |
+126 |
Mar11 |
100923 |
1900 |
1913 |
1889 |
1897 |
-4 |
2,739 |
50,681 |
-302 |
May11 |
100923 |
1922 |
1924 |
1909 |
1912 |
-3 |
634 |
17,964 |
-83 |
Jul11 |
100923 |
1936 |
1937 |
1922 |
1924 |
-3 |
90 |
9,204 |
+33 |
Sep11 |
100923 |
1946 |
1946 |
1930 |
1931 |
-3 |
173 |
5,700 |
+125 |
Dec11 |
100923 |
1957 |
1957 |
1942 |
1943 |
+3 |
0 |
9,849 |
+0 |
Mar12 |
100923 |
1948 |
1948 |
1948 |
1948 |
+5 |
0 |
4,470 |
+0 |
Total Volume and Open Interest |
8,765 |
165,152 |
-101 |
London Sugar(LCE) |
Dec10 |
100923 |
611.00 |
619.20 |
606.60 |
618.40 |
+11.40 |
2,393 |
29,589 |
+325 |
Mar11 |
100923 |
598.50 |
603.00 |
591.30 |
602.60 |
+8.40 |
1,002 |
13,525 |
+4 |
May11 |
100923 |
569.80 |
577.60 |
565.70 |
575.70 |
+10.40 |
215 |
4,974 |
+10 |
Aug11 |
100923 |
536.20 |
547.10 |
535.00 |
545.20 |
+10.90 |
79 |
4,515 |
-20 |
Oct11 |
100923 |
512.30 |
516.40 |
510.70 |
516.00 |
+9.20 |
114 |
437 |
-42 |
Total Volume and Open Interest |
3,862 |
53,690 |
+283 |
Cotton(ICE) |
Oct10 |
100923 |
100.40 |
100.40 |
97.52 |
97.77 |
-2.60 |
56 |
214 |
-19 |
Dec10 |
100923 |
99.62 |
99.71 |
96.82 |
97.17 |
-2.45 |
16,732 |
146,090 |
-310 |
Mar11 |
100923 |
99.12 |
99.15 |
96.05 |
96.38 |
-2.74 |
4,631 |
60,148 |
+1,050 |
May11 |
100923 |
98.00 |
98.30 |
95.85 |
96.11 |
-2.74 |
959 |
6,580 |
+585 |
Jul11 |
100923 |
97.72 |
98.08 |
95.37 |
95.56 |
-2.76 |
1,811 |
15,201 |
+467 |
Oct11 |
100923 |
89.00 |
89.00 |
88.03 |
88.03 |
-1.49 |
6 |
29 |
+1 |
Total Volume and Open Interest |
25,283 |
237,218 |
+2,298 |
Lumber(CME) |
Nov10 |
100923 |
242.9 |
243.5 |
230.0 |
230.5 |
-11.5 |
452 |
6,853 |
-17 |
Jan11 |
100923 |
260.5 |
260.5 |
248.1 |
252.0 |
-8.5 |
296 |
1,875 |
+196 |
Mar11 |
100923 |
264.6 |
269.3 |
258.6 |
259.0 |
-12.7 |
291 |
346 |
+165 |
May11 |
100923 |
268.0 |
268.0 |
268.0 |
268.0 |
-3.0 |
0 |
3 |
+0 |
Total Volume and Open Interest |
1,039 |
9,077 |
+344 |
Crude Oil(NYM) |
Nov10 |
100923 |
74.84 |
75.61 |
73.58 |
75.18 |
+0.47 |
343,846 |
369,139 |
+4,563 |
Dec10 |
100923 |
76.44 |
76.98 |
75.10 |
76.54 |
+0.24 |
186,635 |
221,460 |
+1,389 |
Jan11 |
100923 |
77.45 |
78.16 |
76.41 |
77.70 |
+0.07 |
65,391 |
91,167 |
+6,042 |
Feb11 |
100923 |
78.35 |
79.00 |
77.37 |
78.57 |
+0.01 |
22,413 |
42,521 |
-352 |
Mar11 |
100923 |
79.00 |
79.69 |
78.05 |
79.24 |
-0.01 |
13,561 |
58,554 |
-1,147 |
Apr11 |
100923 |
79.62 |
80.01 |
78.87 |
79.74 |
-0.04 |
5,735 |
24,758 |
+299 |
May11 |
100923 |
79.39 |
80.49 |
79.39 |
80.16 |
-0.04 |
3,522 |
17,087 |
+100 |
Jun11 |
100923 |
80.30 |
81.00 |
79.39 |
80.54 |
-0.04 |
15,949 |
67,844 |
-224 |
Jul11 |
100923 |
80.90 |
80.90 |
80.90 |
80.90 |
-0.04 |
1,432 |
30,139 |
+474 |
Aug11 |
100923 |
81.54 |
81.55 |
81.21 |
81.21 |
-0.04 |
779 |
10,248 |
+43 |
Sep11 |
100923 |
81.06 |
81.73 |
81.05 |
81.51 |
-0.03 |
674 |
12,093 |
-72 |
Oct11 |
100923 |
82.20 |
82.20 |
81.72 |
81.80 |
-0.03 |
1,039 |
9,169 |
+710 |
Nov11 |
100923 |
80.96 |
82.11 |
80.96 |
82.11 |
-0.02 |
431 |
12,503 |
+119 |
Dec11 |
100923 |
82.16 |
82.85 |
81.24 |
82.43 |
-0.01 |
15,555 |
120,591 |
-1,665 |
Jan12 |
100923 |
82.62 |
82.62 |
82.62 |
82.62 |
-0.01 |
4 |
12,503 |
+9 |
Feb12 |
100923 |
82.81 |
82.81 |
82.81 |
82.81 |
-0.01 |
0 |
4,807 |
-1 |
Total Volume and Open Interest |
682,225 |
1,331,842 |
+9,716 |
e-miNY Crude Oil(NYM) |
Sep10 |
100819 |
75.200 |
76.100 |
73.950 |
74.425 |
-1.000 |
13,704 |
5,369 |
-163 |
Oct10 |
100920 |
73.575 |
75.450 |
73.300 |
74.850 |
+1.200 |
8,036 |
4,687 |
-376 |
Nov10 |
100923 |
74.850 |
75.600 |
73.600 |
75.175 |
+0.475 |
12,226 |
4,498 |
+728 |
Dec10 |
100923 |
76.275 |
76.950 |
75.175 |
76.550 |
+0.250 |
623 |
2,033 |
+167 |
Jan11 |
100923 |
76.650 |
78.000 |
76.550 |
77.700 |
+0.075 |
28 |
620 |
+3 |
Feb11 |
100923 |
78.575 |
78.575 |
78.575 |
78.575 |
+0.025 |
2 |
8 |
+1 |
Mar11 |
100923 |
79.250 |
79.250 |
79.250 |
79.250 |
unch |
1 |
7 |
+0 |
Apr11 |
100923 |
79.575 |
79.750 |
79.575 |
79.750 |
-0.025 |
0 |
3 |
+0 |
May11 |
100923 |
80.600 |
80.600 |
80.150 |
80.150 |
-0.050 |
0 |
1 |
+0 |
Jun11 |
100923 |
80.550 |
80.550 |
80.550 |
80.550 |
-0.025 |
2 |
6 |
-2 |
Total Volume and Open Interest |
12,882 |
7,291 |
+897 |
Heating Oil(NYM) |
Oct10 |
100923 |
211.10 |
212.77 |
207.63 |
211.45 |
+0.75 |
25,706 |
38,709 |
-3,428 |
Nov10 |
100923 |
212.31 |
214.65 |
209.43 |
213.35 |
+0.85 |
42,879 |
79,375 |
+485 |
Dec10 |
100923 |
213.91 |
216.29 |
211.24 |
215.07 |
+0.74 |
16,351 |
70,824 |
-590 |
Jan11 |
100923 |
216.11 |
218.39 |
213.44 |
217.16 |
+0.63 |
7,194 |
41,000 |
-200 |
Feb11 |
100923 |
215.20 |
219.43 |
214.96 |
218.44 |
+0.60 |
3,318 |
13,764 |
+486 |
Mar11 |
100923 |
215.20 |
219.77 |
215.20 |
218.77 |
+0.53 |
3,443 |
13,097 |
+321 |
Apr11 |
100923 |
215.13 |
218.85 |
214.98 |
218.28 |
+0.43 |
1,175 |
9,962 |
-18 |
May11 |
100923 |
215.65 |
218.50 |
215.65 |
218.18 |
+0.36 |
1,188 |
8,423 |
+19 |
Jun11 |
100923 |
215.71 |
219.29 |
215.27 |
218.50 |
+0.31 |
5,045 |
24,919 |
-466 |
Jul11 |
100923 |
219.75 |
219.75 |
219.75 |
219.75 |
+0.26 |
679 |
4,311 |
+295 |
Aug11 |
100923 |
219.01 |
221.16 |
218.50 |
221.16 |
+0.21 |
181 |
2,332 |
+17 |
Sep11 |
100923 |
222.91 |
222.91 |
222.91 |
222.91 |
+0.19 |
923 |
2,436 |
+605 |
Total Volume and Open Interest |
110,066 |
329,793 |
-3,010 |
Gasoline(NYMEX) |
Oct10 |
100923 |
190.49 |
193.23 |
187.47 |
191.74 |
+1.60 |
32,555 |
38,335 |
-2,711 |
Nov10 |
100923 |
190.49 |
192.72 |
187.25 |
191.29 |
+1.16 |
53,631 |
88,171 |
+2,130 |
Dec10 |
100923 |
191.25 |
193.26 |
188.03 |
191.96 |
+0.93 |
27,305 |
39,020 |
-323 |
Jan11 |
100923 |
191.48 |
195.48 |
190.60 |
194.21 |
+0.80 |
8,868 |
22,552 |
+536 |
Feb11 |
100923 |
193.62 |
197.52 |
193.62 |
196.70 |
+0.73 |
2,576 |
6,726 |
+278 |
Mar11 |
100923 |
197.97 |
199.95 |
196.59 |
199.18 |
+0.71 |
1,942 |
9,325 |
+513 |
Apr11 |
100923 |
208.62 |
211.51 |
208.62 |
211.14 |
+0.71 |
1,090 |
11,720 |
+156 |
May11 |
100923 |
212.40 |
212.46 |
212.19 |
212.19 |
+0.66 |
629 |
4,560 |
+45 |
Jun11 |
100923 |
212.23 |
213.65 |
212.23 |
213.00 |
+0.57 |
1,147 |
9,335 |
+296 |
Jul11 |
100923 |
213.13 |
213.13 |
213.13 |
213.13 |
+0.49 |
96 |
2,337 |
+11 |
Total Volume and Open Interest |
130,326 |
242,578 |
+1,000 |
e-miNY RBOB Gasoline(NYM) |
Oct10 |
100923 |
191.70 |
191.74 |
191.70 |
191.70 |
+1.60 |
0 |
2 |
+0 |
Nov10 |
100923 |
191.30 |
191.30 |
191.29 |
191.30 |
+1.20 |
0 |
1 |
+0 |
Dec10 |
100923 |
192.00 |
192.00 |
191.96 |
192.00 |
+1.00 |
0 |
1 |
+0 |
Jan11 |
100923 |
194.20 |
194.21 |
194.20 |
194.20 |
+0.80 |
0 |
1 |
+0 |
Total Volume and Open Interest |
0 |
10 |
+0 |
Natural Gas(NYM) |
Oct10 |
100923 |
3.993 |
4.133 |
3.972 |
4.019 |
+0.053 |
98,158 |
54,136 |
-19,177 |
Nov10 |
100923 |
4.124 |
4.250 |
4.094 |
4.156 |
+0.060 |
61,414 |
207,884 |
-19 |
Dec10 |
100923 |
4.326 |
4.450 |
4.307 |
4.374 |
+0.055 |
22,013 |
72,953 |
-579 |
Jan11 |
100923 |
4.494 |
4.616 |
4.475 |
4.536 |
+0.046 |
21,705 |
104,363 |
-204 |
Feb11 |
100923 |
4.496 |
4.600 |
4.496 |
4.543 |
+0.048 |
4,123 |
30,226 |
+960 |
Mar11 |
100923 |
4.425 |
4.515 |
4.407 |
4.466 |
+0.050 |
5,892 |
53,506 |
-54 |
Apr11 |
100923 |
4.339 |
4.435 |
4.333 |
4.399 |
+0.063 |
4,028 |
57,224 |
-40 |
May11 |
100923 |
4.369 |
4.435 |
4.369 |
4.422 |
+0.063 |
1,694 |
19,643 |
+11 |
Jun11 |
100923 |
4.402 |
4.474 |
4.398 |
4.469 |
+0.062 |
1,171 |
9,288 |
-26 |
Jul11 |
100923 |
4.490 |
4.534 |
4.477 |
4.528 |
+0.061 |
612 |
8,368 |
-131 |
Aug11 |
100923 |
4.522 |
4.574 |
4.522 |
4.572 |
+0.060 |
593 |
7,944 |
-57 |
Sep11 |
100923 |
4.554 |
4.600 |
4.550 |
4.595 |
+0.059 |
656 |
8,253 |
-116 |
Oct11 |
100923 |
4.620 |
4.676 |
4.620 |
4.673 |
+0.058 |
2,280 |
26,523 |
+352 |
Nov11 |
100923 |
4.850 |
4.900 |
4.850 |
4.895 |
+0.055 |
279 |
8,488 |
+108 |
Dec11 |
100923 |
5.144 |
5.177 |
5.143 |
5.177 |
+0.052 |
170 |
15,120 |
+58 |
Jan12 |
100923 |
5.323 |
5.399 |
5.320 |
5.367 |
+0.052 |
1,041 |
18,002 |
+67 |
Total Volume and Open Interest |
226,178 |
798,130 |
-18,874 |
Brent Crude Oil(ICE) |
Nov10 |
100923 |
77.93 |
78.48 |
76.75 |
78.11 |
+0.16 |
153,313 |
172,761 |
-7,789 |
Dec10 |
100923 |
78.30 |
78.78 |
77.09 |
78.43 |
+0.14 |
94,028 |
176,132 |
+1,982 |
Jan11 |
100923 |
78.65 |
79.20 |
77.55 |
78.86 |
+0.13 |
26,427 |
64,558 |
+220 |
Feb11 |
100923 |
79.07 |
79.66 |
78.22 |
79.33 |
+0.12 |
9,537 |
37,216 |
+2,440 |
Mar11 |
100923 |
79.52 |
80.14 |
78.51 |
79.79 |
+0.10 |
5,588 |
26,271 |
+238 |
Apr11 |
100923 |
80.04 |
80.62 |
79.28 |
80.28 |
+0.10 |
3,428 |
19,639 |
+856 |
May11 |
100923 |
80.49 |
81.06 |
79.52 |
80.73 |
+0.10 |
2,473 |
18,071 |
+136 |
Jun11 |
100923 |
80.82 |
81.50 |
79.89 |
81.17 |
+0.10 |
8,757 |
32,833 |
+882 |
Jul11 |
100923 |
81.67 |
81.67 |
81.56 |
81.56 |
+0.10 |
883 |
7,818 |
-265 |
Aug11 |
100923 |
81.90 |
81.90 |
81.90 |
81.90 |
+0.09 |
914 |
7,019 |
-26 |
Sep11 |
100923 |
82.22 |
82.22 |
82.22 |
82.22 |
+0.09 |
460 |
6,081 |
-177 |
Oct11 |
100923 |
82.51 |
82.51 |
82.51 |
82.51 |
+0.08 |
703 |
4,574 |
+176 |
Nov11 |
100923 |
82.78 |
82.78 |
82.78 |
82.78 |
+0.08 |
1,447 |
7,655 |
-297 |
Dec11 |
100923 |
82.84 |
83.43 |
81.86 |
83.07 |
+0.07 |
13,561 |
62,566 |
+541 |
Total Volume and Open Interest |
326,838 |
723,213 |
+426 |
Gas Oil(ICE) |
Oct10 |
100923 |
671.25 |
682.00 |
665.00 |
677.25 |
+7.25 |
53,016 |
118,138 |
-11,842 |
Nov10 |
100923 |
670.50 |
679.75 |
663.00 |
675.00 |
+6.00 |
70,825 |
104,114 |
+672 |
Dec10 |
100923 |
672.00 |
679.75 |
663.25 |
675.25 |
+5.50 |
56,463 |
105,674 |
+1,734 |
Jan11 |
100923 |
673.50 |
682.50 |
666.25 |
677.75 |
+5.00 |
12,216 |
59,282 |
+2,306 |
Feb11 |
100923 |
672.50 |
684.25 |
669.75 |
680.50 |
+5.00 |
6,439 |
30,327 |
+583 |
Mar11 |
100923 |
674.50 |
685.75 |
672.50 |
682.75 |
+4.50 |
5,225 |
23,250 |
+739 |
Apr11 |
100923 |
677.25 |
688.50 |
674.75 |
685.00 |
+4.50 |
2,976 |
23,994 |
+255 |
May11 |
100923 |
679.25 |
691.00 |
677.75 |
687.75 |
+4.50 |
642 |
18,394 |
+119 |
Jun11 |
100923 |
681.25 |
693.75 |
680.25 |
690.50 |
+4.00 |
8,863 |
53,134 |
-261 |
Jul11 |
100923 |
688.00 |
694.50 |
686.75 |
694.50 |
+4.00 |
383 |
13,358 |
+139 |
Total Volume and Open Interest |
225,293 |
672,186 |
+6,429 |
Ethanol(CBOT) |
Sep10 |
100903 |
1.960 |
1.977 |
1.960 |
1.969 |
+0.016 |
72 |
143 |
-72 |
Oct10 |
100923 |
1.943 |
1.963 |
1.940 |
1.949 |
-0.056 |
143 |
286 |
-4 |
Nov10 |
100923 |
1.914 |
1.918 |
1.904 |
1.912 |
-0.025 |
162 |
1,007 |
-9 |
Dec10 |
100923 |
1.890 |
1.899 |
1.890 |
1.897 |
-0.024 |
134 |
1,941 |
+3 |
Jan11 |
100923 |
1.898 |
1.898 |
1.870 |
1.883 |
-0.034 |
69 |
1,298 |
-21 |
Feb11 |
100923 |
1.885 |
1.894 |
1.880 |
1.894 |
-0.029 |
9 |
895 |
+8 |
Mar11 |
100923 |
1.886 |
1.899 |
1.886 |
1.896 |
-0.027 |
7 |
758 |
-3 |
Apr11 |
100923 |
1.900 |
1.927 |
1.900 |
1.926 |
-0.009 |
17 |
746 |
+12 |
Total Volume and Open Interest |
595 |
9,739 |
+10 |
WTI Crude Oil(ICE) |
Nov10 |
100923 |
74.81 |
75.60 |
73.60 |
75.18 |
+0.47 |
97,355 |
91,032 |
-2,862 |
Dec10 |
100923 |
76.29 |
76.96 |
75.13 |
76.54 |
+0.24 |
67,172 |
117,409 |
-1,961 |
Jan11 |
100923 |
77.52 |
78.12 |
76.41 |
77.70 |
+0.07 |
16,574 |
30,009 |
+1,058 |
Feb11 |
100923 |
78.15 |
78.85 |
77.43 |
78.57 |
+0.01 |
5,371 |
23,151 |
-26 |
Mar11 |
100923 |
78.52 |
79.49 |
78.10 |
79.24 |
-0.01 |
3,217 |
25,604 |
+549 |
Apr11 |
100923 |
79.05 |
79.74 |
78.68 |
79.74 |
-0.04 |
1,414 |
10,767 |
-407 |
May11 |
100923 |
79.51 |
80.42 |
79.33 |
80.16 |
-0.04 |
905 |
5,535 |
+183 |
Jun11 |
100923 |
79.90 |
80.79 |
79.50 |
80.54 |
-0.04 |
4,704 |
32,018 |
+325 |
Jul11 |
100923 |
80.70 |
80.90 |
80.70 |
80.90 |
-0.04 |
624 |
11,467 |
+94 |
Aug11 |
100923 |
81.21 |
81.21 |
81.21 |
81.21 |
-0.04 |
319 |
6,849 |
+200 |
Sep11 |
100923 |
81.51 |
81.51 |
81.51 |
81.51 |
-0.03 |
151 |
6,857 |
+251 |
Oct11 |
100923 |
81.80 |
81.80 |
81.80 |
81.80 |
-0.03 |
59 |
3,139 |
+7 |
Nov11 |
100923 |
82.11 |
82.11 |
82.11 |
82.11 |
-0.02 |
49 |
5,858 |
-1 |
Dec11 |
100923 |
81.76 |
82.52 |
81.34 |
82.43 |
-0.01 |
8,884 |
47,878 |
+31 |
Jan12 |
100923 |
82.62 |
82.62 |
82.62 |
82.62 |
-0.01 |
0 |
4,541 |
+0 |
Feb12 |
100923 |
82.81 |
82.81 |
82.81 |
82.81 |
-0.01 |
0 |
712 |
+0 |
Total Volume and Open Interest |
207,974 |
489,814 |
-2,261 |
US Dollar Index(ICE) |
Dec10 |
100923 |
80.045 |
80.395 |
79.915 |
80.247 |
+0.182 |
22,245 |
28,907 |
+720 |
Mar11 |
100923 |
80.600 |
80.600 |
80.450 |
80.582 |
+0.192 |
14 |
511 |
-1 |
Jun11 |
100923 |
81.003 |
81.003 |
81.003 |
81.003 |
+0.193 |
0 |
2 |
+0 |
Total Volume and Open Interest |
22,259 |
29,420 |
+719 |
Australian Dollar(CME) |
Dec10 |
100923 |
94.62 |
94.81 |
93.75 |
94.29 |
-0.39 |
79,215 |
128,869 |
+1,575 |
Mar11 |
100923 |
93.64 |
93.65 |
92.76 |
93.19 |
-0.39 |
22 |
315 |
+1 |
Jun11 |
100923 |
92.09 |
92.47 |
92.09 |
92.09 |
-0.38 |
0 |
152 |
+0 |
Total Volume and Open Interest |
79,245 |
129,345 |
+1,581 |
British Pound(CME) |
Dec10 |
100923 |
156.46 |
157.34 |
156.04 |
156.85 |
+0.25 |
114,909 |
69,960 |
+2,098 |
Mar11 |
100923 |
156.23 |
157.15 |
155.98 |
156.75 |
+0.25 |
28 |
177 |
-3 |
Jun11 |
100923 |
156.64 |
156.64 |
156.37 |
156.64 |
+0.27 |
0 |
4 |
+0 |
Total Volume and Open Interest |
114,937 |
70,142 |
+2,095 |
Canadian Dollar(CME) |
Dec10 |
100923 |
96.90 |
97.05 |
96.17 |
96.71 |
-0.15 |
98,434 |
94,361 |
-3,200 |
Mar11 |
100923 |
96.68 |
96.75 |
96.00 |
96.48 |
-0.15 |
204 |
2,102 |
+80 |
Jun11 |
100923 |
96.06 |
96.41 |
96.06 |
96.24 |
-0.14 |
16 |
629 |
+5 |
Sep11 |
100923 |
95.96 |
96.10 |
95.96 |
95.96 |
-0.14 |
1 |
104 |
+1 |
Total Volume and Open Interest |
98,660 |
97,213 |
-3,111 |
Japanese Yen(CME) |
Dec10 |
100923 |
118.37 |
118.80 |
118.19 |
118.64 |
+0.27 |
124,663 |
114,575 |
+2,797 |
Mar11 |
100923 |
118.57 |
118.86 |
118.45 |
118.80 |
+0.27 |
64 |
305 |
+7 |
Jun11 |
100923 |
118.97 |
118.97 |
118.70 |
118.97 |
+0.27 |
0 |
70 |
+0 |
Total Volume and Open Interest |
124,727 |
114,951 |
+2,804 |
Swiss Franc(CME) |
Dec10 |
100923 |
101.38 |
102.06 |
101.06 |
101.55 |
+0.14 |
47,084 |
49,704 |
+1,296 |
Mar11 |
100923 |
101.45 |
101.81 |
101.32 |
101.65 |
+0.14 |
28 |
35 |
+11 |
Jun11 |
100923 |
101.76 |
101.76 |
101.62 |
101.76 |
+0.14 |
0 |
1 |
+0 |
Total Volume and Open Interest |
47,112 |
49,742 |
+1,307 |
EuroFX(CME) |
Dec10 |
100923 |
133.96 |
134.12 |
133.01 |
133.31 |
-0.53 |
427,722 |
172,583 |
+10,961 |
Mar11 |
100923 |
133.76 |
133.96 |
133.00 |
133.25 |
-0.52 |
259 |
720 |
+47 |
Jun11 |
100923 |
133.18 |
133.68 |
133.18 |
133.18 |
-0.50 |
0 |
57 |
+0 |
Total Volume and Open Interest |
427,981 |
173,372 |
+11,008 |
Mexican Peso(CME) |
Oct10 |
100923 |
790.5 |
790.5 |
790.2 |
790.5 |
+0.2 |
|
|
|
Nov10 |
100923 |
787.5 |
787.5 |
787.2 |
787.5 |
+0.2 |
0 |
1 |
+0 |
Total Volume and Open Interest |
36,142 |
88,136 |
+10,604 |
Brazilian Real(CME) |
Oct10 |
100923 |
580.75 |
580.75 |
580.00 |
580.75 |
+0.75 |
0 |
41 |
+0 |
Nov10 |
100923 |
577.10 |
577.10 |
576.70 |
577.10 |
+0.40 |
21 |
24 |
+0 |
Dec10 |
100923 |
573.00 |
574.50 |
572.50 |
574.50 |
+2.90 |
89 |
4,255 |
+50 |
Jan11 |
100923 |
569.70 |
569.70 |
569.00 |
569.70 |
+0.70 |
|
|
|
Total Volume and Open Interest |
110 |
4,327 |
+50 |
30-Year T-Bonds(CBOT) |
Dec10 |
100923 |
132~180 |
133~220 |
132~100 |
132~240 |
+0~010 |
326,426 |
663,873 |
+9,030 |
Mar11 |
100923 |
131~270 |
132~080 |
131~170 |
131~170 |
unch |
16 |
225 |
+4 |
Jun11 |
100923 |
130~110 |
130~110 |
130~110 |
130~110 |
unch |
|
|
|
Total Volume and Open Interest |
326,442 |
664,098 |
+9,034 |
10-Year T-Notes(CBOT) |
Dec10 |
100923 |
125~170 |
126~025 |
125~110 |
125~185 |
+0~005 |
1,325,882 |
1,640,217 |
+12,084 |
Mar11 |
100923 |
125~000 |
125~110 |
124~275 |
124~295 |
+0~005 |
43 |
426 |
+3 |
Jun11 |
100923 |
124~000 |
124~000 |
123~315 |
124~000 |
+0~005 |
0 |
34 |
+0 |
Total Volume and Open Interest |
1,325,925 |
1,640,677 |
+12,087 |
5-Year T-Notes(CBOT) |
Sep10 |
100923 |
121~048 |
121~051 |
121~040 |
121~042 |
-0~003 |
291 |
12,607 |
-35 |
Dec10 |
100923 |
120~066 |
120~100 |
120~053 |
120~061 |
-0~003 |
501,315 |
911,617 |
-2,793 |
Mar11 |
100923 |
119~073 |
119~073 |
119~072 |
119~073 |
+0~001 |
|
|
|
Total Volume and Open Interest |
501,606 |
924,224 |
-2,828 |
2 Year T-Notes(CBOT) |
Sep10 |
100923 |
109~106 |
109~110 |
109~104 |
109~108 |
+0~001 |
565 |
2,955 |
-458 |
Dec10 |
100923 |
109~086 |
109~091 |
109~084 |
109~088 |
+0~002 |
160,028 |
730,403 |
+12,117 |
Mar11 |
100923 |
109~058 |
109~058 |
109~056 |
109~058 |
+0~002 |
|
|
|
Total Volume and Open Interest |
160,593 |
733,358 |
+11,659 |
Eurodollars(CME) |
Dec10 |
100923 |
99.635 |
99.640 |
99.615 |
99.630 |
-0.005 |
139,415 |
1,106,478 |
+24,635 |
Mar11 |
100923 |
99.580 |
99.585 |
99.560 |
99.575 |
-0.005 |
137,411 |
1,166,100 |
+54,174 |
Jun11 |
100923 |
99.500 |
99.515 |
99.485 |
99.505 |
unch |
121,577 |
882,359 |
+29,486 |
Sep11 |
100923 |
99.405 |
99.425 |
99.395 |
99.415 |
+0.005 |
166,903 |
853,347 |
+46,499 |
Dec11 |
100923 |
99.265 |
99.295 |
99.260 |
99.285 |
+0.010 |
211,115 |
880,315 |
+19,361 |
Mar12 |
100923 |
99.110 |
99.150 |
99.105 |
99.130 |
+0.015 |
163,404 |
506,187 |
+23,662 |
Jun12 |
100923 |
98.940 |
98.995 |
98.930 |
98.965 |
+0.020 |
121,982 |
402,981 |
+2,307 |
Sep12 |
100923 |
98.775 |
98.840 |
98.765 |
98.800 |
+0.020 |
111,249 |
328,813 |
+24,763 |
Dec12 |
100923 |
98.585 |
98.660 |
98.575 |
98.610 |
+0.015 |
100,087 |
214,226 |
+8,442 |
Mar13 |
100923 |
98.420 |
98.505 |
98.410 |
98.445 |
+0.015 |
80,207 |
217,827 |
+12,428 |
Jun13 |
100923 |
98.235 |
98.315 |
98.220 |
98.250 |
+0.010 |
64,924 |
122,886 |
+7,287 |
Sep13 |
100923 |
98.030 |
98.130 |
98.030 |
98.055 |
unch |
52,572 |
120,627 |
+5,817 |
Dec13 |
100923 |
97.845 |
97.935 |
97.835 |
97.855 |
-0.010 |
24,657 |
89,831 |
+2,757 |
Mar14 |
100923 |
97.670 |
97.775 |
97.665 |
97.680 |
-0.015 |
16,862 |
79,598 |
+565 |
Jun14 |
100923 |
97.495 |
97.590 |
97.480 |
97.490 |
-0.025 |
13,101 |
56,915 |
-214 |
Sep14 |
100923 |
97.340 |
97.410 |
97.295 |
97.310 |
-0.030 |
13,025 |
45,981 |
-555 |
Dec14 |
100923 |
97.135 |
97.225 |
97.105 |
97.120 |
-0.035 |
6,051 |
62,526 |
+281 |
Mar15 |
100923 |
97.005 |
97.070 |
96.955 |
96.965 |
-0.040 |
5,160 |
37,507 |
-180 |
Total Volume and Open Interest |
1,579,822 |
7,394,428 |
+265,971 |
30 Day Federal Funds(CBOT) |
Sep10 |
100923 |
99.805 |
99.808 |
99.802 |
99.808 |
unch |
2,836 |
56,517 |
-551 |
Oct10 |
100923 |
99.805 |
99.810 |
99.805 |
99.810 |
unch |
3,761 |
62,934 |
-50 |
Nov10 |
100923 |
99.810 |
99.815 |
99.810 |
99.815 |
+0.005 |
3,150 |
87,682 |
+138 |
Dec10 |
100923 |
99.820 |
99.825 |
99.815 |
99.820 |
+0.005 |
1,904 |
79,169 |
-229 |
Jan11 |
100923 |
99.825 |
99.830 |
99.820 |
99.825 |
+0.005 |
1,296 |
60,233 |
-43 |
Feb11 |
100923 |
99.815 |
99.820 |
99.815 |
99.820 |
+0.005 |
866 |
56,863 |
+30 |
Total Volume and Open Interest |
25,833 |
599,542 |
+1,849 |
30 Day Fed Funds(e-CBOT) |
Sep10 |
090519 |
98.885 |
98.900 |
98.880 |
98.885 |
unch |
50 |
2,134 |
|
Oct10 |
090519 |
98.820 |
98.820 |
98.810 |
98.820 |
unch |
0 |
454 |
|
Nov10 |
090519 |
98.660 |
98.660 |
98.660 |
98.660 |
unch |
0 |
1,342 |
|
Dec10 |
090519 |
98.590 |
98.590 |
98.565 |
98.565 |
unch |
0 |
330 |
|
Jan11 |
090519 |
98.500 |
98.500 |
98.475 |
98.475 |
unch |
0 |
1,177 |
|
Feb11 |
090519 |
98.350 |
98.350 |
98.330 |
98.350 |
unch |
0 |
1,700 |
|
Total Volume and Open Interest |
22,142 |
354,023 |
|
3-Mth Euro-Yen(CME) |
Dec10 |
100923 |
99.690 |
99.690 |
99.690 |
99.690 |
unch |
500 |
1,881 |
+0 |
Mar11 |
100923 |
99.707 |
99.707 |
99.707 |
99.707 |
-0.003 |
0 |
367 |
+0 |
Jun11 |
100923 |
99.723 |
99.723 |
99.723 |
99.723 |
unch |
|
|
|
Sep11 |
100923 |
99.720 |
99.720 |
99.720 |
99.720 |
unch |
|
|
|
Dec11 |
100923 |
99.720 |
99.720 |
99.720 |
99.720 |
unch |
|
|
|
Mar12 |
100923 |
99.685 |
99.685 |
99.685 |
99.685 |
unch |
|
|
|
Jun12 |
100923 |
99.735 |
99.735 |
99.735 |
99.735 |
unch |
|
|
|
Sep12 |
100923 |
99.775 |
99.775 |
99.775 |
99.775 |
unch |
|
|
|
Dec12 |
100923 |
99.470 |
99.470 |
99.470 |
99.470 |
unch |
|
|
|
Mar13 |
100923 |
99.470 |
99.470 |
99.470 |
99.470 |
unch |
|
|
|
Total Volume and Open Interest |
500 |
2,248 |
+0 |
3-Mth Euro-Yen(SGX) |
Dec10 |
100923 |
99.69 |
99.69 |
99.69 |
99.69 |
unch |
1,032 |
2,995 |
+179 |
Mar11 |
100923 |
99.71 |
99.71 |
99.71 |
99.71 |
unch |
0 |
1,516 |
+0 |
Jun11 |
100923 |
99.72 |
99.72 |
99.72 |
99.72 |
unch |
0 |
3,150 |
+0 |
Sep11 |
100923 |
99.72 |
99.72 |
99.72 |
99.72 |
unch |
100 |
233 |
+100 |
Dec11 |
100923 |
99.72 |
99.72 |
99.72 |
99.72 |
unch |
0 |
110 |
+0 |
Mar12 |
100923 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
305 |
+0 |
Jun12 |
100923 |
99.74 |
99.74 |
99.74 |
99.74 |
unch |
0 |
754 |
+0 |
Sep12 |
100923 |
99.78 |
99.78 |
99.78 |
99.78 |
unch |
0 |
310 |
+0 |
Total Volume and Open Interest |
1,132 |
9,375 |
+279 |
Japanese Gov't Bonds(SGX) |
Dec10 |
100922 |
142.40 |
142.77 |
142.40 |
142.74 |
+0.30 |
1,876 |
20,316 |
-676 |
Mar11 |
100922 |
140.65 |
140.65 |
140.65 |
140.65 |
+0.30 |
|
|
|
Jun11 |
100922 |
138.56 |
138.56 |
138.56 |
138.56 |
+0.30 |
|
|
|
Total Volume and Open Interest |
1,876 |
20,316 |
-676 |
Euro-Bund(EUREX) |
Dec10 |
100923 |
130.60 |
131.58 |
130.47 |
131.39 |
+0.64 |
1,175,589 |
936,153 |
+34,205 |
Mar11 |
100923 |
130.55 |
131.52 |
130.54 |
131.39 |
+0.65 |
350 |
2,126 |
+260 |
Jun11 |
100923 |
131.39 |
131.39 |
131.39 |
131.39 |
+0.64 |
186 |
0 |
+0 |
Total Volume and Open Interest |
1,176,125 |
938,279 |
+34,465 |
Euro-Bobl(EUREX) |
Dec10 |
100923 |
120.41 |
120.99 |
120.36 |
120.88 |
+0.37 |
634,003 |
742,935 |
+32,125 |
Mar11 |
100923 |
120.65 |
120.75 |
120.65 |
120.75 |
+0.39 |
7,156 |
30,828 |
+6,304 |
Jun11 |
100923 |
120.72 |
120.72 |
120.72 |
120.72 |
+0.37 |
|
|
|
Total Volume and Open Interest |
641,159 |
773,763 |
+38,429 |
3-Mth Euribor(EUREX) |
Sep10 |
100913 |
99.125 |
99.125 |
99.120 |
99.120 |
-0.005 |
228 |
3,201 |
-135 |
Dec10 |
100923 |
99.020 |
99.030 |
99.020 |
99.030 |
+0.015 |
45 |
4,038 |
+5 |
Mar11 |
100923 |
98.935 |
98.970 |
98.935 |
98.960 |
+0.045 |
121 |
2,325 |
+59 |
Total Volume and Open Interest |
177 |
10,745 |
+64 |
Long Gilt(LIFFE) |
Sep10 |
100923 |
125~02 |
125~21 |
125~02 |
125~19 |
+0~07 |
1,470 |
5,706 |
-381 |
Dec10 |
100923 |
123~20 |
124~15 |
123~19 |
124~08 |
+0~07 |
158,246 |
274,458 |
+5,461 |
Total Volume and Open Interest |
159,716 |
280,164 |
+5,080 |
3-Mth Short Sterling(LIFFE) |
Dec10 |
100923 |
99.23 |
99.26 |
99.22 |
99.23 |
unch |
35,013 |
348,138 |
+1,882 |
Mar11 |
100923 |
99.16 |
99.20 |
99.14 |
99.16 |
+0.01 |
78,030 |
277,085 |
-3,667 |
Jun11 |
100923 |
99.05 |
99.11 |
99.03 |
99.08 |
+0.03 |
89,312 |
252,573 |
-8,046 |
Sep11 |
100923 |
98.94 |
99.02 |
98.92 |
98.98 |
+0.05 |
108,411 |
311,333 |
+16,927 |
Dec11 |
100923 |
98.79 |
98.89 |
98.78 |
98.85 |
+0.06 |
143,009 |
377,582 |
+9,717 |
Mar12 |
100923 |
98.63 |
98.74 |
98.61 |
98.70 |
+0.06 |
83,379 |
255,180 |
+7,542 |
Total Volume and Open Interest |
677,619 |
2,165,185 |
+28,209 |
3-Mth Euribor(LIFFE) |
Dec10 |
100923 |
99.020 |
99.040 |
99.005 |
99.030 |
+0.015 |
127,065 |
577,812 |
+4,910 |
Mar11 |
100923 |
98.935 |
98.975 |
98.910 |
98.960 |
+0.045 |
161,080 |
571,079 |
-15,880 |
Jun11 |
100923 |
98.840 |
98.905 |
98.825 |
98.895 |
+0.060 |
116,115 |
415,999 |
-1,119 |
Total Volume and Open Interest |
848,176 |
2,952,786 |
-19,028 |
3-Mth Aus T-Bills(SFE) |
Dec10 |
100923 |
94.91 |
94.92 |
94.89 |
94.92 |
+0.01 |
17,619 |
179,730 |
-5,851 |
Mar11 |
100923 |
94.83 |
94.85 |
94.81 |
94.83 |
unch |
17,016 |
114,536 |
-4,039 |
Jun11 |
100923 |
94.74 |
94.78 |
94.72 |
94.75 |
unch |
13,559 |
78,917 |
-863 |
Sep11 |
100923 |
94.69 |
94.72 |
94.67 |
94.70 |
+0.01 |
9,396 |
50,396 |
+946 |
Dec11 |
100923 |
94.65 |
94.68 |
94.64 |
94.67 |
+0.02 |
2,385 |
32,426 |
+284 |
Mar12 |
100923 |
94.63 |
94.66 |
94.61 |
94.66 |
+0.02 |
2,114 |
35,076 |
+1,213 |
Jun12 |
100923 |
94.65 |
94.65 |
94.62 |
94.64 |
+0.01 |
1,050 |
19,479 |
+379 |
Sep12 |
100923 |
94.65 |
94.65 |
94.61 |
94.62 |
+0.01 |
377 |
6,075 |
+233 |
Dec12 |
100923 |
94.59 |
94.61 |
94.59 |
94.61 |
+0.01 |
250 |
1,447 |
+150 |
Mar13 |
100923 |
94.60 |
94.60 |
94.60 |
94.60 |
+0.01 |
0 |
1,090 |
+0 |
Total Volume and Open Interest |
63,766 |
519,220 |
-7,548 |
10-Year Aus T-Bonds(SFE) |
Dec10 |
100923 |
94.87 |
94.92 |
94.83 |
94.87 |
unch |
41,121 |
341,508 |
+5,993 |
Mar11 |
100923 |
94.87 |
94.87 |
94.87 |
94.87 |
unch |
|
|
|
Total Volume and Open Interest |
41,121 |
341,508 |
+5,993 |
3-Year Aus T-Bonds(SFE) |
Dec10 |
100923 |
95.07 |
95.12 |
95.05 |
95.08 |
unch |
126,986 |
394,569 |
+2,492 |
Mar11 |
100923 |
95.08 |
95.08 |
95.08 |
95.08 |
unch |
|
|
|
Total Volume and Open Interest |
126,986 |
394,569 |
+2,492 |
Gold(CMX) |
Oct10 |
100923 |
1290.7 |
1295.9 |
1286.7 |
1294.6 |
+4.1 |
5,074 |
27,821 |
-265 |
Dec10 |
100923 |
1292.7 |
1297.5 |
1288.2 |
1296.3 |
+4.2 |
124,135 |
403,736 |
+2,418 |
Feb11 |
100923 |
1294.7 |
1299.0 |
1290.6 |
1298.0 |
+4.2 |
2,224 |
28,623 |
-27 |
Apr11 |
100923 |
1298.0 |
1300.0 |
1292.3 |
1299.5 |
+4.2 |
419 |
17,337 |
+186 |
Jun11 |
100923 |
1298.4 |
1301.5 |
1296.8 |
1301.1 |
+4.3 |
794 |
15,876 |
+89 |
Aug11 |
100923 |
1296.1 |
1302.7 |
1296.1 |
1302.7 |
+4.4 |
790 |
10,406 |
+422 |
Oct11 |
100923 |
1301.0 |
1304.3 |
1301.0 |
1304.3 |
+4.4 |
39 |
7,470 |
+16 |
Dec11 |
100923 |
1302.0 |
1306.1 |
1299.4 |
1306.1 |
+4.5 |
1,850 |
15,816 |
+281 |
Feb12 |
100923 |
1308.1 |
1308.1 |
1308.1 |
1308.1 |
+4.6 |
2 |
6,685 |
+2 |
Apr12 |
100923 |
1310.2 |
1310.2 |
1310.2 |
1310.2 |
+4.7 |
0 |
6,260 |
+0 |
Jun12 |
100923 |
1312.4 |
1312.4 |
1312.4 |
1312.4 |
+4.8 |
310 |
9,258 |
+178 |
Total Volume and Open Interest |
139,342 |
601,290 |
+3,698 |
Silver(CMX) |
Sep10 |
100923 |
2120.5 |
2120.5 |
2112.0 |
2119.4 |
+15.8 |
31 |
231 |
-501 |
Dec10 |
100923 |
2116.5 |
2126.5 |
2088.5 |
2121.3 |
+15.8 |
37,238 |
102,131 |
-217 |
Mar11 |
100923 |
2122.0 |
2131.0 |
2097.5 |
2126.3 |
+15.8 |
1,034 |
16,357 |
+338 |
May11 |
100923 |
2128.5 |
2128.9 |
2128.0 |
2128.9 |
+15.9 |
115 |
8,492 |
+45 |
Jul11 |
100923 |
2136.0 |
2136.0 |
2131.4 |
2131.4 |
+16.0 |
96 |
6,053 |
-15 |
Sep11 |
100923 |
2130.0 |
2133.7 |
2130.0 |
2133.7 |
+16.2 |
43 |
3,102 |
+33 |
Dec11 |
100923 |
2137.0 |
2137.0 |
2129.0 |
2137.0 |
+16.4 |
177 |
4,567 |
+15 |
Total Volume and Open Interest |
38,999 |
146,534 |
-233 |
Platinum(NYMEX) |
Oct10 |
100923 |
1635.9 |
1646.3 |
1625.3 |
1645.9 |
+13.0 |
8,401 |
15,242 |
-2,239 |
Jan11 |
100923 |
1640.0 |
1650.5 |
1629.6 |
1650.2 |
+13.2 |
4,177 |
22,517 |
+2,416 |
Apr11 |
100923 |
1653.3 |
1653.6 |
1649.4 |
1653.6 |
+13.7 |
9 |
359 |
+9 |
Jul11 |
100923 |
1656.9 |
1661.2 |
1656.9 |
1656.9 |
+13.0 |
0 |
3 |
+0 |
Total Volume and Open Interest |
12,589 |
38,123 |
+186 |
Palladium(NYMEX) |
Sep10 |
100923 |
554.85 |
554.85 |
554.85 |
554.85 |
+15.20 |
30 |
47 |
+18 |
Dec10 |
100923 |
546.55 |
559.70 |
535.60 |
556.85 |
+14.95 |
4,227 |
23,510 |
+728 |
Mar11 |
100923 |
544.60 |
557.95 |
538.95 |
557.95 |
+15.05 |
14 |
642 |
+8 |
Total Volume and Open Interest |
4,272 |
24,218 |
+754 |
Copper(CMX) |
Sep10 |
100923 |
357.50 |
359.15 |
356.15 |
358.50 |
+2.65 |
193 |
1,239 |
-257 |
Dec10 |
100923 |
357.00 |
359.95 |
355.90 |
359.05 |
+2.55 |
31,302 |
93,120 |
+2,110 |
Mar11 |
100923 |
357.80 |
360.70 |
357.55 |
359.95 |
+2.45 |
3,231 |
28,968 |
+751 |
May11 |
100923 |
357.90 |
359.90 |
357.50 |
359.75 |
+2.40 |
249 |
5,057 |
+138 |
Jul11 |
100923 |
358.15 |
359.40 |
358.15 |
359.40 |
+2.35 |
50 |
3,032 |
-28 |
Total Volume and Open Interest |
36,026 |
145,642 |
+2,687 |
DJIA Index(CBOT) |
Dec10 |
100923 |
10682 |
10706 |
10580 |
10606 |
-67 |
414 |
3,944 |
-6 |
Mar11 |
100923 |
10543 |
10610 |
10543 |
10543 |
-67 |
0 |
10 |
+0 |
Jun11 |
100923 |
10483 |
10550 |
10483 |
10483 |
-67 |
|
|
|
Sep11 |
100923 |
10424 |
10491 |
10424 |
10424 |
-67 |
|
|
|
Total Volume and Open Interest |
414 |
3,954 |
-6 |
E-mini DJIA Index(CBOT) |
Sep10 |
100917 |
10626 |
10643 |
10613 |
10643 |
+25 |
21,643 |
30,864 |
-7,750 |
Dec10 |
100923 |
10673 |
10712 |
10573 |
10606 |
-67 |
133,377 |
78,937 |
+503 |
Mar11 |
100923 |
10530 |
10625 |
10530 |
10543 |
-67 |
212 |
251 |
+141 |
Jun11 |
100923 |
10483 |
10483 |
10483 |
10483 |
-67 |
0 |
1 |
+0 |
Total Volume and Open Interest |
133,589 |
79,189 |
+644 |
S & P 500(CME) |
Dec10 |
100923 |
1130.80 |
1134.40 |
1117.20 |
1120.40 |
-9.40 |
11,950 |
280,152 |
+1,356 |
Mar11 |
100923 |
1115.10 |
1126.50 |
1112.50 |
1115.10 |
-9.40 |
2 |
1,443 |
+2 |
Jun11 |
100923 |
1110.30 |
1121.70 |
1107.70 |
1110.30 |
-9.40 |
0 |
1,475 |
+0 |
Sep11 |
100923 |
1106.30 |
1117.70 |
1103.70 |
1106.30 |
-9.40 |
|
|
|
Total Volume and Open Interest |
11,952 |
283,070 |
+1,358 |
S & P 500 E-Mini(Globex) |
Dec10 |
100923 |
1130.00 |
1134.50 |
1117.25 |
1120.50 |
-9.25 |
1,957,234 |
2,514,158 |
+97,177 |
Mar11 |
100923 |
1125.75 |
1128.50 |
1113.00 |
1115.00 |
-9.50 |
376 |
2,808 |
+17 |
Total Volume and Open Interest |
1,957,610 |
2,517,024 |
+97,194 |
NASDAQ 100(CME) |
Dec10 |
100923 |
1981.00 |
2001.00 |
1962.50 |
1981.50 |
+2.00 |
3,575 |
7,719 |
+2,732 |
Mar11 |
100923 |
1979.00 |
1992.00 |
1976.00 |
1979.00 |
+2.00 |
0 |
2 |
+0 |
Jun11 |
100923 |
1976.50 |
1977.50 |
1976.50 |
1976.50 |
+2.00 |
|
|
|
Total Volume and Open Interest |
3,575 |
7,721 |
+2,732 |
NASDAQ 100 E-Mini(Globex) |
Dec10 |
100923 |
1979.50 |
2000.30 |
1962.50 |
1981.50 |
+2.00 |
336,151 |
375,147 |
+38,689 |
Mar11 |
100923 |
1980.30 |
1997.30 |
1960.80 |
1979.00 |
+2.00 |
79 |
130 |
+50 |
Total Volume and Open Interest |
336,230 |
375,278 |
+38,739 |
S & P Midcap 400(CME) |
Dec10 |
100923 |
782.00 |
782.00 |
774.00 |
775.20 |
-5.70 |
3 |
953 |
-1 |
Mar11 |
100923 |
773.20 |
773.40 |
773.20 |
773.20 |
-5.70 |
|
|
|
Jun11 |
100923 |
771.20 |
771.40 |
771.20 |
771.20 |
-5.70 |
|
|
|
Total Volume and Open Interest |
3 |
953 |
-1 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Dec10 |
100923 |
9480 |
9520 |
9365 |
9410 |
-60 |
11,728 |
31,409 |
+872 |
Mar11 |
100923 |
9440 |
9500 |
9440 |
9440 |
-60 |
|
|
|
Total Volume and Open Interest |
11,728 |
31,409 |
+872 |
Nikkei 225(SGX) |
Dec10 |
100922 |
9530 |
9580 |
9490 |
9520 |
-25 |
74,619 |
163,855 |
+1,469 |
Mar11 |
100922 |
9495 |
9530 |
9490 |
9515 |
-25 |
67 |
237 |
+10 |
Jun11 |
100922 |
9445 |
9445 |
9445 |
9445 |
-30 |
0 |
2,086 |
+0 |
Total Volume and Open Interest |
74,686 |
174,856 |
+1,484 |
CAC 40(EURONEXT) |
Oct10 |
100923 |
3760.0 |
3773.0 |
3667.0 |
3715.5 |
-20.5 |
167,174 |
373,741 |
+18,305 |
Nov10 |
100923 |
3744.0 |
3744.0 |
3659.5 |
3697.0 |
-20.5 |
16,511 |
13,664 |
+13,081 |
Dec10 |
100923 |
3739.0 |
3744.5 |
3649.5 |
3695.0 |
-22.0 |
254 |
38,283 |
-159 |
Total Volume and Open Interest |
183,939 |
425,783 |
+31,227 |
Hang Seng Index(HKFE) |
Sep10 |
100922 |
22135 |
22255 |
21999 |
22029 |
-31 |
60,744 |
105,911 |
-2,072 |
Oct10 |
100922 |
22144 |
22250 |
21995 |
22022 |
-33 |
1,800 |
6,242 |
+1,374 |
Total Volume and Open Interest |
62,768 |
114,629 |
-709 |
DAX(EUREX) |
Sep10 |
100917 |
6310.0 |
6328.5 |
6297.0 |
6303.5 |
+52.0 |
148,947 |
51,273 |
-17,359 |
Dec10 |
100923 |
6263.5 |
6274.0 |
6136.5 |
6186.0 |
-35.0 |
162,934 |
159,107 |
-1,656 |
Mar11 |
100923 |
6273.0 |
6285.5 |
6153.5 |
6198.0 |
-35.0 |
218 |
6,031 |
+55 |
Total Volume and Open Interest |
163,190 |
165,679 |
-1,574 |
FT-SE 100(EURONEXT) |
Dec10 |
100923 |
5563.50 |
5570.50 |
5435.00 |
5518.00 |
-25.00 |
122,868 |
619,502 |
-2,046 |
Mar11 |
100923 |
5456.00 |
5478.00 |
5410.00 |
5476.00 |
-25.00 |
201 |
1,143 |
+76 |
Jun11 |
100923 |
5432.00 |
5432.00 |
5432.00 |
5432.00 |
-26.00 |
15 |
265 |
+0 |
Total Volume and Open Interest |
123,084 |
620,910 |
-1,970 |
SPI 200(SFE) |
Sep10 |
100916 |
4658.0 |
4677.0 |
4630.0 |
4677.0 |
+20.0 |
10,340 |
95,465 |
-66,268 |
Dec10 |
100923 |
4650.0 |
4659.0 |
4613.0 |
4658.0 |
+7.0 |
17,665 |
191,587 |
-1,752 |
Mar11 |
100923 |
4653.0 |
4653.0 |
4653.0 |
4653.0 |
+7.0 |
0 |
1,463 |
+0 |
Total Volume and Open Interest |
17,789 |
195,011 |
-1,688 |
GSCI(CME) |
Oct10 |
100923 |
526.20 |
526.20 |
522.00 |
526.20 |
+0.20 |
336 |
11,956 |
+1 |
Nov10 |
100923 |
532.00 |
532.00 |
529.00 |
532.00 |
unch |
2 |
1,334 |
+0 |
Dec10 |
100923 |
539.00 |
539.00 |
535.00 |
539.00 |
unch |
2 |
0 |
+0 |
Total Volume and Open Interest |
340 |
13,290 |
+1 |
Reuters CCI(ICE) |
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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