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MRCI's End of Day Prices

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MRCI's End of Day Prices

Daily Futures Price Listing Mon September 27, 2010
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov10 100927 1126.00 1144.00 1122.00 1128.50 +2.50 114,040 301,415 -991
Jan11 100927 1135.50 1153.25 1131.75 1138.25 +2.75 33,035 128,968 +7,269
Mar11 100927 1142.25 1161.00 1138.75 1145.75 +3.25 10,766 39,910 +1,793
May11 100927 1144.00 1161.75 1140.00 1146.75 +2.75 9,089 45,532 +1,118
Jul11 100927 1151.00 1164.00 1142.00 1149.75 +2.50 8,003 30,830 +162
Aug11 100927 1146.00 1150.25 1136.00 1138.25 +2.25 114 511 +12
Sep11 100927 1118.25 1123.75 1114.00 1116.50 +1.50 99 335 +33
Nov11 100927 1095.25 1111.00 1090.00 1098.50 +0.25 10,470 39,277 +3,337
Jan12 100927 1100.25 1109.50 1098.50 1101.25 +1.00 158 379 +49
Mar12 100927 1112.25 1112.50 1098.00 1102.25 +1.75 98 177 +61
May12 100927 1102.50 1102.50 1102.00 1102.50 +0.50 9 119 +4
Jul12 100927 1105.00 1106.75 1105.00 1106.75 -0.75 7 104 -16
Aug12 100927 1098.75 1099.50 1098.75 1098.75 -0.75 0 2 +0
Sep12 100927 1078.50 1079.25 1078.50 1078.50 -0.75 0 1 +0
Total Volume and Open Interest 186,036 589,283 +12,834
Soybean Meal(CBOT)
Oct10 100927 313.30 318.00 310.20 311.40 -1.80 11,464 14,156 -3,130
Dec10 100927 317.30 321.80 314.20 315.70 -1.30 41,015 131,940 +2,452
Jan11 100927 319.30 323.30 316.10 317.40 -1.10 3,046 16,808 +554
Mar11 100927 321.80 325.90 318.80 319.90 -1.20 2,159 14,614 -59
May11 100927 323.40 326.00 319.20 320.50 -1.40 1,873 14,615 +567
Jul11 100927 326.80 327.60 320.00 321.50 -1.60 2,396 10,090 -255
Aug11 100927 317.20 319.40 317.20 317.50 -1.90 169 1,987 +85
Sep11 100927 311.20 313.10 311.10 311.10 -2.00 132 1,520 +43
Oct11 100927 301.50 303.30 301.50 301.50 -1.80 92 874 +7
Dec11 100927 305.10 306.70 299.90 301.20 -1.90 837 5,363 +176
Total Volume and Open Interest 63,183 212,403 +440
Soybean Oil(CBOT)
Oct10 100927 44.48 45.06 44.29 44.58 +0.10 10,459 21,979 -1,768
Dec10 100927 44.89 45.45 44.69 44.97 +0.08 54,254 187,936 -197
Jan11 100927 45.22 45.77 45.01 45.29 +0.08 7,633 38,444 +1,602
Mar11 100927 45.77 46.02 45.27 45.55 +0.09 5,979 28,477 +618
May11 100927 45.83 46.07 45.33 45.61 +0.09 3,369 17,236 +827
Jul11 100927 45.80 46.19 45.44 45.73 +0.09 2,474 12,093 +342
Aug11 100927 45.91 45.97 45.69 45.76 +0.07 106 761 -1
Sep11 100927 45.79 45.79 45.74 45.79 +0.05 109 554 +28
Oct11 100927 45.79 45.79 45.76 45.79 +0.03 84 406 +40
Dec11 100927 46.10 46.10 45.76 45.99 +0.05 1,403 9,439 +545
Total Volume and Open Interest 85,870 317,409 +2,036
Canola(WCE)
Nov10 100927 486.6 487.3 480.8 482.3 -3.0 14,486 92,572 -1,447
Jan11 100927 492.5 492.5 486.6 488.4 -2.2 6,453 51,538 +3,067
Mar11 100927 494.1 497.3 491.5 494.3 -1.0 2,513 5,976 +210
May11 100927 496.2 498.9 493.1 496.7 -1.1 334 2,590 +195
Jul11 100927 497.1 500.0 495.9 498.9 -0.9 685 6,024 +518
Total Volume and Open Interest 25,021 162,637 +2,949
Corn(CBOT)
Dec10 100927 522.00 528.75 511.00 512.75 -9.00 201,964 764,137 -12,410
Mar11 100927 534.00 541.00 521.75 525.25 -9.00 54,022 309,394 +6,404
May11 100927 539.75 546.00 528.50 530.25 -9.50 17,848 57,545 +2,708
Jul11 100927 541.75 547.50 531.50 532.75 -9.25 25,219 117,328 +72
Sep11 100927 508.50 515.00 501.00 502.75 -7.25 4,614 23,115 +545
Dec11 100927 488.25 495.00 483.00 484.25 -5.50 29,582 145,282 +3,205
Mar12 100927 495.00 500.00 487.50 489.50 -7.25 830 10,584 +202
May12 100927 491.75 500.00 488.50 492.00 -8.00 64 1,489 +9
Jul12 100927 500.00 506.50 494.00 494.75 -8.25 346 4,307 +22
Sep12 100927 481.50 490.00 481.50 481.50 -8.50 18 720 +10
Total Volume and Open Interest 336,434 1,453,270 +842
Wheat(CBOT)
Dec10 100927 722.00 731.00 701.00 706.50 -13.50 51,154 258,801 -2,281
Mar11 100927 751.00 760.75 732.00 736.00 -13.50 17,949 77,603 -1,528
May11 100927 763.25 767.50 741.25 745.75 -12.25 5,250 24,126 +2,394
Jul11 100927 744.50 754.75 731.25 734.75 -9.75 3,691 76,340 +701
Sep11 100927 757.25 763.50 742.25 744.50 -9.25 414 10,746 +7
Dec11 100927 765.00 772.50 752.00 756.00 -7.25 1,377 34,527 +208
Total Volume and Open Interest 79,964 492,210 -417
Wheat(KCBT)
Dec10 100927 757.00 766.00 737.00 739.75 -17.75 11,503 103,367 +94
Mar11 100927 768.25 779.00 751.00 753.75 -17.25 4,781 66,060 -273
May11 100927 764.25 768.00 754.00 756.50 -16.50 1,203 9,071 +549
Jul11 100927 761.50 765.00 746.50 748.50 -14.75 1,275 29,419 +331
Sep11 100927 761.25 765.00 749.00 749.00 -14.50 140 3,822 +20
Dec11 100927 773.75 773.75 756.75 758.50 -13.75 80 3,780 +42
Total Volume and Open Interest 18,990 216,897 +767
Wheat(MGE)
Dec10 100927 763.00 771.00 745.00 746.50 -16.00 4,525 27,084 -286
Mar11 100927 779.00 782.50 757.00 758.00 -15.50 2,145 18,661 +224
May11 100927 781.75 782.75 760.25 761.00 -14.00 590 3,579 +357
Jul11 100927 779.00 780.25 760.00 761.50 -12.00 121 7,121 +56
Sep11 100927 755.00 760.00 742.00 747.50 -8.25 125 3,443 +83
Total Volume and Open Interest 7,570 64,002 +467
Oats(CBOT)
Dec10 100927 352.00 355.00 344.50 348.00 -4.00 594 9,930 -65
Mar11 100927 360.00 360.00 350.50 355.00 -3.25 91 2,190 +29
May11 100927 356.00 359.25 356.00 356.00 -3.25 2 61 -2
Jul11 100927 357.00 360.25 357.00 357.00 -3.25 5 6 +4
Total Volume and Open Interest 692 12,400 -34
Rough Rice(CBOT)
Nov10 100927 12.33 12.62 12.31 12.56 +0.20 969 12,188 -263
Jan11 100927 12.65 12.89 12.57 12.84 +0.20 421 2,605 +340
Mar11 100927 12.90 13.15 12.88 13.11 +0.20 43 1,146 +7
May11 100927 13.18 13.38 13.18 13.38 +0.20 53 594 +4
Total Volume and Open Interest 1,555 17,694 +107
Live Cattle(CME)
Oct10 100927 96.080 97.330 95.885 97.250 +1.215 10,524 46,006 -2,182
Dec10 100927 98.135 99.500 98.035 99.300 +1.165 18,634 158,444 +829
Feb11 100927 100.000 101.180 99.885 101.100 +1.350 4,944 61,431 +1,284
Apr11 100927 102.000 102.550 101.550 102.400 +0.800 4,640 43,097 +3
Jun11 100927 99.000 99.500 98.650 99.480 +0.980 1,001 19,250 +242
Aug11 100927 98.730 99.550 98.580 99.550 +0.650 429 5,451 +47
Total Volume and Open Interest 40,508 338,336 +317
Feeder Cattle(CME)
Sep10 100927 109.500 110.350 109.430 109.885 +0.385 467 1,565 -190
Oct10 100927 108.785 110.100 108.035 109.400 +0.720 1,444 9,374 -247
Nov10 100927 109.000 110.580 108.250 109.785 +0.685 1,669 12,277 -68
Jan11 100927 109.600 111.285 109.100 110.580 +0.480 673 5,787 +53
Mar11 100927 109.300 111.000 109.100 110.730 +0.730 292 2,489 -50
Apr11 100927 110.050 111.150 109.700 110.750 +0.750 25 547 +4
May11 100927 110.850 111.300 110.500 111.300 +0.450 58 928 +29
Total Volume and Open Interest 4,659 33,105 -471
Lean Hogs(CME)
Oct10 100927 78.900 79.430 78.680 79.150 +0.115 8,286 33,065 -1,870
Dec10 100927 76.200 76.850 76.100 76.785 +0.335 15,715 105,738 +1,171
Feb11 100927 79.475 80.080 78.975 79.975 +0.500 4,678 41,353 +1,203
Apr11 100927 80.830 81.475 80.750 81.330 +0.230 1,896 33,405 +373
May11 100927 85.000 85.035 84.550 84.850 +0.020 71 1,205 +6
Jun11 100927 86.285 87.050 85.930 86.885 +0.485 805 20,250 +285
Jul11 100927 85.000 85.600 84.850 85.480 +0.530 320 4,537 +201
Aug11 100927 82.600 83.180 82.600 82.980 +0.280 248 3,112 +149
Total Volume and Open Interest 32,029 243,364 +1,518
Class III Milk(CME)
Sep10 100927 16.28 16.29 16.26 16.28 +0.02 14 5,188 +2
Oct10 100927 16.54 16.57 16.49 16.55 +0.02 79 5,104 -18
Nov10 100927 15.99 16.06 15.89 15.97 +0.03 217 4,951 +46
Dec10 100927 15.31 15.38 15.20 15.27 -0.04 131 4,493 +30
Jan11 100927 14.58 14.65 14.57 14.58 -0.02 41 1,867 +11
Total Volume and Open Interest 630 27,688 +156
Cocoa(ICE)
Dec10 100927 2829 2850 2791 2839 +45 4,695 64,833 +15
Mar11 100927 2841 2873 2817 2863 +44 1,186 29,377 +6
May11 100927 2865 2889 2839 2881 +46 154 12,386 -9
Jul11 100927 2880 2902 2869 2896 +45 98 5,152 -12
Sep11 100927 2897 2914 2886 2912 +45 38 2,802 -4
Dec11 100927 2922 2924 2910 2924 +45 41 5,519 +1
Mar12 100927 2974 2980 2965 2980 +39 0 6,178 +0
Total Volume and Open Interest 6,212 128,543 -3
Coffee "C"(ICE)
Dec10 100927 180.70 185.00 179.55 182.25 +1.65 10,602 84,460 -1,216
Mar11 100927 182.75 186.25 181.30 183.85 +1.65 2,438 37,036 +201
May11 100927 182.55 185.50 181.85 183.65 +1.80 501 10,269 -46
Jul11 100927 181.50 184.40 181.50 182.60 +1.75 78 4,119 +7
Sep11 100927 180.20 182.95 180.20 181.30 +1.70 15 2,245 +18
Dec11 100927 177.60 179.30 177.60 179.30 +1.50 8 956 +6
Total Volume and Open Interest 13,642 139,738 -1,030
Orange Juice(ICE)
Nov10 100927 159.00 159.40 156.30 158.55 +0.35 1,040 21,776 +190
Jan11 100927 160.20 160.75 158.30 160.40 +0.45 219 7,021 +84
Mar11 100927 159.90 161.70 159.90 161.70 +0.30 81 1,230 +69
May11 100927 162.90 163.15 162.90 163.15 +0.45 12 346 +7
Jul11 100927 162.15 162.15 162.15 162.15 -0.10 0 1,241 +0
Sep11 100927 161.60 161.60 161.60 161.60 -0.60 0 17 +0
Total Volume and Open Interest 1,352 31,644 +350
Sugar #11(ICE)
Oct10 100927 25.40 26.33 25.22 26.09 +0.65 31,898 54,967 -7,194
Mar11 100927 24.30 25.11 24.29 24.98 +0.58 70,437 302,488 -629
May11 100927 22.60 23.12 22.59 23.08 +0.49 19,461 69,810 +187
Jul11 100927 20.76 21.05 20.63 21.01 +0.25 10,712 89,101 +348
Oct11 100927 19.61 19.88 19.61 19.80 +0.10 5,320 38,040 -223
Total Volume and Open Interest 143,017 627,503 -8,569
London Cocoa(LCE)
Dec10 100927 1894 1908 1881 1900 +17 2,918 67,187 -26
Mar11 100927 1911 1924 1900 1918 +18 1,679 50,144 +170
May11 100927 1926 1939 1915 1934 +18 853 18,608 +624
Jul11 100927 1943 1953 1939 1950 +21 577 9,758 +523
Sep11 100927 1950 1955 1947 1955 +18 121 5,801 +44
Dec11 100927 1966 1967 1966 1967 +20 26 9,872 -2
Mar12 100927 1971 1976 1971 1976 +21 0 4,470 +0
Total Volume and Open Interest 6,174 165,840 +1,333
London Sugar(LCE)
Dec10 100927 636.00 648.30 631.80 644.10 +11.00 4,194 30,459 +267
Mar11 100927 620.20 633.50 617.90 633.00 +15.90 2,036 14,765 -91
May11 100927 590.10 603.90 590.10 603.60 +14.70 464 5,213 -21
Aug11 100927 560.00 568.60 558.10 568.60 +10.90 111 4,651 +64
Oct11 100927 528.10 534.60 525.80 530.70 +4.50 32 449 +6
Total Volume and Open Interest 6,852 56,191 +229
Cotton(ICE)
Oct10 100927 101.01 105.93 101.01 105.93 +4.63 21 39 -171
Dec10 100927 101.33 103.93 100.75 103.93 +4.00 11,277 144,366 +819
Mar11 100927 100.21 102.75 100.18 102.75 +4.00 3,184 61,365 +192
May11 100927 100.70 102.35 100.00 102.35 +4.00 325 6,586 +20
Jul11 100927 99.15 101.83 99.15 101.83 +4.00 420 15,350 -13
Oct11 100927 90.74 91.00 90.74 91.00 +0.83 0 30 +0
Total Volume and Open Interest 15,553 236,866 +947
Lumber(CME)
Nov10 100927 241.8 242.0 235.0 236.0 -4.5 567 6,965 -30
Jan11 100927 263.8 263.8 256.0 258.8 -3.1 386 1,978 +76
Mar11 100927 269.8 272.0 265.5 267.3 -1.7 249 412 +44
May11 100927 275.0 275.0 275.0 275.0 unch 0 3 +0
Total Volume and Open Interest 1,202 9,358 +90
Crude Oil(NYM)
Nov10 100927 76.47 77.17 75.52 76.52 +0.03 288,499 350,962 -9,478
Dec10 100927 77.57 78.12 76.51 77.50 -0.15 166,177 218,145 -212
Jan11 100927 78.85 78.92 77.36 78.35 -0.27 54,708 99,024 +9,372
Feb11 100927 79.62 79.67 78.20 79.07 -0.34 22,656 39,884 -803
Mar11 100927 80.28 80.29 78.77 79.68 -0.37 21,422 58,563 +148
Apr11 100927 80.72 80.73 79.32 80.18 -0.35 10,098 23,945 -470
May11 100927 80.23 80.59 79.84 80.59 -0.35 5,554 17,882 +295
Jun11 100927 81.33 81.53 80.00 80.96 -0.36 22,165 67,958 +681
Jul11 100927 81.01 81.31 80.43 81.31 -0.36 796 30,435 -62
Aug11 100927 81.61 81.61 81.61 81.61 -0.36 1,177 10,914 +371
Sep11 100927 81.61 81.91 81.08 81.91 -0.36 2,019 13,165 +406
Oct11 100927 82.19 82.19 82.19 82.19 -0.36 1,624 9,701 +352
Nov11 100927 82.48 82.48 82.48 82.48 -0.37 2,494 13,007 +262
Dec11 100927 83.30 83.32 81.88 82.81 -0.36 22,166 120,156 -766
Jan12 100927 83.01 83.01 83.01 83.01 -0.34 245 12,442 +72
Feb12 100927 83.20 83.20 83.20 83.20 -0.33 17 4,796 -12
Total Volume and Open Interest 628,535 1,318,297 -21
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 100927 76.550 77.150 75.525 76.525 +0.025 8,802 4,653 +118
Dec10 100927 77.900 78.100 76.500 77.500 -0.150 474 2,158 +72
Jan11 100927 78.725 78.800 77.500 78.350 -0.275 227 833 +89
Feb11 100927 78.550 79.075 78.550 79.075 -0.325 1 8 +0
Mar11 100927 79.675 79.675 79.675 79.675 -0.375 1 7 +0
Apr11 100927 80.175 80.175 80.175 80.175 -0.350 0 3 +0
May11 100927 80.600 80.600 80.600 80.600 -0.350 1 2 +1
Jun11 100927 80.950 80.950 80.950 80.950 -0.375 2 4 -2
Total Volume and Open Interest 9,508 7,781 +278
Heating Oil(NYM)
Oct10 100927 212.95 213.78 209.49 212.28 -0.78 23,478 28,274 -8,067
Nov10 100927 214.81 215.73 211.16 213.94 -1.05 44,873 91,497 +5,828
Dec10 100927 216.79 217.40 212.82 215.53 -1.06 19,986 71,090 -567
Jan11 100927 218.83 219.07 215.00 217.53 -1.06 9,281 42,024 +1,505
Feb11 100927 219.96 219.96 216.33 218.82 -1.07 2,713 14,040 +30
Mar11 100927 220.39 220.39 216.65 219.20 -1.06 2,383 13,807 +557
Apr11 100927 219.49 219.49 216.39 218.71 -1.05 700 9,834 -48
May11 100927 216.40 218.71 216.40 218.62 -1.03 696 8,559 +16
Jun11 100927 220.51 220.51 217.07 218.94 -1.01 2,349 24,437 -156
Jul11 100927 220.30 220.30 220.17 220.17 -1.01 57 4,366 +32
Aug11 100927 221.01 221.57 221.01 221.57 -1.01 15 2,371 +4
Sep11 100927 223.35 223.35 223.35 223.35 -0.98 17 2,423 +2
Total Volume and Open Interest 107,521 333,133 -858
Gasoline(NYMEX)
Oct10 100927 195.45 195.45 192.00 194.88 +0.17 26,615 27,847 -5,265
Nov10 100927 194.04 194.88 191.18 193.91 -0.13 37,789 92,063 +2,597
Dec10 100927 194.69 195.45 191.87 194.46 -0.22 15,656 38,477 -2,846
Jan11 100927 197.13 197.51 194.10 196.61 -0.27 7,240 25,183 +1,123
Feb11 100927 199.23 199.57 196.81 198.95 -0.32 3,532 6,564 -126
Mar11 100927 201.15 201.86 199.13 201.29 -0.36 1,816 9,335 +31
Apr11 100927 213.70 213.80 210.63 213.13 -0.37 1,153 11,739 -141
May11 100927 211.82 214.17 211.82 214.17 -0.36 482 4,727 +31
Jun11 100927 215.68 215.68 213.50 214.92 -0.36 405 9,374 +20
Jul11 100927 214.93 214.93 214.93 214.93 -0.36 100 2,367 +32
Total Volume and Open Interest 94,909 238,176 -4,541
e-miNY RBOB Gasoline(NYM)
Oct10 100927 194.90 194.90 194.88 194.90 +0.20 0 2 +0
Nov10 100927 193.90 193.91 193.90 193.90 -0.10 0 1 +0
Dec10 100927 194.50 194.50 194.46 194.50 -0.20 0 1 +0
Jan11 100927 196.60 196.61 196.60 196.60 -0.30 0 1 +0
Total Volume and Open Interest 0 10 +0
Natural Gas(NYM)
Oct10 100927 3.818 3.829 3.732 3.800 -0.081 71,805 26,113 -8,960
Nov10 100927 3.939 3.942 3.867 3.916 -0.093 78,097 218,913 +10,553
Dec10 100927 4.234 4.234 4.125 4.141 -0.119 21,762 72,351 +735
Jan11 100927 4.414 4.443 4.299 4.309 -0.126 14,411 107,324 +447
Feb11 100927 4.418 4.419 4.310 4.320 -0.122 4,125 29,738 -560
Mar11 100927 4.354 4.354 4.252 4.260 -0.113 4,811 53,879 -302
Apr11 100927 4.298 4.298 4.212 4.219 -0.097 4,705 58,181 -308
May11 100927 4.300 4.300 4.242 4.247 -0.093 1,413 20,219 +333
Jun11 100927 4.351 4.351 4.299 4.301 -0.089 912 9,478 +111
Jul11 100927 4.410 4.410 4.366 4.368 -0.084 622 8,527 +73
Aug11 100927 4.450 4.454 4.412 4.412 -0.084 606 8,114 -20
Sep11 100927 4.500 4.500 4.434 4.434 -0.084 770 8,260 +10
Oct11 100927 4.520 4.557 4.508 4.512 -0.084 1,984 26,920 +272
Nov11 100927 4.775 4.796 4.747 4.747 -0.075 419 8,460 +33
Dec11 100927 5.070 5.082 5.035 5.037 -0.070 336 15,480 -68
Jan12 100927 5.290 5.290 5.220 5.227 -0.070 1,519 19,022 +498
Total Volume and Open Interest 211,415 787,100 +2,914
Brent Crude Oil(ICE)
Nov10 100927 79.01 79.20 77.60 78.57 -0.30 137,839 172,680 -584
Dec10 100927 79.25 79.40 77.80 78.73 -0.39 80,053 183,811 +6,076
Jan11 100927 79.76 79.76 78.14 79.08 -0.42 26,615 67,486 +3,083
Feb11 100927 80.04 80.04 78.66 79.52 -0.43 10,561 43,313 +2,505
Mar11 100927 80.32 80.38 79.25 79.95 -0.44 8,283 27,482 -1,470
Apr11 100927 80.95 80.95 79.63 80.40 -0.45 4,551 19,573 -540
May11 100927 81.39 81.39 80.06 80.85 -0.44 2,933 18,434 +163
Jun11 100927 81.95 81.95 80.40 81.27 -0.44 9,499 34,574 +1,213
Jul11 100927 81.14 81.65 81.14 81.65 -0.43 1,140 7,386 -525
Aug11 100927 81.98 81.98 81.98 81.98 -0.44 865 7,218 +107
Sep11 100927 82.29 82.29 82.29 82.29 -0.44 545 5,984 -183
Oct11 100927 82.58 82.58 82.58 82.58 -0.44 345 4,826 -10
Nov11 100927 82.86 82.86 82.86 82.86 -0.44 247 7,958 +62
Dec11 100927 83.50 83.62 82.33 83.15 -0.43 7,703 63,247 +1,017
Total Volume and Open Interest 293,229 745,454 +10,712
Gas Oil(ICE)
Oct10 100927 682.75 685.50 670.00 671.25 -11.50 54,607 116,604 -9,258
Nov10 100927 680.25 682.75 668.25 669.50 -11.00 75,088 109,312 +9,829
Dec10 100927 682.50 683.00 668.75 670.25 -10.75 44,406 106,059 +878
Jan11 100927 685.25 685.25 672.00 673.25 -10.50 10,948 59,828 +758
Feb11 100927 687.75 687.75 675.00 676.00 -10.50 4,982 30,632 +129
Mar11 100927 690.25 690.25 677.25 678.25 -10.50 3,665 22,180 -522
Apr11 100927 692.25 692.25 680.25 680.25 -10.50 2,705 24,330 -34
May11 100927 695.00 695.00 683.00 683.00 -10.50 925 19,036 +161
Jun11 100927 698.00 698.00 686.00 686.00 -10.25 3,744 53,911 +441
Jul11 100927 702.00 702.00 690.00 690.00 -10.25 103 13,680 +52
Total Volume and Open Interest 172,988 672,903 -4,728
Ethanol(CBOT)
Sep10 100903 1.960 1.977 1.960 1.969 +0.016 72 143 -72
Oct10 100927 2.035 2.035 2.008 2.010 -0.030 96 250 -18
Nov10 100927 1.980 1.980 1.968 1.968 -0.029 46 1,027 +14
Dec10 100927 1.973 1.973 1.940 1.949 -0.024 37 1,974 +19
Jan11 100927 1.953 1.953 1.953 1.953 -0.006 64 1,306 +5
Feb11 100927 1.957 1.957 1.957 1.957 -0.013 19 922 +9
Mar11 100927 1.956 1.963 1.956 1.963 -0.017 19 766 -3
Apr11 100927 1.977 1.977 1.977 1.977 -0.018 20 717 +8
Total Volume and Open Interest 458 10,002 +148
WTI Crude Oil(ICE)
Nov10 100927 76.52 77.17 75.52 76.52 +0.03 81,269 83,242 -5,061
Dec10 100927 77.74 78.12 76.51 77.50 -0.15 56,335 119,459 -344
Jan11 100927 78.59 78.84 77.41 78.35 -0.27 17,662 33,326 +1,084
Feb11 100927 79.32 79.40 78.15 79.07 -0.34 6,351 24,060 +1,102
Mar11 100927 79.95 79.97 78.76 79.68 -0.37 6,180 25,980 +275
Apr11 100927 80.24 80.40 79.25 80.18 -0.35 1,773 11,422 +218
May11 100927 80.43 80.59 79.65 80.59 -0.35 1,110 5,866 -28
Jun11 100927 81.00 81.00 80.02 80.96 -0.36 6,832 33,244 +690
Jul11 100927 81.31 81.31 81.31 81.31 -0.36 451 11,921 -27
Aug11 100927 81.61 81.61 81.61 81.61 -0.36 145 6,775 -4
Sep11 100927 82.10 82.10 81.28 81.91 -0.36 129 6,808 -80
Oct11 100927 82.19 82.19 82.19 82.19 -0.36 78 3,149 +9
Nov11 100927 82.48 82.48 82.48 82.48 -0.37 227 5,867 -1
Dec11 100927 82.49 82.82 81.92 82.81 -0.36 7,890 48,445 +328
Jan12 100927 83.01 83.01 83.01 83.01 -0.34 39 4,474 -30
Feb12 100927 83.20 83.20 83.20 83.20 -0.33 9 707 -5
Total Volume and Open Interest 187,713 492,340 -2,016
US Dollar Index(ICE)
Dec10 100927 79.530 79.755 79.395 79.555 -0.045 24,568 32,054 +821
Mar11 100927 79.960 80.000 79.725 79.865 -0.075 21 515 +4
Jun11 100927 80.285 80.285 80.285 80.285 -0.075 0 2 +0
Total Volume and Open Interest 24,589 32,571 +825
Australian Dollar(CME)
Dec10 100927 95.13 95.53 94.82 95.45 +0.51 73,662 132,738 +2,269
Mar11 100927 93.91 94.37 93.75 94.34 +0.50 29 296 -11
Jun11 100927 93.22 93.22 92.74 93.22 +0.48 0 152 +0
Total Volume and Open Interest 73,691 133,195 +2,258
British Pound(CME)
Dec10 100927 158.14 158.59 157.78 158.46 +0.37 99,088 74,401 +5,912
Mar11 100927 158.10 158.36 157.69 158.36 +0.37 76 227 +38
Jun11 100927 158.25 158.25 157.88 158.25 +0.37 0 4 +0
Total Volume and Open Interest 99,164 74,633 +5,950
Canadian Dollar(CME)
Dec10 100927 97.42 97.65 96.92 97.31 +0.08 78,879 102,438 +5,283
Mar11 100927 97.25 97.41 96.75 97.08 +0.08 133 2,155 -9
Jun11 100927 96.83 96.83 96.75 96.83 +0.08 50 627 +3
Sep11 100927 96.55 96.55 96.47 96.55 +0.08 0 104 +0
Total Volume and Open Interest 79,062 105,341 +5,277
Japanese Yen(CME)
Dec10 100927 118.69 118.99 118.58 118.81 +0.19 132,646 113,775 +665
Mar11 100927 118.73 119.07 118.73 118.96 +0.19 148 355 -1
Jun11 100927 119.10 119.13 118.94 119.13 +0.19 4 73 +3
Total Volume and Open Interest 132,799 114,205 +668
Swiss Franc(CME)
Dec10 100927 101.72 101.95 101.38 101.65 +0.10 40,986 49,278 -431
Mar11 100927 101.67 101.90 101.56 101.75 +0.10 49 47 +5
Jun11 100927 101.86 101.86 101.76 101.86 +0.10 0 1 +0
Total Volume and Open Interest 41,035 49,328 -426
EuroFX(CME)
Dec10 100927 134.84 135.05 134.22 134.71 +0.04 304,147 176,143 +5,825
Mar11 100927 134.55 134.93 134.17 134.64 +0.03 882 1,087 +345
Jun11 100927 134.55 134.55 134.53 134.55 +0.02 1 58 +1
Total Volume and Open Interest 305,032 177,303 +6,173
Mexican Peso(CME)
Oct10 100927 797.5 797.5 796.8 797.5 +0.8      
Nov10 100927 794.5 794.5 793.8 794.5 +0.8 0 1 +0
Total Volume and Open Interest 35,624 113,374 +13,571
Brazilian Real(CME)
Oct10 100927 584.55 584.55 584.50 584.55 +0.05 0 41 +0
Nov10 100927 580.95 580.95 580.90 580.95 +0.05 0 24 +0
Dec10 100927 578.00 578.00 577.00 577.45 +0.70 66 4,299 +15
Jan11 100927 573.50 573.50 573.45 573.50 +0.05      
Total Volume and Open Interest 66 4,371 +15
30-Year T-Bonds(CBOT)
Dec10 100927 131~220 133~140 131~210 133~110 +1~190 299,364 652,486 -13,944
Mar11 100927 130~200 132~060 130~170 132~050 +1~200 31 235 +9
Jun11 100927 130~310 130~310 129~110 130~310 +1~200      
Total Volume and Open Interest 299,395 652,721 -13,935
10-Year T-Notes(CBOT)
Dec10 100927 125~075 126~010 125~070 125~305 +0~235 1,184,606 1,575,724 -68,855
Mar11 100927 124~220 125~120 124~190 125~115 +0~245 1,210 1,279 +695
Jun11 100927 124~035 124~180 123~215 124~140 +0~245 16 34 +0
Total Volume and Open Interest 1,185,832 1,577,037 -68,160
5-Year T-Notes(CBOT)
Sep10 100927 121~054 121~074 121~028 121~070 +0~042 410 12,242 +17
Dec10 100927 120~047 120~098 120~047 120~092 +0~045 367,067 905,621 -2,034
Mar11 100927 119~106 119~106 119~059 119~106 +0~047      
Total Volume and Open Interest 367,477 917,863 -2,017
2 Year T-Notes(CBOT)
Sep10 100927 109~110 109~110 109~105 109~108 +0~003 51 2,689 -12
Dec10 100927 109~085 109~091 109~084 109~089 +0~004 129,404 722,810 -14,092
Mar11 100927 109~071 109~071 109~055 109~071 +0~016      
Total Volume and Open Interest 129,455 725,499 -14,104
Eurodollars(CME)
Dec10 100927 99.625 99.635 99.620 99.630 +0.005 113,383 1,127,600 +7,553
Mar11 100927 99.560 99.580 99.560 99.575 +0.010 126,762 1,167,749 +8,789
Jun11 100927 99.485 99.510 99.485 99.500 +0.010 102,082 874,605 +831
Sep11 100927 99.390 99.415 99.390 99.410 +0.015 98,703 846,191 -4,295
Dec11 100927 99.265 99.295 99.260 99.285 +0.020 216,584 869,132 -29,015
Mar12 100927 99.110 99.155 99.105 99.145 +0.035 115,326 503,435 +1,690
Jun12 100927 98.940 99.005 98.940 98.990 +0.050 94,468 401,828 +4,207
Sep12 100927 98.775 98.860 98.775 98.840 +0.065 83,156 329,674 +1,413
Dec12 100927 98.595 98.690 98.595 98.665 +0.080 66,129 208,971 -3,987
Mar13 100927 98.430 98.530 98.425 98.510 +0.095 70,454 223,965 -3,407
Jun13 100927 98.240 98.345 98.235 98.325 +0.105 49,065 128,008 +5,815
Sep13 100927 98.045 98.160 98.045 98.140 +0.115 59,175 129,487 +5,516
Dec13 100927 97.845 97.960 97.840 97.945 +0.125 54,066 102,270 +11,629
Mar14 100927 97.655 97.785 97.655 97.770 +0.130 56,159 89,489 +9,077
Jun14 100927 97.460 97.590 97.460 97.575 +0.130 22,788 59,334 +1,621
Sep14 100927 97.270 97.400 97.270 97.385 +0.130 14,861 47,309 +1,833
Dec14 100927 97.075 97.205 97.075 97.190 +0.130 12,261 66,042 +3,381
Mar15 100927 96.915 97.040 96.915 97.030 +0.130 12,309 39,361 +1,153
Total Volume and Open Interest 1,417,328 7,458,142 +36,269
30 Day Federal Funds(CBOT)
Sep10 100927 99.805 99.805 99.802 99.805 unch 1,139 57,740 +57
Oct10 100927 99.805 99.805 99.800 99.805 unch 4,147 64,386 +695
Nov10 100927 99.810 99.815 99.805 99.810 unch 3,105 88,697 +781
Dec10 100927 99.820 99.825 99.815 99.820 unch 1,942 79,380 +396
Jan11 100927 99.825 99.825 99.820 99.825 unch 3,004 59,122 -1,131
Feb11 100927 99.820 99.820 99.815 99.820 unch 857 56,687 +53
Total Volume and Open Interest 22,797 605,160 +3,595
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 100927 99.690 99.690 99.690 99.690 +0.010 800 2,403 +800
Mar11 100927 99.715 99.715 99.715 99.715 +0.005 0 367 +0
Jun11 100927 99.730 99.730 99.730 99.730 +0.005      
Sep11 100927 99.730 99.730 99.730 99.730 +0.007      
Dec11 100927 99.720 99.720 99.720 99.720 unch      
Mar12 100927 99.685 99.685 99.685 99.685 unch      
Jun12 100927 99.735 99.735 99.735 99.735 unch      
Sep12 100927 99.775 99.775 99.775 99.775 unch      
Dec12 100927 99.470 99.470 99.470 99.470 unch      
Mar13 100927 99.470 99.470 99.470 99.470 unch      
Total Volume and Open Interest 800 2,770 +800
3-Mth Euro-Yen(SGX)
Dec10 100927 99.69 99.69 99.69 99.69 +0.01 95 2,206 -64
Mar11 100927 99.71 99.71 99.71 99.71 +0.00 0 1,516 +0
Jun11 100927 99.73 99.73 99.73 99.73 +0.01 0 3,150 +0
Sep11 100927 99.72 99.72 99.72 99.72 +0.00 200 433 +200
Dec11 100927 99.72 99.72 99.72 99.72 unch 0 110 +0
Mar12 100927 99.68 99.68 99.68 99.68 unch 0 305 +0
Jun12 100927 99.74 99.74 99.74 99.74 unch 0 754 +0
Sep12 100927 99.78 99.78 99.78 99.78 unch 0 310 +0
Total Volume and Open Interest 295 8,786 +136
Japanese Gov't Bonds(SGX)
Dec10 100927 142.93 142.93 142.70 142.91 +0.06 1,995 20,677 +511
Mar11 100927 140.82 140.82 140.82 140.82 +0.06      
Jun11 100927 138.73 138.73 138.73 138.73 +0.06      
Total Volume and Open Interest 1,995 20,677 +511
Euro-Bund(EUREX)
Dec10 100927 130.83 131.67 130.80 131.51 +0.66 1,125,112 901,424 -13,498
Mar11 100927 130.91 131.63 130.87 131.52 +0.67 596 2,491 +264
Jun11 100927 130.96 130.96 130.96 130.96 +0.31 150 0 +0
Total Volume and Open Interest 1,125,858 903,915 -13,234
Euro-Bobl(EUREX)
Dec10 100927 120.63 120.96 120.61 120.89 +0.28 504,975 733,836 -12,251
Mar11 100927 120.53 120.77 120.53 120.77 +0.31 3,455 34,225 +3,369
Jun11 100927 120.73 120.73 120.73 120.73 +0.28 100 0 +0
Total Volume and Open Interest 508,530 768,061 -8,882
3-Mth Euribor(EUREX)
Sep10 100913 99.125 99.125 99.120 99.120 -0.005 228 3,201 -135
Dec10 100927 99.015 99.015 99.000 99.000 -0.020 261 4,223 +185
Mar11 100927 98.945 98.945 98.925 98.925 -0.020 637 2,902 +554
Total Volume and Open Interest 1,632 11,854 +1,089
Long Gilt(LIFFE)
Sep10 100927 125~00 125~16 125~00 125~16 +0~23 113 5,449 -111
Dec10 100927 123~22 124~06 123~19 124~04 +0~23 120,654 270,212 +586
Total Volume and Open Interest 120,767 275,661 +475
3-Mth Short Sterling(LIFFE)
Dec10 100927 99.22 99.23 99.21 99.23 +0.01 34,792 347,027 +1,921
Mar11 100927 99.16 99.18 99.15 99.17 +0.02 39,410 289,238 +3,124
Jun11 100927 99.08 99.09 99.07 99.09 +0.03 49,229 259,727 -1,080
Sep11 100927 98.97 98.99 98.96 98.98 +0.03 66,830 316,403 +9,389
Dec11 100927 98.82 98.85 98.81 98.84 +0.04 97,049 412,738 +17,951
Mar12 100927 98.64 98.69 98.64 98.68 +0.04 61,510 250,639 -1,998
Total Volume and Open Interest 436,008 2,219,138 +27,746
3-Mth Euribor(LIFFE)
Dec10 100927 99.015 99.020 98.990 99.000 -0.020 110,991 581,999 +7,562
Mar11 100927 98.940 98.950 98.915 98.925 -0.020 135,284 546,620 -14,424
Jun11 100927 98.870 98.880 98.835 98.860 -0.010 129,267 418,960 +2,954
Total Volume and Open Interest 844,933 2,968,640 +23,740
3-Mth Aus T-Bills(SFE)
Dec10 100927 94.92 94.93 94.89 94.90 -0.03 12,261 178,746 +891
Mar11 100927 94.82 94.84 94.77 94.79 -0.05 12,140 113,427 -1,194
Jun11 100927 94.75 94.77 94.70 94.71 -0.05 6,241 76,920 -648
Sep11 100927 94.70 94.72 94.65 94.66 -0.06 2,492 50,940 +368
Dec11 100927 94.68 94.68 94.61 94.63 -0.06 1,583 33,121 -145
Mar12 100927 94.67 94.67 94.60 94.61 -0.06 778 34,325 -759
Jun12 100927 94.60 94.60 94.58 94.59 -0.06 752 19,955 -11
Sep12 100927 94.58 94.58 94.57 94.57 -0.07 51 6,124 +49
Dec12 100927 94.54 94.54 94.54 94.54 -0.08 0 1,447 +0
Mar13 100927 94.53 94.53 94.53 94.53 -0.08 0 1,095 +0
Total Volume and Open Interest 36,298 516,158 -1,449
10-Year Aus T-Bonds(SFE)
Dec10 100927 94.91 94.92 94.83 94.84 -0.08 32,209 342,655 -417
Mar11 100927 94.84 94.84 94.84 94.84 -0.08      
Total Volume and Open Interest 32,209 342,655 -417
3-Year Aus T-Bonds(SFE)
Dec10 100927 95.10 95.12 95.04 95.05 -0.07 80,643 397,739 -3,135
Mar11 100927 95.05 95.05 95.05 95.05 -0.07      
Total Volume and Open Interest 80,643 397,739 -3,135
Gold(CMX)
Oct10 100927 1297.0 1299.5 1293.7 1296.9 +0.6 8,696 21,328 -2,173
Dec10 100927 1299.2 1301.3 1295.8 1298.6 +0.5 110,500 415,041 +3,844
Feb11 100927 1301.0 1303.1 1298.0 1300.3 +0.5 469 28,210 -84
Apr11 100927 1302.3 1303.8 1300.1 1301.8 +0.5 172 17,372 +11
Jun11 100927 1302.3 1304.7 1300.5 1303.4 +0.4 377 15,937 +86
Aug11 100927 1304.9 1305.0 1304.9 1304.9 +0.3 307 10,320 -141
Oct11 100927 1306.6 1306.6 1306.6 1306.6 +0.3 420 7,887 +405
Dec11 100927 1307.8 1309.8 1307.3 1308.4 +0.2 738 16,842 -157
Feb12 100927 1310.3 1310.3 1310.3 1310.3 +0.2 0 6,685 +0
Apr12 100927 1312.3 1312.3 1312.3 1312.3 +0.1 25 6,285 +25
Jun12 100927 1314.6 1314.6 1314.6 1314.6 unch 40 9,518 +0
Total Volume and Open Interest 123,790 605,565 +1,604
Silver(CMX)
Sep10 100927 2157.0 2157.0 2140.0 2145.5 +7.2 130 228 +3
Dec10 100927 2146.0 2164.5 2136.5 2147.1 +7.2 31,422 104,868 +1,739
Mar11 100927 2154.0 2169.0 2144.0 2152.3 +7.2 3,613 17,283 +1,077
May11 100927 2154.8 2154.8 2154.8 2154.8 +7.1 112 8,532 +11
Jul11 100927 2157.5 2157.5 2157.3 2157.3 +7.1 94 6,078 +21
Sep11 100927 2175.5 2175.5 2159.6 2159.6 +7.0 171 3,483 +102
Dec11 100927 2164.0 2169.0 2160.5 2163.1 +7.1 175 4,627 -15
Total Volume and Open Interest 35,891 150,728 +2,950
Platinum(NYMEX)
Oct10 100927 1644.9 1647.0 1627.6 1630.1 -9.7 7,195 8,915 -2,593
Jan11 100927 1649.9 1652.9 1632.6 1635.0 -10.4 5,256 30,143 +3,523
Apr11 100927 1642.6 1642.6 1638.8 1638.8 -10.0 20 453 +15
Jul11 100927 1642.1 1642.1 1642.1 1642.1 -10.0 0 3 +0
Total Volume and Open Interest 12,471 39,516 +945
Palladium(NYMEX)
Sep10 100927 558.10 558.60 550.70 550.70 -7.80 1 29 +0
Dec10 100927 561.30 563.45 550.15 552.20 -8.30 2,172 23,488 -77
Mar11 100927 561.60 561.80 553.45 553.45 -8.05 23 645 +0
Total Volume and Open Interest 2,409 24,394 +136
Copper(CMX)
Sep10 100927 360.90 361.00 359.00 359.35 -2.00 289 896 -352
Dec10 100927 363.60 364.40 358.80 359.70 -2.10 22,238 93,593 +1,084
Mar11 100927 364.40 364.40 359.80 360.50 -1.95 2,681 30,083 +989
May11 100927 360.50 360.60 359.65 360.30 -1.85 148 5,236 +81
Jul11 100927 360.80 360.85 359.70 359.70 -2.10 116 3,115 +19
Total Volume and Open Interest 26,800 147,213 +1,548
DJIA Index(CBOT)
Dec10 100927 10803 10839 10743 10750 -34 785 4,172 +178
Mar11 100927 10760 10760 10685 10685 -35 2 10 +0
Jun11 100927 10627 10661 10627 10627 -34      
Sep11 100927 10568 10602 10568 10568 -34      
Total Volume and Open Interest 787 4,182 +178
E-mini DJIA Index(CBOT)
Sep10 100917 10626 10643 10613 10643 +25 21,643 30,864 -7,750
Dec10 100927 10796 10851 10741 10750 -34 124,723 90,220 +5,909
Mar11 100927 10747 10760 10685 10685 -35 62 248 -12
Jun11 100927 10627 10627 10627 10627 -34 0 1 +0
Total Volume and Open Interest 124,785 90,469 +5,897
S & P 500(CME)
Dec10 100927 1143.80 1149.40 1137.00 1137.70 -5.50 24,161 291,426 +11,726
Mar11 100927 1134.80 1139.90 1131.90 1132.40 -5.50 1,217 2,668 +1,127
Jun11 100927 1127.60 1135.10 1127.10 1127.60 -5.50 0 1,475 +0
Sep11 100927 1123.60 1131.10 1123.10 1123.60 -5.50      
Total Volume and Open Interest 25,378 295,569 +12,853
S & P 500 E-Mini(Globex)
Dec10 100927 1144.00 1149.75 1137.00 1137.75 -5.50 1,846,093 2,561,544 +46,117
Mar11 100927 1140.00 1143.50 1132.00 1132.50 -5.50 803 3,462 +476
Total Volume and Open Interest 1,846,928 2,565,072 +46,601
NASDAQ 100(CME)
Dec10 100927 2023.30 2032.00 2007.00 2007.30 -11.00 3,161 11,072 +2,142
Mar11 100927 2004.50 2017.00 2004.50 2004.50 -11.30 0 2 +0
Jun11 100927 2002.00 2004.30 2002.00 2002.00 -11.30      
Total Volume and Open Interest 3,161 11,074 +2,142
NASDAQ 100 E-Mini(Globex)
Dec10 100927 2018.80 2032.00 2007.30 2007.30 -11.00 304,445 408,767 +13,802
Mar11 100927 2023.00 2024.50 2004.50 2004.50 -11.30 118 125 +3
Total Volume and Open Interest 304,563 408,893 +13,805
S & P Midcap 400(CME)
Dec10 100927 791.70 797.00 790.00 791.70 -0.40 10 950 -4
Mar11 100927 789.70 790.10 789.70 789.70 -0.40      
Jun11 100927 787.70 788.10 787.70 787.70 -0.40      
Total Volume and Open Interest 10 950 -4
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Dec10 100927 9580 9600 9520 9555 +10 10,168 31,085 +1,269
Mar11 100927 9585 9585 9575 9585 +10      
Total Volume and Open Interest 10,168 31,085 +1,269
Nikkei 225(SGX)
Dec10 100927 9410 9565 9375 9535 +145 122,132 163,086 +539
Mar11 100927 9485 9540 9485 9530 +145 523 294 +58
Jun11 100927 9465 9465 9465 9465 +150 0 2,086 +0
Total Volume and Open Interest 122,710 174,497 +597
CAC 40(EURONEXT)
Oct10 100927 3796.5 3819.5 3763.0 3767.5 -14.5 152,066 385,258 +1,914
Nov10 100927 3770.0 3775.5 3749.5 3749.5 -14.0 118 10,585 -3,366
Dec10 100927 3799.5 3799.5 3747.5 3747.5 -14.0 229 38,332 +153
Total Volume and Open Interest 152,413 434,270 -1,299
Hang Seng Index(HKFE)
Sep10 100927 22349 22434 22328 22360 +149 71,353 103,685 -863
Oct10 100927 22360 22428 22322 22359 +151 14,619 17,582 +9,233
Total Volume and Open Interest 86,373 124,139 +8,559
DAX(EUREX)
Sep10 100917 6310.0 6328.5 6297.0 6303.5 +52.0 148,947 51,273 -17,359
Dec10 100927 6332.5 6340.0 6280.5 6285.5 -16.0 168,859 168,566 +9,817
Mar11 100927 6348.0 6349.5 6293.0 6297.0 -16.0 5,840 7,213 +921
Total Volume and Open Interest 175,437 176,929 +11,134
FT-SE 100(EURONEXT)
Dec10 100927 5587.00 5595.50 5545.00 5555.00 -21.50 105,302 628,190 +7,839
Mar11 100927 5541.00 5541.00 5509.50 5513.00 -21.50 105 1,287 +105
Jun11 100927 5469.00 5469.00 5469.00 5469.00 -21.50 0 265 +0
Total Volume and Open Interest 105,407 629,742 +7,944
SPI 200(SFE)
Sep10 100916 4658.0 4677.0 4630.0 4677.0 +20.0 10,340 95,465 -66,268
Dec10 100927 4624.0 4709.0 4611.0 4704.0 +84.0 31,868 204,202 +4,237
Mar11 100927 4655.0 4700.0 4655.0 4700.0 +85.0 17 1,463 +1
Total Volume and Open Interest 32,066 207,810 +4,343
GSCI(CME)
Oct10 100927 535.00 536.00 528.00 532.00 -2.70 177 11,865 +101
Nov10 100927 539.50 540.50 533.00 536.30 -1.70 0 1,334 +0
Dec10 100927 542.50 546.00 539.00 542.50 -1.50      
Total Volume and Open Interest 177 13,199 +101
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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The world will still run for decades on fossil-fuel energy --- crude oil, gasoline, heating oil, natural gas.  Buy 'em?  Sell 'em?  When?  Just since 2008, crude oil traded at $147/barrel, collapsed to -$40.32/barrel in 2020, ran to higher than $130 in early 2022, and the traded less than half that in May!

MRCI's newest special report is complete with seasonal patterns & weekly charts: for each delivery month and several spreads against each; for product spreads; for cash & basis; and for 3/2/1 and 2/1/1 crack spreads.  Better yet, this 284-page volume presents 190 seasonal & spread strategies to anticipate throughout the next 12-months. Order your copy today! https://www.mrci.com/products/energy