|
MRCI's End of Day Prices |
Daily Futures Price Listing Tue September 28, 2010 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Nov10 |
100928 |
1127.00 |
1135.50 |
1105.50 |
1110.00 |
-18.50 |
99,884 |
298,435 |
-2,980 |
Jan11 |
100928 |
1137.00 |
1145.00 |
1115.00 |
1119.75 |
-18.50 |
30,178 |
135,685 |
+6,717 |
Mar11 |
100928 |
1145.00 |
1150.75 |
1123.00 |
1127.25 |
-18.50 |
8,893 |
40,439 |
+529 |
May11 |
100928 |
1143.50 |
1154.25 |
1126.00 |
1129.00 |
-17.75 |
5,168 |
46,846 |
+1,314 |
Jul11 |
100928 |
1148.00 |
1157.00 |
1127.50 |
1131.50 |
-18.25 |
9,152 |
30,903 |
+73 |
Aug11 |
100928 |
1132.00 |
1138.25 |
1121.50 |
1121.50 |
-16.75 |
206 |
514 |
+3 |
Sep11 |
100928 |
1114.00 |
1116.50 |
1102.00 |
1102.00 |
-14.50 |
86 |
340 |
+5 |
Nov11 |
100928 |
1097.00 |
1106.00 |
1081.00 |
1085.00 |
-13.50 |
7,225 |
40,758 |
+1,481 |
Jan12 |
100928 |
1101.00 |
1101.00 |
1088.00 |
1088.00 |
-13.25 |
66 |
398 |
+19 |
Mar12 |
100928 |
1100.00 |
1102.25 |
1089.50 |
1089.50 |
-12.75 |
80 |
179 |
+2 |
May12 |
100928 |
1090.00 |
1102.50 |
1090.00 |
1090.00 |
-12.50 |
22 |
119 |
+0 |
Jul12 |
100928 |
1100.00 |
1106.75 |
1093.75 |
1093.75 |
-13.00 |
40 |
109 |
+5 |
Aug12 |
100928 |
1085.75 |
1098.75 |
1085.75 |
1085.75 |
-13.00 |
0 |
2 |
+0 |
Sep12 |
100928 |
1065.50 |
1078.50 |
1065.50 |
1065.50 |
-13.00 |
0 |
1 |
+0 |
Total Volume and Open Interest |
161,120 |
596,476 |
+7,193 |
Soybean Meal(CBOT) |
Oct10 |
100928 |
311.00 |
312.00 |
302.80 |
303.50 |
-7.90 |
13,890 |
12,933 |
-1,223 |
Dec10 |
100928 |
315.10 |
317.10 |
307.50 |
308.50 |
-7.20 |
36,261 |
130,636 |
-1,304 |
Jan11 |
100928 |
316.60 |
318.80 |
309.40 |
310.20 |
-7.20 |
3,700 |
17,053 |
+245 |
Mar11 |
100928 |
318.10 |
319.50 |
311.80 |
312.80 |
-7.10 |
2,023 |
14,692 |
+78 |
May11 |
100928 |
319.50 |
322.30 |
313.00 |
313.40 |
-7.10 |
1,135 |
14,863 |
+248 |
Jul11 |
100928 |
320.50 |
323.60 |
313.00 |
314.30 |
-7.20 |
2,659 |
10,361 |
+271 |
Aug11 |
100928 |
316.60 |
316.60 |
310.60 |
310.60 |
-6.90 |
127 |
1,979 |
-8 |
Sep11 |
100928 |
307.00 |
310.90 |
304.40 |
304.40 |
-6.70 |
98 |
1,527 |
+7 |
Oct11 |
100928 |
299.00 |
299.50 |
295.60 |
295.60 |
-5.90 |
95 |
860 |
-14 |
Dec11 |
100928 |
300.60 |
302.20 |
295.20 |
295.80 |
-5.40 |
1,074 |
5,744 |
+381 |
Total Volume and Open Interest |
61,062 |
211,084 |
-1,319 |
Soybean Oil(CBOT) |
Oct10 |
100928 |
44.58 |
45.06 |
44.38 |
44.56 |
-0.02 |
12,536 |
18,006 |
-3,973 |
Dec10 |
100928 |
44.99 |
45.45 |
44.75 |
44.93 |
-0.04 |
43,108 |
187,521 |
-415 |
Jan11 |
100928 |
45.20 |
45.75 |
45.06 |
45.25 |
-0.04 |
6,369 |
39,436 |
+992 |
Mar11 |
100928 |
45.74 |
45.98 |
45.36 |
45.49 |
-0.06 |
2,920 |
29,297 |
+820 |
May11 |
100928 |
45.49 |
46.05 |
45.48 |
45.56 |
-0.05 |
1,277 |
17,527 |
+291 |
Jul11 |
100928 |
45.74 |
46.14 |
45.48 |
45.67 |
-0.06 |
2,005 |
12,274 |
+181 |
Aug11 |
100928 |
45.80 |
46.12 |
45.70 |
45.70 |
-0.06 |
294 |
893 |
+132 |
Sep11 |
100928 |
45.95 |
46.15 |
45.73 |
45.73 |
-0.06 |
40 |
568 |
+14 |
Oct11 |
100928 |
46.14 |
46.15 |
45.73 |
45.73 |
-0.06 |
39 |
431 |
+25 |
Dec11 |
100928 |
46.00 |
46.40 |
45.71 |
45.91 |
-0.08 |
424 |
9,614 |
+175 |
Total Volume and Open Interest |
69,013 |
315,652 |
-1,757 |
Canola(WCE) |
Nov10 |
100928 |
480.5 |
483.8 |
478.9 |
480.2 |
-2.1 |
14,370 |
92,362 |
-210 |
Jan11 |
100928 |
487.0 |
490.3 |
485.5 |
486.8 |
-1.6 |
5,073 |
52,988 |
+1,450 |
Mar11 |
100928 |
492.5 |
495.8 |
491.6 |
492.7 |
-1.6 |
1,249 |
6,260 |
+284 |
May11 |
100928 |
494.3 |
497.6 |
494.3 |
495.5 |
-1.2 |
149 |
2,677 |
+87 |
Jul11 |
100928 |
496.4 |
500.7 |
496.3 |
497.3 |
-1.6 |
271 |
6,235 |
+211 |
Total Volume and Open Interest |
21,444 |
164,710 |
+2,073 |
Corn(CBOT) |
Dec10 |
100928 |
512.00 |
513.50 |
499.50 |
500.00 |
-12.75 |
176,759 |
755,835 |
-8,302 |
Mar11 |
100928 |
524.50 |
526.25 |
512.00 |
512.50 |
-12.75 |
50,122 |
313,014 |
+3,620 |
May11 |
100928 |
529.00 |
531.25 |
517.75 |
518.25 |
-12.00 |
12,502 |
58,336 |
+791 |
Jul11 |
100928 |
532.25 |
533.50 |
520.75 |
521.25 |
-11.50 |
15,465 |
117,795 |
+467 |
Sep11 |
100928 |
502.00 |
504.25 |
493.75 |
494.75 |
-8.00 |
2,366 |
23,174 |
+59 |
Dec11 |
100928 |
484.00 |
488.00 |
477.00 |
477.75 |
-6.50 |
23,840 |
147,976 |
+2,694 |
Mar12 |
100928 |
489.00 |
493.75 |
484.25 |
484.25 |
-5.25 |
6,164 |
10,284 |
-300 |
May12 |
100928 |
497.25 |
497.25 |
485.00 |
487.25 |
-4.75 |
843 |
1,546 |
+57 |
Jul12 |
100928 |
493.75 |
494.75 |
490.00 |
490.25 |
-4.50 |
1,137 |
4,621 |
+314 |
Sep12 |
100928 |
476.50 |
481.50 |
476.50 |
476.50 |
-5.00 |
19 |
712 |
-8 |
Total Volume and Open Interest |
290,554 |
1,452,872 |
-398 |
Wheat(CBOT) |
Dec10 |
100928 |
705.00 |
707.75 |
684.50 |
684.75 |
-21.75 |
37,631 |
257,579 |
-1,222 |
Mar11 |
100928 |
734.50 |
737.00 |
714.75 |
715.25 |
-20.75 |
10,126 |
78,864 |
+1,261 |
May11 |
100928 |
742.00 |
746.25 |
725.00 |
725.50 |
-20.25 |
2,444 |
24,667 |
+541 |
Jul11 |
100928 |
734.75 |
736.50 |
716.00 |
716.75 |
-18.00 |
2,739 |
76,221 |
-119 |
Sep11 |
100928 |
744.00 |
746.00 |
726.75 |
726.75 |
-17.75 |
140 |
10,766 |
+20 |
Dec11 |
100928 |
752.00 |
758.25 |
737.75 |
737.75 |
-18.25 |
771 |
34,611 |
+84 |
Total Volume and Open Interest |
54,028 |
492,841 |
+631 |
Wheat(KCBT) |
Dec10 |
100928 |
739.25 |
741.75 |
715.50 |
716.00 |
-23.75 |
10,446 |
102,676 |
-691 |
Mar11 |
100928 |
752.50 |
755.50 |
730.00 |
730.00 |
-23.75 |
4,857 |
67,535 |
+1,475 |
May11 |
100928 |
748.25 |
752.25 |
732.50 |
732.50 |
-24.00 |
950 |
9,410 |
+339 |
Jul11 |
100928 |
748.75 |
749.25 |
729.25 |
730.00 |
-18.50 |
1,317 |
29,710 |
+291 |
Sep11 |
100928 |
749.25 |
750.25 |
731.00 |
732.50 |
-16.50 |
57 |
3,825 |
+3 |
Dec11 |
100928 |
759.00 |
759.50 |
741.50 |
741.50 |
-17.00 |
61 |
3,786 |
+6 |
Total Volume and Open Interest |
17,692 |
218,321 |
+1,424 |
Wheat(MGE) |
Dec10 |
100928 |
746.00 |
747.50 |
724.00 |
724.75 |
-21.75 |
2,859 |
26,395 |
-689 |
Mar11 |
100928 |
758.25 |
759.00 |
737.00 |
738.00 |
-20.00 |
1,267 |
19,093 |
+432 |
May11 |
100928 |
761.00 |
761.00 |
742.50 |
742.50 |
-18.50 |
147 |
3,632 |
+53 |
Jul11 |
100928 |
753.00 |
753.00 |
742.50 |
743.00 |
-18.50 |
70 |
7,155 |
+34 |
Sep11 |
100928 |
743.50 |
744.00 |
728.50 |
729.25 |
-18.25 |
49 |
3,474 |
+31 |
Total Volume and Open Interest |
4,446 |
63,897 |
-105 |
Oats(CBOT) |
Dec10 |
100928 |
348.00 |
348.50 |
337.25 |
338.00 |
-10.00 |
421 |
9,921 |
-9 |
Mar11 |
100928 |
354.75 |
355.00 |
345.50 |
346.00 |
-9.00 |
47 |
2,203 |
+13 |
May11 |
100928 |
347.00 |
356.00 |
347.00 |
347.00 |
-9.00 |
0 |
61 |
+0 |
Jul11 |
100928 |
348.00 |
357.00 |
348.00 |
348.00 |
-9.00 |
0 |
6 |
+0 |
Total Volume and Open Interest |
468 |
12,404 |
+4 |
Rough Rice(CBOT) |
Nov10 |
100928 |
12.56 |
12.64 |
12.35 |
12.56 |
0.00 |
1,305 |
12,205 |
+17 |
Jan11 |
100928 |
12.84 |
12.91 |
12.65 |
12.84 |
-0.01 |
274 |
2,720 |
+115 |
Mar11 |
100928 |
13.07 |
13.11 |
12.97 |
13.10 |
-0.01 |
22 |
1,162 |
+16 |
May11 |
100928 |
13.28 |
13.40 |
13.20 |
13.37 |
-0.01 |
0 |
594 |
+0 |
Total Volume and Open Interest |
1,655 |
17,861 |
+167 |
Live Cattle(CME) |
Oct10 |
100928 |
97.300 |
97.800 |
96.800 |
97.150 |
-0.100 |
10,061 |
43,996 |
-2,010 |
Dec10 |
100928 |
99.350 |
99.850 |
98.830 |
99.300 |
unch |
18,470 |
159,087 |
+643 |
Feb11 |
100928 |
101.200 |
101.750 |
100.650 |
101.180 |
+0.080 |
4,587 |
62,291 |
+860 |
Apr11 |
100928 |
102.400 |
102.900 |
101.980 |
102.680 |
+0.280 |
2,673 |
43,348 |
+251 |
Jun11 |
100928 |
99.480 |
99.800 |
99.100 |
99.350 |
-0.130 |
651 |
19,325 |
+75 |
Aug11 |
100928 |
99.200 |
99.500 |
99.000 |
99.400 |
-0.150 |
186 |
5,541 |
+90 |
Total Volume and Open Interest |
36,799 |
338,306 |
-30 |
Feeder Cattle(CME) |
Sep10 |
100928 |
110.000 |
110.035 |
109.785 |
110.000 |
+0.115 |
679 |
1,287 |
-278 |
Oct10 |
100928 |
109.700 |
110.550 |
109.580 |
110.400 |
+1.000 |
2,058 |
8,807 |
-567 |
Nov10 |
100928 |
110.000 |
110.980 |
110.000 |
110.600 |
+0.815 |
2,445 |
12,130 |
-147 |
Jan11 |
100928 |
110.730 |
111.730 |
110.700 |
111.500 |
+0.920 |
892 |
5,945 |
+158 |
Mar11 |
100928 |
111.000 |
111.650 |
110.700 |
111.600 |
+0.870 |
161 |
2,521 |
+32 |
Apr11 |
100928 |
111.330 |
112.000 |
111.080 |
112.000 |
+1.250 |
24 |
556 |
+9 |
May11 |
100928 |
111.700 |
112.100 |
111.350 |
112.000 |
+0.700 |
4 |
930 |
+2 |
Total Volume and Open Interest |
6,268 |
32,316 |
-789 |
Lean Hogs(CME) |
Oct10 |
100928 |
79.150 |
79.800 |
78.100 |
78.580 |
-0.570 |
6,565 |
31,043 |
-2,022 |
Dec10 |
100928 |
76.635 |
77.400 |
75.550 |
75.900 |
-0.885 |
10,083 |
107,132 |
+1,394 |
Feb11 |
100928 |
79.975 |
80.475 |
78.700 |
79.285 |
-0.690 |
2,611 |
41,851 |
+498 |
Apr11 |
100928 |
81.285 |
81.850 |
80.250 |
80.750 |
-0.580 |
1,746 |
33,621 |
+216 |
May11 |
100928 |
85.050 |
85.200 |
84.000 |
84.300 |
-0.550 |
46 |
1,208 |
+3 |
Jun11 |
100928 |
86.750 |
87.180 |
85.800 |
86.500 |
-0.385 |
803 |
20,362 |
+112 |
Jul11 |
100928 |
85.300 |
85.500 |
84.350 |
84.980 |
-0.500 |
437 |
4,676 |
+139 |
Aug11 |
100928 |
83.250 |
83.250 |
82.080 |
82.700 |
-0.280 |
63 |
3,144 |
+32 |
Total Volume and Open Interest |
22,363 |
243,740 |
+376 |
Class III Milk(CME) |
Sep10 |
100928 |
16.28 |
16.28 |
16.27 |
16.28 |
unch |
23 |
5,184 |
-4 |
Oct10 |
100928 |
16.54 |
16.54 |
16.47 |
16.49 |
-0.06 |
88 |
5,100 |
-4 |
Nov10 |
100928 |
15.91 |
15.97 |
15.62 |
15.70 |
-0.27 |
86 |
4,974 |
+23 |
Dec10 |
100928 |
15.21 |
15.21 |
14.96 |
14.98 |
-0.29 |
50 |
4,493 |
+0 |
Jan11 |
100928 |
14.56 |
14.58 |
14.35 |
14.41 |
-0.17 |
12 |
1,871 |
+4 |
Total Volume and Open Interest |
372 |
27,770 |
+82 |
Cocoa(ICE) |
Dec10 |
100928 |
2832 |
2844 |
2800 |
2817 |
-22 |
6,162 |
64,500 |
-333 |
Mar11 |
100928 |
2850 |
2863 |
2826 |
2843 |
-20 |
1,207 |
29,438 |
+61 |
May11 |
100928 |
2873 |
2873 |
2850 |
2860 |
-21 |
368 |
12,520 |
+134 |
Jul11 |
100928 |
2875 |
2877 |
2872 |
2877 |
-19 |
172 |
5,147 |
-5 |
Sep11 |
100928 |
2887 |
2891 |
2885 |
2891 |
-21 |
28 |
2,804 |
+2 |
Dec11 |
100928 |
2896 |
2903 |
2895 |
2903 |
-21 |
59 |
5,541 |
+22 |
Mar12 |
100928 |
2959 |
2959 |
2959 |
2959 |
-21 |
45 |
6,223 |
+45 |
Total Volume and Open Interest |
8,041 |
128,469 |
-74 |
Coffee "C"(ICE) |
Dec10 |
100928 |
181.55 |
190.90 |
181.55 |
188.95 |
+6.70 |
8,163 |
84,023 |
-437 |
Mar11 |
100928 |
183.65 |
191.85 |
183.40 |
190.30 |
+6.45 |
2,378 |
36,868 |
-168 |
May11 |
100928 |
183.65 |
191.50 |
183.65 |
189.95 |
+6.30 |
893 |
9,926 |
-343 |
Jul11 |
100928 |
183.25 |
190.25 |
183.25 |
188.85 |
+6.25 |
191 |
4,079 |
-40 |
Sep11 |
100928 |
181.75 |
188.70 |
181.75 |
187.45 |
+6.15 |
135 |
2,274 |
+29 |
Dec11 |
100928 |
179.30 |
185.50 |
179.30 |
185.45 |
+6.15 |
11 |
956 |
+0 |
Total Volume and Open Interest |
11,771 |
138,779 |
-959 |
Orange Juice(ICE) |
Nov10 |
100928 |
158.80 |
159.40 |
155.00 |
155.85 |
-2.70 |
1,025 |
21,803 |
+27 |
Jan11 |
100928 |
161.00 |
161.00 |
157.15 |
157.70 |
-2.70 |
453 |
7,312 |
+291 |
Mar11 |
100928 |
160.50 |
160.50 |
158.25 |
159.00 |
-2.70 |
2 |
1,232 |
+2 |
May11 |
100928 |
161.65 |
161.65 |
160.55 |
160.60 |
-2.55 |
6 |
352 |
+6 |
Jul11 |
100928 |
160.40 |
160.40 |
160.40 |
160.40 |
-1.75 |
0 |
1,241 |
+0 |
Sep11 |
100928 |
160.00 |
160.00 |
160.00 |
160.00 |
-1.60 |
0 |
17 |
+0 |
Total Volume and Open Interest |
1,486 |
31,970 |
+326 |
Sugar #11(ICE) |
Oct10 |
100928 |
26.10 |
27.15 |
25.92 |
26.84 |
+0.75 |
29,020 |
44,107 |
-10,860 |
Mar11 |
100928 |
24.95 |
25.35 |
24.59 |
25.29 |
+0.31 |
66,131 |
304,882 |
+2,394 |
May11 |
100928 |
23.08 |
23.36 |
22.78 |
23.32 |
+0.24 |
16,124 |
69,920 |
+110 |
Jul11 |
100928 |
21.00 |
21.20 |
20.72 |
21.10 |
+0.09 |
10,060 |
90,793 |
+1,692 |
Oct11 |
100928 |
19.80 |
19.91 |
19.55 |
19.83 |
+0.03 |
3,303 |
37,925 |
-115 |
Total Volume and Open Interest |
127,678 |
620,283 |
-7,220 |
London Cocoa(LCE) |
Dec10 |
100928 |
1900 |
1903 |
1884 |
1893 |
-7 |
4,220 |
66,995 |
-192 |
Mar11 |
100928 |
1920 |
1920 |
1902 |
1911 |
-7 |
2,244 |
50,728 |
+584 |
May11 |
100928 |
1931 |
1934 |
1919 |
1927 |
-7 |
1,218 |
18,938 |
+330 |
Jul11 |
100928 |
1950 |
1950 |
1933 |
1941 |
-9 |
2,459 |
10,875 |
+1,117 |
Sep11 |
100928 |
1953 |
1953 |
1938 |
1944 |
-11 |
246 |
6,009 |
+208 |
Dec11 |
100928 |
1965 |
1965 |
1954 |
1956 |
-11 |
5 |
9,872 |
+0 |
Mar12 |
100928 |
1974 |
1974 |
1964 |
1965 |
-11 |
750 |
5,220 |
+750 |
Total Volume and Open Interest |
11,142 |
168,637 |
+2,797 |
London Sugar(LCE) |
Dec10 |
100928 |
642.00 |
646.00 |
625.90 |
645.00 |
+0.90 |
3,357 |
30,400 |
-59 |
Mar11 |
100928 |
633.00 |
638.00 |
619.00 |
637.40 |
+4.40 |
3,172 |
15,418 |
+653 |
May11 |
100928 |
603.60 |
610.30 |
592.00 |
609.90 |
+6.30 |
519 |
5,346 |
+133 |
Aug11 |
100928 |
563.10 |
573.90 |
558.00 |
572.60 |
+4.00 |
305 |
4,800 |
+149 |
Oct11 |
100928 |
527.00 |
537.20 |
527.00 |
536.30 |
+5.60 |
98 |
484 |
+35 |
Total Volume and Open Interest |
7,452 |
57,103 |
+912 |
Cotton(ICE) |
Oct10 |
100928 |
109.10 |
109.10 |
108.14 |
108.14 |
+2.21 |
4 |
38 |
-1 |
Dec10 |
100928 |
104.44 |
106.40 |
104.26 |
105.24 |
+1.31 |
14,703 |
143,574 |
-792 |
Mar11 |
100928 |
102.89 |
105.40 |
102.89 |
104.15 |
+1.40 |
7,697 |
62,396 |
+1,031 |
May11 |
100928 |
103.15 |
104.46 |
103.00 |
103.34 |
+0.99 |
405 |
6,586 |
+0 |
Jul11 |
100928 |
102.03 |
103.50 |
102.03 |
102.47 |
+0.64 |
998 |
15,451 |
+101 |
Oct11 |
100928 |
91.00 |
91.39 |
90.19 |
90.19 |
-0.81 |
2 |
31 |
+1 |
Total Volume and Open Interest |
24,828 |
237,646 |
+780 |
Lumber(CME) |
Nov10 |
100928 |
236.2 |
238.1 |
226.0 |
228.1 |
-7.9 |
247 |
6,933 |
-32 |
Jan11 |
100928 |
256.4 |
258.7 |
248.8 |
248.9 |
-9.9 |
102 |
2,025 |
+47 |
Mar11 |
100928 |
266.1 |
266.7 |
260.1 |
261.0 |
-6.3 |
66 |
450 |
+38 |
May11 |
100928 |
268.0 |
268.0 |
268.0 |
268.0 |
-7.0 |
0 |
3 |
+0 |
Total Volume and Open Interest |
417 |
9,413 |
+55 |
Crude Oil(NYM) |
Nov10 |
100928 |
76.23 |
77.12 |
75.53 |
76.18 |
-0.34 |
289,641 |
352,137 |
+1,175 |
Dec10 |
100928 |
77.18 |
78.24 |
76.61 |
77.41 |
-0.09 |
143,126 |
231,047 |
+12,902 |
Jan11 |
100928 |
78.12 |
79.17 |
77.55 |
78.40 |
+0.05 |
52,726 |
97,007 |
-2,017 |
Feb11 |
100928 |
78.83 |
79.89 |
78.29 |
79.17 |
+0.10 |
23,606 |
40,862 |
+978 |
Mar11 |
100928 |
79.02 |
80.47 |
79.02 |
79.82 |
+0.14 |
13,663 |
59,757 |
+1,194 |
Apr11 |
100928 |
79.96 |
80.94 |
79.88 |
80.36 |
+0.18 |
7,623 |
24,499 |
+554 |
May11 |
100928 |
80.84 |
81.35 |
80.80 |
80.81 |
+0.22 |
4,348 |
17,471 |
-411 |
Jun11 |
100928 |
80.70 |
81.69 |
80.18 |
81.20 |
+0.24 |
13,849 |
68,778 |
+820 |
Jul11 |
100928 |
81.84 |
81.99 |
81.54 |
81.56 |
+0.25 |
2,842 |
30,696 |
+261 |
Aug11 |
100928 |
81.84 |
81.87 |
81.84 |
81.87 |
+0.26 |
2,661 |
11,327 |
+413 |
Sep11 |
100928 |
82.41 |
82.41 |
82.08 |
82.18 |
+0.27 |
2,150 |
13,541 |
+376 |
Oct11 |
100928 |
82.58 |
82.98 |
82.47 |
82.47 |
+0.28 |
1,055 |
9,938 |
+237 |
Nov11 |
100928 |
82.78 |
82.78 |
82.78 |
82.78 |
+0.30 |
1,008 |
13,237 |
+230 |
Dec11 |
100928 |
82.43 |
83.70 |
82.35 |
83.12 |
+0.31 |
13,229 |
119,932 |
-224 |
Jan12 |
100928 |
83.32 |
83.32 |
83.32 |
83.32 |
+0.31 |
375 |
12,627 |
+185 |
Feb12 |
100928 |
83.51 |
83.51 |
83.51 |
83.51 |
+0.31 |
0 |
4,796 |
+0 |
Total Volume and Open Interest |
577,362 |
1,334,661 |
+16,364 |
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 |
100928 |
76.200 |
77.125 |
75.525 |
76.175 |
-0.350 |
9,861 |
4,628 |
-25 |
Dec10 |
100928 |
77.100 |
78.100 |
76.650 |
77.400 |
-0.100 |
391 |
2,156 |
-2 |
Jan11 |
100928 |
77.650 |
79.000 |
77.575 |
78.400 |
+0.050 |
150 |
843 |
+10 |
Feb11 |
100928 |
79.175 |
79.175 |
79.175 |
79.175 |
+0.100 |
1 |
8 |
+0 |
Mar11 |
100928 |
79.825 |
79.825 |
79.825 |
79.825 |
+0.150 |
0 |
7 |
+0 |
Apr11 |
100928 |
80.825 |
80.825 |
80.350 |
80.350 |
+0.175 |
0 |
3 |
+0 |
May11 |
100928 |
79.700 |
80.800 |
79.700 |
80.800 |
+0.200 |
0 |
2 |
+0 |
Jun11 |
100928 |
81.200 |
81.200 |
81.200 |
81.200 |
+0.250 |
0 |
4 |
+0 |
Total Volume and Open Interest |
10,403 |
7,764 |
-17 |
Heating Oil(NYM) |
Oct10 |
100928 |
211.80 |
214.84 |
209.67 |
212.45 |
+0.17 |
21,832 |
20,554 |
-7,720 |
Nov10 |
100928 |
213.25 |
216.40 |
211.40 |
214.12 |
+0.18 |
45,400 |
92,873 |
+1,376 |
Dec10 |
100928 |
214.96 |
217.87 |
213.09 |
215.81 |
+0.28 |
13,816 |
71,322 |
+232 |
Jan11 |
100928 |
216.60 |
219.71 |
216.05 |
218.00 |
+0.47 |
7,738 |
43,931 |
+1,907 |
Feb11 |
100928 |
217.24 |
221.00 |
216.95 |
219.38 |
+0.56 |
1,929 |
14,262 |
+222 |
Mar11 |
100928 |
217.62 |
221.30 |
216.99 |
219.78 |
+0.58 |
1,156 |
13,810 |
+3 |
Apr11 |
100928 |
218.41 |
220.75 |
218.41 |
219.32 |
+0.61 |
330 |
9,766 |
-68 |
May11 |
100928 |
219.78 |
220.84 |
219.24 |
219.24 |
+0.62 |
534 |
8,621 |
+62 |
Jun11 |
100928 |
217.00 |
220.85 |
217.00 |
219.54 |
+0.60 |
2,061 |
24,107 |
-330 |
Jul11 |
100928 |
221.00 |
221.92 |
220.73 |
220.73 |
+0.56 |
82 |
4,420 |
+54 |
Aug11 |
100928 |
222.13 |
222.13 |
222.13 |
222.13 |
+0.56 |
286 |
2,366 |
-5 |
Sep11 |
100928 |
223.00 |
223.93 |
223.00 |
223.93 |
+0.58 |
28 |
2,425 |
+2 |
Total Volume and Open Interest |
96,134 |
328,942 |
-4,191 |
Gasoline(NYMEX) |
Oct10 |
100928 |
194.55 |
197.72 |
193.13 |
194.79 |
-0.09 |
26,255 |
21,111 |
-6,736 |
Nov10 |
100928 |
193.46 |
196.64 |
191.91 |
193.70 |
-0.21 |
38,507 |
96,003 |
+3,940 |
Dec10 |
100928 |
193.85 |
197.07 |
192.39 |
194.38 |
-0.08 |
13,958 |
40,581 |
+2,104 |
Jan11 |
100928 |
194.79 |
199.07 |
194.79 |
196.65 |
+0.04 |
5,212 |
25,212 |
+29 |
Feb11 |
100928 |
199.02 |
201.19 |
198.96 |
199.05 |
+0.10 |
1,695 |
7,314 |
+750 |
Mar11 |
100928 |
201.59 |
203.45 |
200.55 |
201.45 |
+0.16 |
872 |
9,380 |
+45 |
Apr11 |
100928 |
212.33 |
214.85 |
212.33 |
213.30 |
+0.17 |
583 |
11,764 |
+25 |
May11 |
100928 |
214.50 |
214.50 |
214.22 |
214.22 |
+0.05 |
154 |
4,722 |
-5 |
Jun11 |
100928 |
215.00 |
216.40 |
214.87 |
214.87 |
-0.05 |
64 |
9,353 |
-21 |
Jul11 |
100928 |
214.79 |
214.79 |
214.79 |
214.79 |
-0.14 |
16 |
2,370 |
+3 |
Total Volume and Open Interest |
88,456 |
239,022 |
+846 |
e-miNY RBOB Gasoline(NYM) |
Oct10 |
100928 |
194.80 |
194.80 |
194.79 |
194.80 |
-0.10 |
2 |
1 |
-1 |
Nov10 |
100928 |
193.70 |
193.70 |
193.70 |
193.70 |
-0.20 |
2 |
2 |
+1 |
Dec10 |
100928 |
194.40 |
194.40 |
194.38 |
194.40 |
-0.10 |
0 |
1 |
+0 |
Jan11 |
100928 |
196.70 |
196.70 |
196.65 |
196.70 |
+0.10 |
0 |
1 |
+0 |
Total Volume and Open Interest |
4 |
10 |
+0 |
Natural Gas(NYM) |
Oct10 |
100928 |
3.814 |
3.895 |
3.784 |
3.837 |
+0.037 |
71,082 |
12,102 |
-14,011 |
Nov10 |
100928 |
3.936 |
4.010 |
3.908 |
3.951 |
+0.035 |
108,437 |
225,638 |
+6,725 |
Dec10 |
100928 |
4.160 |
4.236 |
4.141 |
4.172 |
+0.031 |
47,594 |
75,947 |
+3,596 |
Jan11 |
100928 |
4.319 |
4.400 |
4.310 |
4.342 |
+0.033 |
32,241 |
110,879 |
+3,555 |
Feb11 |
100928 |
4.329 |
4.409 |
4.326 |
4.355 |
+0.035 |
5,765 |
29,588 |
-150 |
Mar11 |
100928 |
4.303 |
4.344 |
4.265 |
4.296 |
+0.036 |
11,359 |
53,433 |
-446 |
Apr11 |
100928 |
4.238 |
4.305 |
4.230 |
4.260 |
+0.041 |
9,710 |
58,793 |
+612 |
May11 |
100928 |
4.280 |
4.330 |
4.255 |
4.290 |
+0.043 |
2,980 |
20,395 |
+176 |
Jun11 |
100928 |
4.320 |
4.382 |
4.317 |
4.347 |
+0.046 |
1,992 |
9,298 |
-180 |
Jul11 |
100928 |
4.395 |
4.455 |
4.395 |
4.416 |
+0.048 |
1,428 |
8,711 |
+184 |
Aug11 |
100928 |
4.417 |
4.494 |
4.417 |
4.460 |
+0.048 |
1,086 |
8,229 |
+115 |
Sep11 |
100928 |
4.453 |
4.514 |
4.453 |
4.482 |
+0.048 |
1,212 |
8,128 |
-132 |
Oct11 |
100928 |
4.535 |
4.590 |
4.525 |
4.560 |
+0.048 |
3,021 |
27,130 |
+210 |
Nov11 |
100928 |
4.780 |
4.833 |
4.760 |
4.801 |
+0.054 |
713 |
8,329 |
-131 |
Dec11 |
100928 |
5.057 |
5.117 |
5.050 |
5.088 |
+0.051 |
399 |
15,472 |
-8 |
Jan12 |
100928 |
5.239 |
5.305 |
5.239 |
5.275 |
+0.048 |
1,317 |
19,262 |
+240 |
Total Volume and Open Interest |
302,820 |
787,676 |
+576 |
Brent Crude Oil(ICE) |
Nov10 |
100928 |
78.33 |
79.53 |
77.74 |
78.71 |
+0.14 |
141,210 |
164,320 |
-8,360 |
Dec10 |
100928 |
78.44 |
79.73 |
77.90 |
78.91 |
+0.18 |
88,072 |
193,533 |
+9,722 |
Jan11 |
100928 |
78.80 |
80.05 |
78.28 |
79.29 |
+0.21 |
28,928 |
69,969 |
+2,483 |
Feb11 |
100928 |
79.20 |
80.43 |
78.71 |
79.74 |
+0.22 |
12,801 |
47,144 |
+3,831 |
Mar11 |
100928 |
79.15 |
80.85 |
79.15 |
80.17 |
+0.22 |
7,200 |
27,392 |
-90 |
Apr11 |
100928 |
79.79 |
81.29 |
79.79 |
80.62 |
+0.22 |
5,717 |
19,958 |
+385 |
May11 |
100928 |
80.48 |
81.72 |
80.48 |
81.06 |
+0.21 |
3,540 |
18,826 |
+392 |
Jun11 |
100928 |
80.97 |
82.13 |
80.49 |
81.46 |
+0.19 |
6,759 |
34,690 |
+116 |
Jul11 |
100928 |
81.42 |
82.41 |
81.42 |
81.83 |
+0.18 |
761 |
7,199 |
-187 |
Aug11 |
100928 |
82.16 |
82.16 |
82.16 |
82.16 |
+0.18 |
529 |
7,364 |
+146 |
Sep11 |
100928 |
82.49 |
82.49 |
82.48 |
82.48 |
+0.19 |
98 |
5,972 |
-12 |
Oct11 |
100928 |
82.77 |
82.77 |
82.77 |
82.77 |
+0.19 |
90 |
4,695 |
-131 |
Nov11 |
100928 |
83.06 |
83.06 |
83.06 |
83.06 |
+0.20 |
125 |
7,945 |
-13 |
Dec11 |
100928 |
82.67 |
84.02 |
82.48 |
83.36 |
+0.21 |
6,169 |
63,705 |
+458 |
Total Volume and Open Interest |
302,933 |
754,145 |
+8,691 |
Gas Oil(ICE) |
Oct10 |
100928 |
676.00 |
684.50 |
667.75 |
682.00 |
+10.75 |
38,423 |
106,682 |
-9,922 |
Nov10 |
100928 |
674.75 |
682.75 |
666.75 |
680.25 |
+10.75 |
64,140 |
113,233 |
+3,921 |
Dec10 |
100928 |
673.50 |
683.50 |
668.00 |
681.00 |
+10.75 |
38,511 |
106,957 |
+898 |
Jan11 |
100928 |
673.75 |
686.75 |
672.00 |
684.00 |
+10.75 |
17,576 |
57,489 |
-2,339 |
Feb11 |
100928 |
676.75 |
688.50 |
676.00 |
687.00 |
+11.00 |
7,024 |
32,126 |
+1,494 |
Mar11 |
100928 |
679.25 |
690.00 |
678.50 |
689.50 |
+11.25 |
4,772 |
21,683 |
-497 |
Apr11 |
100928 |
683.50 |
693.00 |
683.50 |
691.75 |
+11.50 |
6,608 |
25,083 |
+753 |
May11 |
100928 |
686.25 |
697.00 |
686.25 |
694.25 |
+11.25 |
1,710 |
18,777 |
-259 |
Jun11 |
100928 |
686.75 |
699.50 |
686.50 |
697.25 |
+11.25 |
8,174 |
54,085 |
+174 |
Jul11 |
100928 |
692.25 |
701.50 |
692.25 |
701.50 |
+11.50 |
1,000 |
13,803 |
+123 |
Total Volume and Open Interest |
228,150 |
669,050 |
-3,853 |
Ethanol(CBOT) |
Sep10 |
100903 |
1.960 |
1.977 |
1.960 |
1.969 |
+0.016 |
72 |
143 |
-72 |
Oct10 |
100928 |
1.999 |
2.010 |
1.980 |
1.983 |
-0.027 |
63 |
224 |
-26 |
Nov10 |
100928 |
1.950 |
1.950 |
1.919 |
1.924 |
-0.044 |
11 |
1,027 |
+0 |
Dec10 |
100928 |
1.950 |
1.950 |
1.904 |
1.907 |
-0.042 |
32 |
1,970 |
-4 |
Jan11 |
100928 |
1.930 |
1.930 |
1.908 |
1.912 |
-0.041 |
5 |
1,301 |
-5 |
Feb11 |
100928 |
1.922 |
1.922 |
1.922 |
1.922 |
-0.035 |
30 |
922 |
+0 |
Mar11 |
100928 |
1.921 |
1.928 |
1.906 |
1.919 |
-0.044 |
40 |
781 |
+15 |
Apr11 |
100928 |
1.937 |
1.939 |
1.930 |
1.935 |
-0.042 |
30 |
722 |
+5 |
Total Volume and Open Interest |
512 |
10,091 |
+89 |
WTI Crude Oil(ICE) |
Nov10 |
100928 |
76.18 |
77.12 |
75.53 |
76.18 |
-0.34 |
86,277 |
87,820 |
+4,578 |
Dec10 |
100928 |
77.28 |
78.23 |
76.63 |
77.41 |
-0.09 |
54,758 |
120,020 |
+561 |
Jan11 |
100928 |
78.10 |
79.17 |
77.60 |
78.40 |
+0.05 |
18,074 |
34,991 |
+1,665 |
Feb11 |
100928 |
79.20 |
79.72 |
78.73 |
79.17 |
+0.10 |
8,134 |
24,163 |
+103 |
Mar11 |
100928 |
79.89 |
80.45 |
79.46 |
79.82 |
+0.14 |
5,135 |
27,961 |
+1,981 |
Apr11 |
100928 |
80.06 |
80.86 |
80.06 |
80.36 |
+0.18 |
2,087 |
11,667 |
+245 |
May11 |
100928 |
79.86 |
80.99 |
79.86 |
80.81 |
+0.22 |
1,247 |
6,069 |
+203 |
Jun11 |
100928 |
80.24 |
81.74 |
80.23 |
81.20 |
+0.24 |
4,261 |
33,894 |
+650 |
Jul11 |
100928 |
80.60 |
82.04 |
80.60 |
81.56 |
+0.25 |
379 |
11,923 |
+2 |
Aug11 |
100928 |
81.87 |
81.87 |
81.87 |
81.87 |
+0.26 |
215 |
6,833 |
+58 |
Sep11 |
100928 |
82.18 |
82.18 |
82.18 |
82.18 |
+0.27 |
268 |
6,812 |
+4 |
Oct11 |
100928 |
82.47 |
82.47 |
82.47 |
82.47 |
+0.28 |
124 |
3,133 |
-16 |
Nov11 |
100928 |
82.78 |
82.78 |
82.78 |
82.78 |
+0.30 |
88 |
5,870 |
+3 |
Dec11 |
100928 |
82.55 |
83.66 |
82.55 |
83.12 |
+0.31 |
4,622 |
48,733 |
+288 |
Jan12 |
100928 |
83.32 |
83.32 |
83.32 |
83.32 |
+0.31 |
22 |
4,477 |
+3 |
Feb12 |
100928 |
83.51 |
83.51 |
83.51 |
83.51 |
+0.31 |
2 |
707 |
+0 |
Total Volume and Open Interest |
186,226 |
501,757 |
+9,417 |
US Dollar Index(ICE) |
Dec10 |
100928 |
79.770 |
80.010 |
79.055 |
79.213 |
-0.342 |
12,890 |
31,892 |
-162 |
Mar11 |
100928 |
79.800 |
79.800 |
79.385 |
79.533 |
-0.332 |
12 |
518 |
+3 |
Jun11 |
100928 |
79.952 |
79.952 |
79.952 |
79.952 |
-0.333 |
0 |
2 |
+0 |
Total Volume and Open Interest |
12,902 |
32,412 |
-159 |
Australian Dollar(CME) |
Dec10 |
100928 |
95.17 |
95.96 |
94.69 |
95.75 |
+0.30 |
59,802 |
134,189 |
+1,451 |
Mar11 |
100928 |
94.02 |
94.81 |
93.67 |
94.64 |
+0.30 |
60 |
313 |
+17 |
Jun11 |
100928 |
93.52 |
93.52 |
93.22 |
93.52 |
+0.30 |
0 |
152 |
+0 |
Total Volume and Open Interest |
59,862 |
134,663 |
+1,468 |
British Pound(CME) |
Dec10 |
100928 |
158.05 |
158.88 |
157.10 |
157.82 |
-0.64 |
65,723 |
76,995 |
+2,594 |
Mar11 |
100928 |
158.03 |
158.73 |
157.30 |
157.72 |
-0.64 |
72 |
263 |
+36 |
Jun11 |
100928 |
157.61 |
158.25 |
157.61 |
157.61 |
-0.64 |
0 |
4 |
+0 |
Total Volume and Open Interest |
65,795 |
77,263 |
+2,630 |
Canadian Dollar(CME) |
Dec10 |
100928 |
96.91 |
97.05 |
96.33 |
96.82 |
-0.49 |
61,497 |
101,204 |
-1,234 |
Mar11 |
100928 |
96.61 |
97.08 |
96.22 |
96.60 |
-0.48 |
203 |
2,149 |
-6 |
Jun11 |
100928 |
96.00 |
96.83 |
96.00 |
96.35 |
-0.48 |
0 |
627 |
+0 |
Sep11 |
100928 |
95.98 |
96.55 |
95.98 |
96.07 |
-0.48 |
0 |
104 |
+0 |
Total Volume and Open Interest |
61,701 |
104,102 |
-1,239 |
Japanese Yen(CME) |
Dec10 |
100928 |
118.77 |
119.60 |
118.65 |
119.25 |
+0.44 |
63,793 |
113,753 |
-22 |
Mar11 |
100928 |
119.19 |
119.52 |
118.96 |
119.40 |
+0.44 |
17 |
360 |
+5 |
Jun11 |
100928 |
119.48 |
119.57 |
119.13 |
119.57 |
+0.44 |
9 |
73 |
+0 |
Total Volume and Open Interest |
63,819 |
114,188 |
-17 |
Swiss Franc(CME) |
Dec10 |
100928 |
101.47 |
102.79 |
101.30 |
102.47 |
+0.82 |
24,204 |
50,509 |
+1,231 |
Mar11 |
100928 |
101.50 |
102.65 |
101.50 |
102.57 |
+0.82 |
39 |
49 |
+2 |
Jun11 |
100928 |
102.68 |
102.68 |
101.86 |
102.68 |
+0.82 |
0 |
1 |
+0 |
Total Volume and Open Interest |
24,244 |
50,561 |
+1,233 |
EuroFX(CME) |
Dec10 |
100928 |
134.40 |
135.92 |
133.77 |
135.62 |
+0.91 |
209,068 |
176,762 |
+619 |
Mar11 |
100928 |
134.33 |
135.83 |
133.74 |
135.55 |
+0.91 |
430 |
1,082 |
-5 |
Jun11 |
100928 |
135.46 |
135.46 |
134.55 |
135.46 |
+0.91 |
0 |
58 |
+0 |
Total Volume and Open Interest |
209,499 |
177,918 |
+615 |
Mexican Peso(CME) |
Oct10 |
100928 |
799.0 |
799.0 |
797.5 |
799.0 |
+1.5 |
|
|
|
Nov10 |
100928 |
793.8 |
796.0 |
793.8 |
796.0 |
+1.5 |
0 |
1 |
+0 |
Total Volume and Open Interest |
19,924 |
120,738 |
+7,364 |
Brazilian Real(CME) |
Oct10 |
100928 |
584.45 |
584.55 |
584.45 |
584.45 |
-0.10 |
0 |
41 |
+0 |
Nov10 |
100928 |
581.05 |
581.05 |
580.95 |
581.05 |
+0.10 |
0 |
24 |
+0 |
Dec10 |
100928 |
577.20 |
578.00 |
577.20 |
577.20 |
-0.25 |
27 |
4,323 |
+24 |
Jan11 |
100928 |
573.80 |
573.80 |
573.50 |
573.80 |
+0.30 |
|
|
|
Total Volume and Open Interest |
27 |
4,395 |
+24 |
30-Year T-Bonds(CBOT) |
Dec10 |
100928 |
133~030 |
134~110 |
132~260 |
134~070 |
+0~280 |
270,539 |
667,275 |
+14,789 |
Mar11 |
100928 |
131~260 |
133~030 |
131~260 |
133~010 |
+0~280 |
136 |
252 |
+17 |
Jun11 |
100928 |
131~270 |
131~270 |
130~310 |
131~270 |
+0~280 |
|
|
|
Total Volume and Open Interest |
270,675 |
667,527 |
+14,806 |
10-Year T-Notes(CBOT) |
Dec10 |
100928 |
125~275 |
126~155 |
125~235 |
126~140 |
+0~155 |
843,789 |
1,645,451 |
+69,727 |
Mar11 |
100928 |
125~065 |
125~275 |
125~065 |
125~275 |
+0~160 |
83 |
1,282 |
+3 |
Jun11 |
100928 |
124~070 |
124~300 |
124~070 |
124~300 |
+0~160 |
18 |
35 |
+1 |
Total Volume and Open Interest |
843,890 |
1,646,768 |
+69,731 |
5-Year T-Notes(CBOT) |
Sep10 |
100928 |
121~064 |
121~105 |
121~056 |
121~105 |
+0~035 |
558 |
11,704 |
-538 |
Dec10 |
100928 |
120~087 |
121~000 |
120~076 |
120~127 |
+0~035 |
326,244 |
919,301 |
+13,680 |
Mar11 |
100928 |
120~011 |
120~011 |
119~106 |
120~011 |
+0~033 |
|
|
|
Total Volume and Open Interest |
326,802 |
931,005 |
+13,142 |
2 Year T-Notes(CBOT) |
Sep10 |
100928 |
109~112 |
109~118 |
109~111 |
109~113 |
+0~005 |
423 |
2,479 |
-210 |
Dec10 |
100928 |
109~090 |
109~095 |
109~087 |
109~093 |
+0~004 |
111,161 |
723,790 |
+980 |
Mar11 |
100928 |
109~073 |
109~073 |
109~071 |
109~073 |
+0~002 |
|
|
|
Total Volume and Open Interest |
111,584 |
726,269 |
+770 |
Eurodollars(CME) |
Dec10 |
100928 |
99.630 |
99.635 |
99.615 |
99.630 |
unch |
72,668 |
1,133,792 |
+6,192 |
Mar11 |
100928 |
99.570 |
99.580 |
99.560 |
99.575 |
unch |
79,906 |
1,174,985 |
+7,236 |
Jun11 |
100928 |
99.495 |
99.515 |
99.485 |
99.510 |
+0.010 |
93,847 |
886,142 |
+11,537 |
Sep11 |
100928 |
99.410 |
99.430 |
99.395 |
99.425 |
+0.015 |
84,469 |
858,446 |
+12,255 |
Dec11 |
100928 |
99.285 |
99.320 |
99.270 |
99.315 |
+0.030 |
112,699 |
887,845 |
+18,713 |
Mar12 |
100928 |
99.150 |
99.195 |
99.135 |
99.185 |
+0.040 |
107,067 |
513,018 |
+9,583 |
Jun12 |
100928 |
99.000 |
99.050 |
98.985 |
99.045 |
+0.055 |
102,535 |
403,489 |
+1,661 |
Sep12 |
100928 |
98.850 |
98.915 |
98.835 |
98.910 |
+0.070 |
88,796 |
338,775 |
+9,101 |
Dec12 |
100928 |
98.675 |
98.750 |
98.660 |
98.750 |
+0.085 |
74,296 |
223,410 |
+14,439 |
Mar13 |
100928 |
98.510 |
98.600 |
98.500 |
98.600 |
+0.090 |
76,607 |
233,341 |
+9,376 |
Jun13 |
100928 |
98.325 |
98.420 |
98.310 |
98.420 |
+0.095 |
41,362 |
131,198 |
+3,190 |
Sep13 |
100928 |
98.130 |
98.245 |
98.120 |
98.240 |
+0.100 |
33,989 |
134,849 |
+5,362 |
Dec13 |
100928 |
97.935 |
98.050 |
97.920 |
98.050 |
+0.105 |
22,911 |
107,368 |
+5,098 |
Mar14 |
100928 |
97.755 |
97.880 |
97.740 |
97.875 |
+0.105 |
19,005 |
93,102 |
+3,613 |
Jun14 |
100928 |
97.560 |
97.685 |
97.540 |
97.680 |
+0.105 |
9,667 |
59,297 |
-37 |
Sep14 |
100928 |
97.360 |
97.495 |
97.350 |
97.485 |
+0.100 |
10,981 |
47,791 |
+482 |
Dec14 |
100928 |
97.165 |
97.290 |
97.150 |
97.285 |
+0.095 |
5,376 |
65,537 |
-505 |
Mar15 |
100928 |
97.000 |
97.135 |
96.990 |
97.120 |
+0.090 |
6,602 |
39,206 |
-155 |
Total Volume and Open Interest |
1,069,250 |
7,580,350 |
+122,208 |
30 Day Federal Funds(CBOT) |
Sep10 |
100928 |
99.805 |
99.808 |
99.802 |
99.805 |
unch |
296 |
57,688 |
-52 |
Oct10 |
100928 |
99.805 |
99.810 |
99.800 |
99.805 |
unch |
621 |
64,211 |
-175 |
Nov10 |
100928 |
99.810 |
99.820 |
99.810 |
99.815 |
+0.005 |
1,870 |
89,065 |
+368 |
Dec10 |
100928 |
99.820 |
99.830 |
99.820 |
99.825 |
+0.005 |
3,346 |
80,605 |
+1,225 |
Jan11 |
100928 |
99.825 |
99.840 |
99.825 |
99.830 |
+0.005 |
1,976 |
60,245 |
+1,123 |
Feb11 |
100928 |
99.820 |
99.835 |
99.820 |
99.825 |
+0.005 |
1,327 |
57,312 |
+625 |
Total Volume and Open Interest |
17,171 |
611,267 |
+6,107 |
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 |
100928 |
99.690 |
99.690 |
99.690 |
99.690 |
unch |
300 |
2,609 |
+206 |
Mar11 |
100928 |
99.715 |
99.715 |
99.715 |
99.715 |
unch |
0 |
367 |
+0 |
Jun11 |
100928 |
99.730 |
99.730 |
99.730 |
99.730 |
unch |
|
|
|
Sep11 |
100928 |
99.725 |
99.725 |
99.725 |
99.725 |
-0.005 |
1 |
1 |
+1 |
Dec11 |
100928 |
99.720 |
99.720 |
99.720 |
99.720 |
unch |
|
|
|
Mar12 |
100928 |
99.685 |
99.685 |
99.685 |
99.685 |
unch |
|
|
|
Jun12 |
100928 |
99.735 |
99.735 |
99.735 |
99.735 |
unch |
|
|
|
Sep12 |
100928 |
99.775 |
99.775 |
99.775 |
99.775 |
unch |
|
|
|
Dec12 |
100928 |
99.470 |
99.470 |
99.470 |
99.470 |
unch |
|
|
|
Mar13 |
100928 |
99.470 |
99.470 |
99.470 |
99.470 |
unch |
|
|
|
Total Volume and Open Interest |
301 |
2,977 |
+207 |
3-Mth Euro-Yen(SGX) |
Dec10 |
100928 |
99.69 |
99.69 |
99.69 |
99.69 |
unch |
1 |
3,005 |
+799 |
Mar11 |
100928 |
99.71 |
99.71 |
99.71 |
99.71 |
unch |
0 |
1,516 |
+0 |
Jun11 |
100928 |
99.73 |
99.73 |
99.73 |
99.73 |
unch |
0 |
3,150 |
+0 |
Sep11 |
100928 |
99.72 |
99.73 |
99.72 |
99.72 |
unch |
100 |
533 |
+100 |
Dec11 |
100928 |
99.72 |
99.72 |
99.72 |
99.72 |
unch |
0 |
110 |
+0 |
Mar12 |
100928 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
305 |
+0 |
Jun12 |
100928 |
99.74 |
99.74 |
99.74 |
99.74 |
unch |
0 |
754 |
+0 |
Sep12 |
100928 |
99.78 |
99.78 |
99.78 |
99.78 |
unch |
0 |
310 |
+0 |
Total Volume and Open Interest |
101 |
9,685 |
+899 |
Japanese Gov't Bonds(SGX) |
Dec10 |
100928 |
142.96 |
143.13 |
142.92 |
143.09 |
+0.18 |
1,513 |
20,893 |
+216 |
Mar11 |
100928 |
141.00 |
141.00 |
141.00 |
141.00 |
+0.18 |
|
|
|
Jun11 |
100928 |
138.91 |
138.91 |
138.91 |
138.91 |
+0.18 |
|
|
|
Total Volume and Open Interest |
1,513 |
20,893 |
+216 |
Euro-Bund(EUREX) |
Dec10 |
100928 |
131.52 |
131.99 |
131.32 |
131.79 |
+0.28 |
796,231 |
914,883 |
+13,459 |
Mar11 |
100928 |
131.58 |
131.96 |
131.43 |
131.84 |
+0.32 |
43 |
2,512 |
+21 |
Jun11 |
100928 |
130.79 |
130.79 |
130.79 |
130.79 |
-0.17 |
50 |
0 |
+0 |
Total Volume and Open Interest |
796,324 |
917,395 |
+13,480 |
Euro-Bobl(EUREX) |
Dec10 |
100928 |
120.87 |
121.08 |
120.72 |
120.94 |
+0.05 |
415,736 |
726,172 |
-7,664 |
Mar11 |
100928 |
120.86 |
120.86 |
120.78 |
120.83 |
+0.06 |
2,354 |
36,547 |
+2,322 |
Jun11 |
100928 |
120.78 |
120.78 |
120.78 |
120.78 |
+0.05 |
|
|
|
Total Volume and Open Interest |
418,090 |
762,719 |
-5,342 |
3-Mth Euribor(EUREX) |
Sep10 |
100913 |
99.125 |
99.125 |
99.120 |
99.120 |
-0.005 |
228 |
3,201 |
-135 |
Dec10 |
100928 |
98.995 |
99.010 |
98.995 |
99.005 |
+0.005 |
644 |
4,234 |
+11 |
Mar11 |
100928 |
98.920 |
98.925 |
98.900 |
98.910 |
-0.015 |
253 |
2,929 |
+27 |
Total Volume and Open Interest |
1,945 |
12,136 |
+282 |
Long Gilt(LIFFE) |
Sep10 |
100928 |
125~26 |
125~26 |
125~12 |
125~12 |
-0~04 |
961 |
4,279 |
-1,170 |
Dec10 |
100928 |
124~14 |
124~23 |
123~28 |
124~16 |
+0~12 |
69,004 |
267,986 |
-2,226 |
Total Volume and Open Interest |
69,965 |
272,265 |
-3,396 |
3-Mth Short Sterling(LIFFE) |
Dec10 |
100928 |
99.22 |
99.26 |
99.22 |
99.24 |
+0.01 |
13,375 |
345,639 |
-1,388 |
Mar11 |
100928 |
99.17 |
99.20 |
99.16 |
99.19 |
+0.02 |
16,327 |
288,549 |
-689 |
Jun11 |
100928 |
99.08 |
99.12 |
99.08 |
99.11 |
+0.02 |
14,714 |
261,076 |
+1,349 |
Sep11 |
100928 |
98.98 |
99.03 |
98.96 |
99.01 |
+0.03 |
19,218 |
314,887 |
-1,516 |
Dec11 |
100928 |
98.84 |
98.89 |
98.82 |
98.87 |
+0.03 |
37,408 |
418,136 |
+5,398 |
Mar12 |
100928 |
98.67 |
98.74 |
98.65 |
98.71 |
+0.03 |
18,840 |
252,045 |
+1,406 |
Total Volume and Open Interest |
137,691 |
2,225,068 |
+5,930 |
3-Mth Euribor(LIFFE) |
Dec10 |
100928 |
99.005 |
99.015 |
98.990 |
99.005 |
+0.005 |
92,634 |
583,563 |
+1,564 |
Mar11 |
100928 |
98.930 |
98.935 |
98.890 |
98.910 |
-0.015 |
99,905 |
554,951 |
+8,331 |
Jun11 |
100928 |
98.865 |
98.880 |
98.810 |
98.835 |
-0.025 |
83,359 |
422,686 |
+3,726 |
Total Volume and Open Interest |
564,653 |
2,975,315 |
+6,675 |
3-Mth Aus T-Bills(SFE) |
Dec10 |
100928 |
94.90 |
94.92 |
94.89 |
94.92 |
+0.02 |
10,477 |
179,725 |
+979 |
Mar11 |
100928 |
94.79 |
94.82 |
94.78 |
94.82 |
+0.03 |
14,925 |
116,629 |
+3,202 |
Jun11 |
100928 |
94.72 |
94.75 |
94.72 |
94.75 |
+0.04 |
6,195 |
76,988 |
+68 |
Sep11 |
100928 |
94.66 |
94.70 |
94.66 |
94.70 |
+0.04 |
5,178 |
53,473 |
+2,533 |
Dec11 |
100928 |
94.64 |
94.67 |
94.64 |
94.67 |
+0.04 |
1,196 |
33,360 |
+239 |
Mar12 |
100928 |
94.64 |
94.65 |
94.63 |
94.64 |
+0.03 |
426 |
34,162 |
-163 |
Jun12 |
100928 |
94.63 |
94.63 |
94.61 |
94.62 |
+0.03 |
583 |
20,067 |
+112 |
Sep12 |
100928 |
94.58 |
94.61 |
94.58 |
94.61 |
+0.04 |
304 |
6,199 |
+75 |
Dec12 |
100928 |
94.59 |
94.59 |
94.59 |
94.59 |
+0.05 |
0 |
1,447 |
+0 |
Mar13 |
100928 |
94.59 |
94.59 |
94.59 |
94.59 |
+0.06 |
0 |
1,095 |
+0 |
Total Volume and Open Interest |
39,284 |
523,203 |
+7,045 |
10-Year Aus T-Bonds(SFE) |
Dec10 |
100928 |
94.85 |
94.93 |
94.85 |
94.91 |
+0.07 |
34,095 |
336,467 |
-6,188 |
Mar11 |
100928 |
94.91 |
94.91 |
94.91 |
94.91 |
+0.07 |
|
|
|
Total Volume and Open Interest |
34,095 |
336,467 |
-6,188 |
3-Year Aus T-Bonds(SFE) |
Dec10 |
100928 |
95.06 |
95.11 |
95.05 |
95.11 |
+0.06 |
96,396 |
410,081 |
+12,342 |
Mar11 |
100928 |
95.11 |
95.11 |
95.11 |
95.11 |
+0.06 |
|
|
|
Total Volume and Open Interest |
96,396 |
410,081 |
+12,342 |
Gold(CMX) |
Oct10 |
100928 |
1296.0 |
1309.8 |
1274.8 |
1306.6 |
+9.7 |
9,903 |
24,598 |
+3,270 |
Dec10 |
100928 |
1296.8 |
1311.8 |
1276.2 |
1308.3 |
+9.7 |
76,830 |
418,318 |
+3,277 |
Feb11 |
100928 |
1295.7 |
1313.2 |
1284.5 |
1310.0 |
+9.7 |
611 |
28,403 |
+193 |
Apr11 |
100928 |
1297.8 |
1312.2 |
1282.5 |
1311.5 |
+9.7 |
129 |
17,413 |
+41 |
Jun11 |
100928 |
1299.9 |
1315.7 |
1288.6 |
1313.1 |
+9.7 |
180 |
15,936 |
-1 |
Aug11 |
100928 |
1312.5 |
1314.6 |
1312.5 |
1314.6 |
+9.7 |
127 |
10,398 |
+78 |
Oct11 |
100928 |
1301.2 |
1319.0 |
1301.2 |
1316.3 |
+9.7 |
71 |
7,902 |
+15 |
Dec11 |
100928 |
1306.6 |
1320.0 |
1297.0 |
1318.1 |
+9.7 |
2,454 |
17,106 |
+264 |
Feb12 |
100928 |
1320.0 |
1320.0 |
1320.0 |
1320.0 |
+9.7 |
0 |
6,685 |
+0 |
Apr12 |
100928 |
1321.9 |
1321.9 |
1321.9 |
1321.9 |
+9.6 |
30 |
6,285 |
+0 |
Jun12 |
100928 |
1324.1 |
1324.1 |
1324.1 |
1324.1 |
+9.5 |
3,276 |
9,980 |
+462 |
Total Volume and Open Interest |
102,522 |
616,130 |
+10,565 |
Silver(CMX) |
Sep10 |
100928 |
2135.0 |
2168.8 |
2131.0 |
2168.8 |
+23.3 |
73 |
29 |
-199 |
Dec10 |
100928 |
2146.0 |
2180.0 |
2106.0 |
2170.7 |
+23.6 |
26,919 |
106,170 |
+1,302 |
Mar11 |
100928 |
2139.5 |
2182.0 |
2116.0 |
2175.8 |
+23.5 |
254 |
17,313 |
+30 |
May11 |
100928 |
2144.0 |
2182.5 |
2144.0 |
2178.4 |
+23.6 |
59 |
8,534 |
+2 |
Jul11 |
100928 |
2170.0 |
2185.5 |
2166.5 |
2180.9 |
+23.6 |
83 |
6,108 |
+30 |
Sep11 |
100928 |
2183.2 |
2187.5 |
2183.2 |
2183.2 |
+23.6 |
55 |
3,537 |
+54 |
Dec11 |
100928 |
2141.0 |
2193.0 |
2138.5 |
2186.6 |
+23.5 |
167 |
4,539 |
-88 |
Total Volume and Open Interest |
27,748 |
151,888 |
+1,160 |
Platinum(NYMEX) |
Oct10 |
100928 |
1629.1 |
1637.8 |
1604.0 |
1635.7 |
+5.6 |
6,135 |
5,758 |
-3,157 |
Jan11 |
100928 |
1638.5 |
1643.0 |
1609.0 |
1640.7 |
+5.7 |
5,160 |
32,921 |
+2,778 |
Apr11 |
100928 |
1615.0 |
1644.4 |
1614.8 |
1643.9 |
+5.1 |
50 |
492 |
+39 |
Jul11 |
100928 |
1647.2 |
1647.2 |
1647.2 |
1647.2 |
+5.1 |
0 |
3 |
+0 |
Total Volume and Open Interest |
11,345 |
39,176 |
-340 |
Palladium(NYMEX) |
Dec10 |
100928 |
550.05 |
564.00 |
541.00 |
560.45 |
+8.25 |
2,265 |
23,423 |
-65 |
Mar11 |
100928 |
548.00 |
563.15 |
544.60 |
561.65 |
+8.20 |
40 |
652 |
+7 |
Jun11 |
100928 |
545.45 |
562.60 |
545.45 |
562.60 |
+8.20 |
3 |
12 |
+3 |
Total Volume and Open Interest |
2,336 |
24,111 |
-283 |
Copper(CMX) |
Sep10 |
100928 |
357.00 |
363.40 |
357.00 |
363.40 |
+4.05 |
478 |
651 |
-245 |
Dec10 |
100928 |
358.60 |
363.95 |
356.90 |
363.70 |
+4.00 |
20,039 |
92,967 |
-626 |
Mar11 |
100928 |
359.80 |
364.55 |
357.80 |
364.45 |
+3.95 |
1,678 |
29,966 |
-117 |
May11 |
100928 |
359.25 |
364.20 |
358.15 |
364.20 |
+3.90 |
833 |
5,805 |
+569 |
Jul11 |
100928 |
359.35 |
363.70 |
359.35 |
363.70 |
+4.00 |
297 |
3,299 |
+184 |
Total Volume and Open Interest |
24,181 |
146,701 |
-512 |
DJIA Index(CBOT) |
Dec10 |
100928 |
10751 |
10820 |
10670 |
10788 |
+38 |
123 |
3,937 |
-235 |
Mar11 |
100928 |
10725 |
10725 |
10723 |
10723 |
+38 |
2 |
10 |
+0 |
Jun11 |
100928 |
10665 |
10665 |
10627 |
10665 |
+38 |
|
|
|
Sep11 |
100928 |
10606 |
10606 |
10568 |
10606 |
+38 |
|
|
|
Total Volume and Open Interest |
125 |
3,947 |
-235 |
E-mini DJIA Index(CBOT) |
Sep10 |
100917 |
10626 |
10643 |
10613 |
10643 |
+25 |
21,643 |
30,864 |
-7,750 |
Dec10 |
100928 |
10752 |
10822 |
10664 |
10788 |
+38 |
101,800 |
85,025 |
-5,195 |
Mar11 |
100928 |
10703 |
10753 |
10601 |
10723 |
+38 |
54 |
243 |
-5 |
Jun11 |
100928 |
10665 |
10665 |
10665 |
10665 |
+38 |
0 |
1 |
+0 |
Total Volume and Open Interest |
101,854 |
85,269 |
-5,200 |
S & P 500(CME) |
Dec10 |
100928 |
1137.90 |
1145.70 |
1127.30 |
1141.70 |
+4.00 |
11,250 |
289,773 |
-1,653 |
Mar11 |
100928 |
1136.40 |
1140.40 |
1123.40 |
1136.40 |
+4.00 |
55 |
2,669 |
+1 |
Jun11 |
100928 |
1131.60 |
1135.60 |
1118.60 |
1131.60 |
+4.00 |
0 |
1,473 |
-2 |
Sep11 |
100928 |
1127.10 |
1131.60 |
1114.60 |
1127.10 |
+3.50 |
|
|
|
Total Volume and Open Interest |
11,305 |
293,915 |
-1,654 |
S & P 500 E-Mini(Globex) |
Dec10 |
100928 |
1137.75 |
1146.00 |
1127.25 |
1141.75 |
+4.00 |
1,343,049 |
2,557,181 |
-4,363 |
Mar11 |
100928 |
1132.50 |
1140.50 |
1121.75 |
1136.50 |
+4.00 |
268 |
3,477 |
+15 |
Total Volume and Open Interest |
1,343,345 |
2,560,732 |
-4,340 |
NASDAQ 100(CME) |
Dec10 |
100928 |
2008.50 |
2019.80 |
1978.00 |
2008.50 |
+1.20 |
242 |
11,075 |
+3 |
Mar11 |
100928 |
2006.00 |
2008.00 |
1990.00 |
2006.00 |
+1.50 |
0 |
2 |
+0 |
Jun11 |
100928 |
2003.50 |
2004.50 |
2003.50 |
2003.50 |
+1.50 |
|
|
|
Total Volume and Open Interest |
242 |
11,077 |
+3 |
NASDAQ 100 E-Mini(Globex) |
Dec10 |
100928 |
2008.00 |
2024.50 |
1977.30 |
2008.50 |
+1.20 |
233,636 |
398,794 |
-9,973 |
Mar11 |
100928 |
2008.50 |
2018.50 |
1974.80 |
2006.00 |
+1.50 |
240 |
132 |
+7 |
Total Volume and Open Interest |
233,876 |
398,927 |
-9,966 |
S & P Midcap 400(CME) |
Dec10 |
100928 |
794.00 |
799.00 |
784.00 |
797.30 |
+5.60 |
0 |
948 |
-2 |
Mar11 |
100928 |
795.30 |
795.30 |
794.70 |
795.30 |
+5.60 |
|
|
|
Jun11 |
100928 |
793.30 |
793.30 |
792.70 |
793.30 |
+5.60 |
|
|
|
Total Volume and Open Interest |
0 |
948 |
-2 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Dec10 |
100928 |
9550 |
9590 |
9455 |
9515 |
-40 |
5,990 |
30,122 |
-963 |
Mar11 |
100928 |
9545 |
9585 |
9545 |
9545 |
-40 |
|
|
|
Total Volume and Open Interest |
5,990 |
30,122 |
-963 |
Nikkei 225(SGX) |
Dec10 |
100928 |
9530 |
9555 |
9470 |
9500 |
-35 |
96,026 |
162,429 |
-657 |
Mar11 |
100928 |
9500 |
9500 |
9470 |
9495 |
-35 |
56 |
296 |
+2 |
Jun11 |
100928 |
9425 |
9425 |
9425 |
9425 |
-40 |
0 |
2,086 |
+0 |
Total Volume and Open Interest |
96,553 |
173,871 |
-626 |
CAC 40(EURONEXT) |
Oct10 |
100928 |
3778.0 |
3782.5 |
3711.0 |
3764.5 |
-3.0 |
96,142 |
366,385 |
-18,873 |
Nov10 |
100928 |
3748.0 |
3762.0 |
3702.0 |
3746.5 |
-3.0 |
808 |
10,581 |
-4 |
Dec10 |
100928 |
3735.0 |
3754.0 |
3700.0 |
3744.0 |
-3.5 |
1,439 |
38,911 |
+579 |
Total Volume and Open Interest |
98,389 |
415,972 |
-18,298 |
Hang Seng Index(HKFE) |
Sep10 |
100928 |
22301 |
22395 |
22073 |
22122 |
-238 |
110,654 |
81,049 |
-22,636 |
Oct10 |
100928 |
22302 |
22399 |
22091 |
22136 |
-223 |
64,646 |
63,445 |
+45,863 |
Total Volume and Open Interest |
176,278 |
147,928 |
+23,789 |
DAX(EUREX) |
Sep10 |
100917 |
6310.0 |
6328.5 |
6297.0 |
6303.5 |
+52.0 |
148,947 |
51,273 |
-17,359 |
Dec10 |
100928 |
6290.0 |
6322.0 |
6205.0 |
6286.0 |
+0.5 |
100,420 |
164,575 |
-3,991 |
Mar11 |
100928 |
6261.0 |
6330.5 |
6219.0 |
6297.5 |
+0.5 |
111 |
7,236 |
+23 |
Total Volume and Open Interest |
100,700 |
172,930 |
-3,999 |
FT-SE 100(EURONEXT) |
Dec10 |
100928 |
5543.50 |
5579.00 |
5482.00 |
5557.00 |
+2.00 |
77,444 |
622,509 |
-5,681 |
Mar11 |
100928 |
5485.50 |
5515.00 |
5442.00 |
5515.00 |
+2.00 |
50 |
1,322 |
+35 |
Jun11 |
100928 |
5471.00 |
5471.00 |
5471.00 |
5471.00 |
+2.00 |
0 |
265 |
+0 |
Total Volume and Open Interest |
77,494 |
624,096 |
-5,646 |
SPI 200(SFE) |
Sep10 |
100916 |
4658.0 |
4677.0 |
4630.0 |
4677.0 |
+20.0 |
10,340 |
95,465 |
-66,268 |
Dec10 |
100928 |
4702.0 |
4707.0 |
4677.0 |
4698.0 |
-6.0 |
19,838 |
199,005 |
-5,197 |
Mar11 |
100928 |
4692.0 |
4695.0 |
4692.0 |
4695.0 |
-5.0 |
6 |
1,461 |
-2 |
Total Volume and Open Interest |
19,851 |
202,609 |
-5,201 |
GSCI(CME) |
Oct10 |
100928 |
531.80 |
536.40 |
529.70 |
531.80 |
-0.20 |
184 |
11,864 |
-1 |
Nov10 |
100928 |
536.80 |
541.00 |
534.25 |
536.80 |
+0.50 |
2 |
1,334 |
+0 |
Dec10 |
100928 |
543.30 |
546.50 |
541.00 |
543.30 |
+0.80 |
|
|
|
Total Volume and Open Interest |
186 |
13,198 |
-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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