|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Wed September 01, 2010 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Sep10 |
100901 |
1008.75 |
1015.25 |
1003.75 |
1004.50 |
-3.50 |
7,947 |
5,091 |
-3,922 |
| Nov10 |
100901 |
1009.25 |
1017.50 |
1004.00 |
1005.50 |
-4.50 |
53,577 |
305,991 |
+820 |
| Jan11 |
100901 |
1019.00 |
1026.50 |
1013.75 |
1015.00 |
-4.25 |
6,066 |
89,108 |
-158 |
| Mar11 |
100901 |
1025.75 |
1031.00 |
1019.75 |
1020.75 |
-3.50 |
2,474 |
27,738 |
-44 |
| May11 |
100901 |
1030.75 |
1034.25 |
1023.50 |
1024.50 |
-2.50 |
2,044 |
33,441 |
+410 |
| Jul11 |
100901 |
1035.75 |
1041.75 |
1032.00 |
1032.50 |
-2.25 |
1,732 |
26,510 |
+316 |
| Aug11 |
100901 |
1030.00 |
1032.00 |
1024.00 |
1024.00 |
-2.50 |
24 |
182 |
+8 |
| Total Volume and Open Interest |
75,807 |
518,178 |
-2,017 |
| Soybean Meal(CBOT) |
| Sep10 |
100901 |
305.30 |
306.00 |
301.90 |
301.90 |
-2.30 |
11,699 |
8,665 |
-4,695 |
| Oct10 |
100901 |
294.30 |
296.30 |
292.30 |
292.60 |
-1.50 |
10,040 |
29,197 |
+1,310 |
| Dec10 |
100901 |
295.70 |
297.20 |
293.30 |
293.60 |
-1.60 |
21,832 |
120,102 |
+490 |
| Jan11 |
100901 |
296.30 |
296.90 |
293.50 |
293.50 |
-1.40 |
1,403 |
9,639 |
+225 |
| Mar11 |
100901 |
296.50 |
297.20 |
294.10 |
294.20 |
-1.00 |
848 |
10,118 |
-6 |
| May11 |
100901 |
295.40 |
296.80 |
294.00 |
294.30 |
-0.80 |
723 |
10,661 |
+195 |
| Jul11 |
100901 |
297.30 |
298.50 |
295.70 |
296.10 |
-0.50 |
649 |
8,221 |
-1 |
| Aug11 |
100901 |
296.60 |
296.60 |
294.60 |
294.70 |
+0.10 |
113 |
1,339 |
+8 |
| Total Volume and Open Interest |
47,985 |
203,025 |
-2,279 |
| Soybean Oil(CBOT) |
| Sep10 |
100901 |
39.53 |
40.02 |
39.42 |
39.55 |
+0.07 |
18,194 |
10,629 |
-3,463 |
| Oct10 |
100901 |
39.70 |
40.24 |
39.58 |
39.73 |
+0.07 |
11,936 |
34,373 |
+1,732 |
| Dec10 |
100901 |
40.09 |
40.63 |
39.98 |
40.12 |
+0.07 |
36,278 |
166,729 |
+3,223 |
| Jan11 |
100901 |
40.48 |
40.91 |
40.30 |
40.40 |
+0.06 |
2,173 |
19,295 |
+610 |
| Mar11 |
100901 |
40.66 |
41.10 |
40.55 |
40.67 |
+0.06 |
873 |
11,953 |
-152 |
| May11 |
100901 |
40.89 |
41.37 |
40.78 |
40.88 |
+0.04 |
241 |
8,805 |
+18 |
| Jul11 |
100901 |
41.66 |
41.66 |
41.14 |
41.15 |
+0.05 |
222 |
8,274 |
+14 |
| Aug11 |
100901 |
41.27 |
41.27 |
41.20 |
41.27 |
+0.07 |
8 |
409 |
+0 |
| Total Volume and Open Interest |
70,278 |
265,388 |
+2,064 |
| Canola(WCE) |
| Nov10 |
100901 |
460.0 |
466.2 |
458.4 |
464.8 |
+2.8 |
6,565 |
117,739 |
+1,153 |
| Jan11 |
100901 |
469.0 |
470.9 |
464.0 |
469.8 |
+3.2 |
805 |
18,203 |
+51 |
| Mar11 |
100901 |
473.7 |
473.8 |
467.9 |
473.4 |
+3.8 |
71 |
5,296 |
+6 |
| May11 |
100901 |
473.9 |
475.0 |
470.0 |
474.8 |
+4.2 |
36 |
2,118 |
+0 |
| Jul11 |
100901 |
478.0 |
478.5 |
471.0 |
477.5 |
+3.9 |
196 |
2,597 |
+101 |
| Total Volume and Open Interest |
7,689 |
148,330 |
+1,310 |
| Corn(CBOT) |
| Sep10 |
100901 |
424.75 |
433.00 |
422.00 |
432.25 |
+7.75 |
104,483 |
35,844 |
-26,628 |
| Dec10 |
100901 |
438.75 |
447.25 |
437.75 |
446.75 |
+7.50 |
182,670 |
837,695 |
+14,681 |
| Mar11 |
100901 |
451.50 |
460.00 |
451.00 |
459.75 |
+7.50 |
29,988 |
176,225 |
+5,978 |
| May11 |
100901 |
457.75 |
466.25 |
457.75 |
466.25 |
+7.50 |
4,741 |
37,438 |
+1,113 |
| Jul11 |
100901 |
463.50 |
472.00 |
462.50 |
471.75 |
+7.25 |
15,688 |
97,979 |
+1,856 |
| Sep11 |
100901 |
453.75 |
460.75 |
453.75 |
460.75 |
+6.50 |
2,655 |
13,965 |
+722 |
| Total Volume and Open Interest |
358,808 |
1,346,172 |
+1,119 |
| Wheat(CBOT) |
| Sep10 |
100901 |
654.25 |
678.25 |
653.00 |
675.50 |
+23.00 |
25,897 |
15,628 |
-10,075 |
| Dec10 |
100901 |
688.50 |
712.00 |
685.75 |
708.75 |
+23.00 |
67,986 |
268,545 |
+3,238 |
| Mar11 |
100901 |
712.00 |
734.75 |
711.75 |
733.00 |
+23.00 |
6,148 |
68,258 |
+235 |
| May11 |
100901 |
714.75 |
731.75 |
713.75 |
731.00 |
+21.50 |
908 |
18,218 |
-52 |
| Jul11 |
100901 |
698.25 |
717.00 |
698.25 |
715.75 |
+19.00 |
2,423 |
66,231 |
+330 |
| Total Volume and Open Interest |
105,219 |
479,196 |
-5,918 |
| Wheat(KCBT) |
| Sep10 |
100901 |
693.00 |
712.25 |
693.00 |
712.25 |
+24.50 |
8,666 |
4,867 |
-4,992 |
| Dec10 |
100901 |
706.50 |
728.00 |
705.75 |
726.75 |
+24.25 |
18,664 |
107,808 |
+2,979 |
| Mar11 |
100901 |
718.50 |
739.75 |
718.50 |
738.25 |
+24.75 |
3,606 |
46,790 |
+1,292 |
| May11 |
100901 |
715.25 |
731.75 |
714.50 |
731.75 |
+24.25 |
363 |
7,713 |
-10 |
| Jul11 |
100901 |
691.75 |
719.00 |
691.75 |
718.75 |
+27.25 |
1,000 |
27,649 |
+178 |
| Total Volume and Open Interest |
32,773 |
201,796 |
-131 |
| Wheat(MGE) |
| Sep10 |
100901 |
717.50 |
717.50 |
700.00 |
710.75 |
+14.75 |
4,252 |
1,805 |
-2,831 |
| Dec10 |
100901 |
703.00 |
729.00 |
703.00 |
726.00 |
+22.50 |
5,413 |
28,351 |
+1,627 |
| Mar11 |
100901 |
714.50 |
735.75 |
714.50 |
733.25 |
+20.75 |
913 |
14,330 |
+384 |
| May11 |
100901 |
714.75 |
734.75 |
714.00 |
732.75 |
+23.25 |
131 |
2,424 |
+49 |
| Jul11 |
100901 |
710.75 |
731.50 |
710.50 |
729.75 |
+24.75 |
99 |
6,453 |
+55 |
| Total Volume and Open Interest |
10,900 |
59,916 |
-671 |
| Oats(CBOT) |
| Sep10 |
100901 |
273.75 |
276.00 |
267.75 |
267.75 |
+2.00 |
281 |
840 |
-77 |
| Dec10 |
100901 |
278.25 |
283.50 |
278.25 |
279.75 |
+3.00 |
1,034 |
9,528 |
+140 |
| Mar11 |
100901 |
293.00 |
293.75 |
287.75 |
290.75 |
+3.00 |
12 |
436 |
+5 |
| May11 |
100901 |
296.75 |
296.75 |
293.75 |
296.75 |
+3.00 |
0 |
15 |
+0 |
| Total Volume and Open Interest |
1,347 |
10,844 |
+88 |
| Rough Rice(CBOT) |
| Sep10 |
100901 |
11.12 |
11.19 |
11.06 |
11.09 |
+0.01 |
1,266 |
2,490 |
-450 |
| Nov10 |
100901 |
11.33 |
11.51 |
11.25 |
11.34 |
-0.01 |
2,291 |
12,483 |
+236 |
| Jan11 |
100901 |
11.65 |
11.72 |
11.53 |
11.60 |
+0.00 |
166 |
1,489 |
+87 |
| Mar11 |
100901 |
11.87 |
11.90 |
11.84 |
11.88 |
+0.01 |
4 |
960 |
+1 |
| Total Volume and Open Interest |
3,758 |
19,027 |
-108 |
| Live Cattle(CME) |
| Oct10 |
100901 |
97.250 |
97.930 |
96.950 |
97.750 |
+0.465 |
14,167 |
156,883 |
-2,498 |
| Dec10 |
100901 |
99.930 |
100.635 |
99.680 |
100.600 |
+0.550 |
6,620 |
86,466 |
+1,891 |
| Feb11 |
100901 |
100.330 |
101.100 |
100.200 |
101.080 |
+0.480 |
3,503 |
48,464 |
+623 |
| Apr11 |
100901 |
101.800 |
102.450 |
101.750 |
102.430 |
+0.330 |
2,782 |
34,461 |
+871 |
| Jun11 |
100901 |
98.300 |
98.700 |
98.230 |
98.550 |
+0.050 |
239 |
15,098 |
+58 |
| Aug11 |
100901 |
97.800 |
98.650 |
97.700 |
98.650 |
+0.100 |
168 |
4,816 |
+47 |
| Total Volume and Open Interest |
28,761 |
349,070 |
+146 |
| Feeder Cattle(CME) |
| Sep10 |
100901 |
114.250 |
114.650 |
113.650 |
113.885 |
-0.215 |
700 |
6,076 |
-228 |
| Oct10 |
100901 |
115.100 |
115.600 |
114.580 |
114.850 |
-0.250 |
2,229 |
17,669 |
+192 |
| Nov10 |
100901 |
115.650 |
116.200 |
115.050 |
115.285 |
-0.415 |
803 |
7,077 |
+252 |
| Jan11 |
100901 |
114.600 |
115.150 |
114.230 |
114.800 |
-0.050 |
235 |
4,017 |
+66 |
| Mar11 |
100901 |
114.100 |
114.430 |
113.850 |
114.250 |
-0.200 |
69 |
1,930 |
+11 |
| Apr11 |
100901 |
114.100 |
114.600 |
114.100 |
114.180 |
-0.270 |
22 |
352 |
+4 |
| May11 |
100901 |
114.250 |
114.550 |
114.100 |
114.450 |
-0.300 |
18 |
806 |
+6 |
| Total Volume and Open Interest |
4,089 |
37,942 |
+313 |
| Lean Hogs(CME) |
| Oct10 |
100901 |
74.950 |
75.225 |
74.100 |
74.950 |
-0.200 |
9,289 |
90,381 |
-1,084 |
| Dec10 |
100901 |
72.750 |
73.200 |
72.100 |
72.885 |
-0.400 |
3,547 |
58,781 |
+536 |
| Feb11 |
100901 |
75.785 |
76.050 |
74.930 |
75.930 |
+0.130 |
1,242 |
28,344 |
+163 |
| Apr11 |
100901 |
76.900 |
77.050 |
76.050 |
76.930 |
unch |
468 |
22,380 |
+123 |
| May11 |
100901 |
80.180 |
80.250 |
79.900 |
80.100 |
-0.300 |
27 |
885 |
+14 |
| Jun11 |
100901 |
82.250 |
82.850 |
81.950 |
82.700 |
-0.050 |
140 |
14,030 |
+12 |
| Jul11 |
100901 |
80.500 |
81.250 |
80.450 |
81.135 |
-0.465 |
43 |
2,839 |
+31 |
| Aug11 |
100901 |
79.250 |
79.300 |
79.250 |
79.300 |
-0.450 |
29 |
1,715 |
+19 |
| Total Volume and Open Interest |
14,839 |
219,757 |
-152 |
| Pork Bellies(CME) |
| Feb11 |
100901 |
105.000 |
105.000 |
105.000 |
105.000 |
-0.250 |
1 |
10 |
+0 |
| Mar11 |
100901 |
104.000 |
104.000 |
104.000 |
104.000 |
+0.500 |
0 |
1 |
+0 |
| May11 |
100901 |
104.000 |
104.000 |
104.000 |
104.000 |
unch |
|
|
|
| Jul11 |
100901 |
102.000 |
102.000 |
102.000 |
102.000 |
unch |
|
|
|
| Aug11 |
100901 |
102.500 |
102.500 |
102.500 |
102.500 |
unch |
|
|
|
| Total Volume and Open Interest |
1 |
11 |
+0 |
| Class III Milk(CME) |
| Sep10 |
100901 |
16.09 |
16.20 |
16.04 |
16.19 |
+0.12 |
56 |
4,733 |
+35 |
| Oct10 |
100901 |
15.78 |
15.90 |
15.75 |
15.88 |
+0.13 |
103 |
4,828 |
+29 |
| Nov10 |
100901 |
15.10 |
15.29 |
15.07 |
15.23 |
+0.16 |
64 |
3,948 |
+27 |
| Dec10 |
100901 |
14.72 |
14.77 |
14.65 |
14.75 |
+0.10 |
62 |
4,072 |
+17 |
| Jan11 |
100901 |
14.20 |
14.23 |
14.17 |
14.23 |
+0.06 |
60 |
1,338 |
+49 |
| Total Volume and Open Interest |
611 |
28,017 |
+344 |
| Cocoa(ICE) |
| Sep10 |
100901 |
2680 |
2707 |
2680 |
2707 |
+9 |
1 |
63 |
+0 |
| Dec10 |
100901 |
2738 |
2766 |
2707 |
2752 |
+16 |
4,557 |
66,093 |
+270 |
| Mar11 |
100901 |
2790 |
2796 |
2738 |
2778 |
+8 |
1,357 |
25,258 |
-62 |
| May11 |
100901 |
2813 |
2813 |
2761 |
2794 |
+5 |
485 |
10,662 |
+114 |
| Jul11 |
100901 |
2818 |
2818 |
2783 |
2808 |
+4 |
13 |
4,604 |
+0 |
| Sep11 |
100901 |
2833 |
2833 |
2797 |
2822 |
+4 |
35 |
2,330 |
+34 |
| Dec11 |
100901 |
2844 |
2844 |
2830 |
2830 |
+1 |
45 |
4,214 |
+17 |
| Total Volume and Open Interest |
6,493 |
118,181 |
+373 |
| Coffee "C"(ICE) |
| Sep10 |
100901 |
181.40 |
181.60 |
180.00 |
180.50 |
+3.70 |
181 |
479 |
-77 |
| Dec10 |
100901 |
179.65 |
184.20 |
179.30 |
182.35 |
+3.90 |
7,914 |
94,294 |
-259 |
| Mar11 |
100901 |
180.00 |
184.00 |
179.70 |
182.40 |
+3.90 |
926 |
31,564 |
+42 |
| May11 |
100901 |
178.70 |
182.00 |
178.70 |
180.85 |
+3.60 |
71 |
8,110 |
+61 |
| Jul11 |
100901 |
177.75 |
181.00 |
177.75 |
179.85 |
+3.45 |
44 |
3,599 |
-12 |
| Sep11 |
100901 |
176.90 |
179.75 |
176.90 |
178.95 |
+3.30 |
28 |
1,871 |
-35 |
| Total Volume and Open Interest |
9,183 |
140,777 |
-272 |
| Orange Juice(ICE) |
| Sep10 |
100901 |
137.00 |
143.00 |
137.00 |
142.00 |
+4.40 |
710 |
1,886 |
-1,126 |
| Nov10 |
100901 |
139.70 |
142.00 |
138.75 |
141.60 |
+1.20 |
1,355 |
15,393 |
+574 |
| Jan11 |
100901 |
141.05 |
143.35 |
141.05 |
143.15 |
+1.25 |
68 |
4,416 |
-10 |
| Mar11 |
100901 |
144.25 |
144.75 |
144.25 |
144.75 |
+1.20 |
15 |
640 |
+9 |
| May11 |
100901 |
146.35 |
146.35 |
146.35 |
146.35 |
+1.05 |
0 |
237 |
+0 |
| Jul11 |
100901 |
147.20 |
147.20 |
147.20 |
147.20 |
+0.90 |
3 |
1,199 |
+0 |
| Total Volume and Open Interest |
2,151 |
23,778 |
-553 |
| Sugar #11(ICE) |
| Oct10 |
100901 |
19.83 |
20.54 |
19.77 |
20.49 |
+0.74 |
34,893 |
241,400 |
-5,784 |
| Mar11 |
100901 |
19.36 |
19.98 |
19.32 |
19.96 |
+0.64 |
28,485 |
179,892 |
+2,115 |
| May11 |
100901 |
18.24 |
18.90 |
18.24 |
18.89 |
+0.63 |
7,049 |
51,092 |
+97 |
| Jul11 |
100901 |
17.32 |
17.87 |
17.31 |
17.83 |
+0.55 |
6,415 |
82,222 |
+1,743 |
| Oct11 |
100901 |
17.05 |
17.42 |
17.02 |
17.34 |
+0.49 |
1,764 |
31,800 |
+360 |
| Total Volume and Open Interest |
79,747 |
652,954 |
-1,079 |
| London Cocoa(LCE) |
| Sep10 |
100901 |
1946 |
1960 |
1901 |
1926 |
-25 |
3,961 |
54,869 |
-1,879 |
| Dec10 |
100901 |
1950 |
1973 |
1916 |
1945 |
-9 |
4,701 |
43,616 |
+590 |
| Mar11 |
100901 |
1964 |
1982 |
1931 |
1960 |
-8 |
2,421 |
43,756 |
+52 |
| May11 |
100901 |
1974 |
1992 |
1947 |
1974 |
-4 |
460 |
16,001 |
-127 |
| Jul11 |
100901 |
1984 |
1997 |
1956 |
1983 |
-3 |
119 |
6,013 |
+17 |
| Sep11 |
100901 |
2003 |
2006 |
1964 |
1990 |
-2 |
8 |
4,154 |
+5 |
| Dec11 |
100901 |
2013 |
2015 |
1980 |
1991 |
-5 |
27 |
8,348 |
+13 |
| Total Volume and Open Interest |
11,703 |
181,227 |
-1,329 |
| London Sugar(LCE) |
| Oct10 |
100901 |
577.00 |
585.50 |
570.90 |
580.90 |
+2.20 |
4,023 |
28,272 |
-623 |
| Dec10 |
100901 |
527.90 |
535.70 |
525.90 |
533.50 |
+4.20 |
1,146 |
18,008 |
+279 |
| Mar11 |
100901 |
522.00 |
528.70 |
519.60 |
526.40 |
+1.30 |
1,036 |
11,759 |
+430 |
| May11 |
100901 |
505.60 |
511.00 |
504.30 |
509.80 |
+0.50 |
212 |
4,722 |
+131 |
| Aug11 |
100901 |
490.50 |
495.70 |
487.50 |
493.60 |
+2.90 |
65 |
3,640 |
+48 |
| Total Volume and Open Interest |
6,483 |
67,308 |
+265 |
| Cotton(ICE) |
| Oct10 |
100901 |
89.08 |
90.74 |
89.00 |
90.13 |
+1.05 |
31 |
973 |
+5 |
| Dec10 |
100901 |
86.20 |
87.90 |
86.01 |
87.41 |
+1.21 |
3,964 |
145,044 |
+58 |
| Mar11 |
100901 |
84.74 |
86.00 |
84.37 |
85.54 |
+0.80 |
1,295 |
52,059 |
+392 |
| May11 |
100901 |
85.00 |
85.75 |
85.00 |
85.38 |
+0.35 |
211 |
4,351 |
-15 |
| Jul11 |
100901 |
85.60 |
86.15 |
85.35 |
85.52 |
-0.08 |
323 |
11,039 |
+191 |
| Oct11 |
100901 |
80.52 |
80.52 |
80.52 |
80.52 |
+0.12 |
0 |
10 |
+0 |
| Total Volume and Open Interest |
5,885 |
217,526 |
+664 |
| Lumber(CME) |
| Sep10 |
100901 |
203.1 |
206.5 |
202.7 |
204.9 |
+0.4 |
75 |
1,953 |
-25 |
| Nov10 |
100901 |
205.0 |
208.7 |
204.9 |
207.0 |
+0.3 |
245 |
5,798 |
+36 |
| Jan11 |
100901 |
224.6 |
227.1 |
224.4 |
226.1 |
+0.6 |
20 |
933 |
+7 |
| Mar11 |
100901 |
240.0 |
242.4 |
240.0 |
242.4 |
unch |
0 |
44 |
+0 |
| Total Volume and Open Interest |
340 |
8,731 |
+18 |
| Crude Oil(NYM) |
| Oct10 |
100901 |
71.70 |
74.48 |
71.67 |
73.91 |
+1.99 |
260,666 |
310,603 |
+7,549 |
| Nov10 |
100901 |
73.32 |
75.85 |
73.31 |
75.36 |
+1.82 |
116,289 |
151,598 |
+7,166 |
| Dec10 |
100901 |
74.82 |
77.27 |
74.82 |
76.86 |
+1.76 |
89,914 |
195,681 |
+1,203 |
| Jan11 |
100901 |
76.11 |
78.22 |
76.11 |
77.90 |
+1.71 |
27,431 |
53,751 |
+361 |
| Feb11 |
100901 |
77.29 |
79.00 |
77.15 |
78.71 |
+1.66 |
12,573 |
30,780 |
+2,023 |
| Mar11 |
100901 |
77.98 |
79.59 |
77.98 |
79.37 |
+1.69 |
8,759 |
36,597 |
+1,539 |
| Apr11 |
100901 |
78.69 |
79.99 |
78.19 |
79.86 |
+1.72 |
3,723 |
16,432 |
+897 |
| May11 |
100901 |
79.15 |
80.35 |
79.15 |
80.32 |
+1.75 |
3,495 |
12,569 |
+626 |
| Jun11 |
100901 |
79.10 |
80.87 |
79.10 |
80.75 |
+1.76 |
11,189 |
53,367 |
+510 |
| Jul11 |
100901 |
81.15 |
81.21 |
80.65 |
81.15 |
+1.76 |
2,129 |
25,757 |
+477 |
| Aug11 |
100901 |
81.49 |
81.49 |
81.48 |
81.48 |
+1.75 |
1,105 |
8,654 |
-21 |
| Sep11 |
100901 |
81.66 |
81.80 |
81.66 |
81.80 |
+1.75 |
1,107 |
11,155 |
-38 |
| Oct11 |
100901 |
82.11 |
82.11 |
82.11 |
82.11 |
+1.75 |
594 |
7,129 |
+175 |
| Nov11 |
100901 |
82.43 |
82.43 |
82.43 |
82.43 |
+1.74 |
457 |
12,079 |
+9 |
| Dec11 |
100901 |
80.90 |
82.99 |
80.90 |
82.77 |
+1.73 |
14,945 |
117,115 |
-1,127 |
| Jan12 |
100901 |
82.98 |
82.98 |
82.98 |
82.98 |
+1.72 |
133 |
10,436 |
+15 |
| Total Volume and Open Interest |
561,115 |
1,264,379 |
+22,340 |
| e-miNY Crude Oil(NYM) |
| Sep10 |
100819 |
75.200 |
76.100 |
73.950 |
74.425 |
-1.000 |
11,515 |
5,532 |
+92 |
| Oct10 |
100826 |
72.825 |
73.975 |
72.550 |
73.350 |
+0.825 |
15,378 |
4,171 |
+772 |
| Nov10 |
100901 |
73.350 |
75.800 |
73.300 |
75.350 |
+1.800 |
202 |
803 |
-3 |
| Dec10 |
100901 |
75.250 |
77.025 |
75.250 |
76.850 |
+1.750 |
162 |
557 |
+92 |
| Jan11 |
100901 |
77.900 |
77.900 |
77.900 |
77.900 |
+1.700 |
1 |
14 |
-1 |
| Feb11 |
100901 |
78.700 |
78.700 |
78.700 |
78.700 |
+1.650 |
0 |
5 |
+0 |
| Mar11 |
100901 |
79.375 |
79.375 |
79.375 |
79.375 |
+1.700 |
0 |
6 |
+0 |
| Apr11 |
100901 |
78.550 |
80.000 |
78.550 |
79.850 |
+1.700 |
0 |
3 |
+0 |
| May11 |
100901 |
80.325 |
80.325 |
80.325 |
80.325 |
+1.750 |
|
|
|
| Jun11 |
100901 |
80.975 |
80.975 |
80.750 |
80.750 |
+1.750 |
|
|
|
| Total Volume and Open Interest |
11,829 |
8,043 |
+535 |
| Heating Oil(NYM) |
| Oct10 |
100901 |
199.09 |
205.80 |
198.95 |
204.11 |
+4.94 |
50,472 |
90,713 |
+3,180 |
| Nov10 |
100901 |
201.54 |
207.85 |
201.54 |
206.32 |
+4.78 |
16,838 |
44,284 |
+1,765 |
| Dec10 |
100901 |
204.20 |
210.25 |
204.11 |
208.71 |
+4.62 |
16,266 |
52,450 |
+2,433 |
| Jan11 |
100901 |
207.00 |
212.60 |
206.90 |
211.39 |
+4.59 |
5,604 |
32,490 |
+607 |
| Feb11 |
100901 |
208.80 |
214.34 |
208.80 |
213.13 |
+4.59 |
3,274 |
14,770 |
+217 |
| Mar11 |
100901 |
209.75 |
215.39 |
209.75 |
213.95 |
+4.60 |
1,119 |
13,040 |
-57 |
| Apr11 |
100901 |
209.90 |
214.89 |
209.90 |
214.04 |
+4.54 |
349 |
6,714 |
+64 |
| May11 |
100901 |
210.20 |
215.55 |
210.20 |
214.35 |
+4.53 |
213 |
7,182 |
+11 |
| Jun11 |
100901 |
210.57 |
215.75 |
210.57 |
214.89 |
+4.52 |
2,067 |
24,129 |
+86 |
| Jul11 |
100901 |
216.49 |
216.49 |
216.49 |
216.49 |
+4.52 |
43 |
2,484 |
+30 |
| Aug11 |
100901 |
218.24 |
218.24 |
218.24 |
218.24 |
+4.52 |
54 |
2,322 |
+6 |
| Sep11 |
100901 |
220.42 |
220.42 |
220.42 |
220.42 |
+4.55 |
37 |
1,328 |
+7 |
| Total Volume and Open Interest |
119,770 |
320,084 |
+3,547 |
| Gasoline(NYMEX) |
| Oct10 |
100901 |
185.75 |
190.77 |
184.50 |
188.91 |
+3.17 |
38,570 |
90,754 |
-696 |
| Nov10 |
100901 |
185.91 |
191.07 |
185.80 |
189.50 |
+3.47 |
11,618 |
48,163 |
+715 |
| Dec10 |
100901 |
187.07 |
192.31 |
187.02 |
190.88 |
+3.61 |
6,203 |
29,468 |
+872 |
| Jan11 |
100901 |
190.10 |
194.41 |
190.10 |
193.20 |
+3.66 |
1,932 |
16,520 |
-30 |
| Feb11 |
100901 |
192.63 |
196.51 |
192.63 |
195.70 |
+3.78 |
833 |
5,723 |
+85 |
| Mar11 |
100901 |
197.14 |
198.75 |
197.05 |
198.13 |
+3.79 |
748 |
5,097 |
+17 |
| Apr11 |
100901 |
209.61 |
211.10 |
209.36 |
210.47 |
+3.93 |
737 |
8,876 |
+73 |
| May11 |
100901 |
211.92 |
211.92 |
211.71 |
211.71 |
+3.93 |
108 |
3,534 |
+20 |
| Jun11 |
100901 |
208.50 |
212.83 |
208.50 |
212.83 |
+3.95 |
192 |
7,590 |
-117 |
| Jul11 |
100901 |
213.24 |
213.24 |
213.24 |
213.24 |
+3.95 |
15 |
2,004 |
+0 |
| Total Volume and Open Interest |
86,407 |
236,022 |
-7,377 |
| e-miNY RBOB Gasoline(NYM) |
| Oct10 |
100901 |
188.90 |
188.91 |
188.90 |
188.90 |
+3.20 |
0 |
2 |
+0 |
| Nov10 |
100901 |
189.50 |
189.50 |
189.50 |
189.50 |
+3.50 |
0 |
1 |
+0 |
| Dec10 |
100901 |
190.90 |
190.90 |
190.88 |
190.90 |
+3.60 |
0 |
1 |
+0 |
| Jan11 |
100901 |
193.20 |
193.20 |
193.20 |
193.20 |
+3.70 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
0 |
10 |
-4 |
| Natural Gas(NYM) |
| Oct10 |
100901 |
3.790 |
3.878 |
3.708 |
3.762 |
-0.054 |
89,610 |
198,257 |
-4,262 |
| Nov10 |
100901 |
4.100 |
4.174 |
4.040 |
4.059 |
-0.089 |
26,555 |
146,536 |
+2,005 |
| Dec10 |
100901 |
4.456 |
4.504 |
4.386 |
4.415 |
-0.077 |
13,492 |
59,339 |
+1,093 |
| Jan11 |
100901 |
4.601 |
4.669 |
4.559 |
4.584 |
-0.070 |
13,147 |
84,854 |
+343 |
| Feb11 |
100901 |
4.606 |
4.662 |
4.558 |
4.581 |
-0.066 |
4,087 |
21,282 |
-400 |
| Mar11 |
100901 |
4.536 |
4.592 |
4.488 |
4.516 |
-0.064 |
6,554 |
56,101 |
-361 |
| Apr11 |
100901 |
4.470 |
4.515 |
4.407 |
4.439 |
-0.061 |
7,613 |
52,205 |
-58 |
| May11 |
100901 |
4.506 |
4.535 |
4.442 |
4.465 |
-0.060 |
1,900 |
21,488 |
+99 |
| Jun11 |
100901 |
4.550 |
4.587 |
4.503 |
4.520 |
-0.059 |
1,700 |
8,428 |
-136 |
| Jul11 |
100901 |
4.600 |
4.658 |
4.568 |
4.591 |
-0.060 |
1,190 |
7,427 |
-19 |
| Aug11 |
100901 |
4.655 |
4.706 |
4.620 |
4.641 |
-0.062 |
1,291 |
8,214 |
-4 |
| Sep11 |
100901 |
4.669 |
4.727 |
4.640 |
4.663 |
-0.061 |
2,407 |
7,828 |
-367 |
| Oct11 |
100901 |
4.761 |
4.807 |
4.719 |
4.745 |
-0.059 |
3,904 |
20,711 |
+792 |
| Nov11 |
100901 |
5.015 |
5.038 |
4.971 |
4.998 |
-0.056 |
1,605 |
7,077 |
+342 |
| Dec11 |
100901 |
5.311 |
5.353 |
5.280 |
5.303 |
-0.051 |
500 |
16,041 |
+9 |
| Jan12 |
100901 |
5.490 |
5.527 |
5.460 |
5.480 |
-0.049 |
617 |
13,871 |
-44 |
| Total Volume and Open Interest |
177,035 |
816,014 |
-776 |
| Brent Crude Oil(ICE) |
| Oct10 |
100901 |
74.46 |
76.76 |
74.42 |
76.35 |
+1.71 |
72,787 |
213,278 |
-4,654 |
| Nov10 |
100901 |
74.76 |
77.14 |
74.75 |
76.72 |
+1.74 |
35,719 |
171,084 |
+1,308 |
| Dec10 |
100901 |
75.37 |
77.71 |
75.37 |
77.32 |
+1.74 |
35,839 |
128,558 |
+3,666 |
| Jan11 |
100901 |
76.15 |
78.23 |
76.15 |
77.94 |
+1.74 |
8,399 |
43,338 |
+4,398 |
| Feb11 |
100901 |
76.76 |
78.80 |
76.76 |
78.52 |
+1.73 |
3,657 |
25,715 |
-484 |
| Mar11 |
100901 |
77.38 |
79.39 |
77.35 |
79.12 |
+1.72 |
4,532 |
20,104 |
+691 |
| Apr11 |
100901 |
77.96 |
79.85 |
77.94 |
79.71 |
+1.72 |
2,962 |
13,368 |
+756 |
| May11 |
100901 |
78.49 |
80.38 |
78.47 |
80.25 |
+1.72 |
2,166 |
16,538 |
+178 |
| Jun11 |
100901 |
78.99 |
80.95 |
78.97 |
80.76 |
+1.72 |
3,696 |
28,216 |
+426 |
| Jul11 |
100901 |
81.24 |
81.24 |
81.24 |
81.24 |
+1.72 |
273 |
8,655 |
+543 |
| Aug11 |
100901 |
81.67 |
81.67 |
81.67 |
81.67 |
+1.71 |
244 |
5,267 |
+131 |
| Sep11 |
100901 |
82.05 |
82.05 |
82.05 |
82.05 |
+1.71 |
168 |
5,853 |
+19 |
| Oct11 |
100901 |
82.40 |
82.40 |
82.40 |
82.40 |
+1.71 |
554 |
4,353 |
+185 |
| Nov11 |
100901 |
82.73 |
82.73 |
82.73 |
82.73 |
+1.71 |
495 |
8,180 |
-58 |
| Total Volume and Open Interest |
179,199 |
813,732 |
+7,416 |
| Gas Oil(ICE) |
| Sep10 |
100901 |
631.00 |
650.00 |
630.75 |
645.50 |
+4.25 |
16,815 |
92,827 |
-5,013 |
| Oct10 |
100901 |
634.25 |
653.25 |
634.00 |
648.75 |
+4.00 |
31,486 |
120,805 |
+1,087 |
| Nov10 |
100901 |
637.50 |
656.25 |
637.00 |
652.00 |
+4.25 |
8,667 |
61,921 |
+1,641 |
| Dec10 |
100901 |
640.75 |
659.25 |
640.75 |
655.00 |
+4.00 |
8,787 |
92,424 |
+183 |
| Jan11 |
100901 |
650.50 |
663.50 |
646.00 |
659.75 |
+4.25 |
2,725 |
44,730 |
+180 |
| Feb11 |
100901 |
651.50 |
667.00 |
651.50 |
663.75 |
+4.50 |
481 |
28,311 |
-347 |
| Mar11 |
100901 |
659.50 |
667.25 |
659.25 |
667.25 |
+4.50 |
158 |
17,708 |
+194 |
| Apr11 |
100901 |
663.00 |
673.75 |
663.00 |
670.50 |
+4.50 |
264 |
17,058 |
+229 |
| May11 |
100901 |
666.50 |
673.75 |
666.25 |
673.75 |
+4.25 |
76 |
16,572 |
+19 |
| Jun11 |
100901 |
665.50 |
680.50 |
665.50 |
677.25 |
+4.25 |
1,369 |
46,401 |
+437 |
| Total Volume and Open Interest |
73,801 |
653,894 |
+1,428 |
| Ethanol(CBOT) |
| Sep10 |
100901 |
1.945 |
1.945 |
1.941 |
1.944 |
+0.006 |
74 |
284 |
+33 |
| Oct10 |
100901 |
1.836 |
1.843 |
1.833 |
1.839 |
+0.013 |
67 |
907 |
-18 |
| Nov10 |
100901 |
1.785 |
1.798 |
1.785 |
1.792 |
+0.017 |
22 |
1,016 |
+9 |
| Dec10 |
100901 |
1.780 |
1.784 |
1.780 |
1.783 |
+0.023 |
20 |
1,880 |
+2 |
| Jan11 |
100901 |
1.783 |
1.785 |
1.783 |
1.784 |
+0.022 |
27 |
1,382 |
-12 |
| Feb11 |
100901 |
1.799 |
1.800 |
1.799 |
1.799 |
+0.016 |
11 |
883 |
+1 |
| Mar11 |
100901 |
1.805 |
1.805 |
1.805 |
1.805 |
+0.015 |
10 |
691 |
+8 |
| Apr11 |
100901 |
1.785 |
1.815 |
1.785 |
1.815 |
+0.016 |
1 |
642 |
+1 |
| Total Volume and Open Interest |
292 |
10,301 |
+66 |
| WTI Crude Oil(ICE |
| Oct10 |
100901 |
71.81 |
74.50 |
71.77 |
73.91 |
+1.99 |
58,528 |
87,052 |
+673 |
| Nov10 |
100901 |
73.51 |
75.86 |
73.51 |
75.36 |
+1.82 |
32,831 |
60,591 |
+9,155 |
| Dec10 |
100901 |
75.12 |
77.28 |
75.12 |
76.86 |
+1.76 |
26,961 |
100,363 |
+1,238 |
| Jan11 |
100901 |
76.84 |
78.16 |
76.84 |
77.90 |
+1.71 |
4,359 |
16,866 |
+1,840 |
| Feb11 |
100901 |
77.99 |
78.93 |
77.99 |
78.71 |
+1.66 |
1,588 |
12,248 |
+1,368 |
| Mar11 |
100901 |
78.62 |
79.54 |
78.62 |
79.37 |
+1.69 |
2,532 |
9,847 |
+685 |
| Apr11 |
100901 |
79.09 |
79.87 |
79.09 |
79.86 |
+1.72 |
1,295 |
7,476 |
+1,442 |
| May11 |
100901 |
79.52 |
80.32 |
79.52 |
80.32 |
+1.75 |
814 |
3,837 |
-42 |
| Jun11 |
100901 |
80.46 |
80.93 |
80.46 |
80.75 |
+1.76 |
3,227 |
23,153 |
+575 |
| Jul11 |
100901 |
81.15 |
81.15 |
81.15 |
81.15 |
+1.76 |
360 |
10,080 |
-406 |
| Aug11 |
100901 |
81.48 |
81.48 |
81.48 |
81.48 |
+1.75 |
315 |
3,646 |
+167 |
| Sep11 |
100901 |
81.80 |
81.80 |
81.80 |
81.80 |
+1.75 |
164 |
3,784 |
+2 |
| Oct11 |
100901 |
82.11 |
82.11 |
82.11 |
82.11 |
+1.75 |
71 |
3,149 |
-3 |
| Nov11 |
100901 |
82.43 |
82.43 |
82.43 |
82.43 |
+1.74 |
58 |
5,774 |
-44 |
| Dec11 |
100901 |
81.80 |
82.96 |
81.80 |
82.77 |
+1.73 |
4,691 |
46,824 |
-1,407 |
| Jan12 |
100901 |
82.98 |
82.98 |
82.98 |
82.98 |
+1.72 |
20 |
4,616 |
+0 |
| Total Volume and Open Interest |
138,803 |
461,645 |
+15,983 |
| US Dollar Index(ICE) |
| Sep10 |
100901 |
83.180 |
83.265 |
82.225 |
82.550 |
-0.705 |
14,616 |
23,878 |
-486 |
| Dec10 |
100901 |
83.485 |
83.530 |
82.570 |
82.880 |
-0.715 |
142 |
944 |
+22 |
| Mar11 |
100901 |
83.240 |
83.240 |
83.240 |
83.240 |
-0.715 |
|
|
|
| Total Volume and Open Interest |
14,758 |
24,824 |
-464 |
| Australian Dollar(CME) |
| Sep10 |
100901 |
89.10 |
91.04 |
89.00 |
90.72 |
+2.04 |
61,362 |
100,025 |
-1,606 |
| Dec10 |
100901 |
88.20 |
90.01 |
88.08 |
89.74 |
+2.01 |
728 |
3,231 |
+115 |
| Mar11 |
100901 |
88.78 |
88.78 |
86.81 |
88.78 |
+1.97 |
2 |
8 |
+1 |
| Total Volume and Open Interest |
62,092 |
103,420 |
-1,490 |
| British Pound(CME) |
| Sep10 |
100901 |
153.46 |
154.91 |
153.34 |
154.43 |
+1.12 |
61,259 |
137,623 |
+4,009 |
| Dec10 |
100901 |
153.40 |
154.80 |
153.22 |
154.34 |
+1.12 |
324 |
2,974 |
-53 |
| Mar11 |
100901 |
153.07 |
154.26 |
153.07 |
154.26 |
+1.12 |
0 |
146 |
+0 |
| Total Volume and Open Interest |
61,583 |
140,744 |
+3,956 |
| Canadian Dollar(CME) |
| Sep10 |
100901 |
93.88 |
95.36 |
93.85 |
95.01 |
+1.33 |
63,478 |
91,214 |
+995 |
| Dec10 |
100901 |
93.74 |
95.17 |
93.71 |
94.85 |
+1.32 |
1,136 |
11,830 |
+261 |
| Mar11 |
100901 |
93.56 |
94.86 |
93.38 |
94.70 |
+1.32 |
71 |
1,160 |
+17 |
| Jun11 |
100901 |
93.86 |
94.52 |
93.20 |
94.52 |
+1.32 |
1 |
415 |
+1 |
| Total Volume and Open Interest |
64,686 |
104,665 |
+1,274 |
| Japanese Yen(CME) |
| Sep10 |
100901 |
118.83 |
119.55 |
118.11 |
118.39 |
-0.57 |
121,878 |
133,134 |
+3,387 |
| Dec10 |
100901 |
118.93 |
119.66 |
118.24 |
118.51 |
-0.58 |
1,985 |
3,711 |
+606 |
| Mar11 |
100901 |
118.66 |
119.24 |
118.66 |
118.66 |
-0.58 |
0 |
74 |
+0 |
| Total Volume and Open Interest |
123,864 |
136,988 |
+3,994 |
| Swiss Franc(CME) |
| Sep10 |
100901 |
98.57 |
99.37 |
98.21 |
98.41 |
unch |
25,152 |
57,947 |
+2,087 |
| Dec10 |
100901 |
98.51 |
99.45 |
98.32 |
98.50 |
unch |
431 |
940 |
+258 |
| Mar11 |
100901 |
98.61 |
98.61 |
98.60 |
98.61 |
+0.01 |
0 |
11 |
+0 |
| Total Volume and Open Interest |
25,583 |
58,899 |
+2,345 |
| EuroFX(CME) |
| Sep10 |
100901 |
126.88 |
128.56 |
126.62 |
127.96 |
+1.34 |
184,358 |
230,064 |
-934 |
| Dec10 |
100901 |
126.84 |
128.54 |
126.66 |
127.94 |
+1.34 |
3,014 |
10,340 |
+942 |
| Mar11 |
100901 |
127.92 |
127.92 |
126.58 |
127.92 |
+1.34 |
0 |
313 |
+0 |
| Total Volume and Open Interest |
187,372 |
240,724 |
+8 |
| Mexican Peso(CME) |
| Sep10 |
100901 |
755.2 |
766.8 |
755.2 |
762.5 |
+9.0 |
31,946 |
85,334 |
-3,612 |
| Oct10 |
100901 |
761.0 |
761.0 |
751.8 |
761.0 |
+9.2 |
|
|
|
| Total Volume and Open Interest |
32,325 |
87,117 |
-3,508 |
| 30-Year T-Bonds(CBOT) |
| Sep10 |
100901 |
134~100 |
134~190 |
134~100 |
134~190 |
-1~270 |
|
|
|
| Dec10 |
100901 |
135~040 |
135~040 |
132~100 |
133~060 |
-1~270 |
304,716 |
690,848 |
+102,039 |
| Mar11 |
100901 |
132~140 |
133~290 |
131~190 |
132~020 |
-1~270 |
0 |
32 |
+0 |
| Total Volume and Open Interest |
726,673 |
835,984 |
+45,965 |
| 10-Year T-Notes(CBOT) |
| Sep10 |
100901 |
126~160 |
126~200 |
125~110 |
125~235 |
-0~245 |
1,339,427 |
376,668 |
-175,134 |
| Dec10 |
100901 |
125~200 |
125~200 |
124~125 |
124~255 |
-0~265 |
844,266 |
1,649,268 |
+257,956 |
| Mar11 |
100901 |
124~145 |
124~310 |
124~045 |
124~045 |
-0~265 |
0 |
66 |
+0 |
| Total Volume and Open Interest |
2,183,693 |
2,026,036 |
+82,822 |
| 5-Year T-Notes(CBOT) |
| Sep10 |
100901 |
120~077 |
120~093 |
120~075 |
120~093 |
-0~044 |
|
|
|
| Dec10 |
100901 |
120~043 |
120~043 |
119~089 |
119~122 |
-0~047 |
356,816 |
794,085 |
+96,481 |
| Mar11 |
100901 |
119~000 |
119~047 |
119~000 |
119~000 |
-0~047 |
|
|
|
| Total Volume and Open Interest |
836,802 |
1,071,592 |
-38,800 |
| 2 Year T-Notes(CBOT) |
| Sep10 |
100901 |
109~084 |
109~087 |
109~084 |
109~087 |
-0~005 |
|
|
|
| Dec10 |
100901 |
109~075 |
109~075 |
109~059 |
109~068 |
-0~005 |
237,059 |
592,953 |
+52,242 |
| Mar11 |
100901 |
109~042 |
109~047 |
109~042 |
109~042 |
-0~005 |
|
|
|
| Total Volume and Open Interest |
559,657 |
718,443 |
-24,461 |
| Eurodollars(CME) |
| Sep10 |
100901 |
99.685 |
99.695 |
99.685 |
99.688 |
unch |
87,407 |
831,730 |
-12,971 |
| Dec10 |
100901 |
99.585 |
99.595 |
99.560 |
99.580 |
-0.005 |
115,741 |
1,108,120 |
-9,903 |
| Mar11 |
100901 |
99.530 |
99.535 |
99.490 |
99.515 |
-0.010 |
171,160 |
1,101,014 |
-1,745 |
| Jun11 |
100901 |
99.450 |
99.450 |
99.395 |
99.420 |
-0.020 |
151,720 |
887,376 |
-2,314 |
| Sep11 |
100901 |
99.340 |
99.340 |
99.275 |
99.305 |
-0.025 |
147,002 |
954,486 |
+15,197 |
| Dec11 |
100901 |
99.185 |
99.190 |
99.110 |
99.155 |
-0.025 |
158,656 |
739,534 |
+17,826 |
| Mar12 |
100901 |
99.015 |
99.030 |
98.930 |
98.990 |
-0.030 |
102,294 |
499,944 |
-605 |
| Jun12 |
100901 |
98.845 |
98.850 |
98.740 |
98.810 |
-0.035 |
109,132 |
376,455 |
-877 |
| Sep12 |
100901 |
98.680 |
98.685 |
98.565 |
98.640 |
-0.040 |
74,459 |
281,004 |
+9,424 |
| Dec12 |
100901 |
98.495 |
98.495 |
98.370 |
98.450 |
-0.045 |
51,110 |
193,601 |
-1,043 |
| Mar13 |
100901 |
98.335 |
98.340 |
98.210 |
98.285 |
-0.055 |
35,146 |
207,394 |
-6,186 |
| Jun13 |
100901 |
98.145 |
98.155 |
98.020 |
98.100 |
-0.060 |
30,631 |
130,561 |
-1,619 |
| Sep13 |
100901 |
97.970 |
97.975 |
97.840 |
97.915 |
-0.070 |
12,849 |
98,713 |
-304 |
| Dec13 |
100901 |
97.785 |
97.785 |
97.650 |
97.725 |
-0.075 |
12,148 |
79,872 |
-1,003 |
| Mar14 |
100901 |
97.630 |
97.630 |
97.490 |
97.565 |
-0.080 |
11,836 |
77,657 |
-816 |
| Jun14 |
100901 |
97.455 |
97.465 |
97.315 |
97.395 |
-0.080 |
8,694 |
49,973 |
-547 |
| Sep14 |
100901 |
97.285 |
97.305 |
97.150 |
97.235 |
-0.080 |
5,603 |
38,930 |
-263 |
| Dec14 |
100901 |
97.120 |
97.145 |
96.985 |
97.070 |
-0.080 |
3,759 |
60,872 |
-164 |
| Total Volume and Open Interest |
1,312,991 |
7,882,433 |
+2,530 |
| 30 Day Federal Funds(CBOT) |
| Sep10 |
100901 |
99.810 |
99.815 |
99.810 |
99.815 |
unch |
4,842 |
51,818 |
-294 |
| Oct10 |
100901 |
99.820 |
99.820 |
99.810 |
99.815 |
-0.005 |
3,316 |
66,471 |
-935 |
| Nov10 |
100901 |
99.820 |
99.820 |
99.810 |
99.820 |
unch |
1,927 |
82,425 |
+140 |
| Dec10 |
100901 |
99.820 |
99.820 |
99.810 |
99.820 |
unch |
2,179 |
76,503 |
+127 |
| Jan11 |
100901 |
99.825 |
99.825 |
99.815 |
99.825 |
unch |
2,757 |
61,969 |
-100 |
| Feb11 |
100901 |
99.815 |
99.815 |
99.810 |
99.815 |
unch |
1,296 |
55,353 |
-659 |
| Total Volume and Open Interest |
25,056 |
624,644 |
-241 |
| 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) |
| Sep10 |
100901 |
99.668 |
99.668 |
99.660 |
99.660 |
unch |
0 |
1,390 |
+0 |
| Dec10 |
100901 |
99.695 |
99.695 |
99.695 |
99.695 |
+0.005 |
0 |
542 |
+0 |
| Mar11 |
100901 |
99.710 |
99.710 |
99.710 |
99.710 |
+0.005 |
0 |
367 |
+0 |
| Jun11 |
100901 |
99.738 |
99.738 |
99.738 |
99.738 |
+0.005 |
|
|
|
| Sep11 |
100901 |
99.740 |
99.740 |
99.740 |
99.740 |
+0.005 |
|
|
|
| Dec11 |
100901 |
99.745 |
99.745 |
99.745 |
99.745 |
+0.005 |
|
|
|
| Mar12 |
100901 |
99.710 |
99.710 |
99.710 |
99.710 |
+0.005 |
|
|
|
| Jun12 |
100901 |
99.760 |
99.760 |
99.760 |
99.760 |
+0.005 |
|
|
|
| Sep12 |
100901 |
99.820 |
99.820 |
99.820 |
99.820 |
+0.005 |
|
|
|
| Dec12 |
100901 |
99.515 |
99.515 |
99.515 |
99.515 |
+0.005 |
|
|
|
| Total Volume and Open Interest |
0 |
2,299 |
+0 |
| 3-Mth Euro-Yen(SGX) |
| Sep10 |
100901 |
99.67 |
99.67 |
99.66 |
99.66 |
+0.01 |
0 |
3,745 |
+0 |
| Dec10 |
100901 |
99.71 |
99.71 |
99.69 |
99.69 |
+0.00 |
0 |
1,942 |
+75 |
| Mar11 |
100901 |
99.71 |
99.71 |
99.71 |
99.71 |
+0.00 |
0 |
2,043 |
+0 |
| Jun11 |
100901 |
99.74 |
99.74 |
99.74 |
99.74 |
+0.01 |
0 |
3,135 |
+250 |
| Sep11 |
100901 |
99.74 |
99.74 |
99.74 |
99.74 |
+0.00 |
0 |
111 |
+0 |
| Dec11 |
100901 |
99.75 |
99.75 |
99.75 |
99.75 |
+0.01 |
0 |
110 |
+0 |
| Mar12 |
100901 |
99.71 |
99.71 |
99.71 |
99.71 |
+0.00 |
0 |
305 |
+0 |
| Jun12 |
100901 |
99.76 |
99.76 |
99.76 |
99.76 |
+0.01 |
0 |
754 |
+0 |
| Total Volume and Open Interest |
0 |
12,457 |
+325 |
| Japanese Gov't Bonds(SGX) |
| Sep10 |
100901 |
142.95 |
142.97 |
142.34 |
142.50 |
-0.37 |
2,200 |
24,602 |
+756 |
| Dec10 |
100901 |
142.75 |
142.75 |
142.25 |
142.27 |
-0.47 |
566 |
2,150 |
+974 |
| Mar11 |
100901 |
140.18 |
140.18 |
140.18 |
140.18 |
-0.47 |
|
|
|
| Total Volume and Open Interest |
4,078 |
26,049 |
+494 |
| Euro-Bund(EUREX) |
| Sep10 |
100901 |
134.12 |
134.37 |
133.02 |
133.23 |
-0.96 |
1,121,507 |
963,433 |
-11,146 |
| Dec10 |
100901 |
132.71 |
132.89 |
131.55 |
131.76 |
-1.20 |
26,379 |
102,878 |
+18,483 |
| Mar11 |
100901 |
132.27 |
132.37 |
131.59 |
131.74 |
-1.24 |
12 |
51 |
+11 |
| Total Volume and Open Interest |
499,309 |
1,084,359 |
+36,491 |
| Euro-Bobl(EUREX) |
| Sep10 |
100901 |
122.55 |
122.71 |
122.07 |
122.24 |
-0.37 |
232,923 |
756,090 |
-5,564 |
| Dec10 |
100901 |
121.30 |
121.39 |
120.76 |
120.92 |
-0.41 |
18,116 |
90,766 |
+10,782 |
| Mar11 |
100901 |
120.24 |
120.24 |
120.24 |
120.24 |
-0.37 |
|
|
|
| Total Volume and Open Interest |
251,039 |
846,856 |
+5,218 |
| 3-Mth Euribor(EUREX) |
| Sep10 |
100901 |
99.120 |
99.125 |
99.115 |
99.125 |
+0.005 |
19 |
3,423 |
-8 |
| Dec10 |
100901 |
99.095 |
99.095 |
99.085 |
99.085 |
unch |
38 |
2,691 |
+4 |
| Mar11 |
100901 |
99.040 |
99.040 |
99.035 |
99.035 |
-0.010 |
11 |
1,275 |
-1 |
| Total Volume and Open Interest |
111 |
11,646 |
+18 |
| Long Gilt(LIFFE) |
| Sep10 |
100827 |
126~01 |
126~18 |
125~20 |
125~30 |
-0~02 |
266,523 |
129,375 |
-63,871 |
| Dec10 |
100901 |
125~04 |
125~09 |
124~03 |
124~09 |
-0~31 |
76,309 |
263,175 |
-644 |
| Total Volume and Open Interest |
131,392 |
317,930 |
-11,044 |
| 3-Mth Short Sterling(LIFFE) |
| Sep10 |
100901 |
99.28 |
99.28 |
99.26 |
99.26 |
-0.01 |
5,669 |
325,359 |
+437 |
| Dec10 |
100901 |
99.23 |
99.24 |
99.20 |
99.21 |
-0.01 |
26,023 |
361,689 |
-3,962 |
| Mar11 |
100901 |
99.18 |
99.20 |
99.15 |
99.16 |
-0.01 |
35,857 |
302,735 |
+5,538 |
| Jun11 |
100901 |
99.11 |
99.13 |
99.07 |
99.08 |
-0.02 |
31,497 |
309,931 |
-171 |
| Sep11 |
100901 |
99.01 |
99.03 |
98.96 |
98.97 |
-0.03 |
37,833 |
358,073 |
-241 |
| Dec11 |
100901 |
98.86 |
98.88 |
98.80 |
98.81 |
-0.04 |
36,602 |
400,145 |
+5,956 |
| Total Volume and Open Interest |
221,222 |
2,574,421 |
+8,256 |
| 3-Mth Euribor(LIFFE) |
| Sep10 |
100901 |
99.125 |
99.125 |
99.115 |
99.125 |
+0.005 |
46,582 |
584,721 |
-5,911 |
| Dec10 |
100901 |
99.095 |
99.100 |
99.080 |
99.085 |
unch |
40,548 |
596,050 |
-5,658 |
| Mar11 |
100901 |
99.060 |
99.070 |
99.025 |
99.035 |
-0.010 |
42,258 |
588,233 |
-1,565 |
| Total Volume and Open Interest |
404,563 |
3,687,454 |
+10,835 |
| 3-Mth Aus T-Bills(SFE) |
| Sep10 |
100901 |
95.28 |
95.28 |
95.24 |
95.25 |
-0.03 |
12,702 |
98,775 |
-6,066 |
| Dec10 |
100901 |
95.38 |
95.40 |
95.29 |
95.32 |
-0.06 |
32,814 |
219,011 |
+4,721 |
| Mar11 |
100901 |
95.39 |
95.42 |
95.30 |
95.31 |
-0.09 |
15,032 |
118,408 |
+4,914 |
| Jun11 |
100901 |
95.41 |
95.44 |
95.31 |
95.31 |
-0.10 |
5,342 |
70,062 |
+177 |
| Sep11 |
100901 |
95.39 |
95.43 |
95.29 |
95.29 |
-0.10 |
1,813 |
41,428 |
+883 |
| Dec11 |
100901 |
95.33 |
95.34 |
95.24 |
95.24 |
-0.09 |
2,290 |
33,711 |
+1,095 |
| Mar12 |
100901 |
95.30 |
95.30 |
95.20 |
95.20 |
-0.08 |
2,096 |
30,132 |
+729 |
| Jun12 |
100901 |
95.28 |
95.29 |
95.18 |
95.18 |
-0.07 |
574 |
11,752 |
-81 |
| Sep12 |
100901 |
95.19 |
95.19 |
95.16 |
95.16 |
-0.08 |
178 |
2,541 |
+7 |
| Dec12 |
100901 |
95.14 |
95.14 |
95.13 |
95.13 |
-0.08 |
105 |
1,194 |
+96 |
| Total Volume and Open Interest |
73,354 |
628,273 |
+6,654 |
| 10-Year Aus T-Bonds(SFE) |
| Sep10 |
100901 |
95.25 |
95.29 |
95.20 |
95.20 |
-0.04 |
53,627 |
366,361 |
+18,768 |
| Dec10 |
100901 |
95.19 |
95.19 |
95.17 |
95.17 |
-0.04 |
|
|
|
| Total Volume and Open Interest |
53,627 |
366,361 |
+18,768 |
| 3-Year Aus T-Bonds(SFE) |
| Sep10 |
100901 |
95.71 |
95.74 |
95.61 |
95.62 |
-0.09 |
222,479 |
608,555 |
+27,130 |
| Dec10 |
100901 |
95.57 |
95.57 |
95.57 |
95.57 |
-0.09 |
|
|
|
| Total Volume and Open Interest |
222,479 |
608,555 |
+27,130 |
| Gold(CMX) |
| Oct10 |
100901 |
1249.0 |
1255.3 |
1243.2 |
1246.8 |
-2.2 |
2,077 |
43,288 |
-1,940 |
| Dec10 |
100901 |
1250.3 |
1256.6 |
1244.1 |
1248.1 |
-2.2 |
38,820 |
373,442 |
-112 |
| Feb11 |
100901 |
1250.0 |
1257.9 |
1246.4 |
1249.6 |
-2.2 |
151 |
20,194 |
+24 |
| Apr11 |
100901 |
1251.1 |
1257.3 |
1248.9 |
1250.9 |
-2.2 |
53 |
17,065 |
-1 |
| Jun11 |
100901 |
601.8 |
604.8 |
595.2 |
596.9 |
-2.2 |
70 |
15,475 |
+55 |
| Aug11 |
100901 |
1253.8 |
1253.8 |
1253.8 |
1253.8 |
-2.1 |
62 |
8,912 |
+0 |
| Oct11 |
100901 |
1260.1 |
1260.1 |
1255.5 |
1255.5 |
-2.0 |
0 |
7,371 |
+0 |
| Dec11 |
100901 |
1257.5 |
1263.0 |
1253.8 |
1257.3 |
-1.9 |
119 |
14,948 |
-25 |
| Feb12 |
100901 |
1259.4 |
1259.4 |
1259.4 |
1259.4 |
-1.7 |
0 |
6,671 |
+0 |
| Apr12 |
100901 |
1261.8 |
1261.8 |
1261.8 |
1261.8 |
-1.6 |
0 |
6,156 |
+0 |
| Jun12 |
100901 |
1264.4 |
1264.4 |
1264.4 |
1264.4 |
-1.3 |
60 |
8,402 |
+5 |
| Total Volume and Open Interest |
41,657 |
563,010 |
-2,005 |
| Silver(CMX) |
| Sep10 |
100901 |
1938.5 |
1949.5 |
1930.0 |
1935.9 |
-3.9 |
6,886 |
3,002 |
-3,457 |
| Dec10 |
100901 |
1940.5 |
1953.5 |
1932.0 |
1939.3 |
-3.9 |
17,580 |
89,653 |
+1,989 |
| Mar11 |
100901 |
1940.5 |
1953.0 |
1938.0 |
1943.7 |
-3.9 |
1,087 |
13,135 |
+693 |
| May11 |
100901 |
1945.5 |
1945.9 |
1945.5 |
1945.9 |
-3.9 |
147 |
7,906 |
-1 |
| Jul11 |
100901 |
1955.5 |
1960.0 |
1943.0 |
1948.1 |
-3.9 |
16 |
5,574 |
+0 |
| Sep11 |
100901 |
1950.3 |
1950.3 |
1950.3 |
1950.3 |
-3.9 |
18 |
760 |
+0 |
| Dec11 |
100901 |
1952.0 |
1954.5 |
1947.0 |
1953.3 |
-3.9 |
13 |
4,216 |
+3 |
| Total Volume and Open Interest |
25,898 |
129,420 |
-652 |
| Platinum(NYMEX) |
| Oct10 |
100901 |
1524.1 |
1541.2 |
1518.8 |
1535.7 |
+12.2 |
2,116 |
28,217 |
-293 |
| Jan11 |
100901 |
1523.7 |
1544.2 |
1523.7 |
1540.9 |
+12.4 |
528 |
2,229 |
+319 |
| Apr11 |
100901 |
1544.4 |
1544.4 |
1544.4 |
1544.4 |
+12.8 |
8 |
208 |
+7 |
| Jul11 |
100901 |
1544.4 |
1544.4 |
1544.4 |
1544.4 |
+12.8 |
|
|
|
| Total Volume and Open Interest |
2,652 |
30,654 |
+33 |
| Palladium(NYMEX) |
| Sep10 |
100901 |
503.75 |
525.30 |
503.35 |
518.35 |
+17.95 |
2,215 |
718 |
-1,043 |
| Dec10 |
100901 |
503.25 |
529.50 |
500.55 |
520.10 |
+18.25 |
2,672 |
19,544 |
+1,069 |
| Mar11 |
100901 |
521.40 |
521.40 |
521.40 |
521.40 |
+18.30 |
0 |
70 |
+0 |
| Total Volume and Open Interest |
4,887 |
20,344 |
+26 |
| Copper(CMX) |
| Sep10 |
100901 |
337.10 |
347.65 |
337.10 |
346.85 |
+10.75 |
12,586 |
7,377 |
-6,006 |
| Dec10 |
100901 |
338.05 |
348.60 |
337.35 |
347.75 |
+10.75 |
22,064 |
94,861 |
+1,964 |
| Mar11 |
100901 |
343.00 |
349.20 |
343.00 |
348.50 |
+10.70 |
505 |
18,391 |
+145 |
| May11 |
100901 |
344.75 |
348.60 |
344.75 |
348.60 |
+10.70 |
118 |
2,557 |
+79 |
| Jul11 |
100901 |
344.75 |
348.55 |
344.75 |
348.55 |
+10.70 |
8 |
2,905 |
+5 |
| Total Volume and Open Interest |
36,734 |
137,728 |
-4,203 |
| DJIA Index(CBOT) |
| Sep10 |
100901 |
10043 |
10280 |
10033 |
10272 |
+266 |
252 |
10,141 |
-11 |
| Dec10 |
100901 |
10000 |
10205 |
9980 |
10205 |
+266 |
6 |
50 |
+1 |
| Mar11 |
100901 |
10139 |
10139 |
9873 |
10139 |
+266 |
|
|
|
| Jun11 |
100901 |
10087 |
10087 |
9821 |
10087 |
+266 |
|
|
|
| Total Volume and Open Interest |
258 |
10,191 |
-10 |
| S & P 500(CME) |
| Sep10 |
100901 |
1051.10 |
1082.30 |
1050.90 |
1081.70 |
+33.40 |
16,539 |
306,125 |
-842 |
| Dec10 |
100901 |
1057.00 |
1077.00 |
1056.50 |
1076.70 |
+33.40 |
2,417 |
21,338 |
+2,022 |
| Mar11 |
100901 |
1071.60 |
1072.20 |
1071.60 |
1071.60 |
+33.40 |
50 |
904 |
+5 |
| Jun11 |
100901 |
1066.90 |
1067.50 |
1066.90 |
1066.90 |
+33.40 |
275 |
723 |
+260 |
| Total Volume and Open Interest |
19,281 |
329,090 |
+1,445 |
| S & P 500 E-Mini(Globex) |
| Sep10 |
100901 |
1051.75 |
1082.50 |
1050.75 |
1081.75 |
+33.50 |
1,506,592 |
2,930,569 |
+10,954 |
| Dec10 |
100901 |
1047.00 |
1077.50 |
1045.75 |
1076.75 |
+33.50 |
11,631 |
74,081 |
+6,899 |
| Total Volume and Open Interest |
1,518,229 |
3,004,950 |
+17,851 |
| NASDAQ 100(CME) |
| Sep10 |
100901 |
1773.30 |
1826.00 |
1771.50 |
1820.00 |
+53.50 |
481 |
25,166 |
+7 |
| Dec10 |
100901 |
1817.50 |
1820.00 |
1817.50 |
1817.50 |
+53.70 |
0 |
121 |
+2 |
| Mar11 |
100901 |
1815.00 |
1816.80 |
1815.00 |
1815.00 |
+53.70 |
|
|
|
| Total Volume and Open Interest |
481 |
25,287 |
+9 |
| NASDAQ 100 E-Mini(Globex) |
| Sep10 |
100901 |
1773.30 |
1825.00 |
1770.50 |
1820.00 |
+53.50 |
255,852 |
351,428 |
+3,781 |
| Dec10 |
100901 |
1771.80 |
1822.00 |
1771.00 |
1817.50 |
+53.70 |
1,748 |
1,403 |
-83 |
| Total Volume and Open Interest |
257,601 |
352,844 |
+3,699 |
| S & P Midcap 400(CME) |
| Sep10 |
100901 |
732.00 |
746.00 |
732.00 |
744.90 |
+23.80 |
630 |
3,489 |
-74 |
| Dec10 |
100901 |
742.60 |
742.60 |
742.60 |
742.60 |
+23.80 |
|
|
|
| Mar11 |
100901 |
740.60 |
740.60 |
740.60 |
740.60 |
+23.80 |
|
|
|
| Total Volume and Open Interest |
630 |
3,489 |
-74 |
| Russell 2000 E-Mini(Globex) |
| Nikkei 225(CME) |
| Sep10 |
100901 |
9115 |
9115 |
9115 |
9115 |
+280 |
|
|
|
| Dec10 |
100901 |
8830 |
9120 |
8830 |
9120 |
+280 |
96 |
194 |
+66 |
| Total Volume and Open Interest |
8,321 |
31,358 |
-1,140 |
| Nikkei 225(SGX) |
| Sep10 |
100901 |
8830 |
8935 |
8795 |
8915 |
+120 |
151,482 |
213,068 |
-2,458 |
| Dec10 |
100901 |
8800 |
8875 |
8760 |
8865 |
+125 |
527 |
5,469 |
+68 |
| Mar11 |
100901 |
8855 |
8855 |
8855 |
8855 |
+120 |
0 |
41 |
+0 |
| Total Volume and Open Interest |
152,016 |
222,228 |
-2,335 |
| CAC 40(EURONEXT) |
| Sep10 |
100901 |
3494.0 |
3628.0 |
3478.5 |
3624.5 |
+139.0 |
76,465 |
406,975 |
-7,891 |
| Oct10 |
100901 |
3498.0 |
3626.5 |
3494.5 |
3625.5 |
+139.0 |
39 |
521 |
+120 |
| Nov10 |
100901 |
3608.0 |
3608.0 |
3608.0 |
3608.0 |
+139.0 |
|
|
|
| Total Volume and Open Interest |
76,539 |
409,260 |
-7,736 |
| Hang Seng Index(HKFE) |
| Sep10 |
100901 |
20463 |
20540 |
20391 |
20474 |
+154 |
63,006 |
86,004 |
-490 |
| Oct10 |
100901 |
20455 |
20533 |
20395 |
20482 |
+168 |
0 |
205 |
|
| Total Volume and Open Interest |
79,744 |
88,436 |
|
| DAX(EUREX) |
| Sep10 |
100901 |
5932.0 |
6088.5 |
5876.0 |
6076.0 |
+166.5 |
99,568 |
150,853 |
-2,681 |
| Dec10 |
100901 |
5950.0 |
6096.0 |
5895.0 |
6084.5 |
+166.5 |
1,240 |
13,025 |
-244 |
| Mar11 |
100901 |
5954.5 |
6107.0 |
5906.5 |
6096.0 |
+167.0 |
896 |
4,000 |
+674 |
| Total Volume and Open Interest |
101,704 |
167,878 |
-2,251 |
| FT-SE 100(EURONEXT) |
| Sep10 |
100901 |
5243.00 |
5368.00 |
5220.00 |
5359.00 |
+157.50 |
111,352 |
647,534 |
+1,909 |
| Dec10 |
100901 |
5229.00 |
5343.00 |
5199.50 |
5336.50 |
+157.50 |
316 |
9,378 |
+130 |
| Mar11 |
100901 |
5207.50 |
5294.00 |
5207.50 |
5294.00 |
+157.50 |
0 |
946 |
+0 |
| Total Volume and Open Interest |
111,669 |
658,087 |
+2,038 |
| SPI 200(SFE) |
| Sep10 |
100901 |
4388.0 |
4494.0 |
4385.0 |
4493.0 |
+106.0 |
51,173 |
226,314 |
+3,694 |
| Dec10 |
100901 |
4420.0 |
4510.0 |
4420.0 |
4510.0 |
+105.0 |
20 |
4,101 |
+16 |
| Mar11 |
100901 |
4499.0 |
4499.0 |
4499.0 |
4499.0 |
+106.0 |
0 |
1,498 |
+0 |
| Total Volume and Open Interest |
51,241 |
232,575 |
+3,662 |
| GSCI(CME) |
| Sep10 |
100901 |
505.50 |
510.80 |
498.95 |
509.00 |
+10.00 |
357 |
14,271 |
+31 |
| Oct10 |
100901 |
512.20 |
517.00 |
503.95 |
515.00 |
+11.00 |
0 |
2 |
+0 |
| Nov10 |
100901 |
521.00 |
523.00 |
510.95 |
521.00 |
+10.00 |
|
|
|
| Total Volume and Open Interest |
357 |
14,273 |
+31 |
| 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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