|
MRCI's End of Day Prices |
Daily Futures Price Listing Mon October 20, 2008 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Nov08 |
081020 |
890.75 |
934.50 |
890.00 |
929.00 |
+35.00 |
99,557 |
107,311 |
-1,335 |
Jan09 |
081020 |
902.75 |
948.00 |
902.75 |
940.75 |
+34.00 |
46,480 |
128,663 |
+2,515 |
Mar09 |
081020 |
912.25 |
957.50 |
912.25 |
950.50 |
+33.75 |
6,786 |
30,206 |
-623 |
May09 |
081020 |
951.00 |
965.75 |
944.00 |
960.00 |
+34.00 |
2,382 |
16,289 |
+40 |
Jul09 |
081020 |
934.00 |
972.25 |
934.00 |
967.50 |
+34.75 |
6,011 |
26,299 |
+718 |
Aug09 |
081020 |
971.00 |
971.00 |
935.50 |
970.50 |
+35.00 |
28 |
1,232 |
+9 |
Sep09 |
081020 |
965.00 |
975.00 |
936.00 |
971.00 |
+35.00 |
33 |
515 |
-7 |
Nov09 |
081020 |
937.00 |
979.25 |
937.00 |
973.00 |
+36.00 |
3,454 |
41,321 |
+311 |
Jan10 |
081020 |
981.00 |
981.00 |
945.00 |
981.00 |
+36.00 |
11 |
31 |
-3 |
Mar10 |
081020 |
984.00 |
984.00 |
948.00 |
984.00 |
+36.00 |
1 |
5 |
+0 |
May10 |
081020 |
987.00 |
987.00 |
951.00 |
987.00 |
+36.00 |
|
|
|
Jul10 |
081020 |
990.00 |
990.00 |
954.50 |
990.00 |
+35.50 |
0 |
11 |
+0 |
Total Volume and Open Interest |
164,860 |
356,951 |
+1,590 |
Soybean Meal(CBOT) |
Dec08 |
081020 |
258.30 |
271.80 |
258.30 |
266.50 |
+8.30 |
22,693 |
77,786 |
-24 |
Jan09 |
081020 |
262.90 |
272.50 |
262.40 |
268.10 |
+8.30 |
3,739 |
15,821 |
+447 |
Mar09 |
081020 |
266.10 |
275.30 |
266.10 |
271.00 |
+8.30 |
2,443 |
18,569 |
+815 |
May09 |
081020 |
274.10 |
278.00 |
270.90 |
273.80 |
+8.50 |
1,446 |
11,035 |
+207 |
Jul09 |
081020 |
272.40 |
282.80 |
271.50 |
276.50 |
+8.70 |
1,691 |
16,230 |
+349 |
Aug09 |
081020 |
280.80 |
282.50 |
276.00 |
277.00 |
+8.70 |
247 |
4,348 |
-10 |
Sep09 |
081020 |
280.50 |
283.00 |
277.00 |
277.50 |
+9.20 |
118 |
3,058 |
+65 |
Oct09 |
081020 |
279.50 |
281.80 |
277.00 |
277.50 |
+9.00 |
62 |
1,554 |
+23 |
Dec09 |
081020 |
282.00 |
283.30 |
270.50 |
279.50 |
+9.00 |
224 |
7,283 |
-42 |
Jan10 |
081020 |
280.50 |
280.50 |
272.50 |
280.50 |
+8.00 |
16 |
135 |
+14 |
Total Volume and Open Interest |
32,685 |
156,148 |
+1,850 |
Soybean Oil(CBOT) |
Dec08 |
081020 |
35.68 |
37.65 |
35.60 |
37.61 |
+2.11 |
34,951 |
108,308 |
+2,448 |
Jan09 |
081020 |
36.10 |
38.13 |
36.10 |
38.11 |
+2.10 |
6,986 |
54,527 |
+1,044 |
Mar09 |
081020 |
36.70 |
38.63 |
36.70 |
38.60 |
+2.12 |
4,210 |
28,489 |
+328 |
May09 |
081020 |
37.73 |
38.95 |
37.73 |
38.93 |
+2.10 |
1,824 |
16,211 |
+848 |
Jul09 |
081020 |
37.46 |
39.18 |
37.46 |
39.18 |
+2.07 |
2,219 |
24,218 |
+296 |
Aug09 |
081020 |
38.54 |
39.37 |
38.30 |
39.37 |
+2.08 |
311 |
3,511 |
+35 |
Sep09 |
081020 |
38.64 |
39.56 |
38.63 |
39.56 |
+2.12 |
842 |
2,649 |
+74 |
Oct09 |
081020 |
38.83 |
39.64 |
38.65 |
39.64 |
+2.13 |
866 |
2,475 |
-73 |
Dec09 |
081020 |
39.07 |
39.84 |
38.67 |
39.84 |
+2.14 |
721 |
17,927 |
-24 |
Jan10 |
081020 |
39.94 |
39.94 |
37.80 |
39.94 |
+2.14 |
0 |
65 |
+0 |
Total Volume and Open Interest |
52,944 |
262,714 |
+4,978 |
Canola(WCE) |
Nov08 |
081020 |
409.0 |
433.1 |
409.0 |
427.8 |
+19.8 |
4,067 |
15,050 |
-233 |
Jan09 |
081020 |
418.6 |
442.7 |
418.0 |
436.9 |
+19.3 |
2,736 |
56,822 |
+878 |
Mar09 |
081020 |
427.2 |
450.0 |
427.2 |
446.4 |
+19.6 |
73 |
7,246 |
+2 |
May09 |
081020 |
434.0 |
461.0 |
434.0 |
455.8 |
+20.4 |
112 |
3,629 |
+3 |
Jul09 |
081020 |
452.8 |
468.8 |
452.8 |
463.6 |
+20.7 |
252 |
3,478 |
+166 |
Total Volume and Open Interest |
7,290 |
91,360 |
+844 |
Corn(CBOT) |
Dec08 |
081020 |
404.00 |
420.00 |
404.00 |
418.50 |
+15.50 |
107,661 |
442,389 |
-4,351 |
Mar09 |
081020 |
420.50 |
437.50 |
420.50 |
436.25 |
+15.75 |
26,485 |
201,080 |
+1,809 |
May09 |
081020 |
431.00 |
449.00 |
431.00 |
448.00 |
+16.25 |
6,948 |
52,625 |
+378 |
Jul09 |
081020 |
450.00 |
460.25 |
445.50 |
459.00 |
+16.00 |
9,971 |
111,533 |
+1,185 |
Sep09 |
081020 |
461.00 |
468.50 |
456.00 |
467.50 |
+16.50 |
1,187 |
22,026 |
+519 |
Dec09 |
081020 |
458.00 |
478.00 |
458.00 |
476.50 |
+18.50 |
8,998 |
112,670 |
-643 |
Mar10 |
081020 |
480.00 |
490.75 |
480.00 |
490.75 |
+18.00 |
227 |
9,137 |
+29 |
May10 |
081020 |
487.75 |
496.00 |
478.25 |
496.00 |
+17.75 |
20 |
486 |
+8 |
Jul10 |
081020 |
490.00 |
500.50 |
490.00 |
500.50 |
+17.75 |
156 |
2,372 |
+11 |
Total Volume and Open Interest |
161,892 |
981,325 |
-1,124 |
Wheat(CBOT) |
Dec08 |
081020 |
565.00 |
579.00 |
554.00 |
563.50 |
-2.75 |
27,551 |
150,795 |
-1,140 |
Mar09 |
081020 |
585.25 |
599.50 |
575.00 |
583.75 |
-2.75 |
3,421 |
56,228 |
+507 |
May09 |
081020 |
612.25 |
612.75 |
590.25 |
597.25 |
-3.00 |
783 |
6,395 |
+237 |
Jul09 |
081020 |
613.75 |
625.50 |
601.50 |
609.75 |
-4.00 |
1,889 |
38,047 |
+42 |
Sep09 |
081020 |
638.25 |
638.50 |
621.00 |
626.50 |
-4.00 |
429 |
2,970 |
+264 |
Dec09 |
081020 |
662.00 |
662.25 |
640.00 |
646.75 |
-4.00 |
897 |
15,082 |
+3 |
Total Volume and Open Interest |
35,058 |
275,762 |
-133 |
Wheat(KCBT) |
Dec08 |
081020 |
595.00 |
608.00 |
586.25 |
595.75 |
-1.75 |
4,230 |
46,361 |
-1,121 |
Mar09 |
081020 |
613.00 |
624.00 |
603.00 |
612.00 |
-2.50 |
1,919 |
17,171 |
-145 |
May09 |
081020 |
635.50 |
635.50 |
615.50 |
625.00 |
-1.50 |
977 |
5,494 |
+40 |
Jul09 |
081020 |
645.00 |
645.50 |
625.00 |
635.25 |
-1.75 |
1,007 |
13,663 |
+44 |
Sep09 |
081020 |
653.00 |
655.00 |
638.50 |
648.75 |
-1.75 |
272 |
2,643 |
+120 |
Dec09 |
081020 |
666.00 |
672.50 |
657.25 |
667.25 |
-1.75 |
137 |
2,719 |
+56 |
Total Volume and Open Interest |
8,561 |
89,577 |
-1,004 |
Wheat(MGE) |
Dec08 |
081020 |
642.25 |
646.00 |
631.00 |
642.75 |
+2.50 |
2,004 |
13,667 |
+168 |
Mar09 |
081020 |
643.00 |
651.25 |
634.75 |
642.75 |
-0.75 |
1,571 |
12,174 |
-586 |
May09 |
081020 |
657.50 |
659.00 |
643.25 |
649.75 |
-2.50 |
188 |
4,510 |
-71 |
Jul09 |
081020 |
660.75 |
665.00 |
649.50 |
655.50 |
-3.50 |
105 |
1,389 |
-1 |
Sep09 |
081020 |
672.50 |
672.50 |
655.00 |
660.00 |
-2.75 |
53 |
2,848 |
-47 |
Total Volume and Open Interest |
3,956 |
36,254 |
-530 |
Oats(CBOT) |
Dec08 |
081020 |
285.25 |
295.50 |
284.25 |
288.00 |
+6.00 |
701 |
8,711 |
-41 |
Mar09 |
081020 |
308.25 |
308.25 |
303.00 |
305.00 |
+6.00 |
108 |
2,717 |
-1 |
May09 |
081020 |
317.00 |
321.25 |
310.50 |
315.50 |
+5.00 |
70 |
1,812 |
+50 |
Jul09 |
081020 |
326.75 |
333.00 |
326.75 |
328.00 |
+6.00 |
4 |
412 |
+0 |
Total Volume and Open Interest |
1,202 |
15,632 |
+128 |
Rough Rice(CBOT) |
Nov08 |
081020 |
15.18 |
15.45 |
15.03 |
15.11 |
-0.11 |
501 |
2,878 |
-234 |
Jan09 |
081020 |
15.51 |
15.78 |
15.35 |
15.43 |
-0.12 |
451 |
3,258 |
+150 |
Mar09 |
081020 |
15.81 |
15.92 |
15.68 |
15.74 |
-0.13 |
125 |
966 |
-8 |
May09 |
081020 |
16.11 |
16.20 |
16.07 |
16.07 |
-0.13 |
11 |
452 |
+0 |
Total Volume and Open Interest |
1,096 |
7,706 |
-93 |
Live Cattle(CME) |
Oct08 |
081020 |
91.200 |
91.450 |
90.100 |
90.830 |
-0.220 |
2,918 |
8,782 |
-943 |
Dec08 |
081020 |
92.680 |
93.300 |
91.800 |
92.080 |
-0.470 |
14,792 |
114,780 |
-615 |
Feb09 |
081020 |
93.535 |
93.800 |
92.550 |
93.150 |
-0.100 |
4,761 |
53,790 |
+158 |
Apr09 |
081020 |
94.200 |
94.500 |
93.450 |
93.730 |
+0.030 |
3,459 |
26,134 |
+341 |
Jun09 |
081020 |
91.300 |
91.500 |
90.450 |
90.700 |
unch |
1,250 |
14,640 |
+289 |
Aug09 |
081020 |
91.200 |
91.500 |
90.300 |
90.850 |
-0.150 |
457 |
4,943 |
+190 |
Total Volume and Open Interest |
27,755 |
225,496 |
-578 |
Feeder Cattle(CME) |
Oct08 |
081020 |
98.885 |
99.200 |
98.450 |
98.650 |
+0.250 |
452 |
1,876 |
-301 |
Nov08 |
081020 |
98.550 |
99.430 |
98.100 |
98.600 |
-0.050 |
1,694 |
6,634 |
-81 |
Jan09 |
081020 |
98.285 |
98.700 |
97.480 |
97.950 |
-0.100 |
1,936 |
11,607 |
+129 |
Mar09 |
081020 |
98.730 |
100.000 |
98.730 |
99.450 |
-0.150 |
247 |
1,568 |
+185 |
Apr09 |
081020 |
100.300 |
100.500 |
99.900 |
99.900 |
-0.500 |
39 |
550 |
+9 |
May09 |
081020 |
101.200 |
101.550 |
100.800 |
100.800 |
-0.500 |
91 |
740 |
+11 |
Aug09 |
081020 |
102.950 |
103.050 |
102.500 |
102.950 |
+0.400 |
21 |
153 |
-1 |
Total Volume and Open Interest |
4,485 |
23,158 |
-44 |
Lean Hogs(CME) |
Dec08 |
081020 |
56.700 |
57.050 |
56.150 |
56.250 |
-0.050 |
9,624 |
81,815 |
-565 |
Feb09 |
081020 |
63.180 |
64.080 |
62.985 |
63.500 |
+0.450 |
4,449 |
34,107 |
+855 |
Apr09 |
081020 |
69.200 |
69.975 |
69.200 |
69.800 |
+0.720 |
3,073 |
26,468 |
+674 |
May09 |
081020 |
76.500 |
77.550 |
76.400 |
77.550 |
+1.350 |
43 |
1,112 |
-32 |
Jun09 |
081020 |
79.180 |
80.285 |
79.050 |
80.135 |
+1.250 |
797 |
16,919 |
+308 |
Jul09 |
081020 |
77.330 |
78.600 |
77.285 |
78.600 |
+1.500 |
274 |
2,185 |
+30 |
Aug09 |
081020 |
74.725 |
75.800 |
74.700 |
75.450 |
+1.150 |
106 |
1,892 |
+17 |
Oct09 |
081020 |
69.400 |
70.200 |
69.000 |
70.200 |
+0.700 |
45 |
893 |
+2 |
Total Volume and Open Interest |
18,413 |
165,821 |
+1,289 |
Class III Milk(CME) |
Oct08 |
081020 |
17.01 |
17.01 |
16.95 |
16.98 |
+0.03 |
22 |
4,179 |
+7 |
Nov08 |
081020 |
15.70 |
15.72 |
15.54 |
15.60 |
-0.09 |
147 |
4,911 |
+48 |
Dec08 |
081020 |
15.04 |
15.10 |
14.70 |
14.71 |
-0.41 |
324 |
5,171 |
+75 |
Jan09 |
081020 |
14.63 |
14.73 |
14.45 |
14.54 |
-0.24 |
151 |
3,064 |
+7 |
Feb09 |
081020 |
14.59 |
14.71 |
14.40 |
14.41 |
-0.35 |
98 |
2,738 |
+24 |
Total Volume and Open Interest |
1,302 |
37,199 |
+435 |
Cocoa(ICE) |
Dec08 |
081020 |
2142 |
2160 |
2063 |
2085 |
-37 |
6,513 |
47,399 |
-1,459 |
Mar09 |
081020 |
2190 |
2190 |
2090 |
2113 |
-36 |
2,629 |
30,874 |
+125 |
May09 |
081020 |
2190 |
2203 |
2115 |
2134 |
-39 |
125 |
16,047 |
+18 |
Jul09 |
081020 |
2217 |
2217 |
2146 |
2152 |
-40 |
37 |
7,491 |
+3 |
Sep09 |
081020 |
2199 |
2199 |
2163 |
2170 |
-38 |
25 |
2,961 |
+12 |
Dec09 |
081020 |
2175 |
2175 |
2175 |
2175 |
-42 |
7 |
6,861 |
+2 |
Mar10 |
081020 |
2176 |
2176 |
2176 |
2176 |
-45 |
1 |
2,372 |
+0 |
Total Volume and Open Interest |
9,337 |
115,822 |
-1,299 |
Coffee "C"(ICE) |
Dec08 |
081020 |
117.00 |
117.35 |
114.30 |
114.50 |
-1.10 |
6,929 |
73,971 |
-1,928 |
Mar09 |
081020 |
120.45 |
122.10 |
119.05 |
119.15 |
-1.30 |
1,811 |
31,207 |
+563 |
May09 |
081020 |
123.20 |
125.15 |
122.20 |
122.20 |
-1.45 |
455 |
14,603 |
-9 |
Jul09 |
081020 |
127.30 |
127.30 |
125.00 |
125.00 |
-1.55 |
98 |
3,717 |
+9 |
Sep09 |
081020 |
129.75 |
130.00 |
127.60 |
127.60 |
-1.55 |
262 |
2,036 |
+15 |
Dec09 |
081020 |
133.10 |
133.10 |
130.90 |
130.90 |
-1.50 |
61 |
2,472 |
+30 |
Total Volume and Open Interest |
9,616 |
129,395 |
-1,320 |
Orange Juice(ICE) |
Nov08 |
081020 |
84.55 |
86.05 |
84.05 |
85.45 |
+1.90 |
5,044 |
8,004 |
-3,475 |
Jan09 |
081020 |
88.00 |
89.40 |
87.50 |
88.90 |
+2.00 |
4,712 |
13,872 |
+1,859 |
Mar09 |
081020 |
91.60 |
92.80 |
91.60 |
92.80 |
+2.00 |
887 |
6,540 |
+745 |
May09 |
081020 |
95.90 |
96.70 |
95.90 |
96.70 |
+2.10 |
3 |
1,592 |
+2 |
Jul09 |
081020 |
100.20 |
100.20 |
100.20 |
100.20 |
+1.95 |
0 |
413 |
+0 |
Sep09 |
081020 |
104.20 |
104.20 |
104.20 |
104.20 |
+2.05 |
0 |
102 |
+0 |
Total Volume and Open Interest |
10,696 |
30,859 |
-869 |
Sugar #11(ICE) |
Mar09 |
081020 |
11.75 |
11.80 |
11.40 |
11.50 |
-0.08 |
44,294 |
297,252 |
-6,780 |
May09 |
081020 |
12.04 |
12.08 |
11.73 |
11.82 |
-0.07 |
17,052 |
98,533 |
+795 |
Jul09 |
081020 |
12.15 |
12.19 |
11.85 |
11.93 |
-0.06 |
8,183 |
107,984 |
+2,069 |
Oct09 |
081020 |
12.50 |
12.50 |
12.20 |
12.29 |
-0.08 |
2,468 |
67,118 |
-487 |
Mar10 |
081020 |
12.96 |
12.96 |
12.59 |
12.69 |
-0.13 |
1,113 |
45,792 |
-77 |
Total Volume and Open Interest |
74,739 |
665,109 |
-5,408 |
London Cocoa(LCE) |
Dec08 |
081020 |
1273 |
1294 |
1259 |
1268 |
-2 |
4,558 |
74,733 |
-14 |
Mar09 |
081020 |
1300 |
1305 |
1277 |
1285 |
-12 |
7,298 |
60,945 |
-3,166 |
May09 |
081020 |
1312 |
1316 |
1290 |
1298 |
-11 |
1,346 |
27,805 |
-268 |
Jul09 |
081020 |
1315 |
1326 |
1309 |
1309 |
-12 |
918 |
11,202 |
+383 |
Sep09 |
081020 |
1325 |
1336 |
1312 |
1318 |
-13 |
1,112 |
7,976 |
+1,027 |
Dec09 |
081020 |
1339 |
1342 |
1327 |
1327 |
-13 |
1,275 |
3,679 |
+774 |
Mar10 |
081020 |
1350 |
1350 |
1339 |
1339 |
-13 |
62 |
257 |
+0 |
Total Volume and Open Interest |
38,518 |
197,740 |
+0 |
London Sugar(LCE) |
Dec08 |
081020 |
330.10 |
333.90 |
323.60 |
327.00 |
+2.50 |
2,112 |
14,228 |
-13 |
Mar09 |
081020 |
339.80 |
342.60 |
333.30 |
336.50 |
+3.00 |
1,732 |
22,834 |
+4 |
May09 |
081020 |
342.30 |
347.00 |
340.00 |
341.60 |
+3.00 |
463 |
7,281 |
+203 |
Aug09 |
081020 |
346.10 |
348.00 |
345.00 |
346.10 |
+3.30 |
178 |
5,691 |
-21 |
Oct09 |
081020 |
350.00 |
352.00 |
350.00 |
352.00 |
+3.30 |
109 |
3,093 |
+42 |
Total Volume and Open Interest |
4,594 |
54,021 |
+215 |
Cotton(ICE) |
Dec08 |
081020 |
53.57 |
54.77 |
48.75 |
49.06 |
-3.51 |
10,423 |
100,670 |
+39 |
Mar09 |
081020 |
56.25 |
57.89 |
52.39 |
52.39 |
-4.00 |
4,301 |
38,140 |
-934 |
May09 |
081020 |
58.48 |
59.78 |
54.14 |
54.14 |
-4.00 |
532 |
7,434 |
-21 |
Jul09 |
081020 |
60.51 |
61.76 |
56.18 |
56.18 |
-3.80 |
445 |
11,175 |
+170 |
Oct09 |
081020 |
58.99 |
58.99 |
58.72 |
58.72 |
-3.26 |
14 |
108 |
-11 |
Dec09 |
081020 |
64.00 |
65.20 |
60.00 |
60.00 |
-3.88 |
683 |
10,233 |
+165 |
Total Volume and Open Interest |
16,398 |
169,909 |
-592 |
Lumber(CME) |
Nov08 |
081020 |
198.1 |
202.2 |
198.1 |
199.5 |
+0.5 |
502 |
2,635 |
-167 |
Jan09 |
081020 |
209.0 |
210.2 |
206.5 |
208.8 |
+0.7 |
606 |
4,829 |
+98 |
Mar09 |
081020 |
224.9 |
224.9 |
218.8 |
218.8 |
-1.0 |
102 |
936 |
+17 |
May09 |
081020 |
233.5 |
237.1 |
231.6 |
236.6 |
+0.8 |
30 |
276 |
+21 |
Total Volume and Open Interest |
1,240 |
8,800 |
-31 |
Crude Oil(NYM) |
Nov08 |
081020 |
72.16 |
76.12 |
71.77 |
74.25 |
+2.40 |
141,907 |
51,461 |
-21,619 |
Dec08 |
081020 |
72.70 |
76.24 |
71.96 |
74.39 |
+2.26 |
188,743 |
314,809 |
-7,326 |
Jan09 |
081020 |
72.71 |
76.45 |
72.28 |
74.69 |
+2.20 |
32,216 |
88,720 |
+1 |
Feb09 |
081020 |
72.93 |
76.72 |
72.70 |
75.08 |
+2.16 |
12,568 |
33,091 |
+819 |
Mar09 |
081020 |
74.41 |
77.08 |
73.29 |
75.51 |
+2.13 |
8,571 |
33,805 |
+878 |
Apr09 |
081020 |
73.87 |
77.47 |
73.65 |
75.99 |
+2.13 |
4,917 |
19,751 |
-513 |
May09 |
081020 |
75.91 |
76.47 |
74.90 |
76.47 |
+2.13 |
3,717 |
17,478 |
+495 |
Jun09 |
081020 |
76.20 |
78.60 |
74.50 |
76.95 |
+2.13 |
9,587 |
73,584 |
+1,512 |
Jul09 |
081020 |
78.55 |
78.55 |
77.42 |
77.42 |
+2.12 |
1,686 |
19,148 |
+629 |
Aug09 |
081020 |
77.31 |
79.03 |
77.31 |
77.89 |
+2.11 |
2,782 |
12,877 |
+2,388 |
Sep09 |
081020 |
79.55 |
79.55 |
78.38 |
78.38 |
+2.12 |
2,212 |
15,319 |
+1,286 |
Oct09 |
081020 |
80.08 |
80.08 |
78.88 |
78.88 |
+2.13 |
1,596 |
9,061 |
+886 |
Nov09 |
081020 |
78.49 |
80.60 |
77.70 |
79.39 |
+2.14 |
601 |
6,659 |
+21 |
Dec09 |
081020 |
79.35 |
81.53 |
77.44 |
79.90 |
+2.15 |
18,855 |
90,484 |
-1,673 |
Jan10 |
081020 |
81.60 |
81.60 |
80.38 |
80.38 |
+2.16 |
1,926 |
13,390 |
+995 |
Feb10 |
081020 |
80.84 |
80.84 |
80.84 |
80.84 |
+2.17 |
44 |
5,026 |
+0 |
Total Volume and Open Interest |
452,463 |
1,054,868 |
-20,649 |
e-miNY Crude Oil(NYM) |
Oct08 |
080919 |
98.050 |
104.800 |
97.300 |
104.550 |
+6.675 |
17,616 |
6,258 |
-1,680 |
Nov08 |
081020 |
72.300 |
76.100 |
71.800 |
74.250 |
+2.400 |
8,404 |
5,424 |
-651 |
Dec08 |
081020 |
72.150 |
76.300 |
71.975 |
74.400 |
+2.275 |
6,614 |
6,118 |
+420 |
Jan09 |
081020 |
73.075 |
76.250 |
72.500 |
74.700 |
+2.200 |
143 |
694 |
-9 |
Feb09 |
081020 |
74.300 |
75.075 |
72.850 |
75.075 |
+2.150 |
27 |
376 |
+12 |
Mar09 |
081020 |
73.350 |
75.500 |
73.350 |
75.500 |
+2.125 |
0 |
8 |
+0 |
Apr09 |
081020 |
76.000 |
76.000 |
76.000 |
76.000 |
+2.150 |
|
|
|
May09 |
081020 |
76.475 |
76.475 |
76.475 |
76.475 |
+2.125 |
|
|
|
Jun09 |
081020 |
76.950 |
76.950 |
76.950 |
76.950 |
+2.125 |
0 |
1 |
+0 |
Jul09 |
081020 |
77.425 |
77.425 |
77.425 |
77.425 |
+2.125 |
|
|
|
Total Volume and Open Interest |
15,188 |
12,708 |
-228 |
Heating Oil(NYM) |
Nov08 |
081020 |
214.14 |
227.05 |
213.33 |
220.99 |
+7.70 |
24,265 |
25,132 |
-1,322 |
Dec08 |
081020 |
216.92 |
229.05 |
216.50 |
222.99 |
+7.30 |
13,859 |
51,146 |
+1,707 |
Jan09 |
081020 |
221.00 |
231.91 |
220.32 |
225.84 |
+6.80 |
5,905 |
31,428 |
-1 |
Feb09 |
081020 |
225.45 |
232.91 |
223.00 |
227.59 |
+6.40 |
2,564 |
14,896 |
+153 |
Mar09 |
081020 |
225.15 |
232.76 |
223.61 |
228.39 |
+6.00 |
1,822 |
13,691 |
+366 |
Apr09 |
081020 |
227.25 |
229.64 |
224.98 |
228.54 |
+5.65 |
1,356 |
6,106 |
+15 |
May09 |
081020 |
228.13 |
233.02 |
227.00 |
228.84 |
+5.35 |
974 |
6,738 |
-31 |
Jun09 |
081020 |
226.63 |
235.70 |
226.41 |
229.69 |
+5.15 |
1,538 |
19,569 |
+165 |
Jul09 |
081020 |
231.73 |
237.62 |
229.50 |
231.59 |
+5.15 |
1,063 |
3,411 |
+68 |
Aug09 |
081020 |
233.00 |
237.50 |
232.32 |
233.79 |
+5.10 |
208 |
2,576 |
-7 |
Sep09 |
081020 |
235.00 |
240.00 |
235.00 |
236.19 |
+5.00 |
133 |
3,621 |
+57 |
Oct09 |
081020 |
235.00 |
239.74 |
235.00 |
238.49 |
+5.00 |
79 |
1,278 |
+9 |
Total Volume and Open Interest |
54,827 |
215,072 |
+1,457 |
Gasoline(NYMEX) |
Nov08 |
081020 |
168.50 |
175.55 |
164.47 |
172.01 |
+5.40 |
23,246 |
28,526 |
-1,586 |
Dec08 |
081020 |
166.00 |
173.33 |
162.80 |
169.71 |
+4.75 |
17,059 |
58,883 |
+1,342 |
Jan09 |
081020 |
171.55 |
175.60 |
165.50 |
172.17 |
+4.51 |
5,755 |
21,660 |
-626 |
Feb09 |
081020 |
174.25 |
178.46 |
168.61 |
174.87 |
+4.26 |
2,980 |
7,976 |
+87 |
Mar09 |
081020 |
176.33 |
181.64 |
171.59 |
177.67 |
+4.16 |
3,087 |
6,091 |
-606 |
Apr09 |
081020 |
193.40 |
193.92 |
189.96 |
193.92 |
+4.16 |
613 |
10,476 |
-109 |
May09 |
081020 |
194.80 |
195.27 |
193.54 |
195.27 |
+4.16 |
612 |
5,078 |
+154 |
Jun09 |
081020 |
192.66 |
196.02 |
191.04 |
196.02 |
+4.16 |
907 |
5,434 |
+24 |
Jul09 |
081020 |
196.22 |
196.22 |
196.22 |
196.22 |
+4.16 |
318 |
1,223 |
-8 |
Aug09 |
081020 |
192.66 |
195.92 |
192.66 |
195.92 |
+4.16 |
99 |
1,258 |
+12 |
Total Volume and Open Interest |
55,283 |
160,289 |
-1,226 |
e-miNY RBOB Gasoline(NYM) |
Nov08 |
081020 |
172.01 |
172.01 |
172.01 |
172.01 |
+5.40 |
|
|
|
Dec08 |
081020 |
169.71 |
169.71 |
169.71 |
169.71 |
+4.75 |
|
|
|
Jan09 |
081020 |
172.17 |
172.17 |
172.17 |
172.17 |
+4.51 |
|
|
|
Feb09 |
081020 |
174.87 |
174.87 |
174.87 |
174.87 |
+4.26 |
|
|
|
Total Volume and Open Interest |
|
|
|
Natural Gas(NYM) |
Nov08 |
081020 |
6.854 |
7.087 |
6.683 |
6.741 |
-0.045 |
61,957 |
54,130 |
-3,565 |
Dec08 |
081020 |
7.150 |
7.332 |
6.926 |
6.991 |
-0.085 |
26,150 |
84,399 |
+4,851 |
Jan09 |
081020 |
7.484 |
7.545 |
7.166 |
7.211 |
-0.095 |
12,859 |
114,072 |
-151 |
Feb09 |
081020 |
7.473 |
7.588 |
7.227 |
7.269 |
-0.092 |
2,933 |
41,593 |
+127 |
Mar09 |
081020 |
7.391 |
7.460 |
7.107 |
7.149 |
-0.087 |
9,476 |
75,976 |
-400 |
Apr09 |
081020 |
7.250 |
7.277 |
6.980 |
7.024 |
-0.067 |
7,172 |
69,100 |
-290 |
May09 |
081020 |
7.233 |
7.306 |
7.040 |
7.064 |
-0.057 |
2,732 |
48,854 |
-103 |
Jun09 |
081020 |
7.368 |
7.402 |
7.140 |
7.162 |
-0.054 |
802 |
21,921 |
+100 |
Jul09 |
081020 |
7.433 |
7.480 |
7.240 |
7.272 |
-0.054 |
1,097 |
19,742 |
-242 |
Aug09 |
081020 |
7.540 |
7.589 |
7.325 |
7.354 |
-0.055 |
724 |
19,023 |
-13 |
Sep09 |
081020 |
7.585 |
7.604 |
7.369 |
7.384 |
-0.055 |
356 |
17,213 |
+151 |
Oct09 |
081020 |
7.631 |
7.690 |
7.434 |
7.464 |
-0.055 |
2,962 |
33,942 |
+794 |
Nov09 |
081020 |
7.887 |
7.899 |
7.759 |
7.759 |
-0.050 |
877 |
17,398 |
+307 |
Dec09 |
081020 |
8.300 |
8.300 |
8.104 |
8.104 |
-0.050 |
774 |
25,035 |
+115 |
Jan10 |
081020 |
8.530 |
8.546 |
8.334 |
8.334 |
-0.045 |
1,056 |
16,801 |
-277 |
Feb10 |
081020 |
8.440 |
8.485 |
8.334 |
8.334 |
-0.045 |
207 |
9,545 |
+30 |
Total Volume and Open Interest |
134,744 |
871,938 |
+1,696 |
Brent Crude Oil(ICE) |
Dec08 |
081020 |
70.65 |
73.61 |
69.41 |
72.03 |
+2.43 |
145,410 |
120,190 |
-4,769 |
Jan09 |
081020 |
72.13 |
75.08 |
70.89 |
73.56 |
+2.37 |
41,755 |
96,435 |
-1,791 |
Feb09 |
081020 |
73.90 |
75.92 |
72.27 |
74.83 |
+2.27 |
18,381 |
39,264 |
+1,270 |
Mar09 |
081020 |
74.90 |
76.93 |
73.24 |
75.86 |
+2.18 |
11,260 |
27,431 |
+2,015 |
Apr09 |
081020 |
75.59 |
77.69 |
74.16 |
76.79 |
+2.13 |
8,255 |
16,427 |
+94 |
May09 |
081020 |
76.61 |
78.54 |
75.03 |
77.66 |
+2.11 |
7,666 |
14,067 |
-868 |
Jun09 |
081020 |
78.00 |
79.35 |
75.79 |
78.47 |
+2.11 |
11,594 |
34,493 |
-526 |
Jul09 |
081020 |
78.22 |
79.28 |
78.05 |
79.28 |
+2.17 |
2,115 |
11,177 |
-173 |
Aug09 |
081020 |
80.06 |
80.06 |
80.06 |
80.06 |
+2.19 |
470 |
8,686 |
-154 |
Sep09 |
081020 |
81.40 |
81.40 |
80.71 |
80.71 |
+2.20 |
211 |
7,706 |
+200 |
Oct09 |
081020 |
81.23 |
81.23 |
81.23 |
81.23 |
+2.20 |
174 |
5,947 |
+688 |
Nov09 |
081020 |
81.76 |
81.76 |
81.76 |
81.76 |
+2.22 |
386 |
7,765 |
+181 |
Dec09 |
081020 |
81.50 |
83.50 |
79.52 |
82.24 |
+2.20 |
14,123 |
59,157 |
-506 |
Jan10 |
081020 |
81.58 |
82.82 |
81.58 |
82.82 |
+2.20 |
254 |
7,176 |
+51 |
Total Volume and Open Interest |
273,136 |
530,017 |
-3,891 |
Gas Oil(ICE) |
Nov08 |
081020 |
692.50 |
725.50 |
683.00 |
691.25 |
+13.25 |
39,491 |
55,970 |
-1,009 |
Dec08 |
081020 |
695.00 |
727.00 |
685.50 |
692.25 |
+10.75 |
31,767 |
72,462 |
+5,197 |
Jan09 |
081020 |
702.50 |
732.75 |
695.25 |
700.25 |
+9.00 |
15,657 |
45,819 |
-755 |
Feb09 |
081020 |
712.75 |
740.00 |
704.75 |
708.75 |
+8.00 |
5,180 |
22,165 |
-937 |
Mar09 |
081020 |
715.50 |
731.25 |
711.50 |
715.00 |
+7.25 |
3,090 |
13,949 |
+283 |
Apr09 |
081020 |
721.50 |
732.25 |
717.50 |
720.25 |
+6.50 |
1,838 |
13,510 |
+249 |
May09 |
081020 |
727.75 |
737.75 |
723.50 |
725.75 |
+6.00 |
1,426 |
13,826 |
+11 |
Jun09 |
081020 |
733.75 |
745.00 |
729.50 |
731.50 |
+5.50 |
3,038 |
31,133 |
-3,653 |
Jul09 |
081020 |
752.50 |
754.00 |
740.25 |
740.25 |
+5.25 |
813 |
7,997 |
+455 |
Aug09 |
081020 |
763.00 |
763.00 |
749.50 |
749.50 |
+5.00 |
235 |
6,784 |
+95 |
Total Volume and Open Interest |
149,153 |
345,013 |
-14,382 |
Ethanol(CBOT) |
Oct08 |
081003 |
1.990 |
1.990 |
1.990 |
1.990 |
-0.010 |
0 |
73 |
+0 |
Nov08 |
081020 |
1.750 |
1.789 |
1.750 |
1.779 |
+0.050 |
64 |
239 |
-52 |
Dec08 |
081020 |
1.765 |
1.790 |
1.765 |
1.790 |
+0.050 |
1 |
375 |
+4 |
Jan09 |
081020 |
1.810 |
1.824 |
1.810 |
1.812 |
+0.072 |
31 |
337 |
+26 |
Feb09 |
081020 |
1.820 |
1.830 |
1.800 |
1.816 |
+0.066 |
16 |
233 |
-5 |
Mar09 |
081020 |
1.830 |
1.830 |
1.815 |
1.822 |
+0.079 |
16 |
213 |
+4 |
Apr09 |
081020 |
1.800 |
1.840 |
1.800 |
1.822 |
+0.072 |
1 |
219 |
-11 |
May09 |
081020 |
1.800 |
1.840 |
1.800 |
1.820 |
+0.080 |
1 |
153 |
+1 |
Total Volume and Open Interest |
145 |
2,786 |
-18 |
WTI Crude Oil(ICE) |
Nov08 |
081020 |
72.49 |
76.11 |
71.79 |
74.25 |
+2.40 |
84,967 |
32,407 |
-7,436 |
Dec08 |
081020 |
72.80 |
76.22 |
71.97 |
74.39 |
+2.26 |
115,772 |
115,731 |
-13,533 |
Jan09 |
081020 |
72.95 |
76.47 |
72.30 |
74.69 |
+2.20 |
24,666 |
41,561 |
-1,647 |
Feb09 |
081020 |
74.07 |
76.52 |
72.80 |
75.08 |
+2.16 |
8,545 |
21,281 |
-413 |
Mar09 |
081020 |
74.58 |
76.87 |
73.46 |
75.51 |
+2.13 |
6,315 |
12,522 |
-990 |
Apr09 |
081020 |
75.00 |
77.34 |
73.90 |
75.99 |
+2.13 |
4,402 |
9,211 |
-233 |
May09 |
081020 |
76.10 |
77.81 |
74.50 |
76.47 |
+2.13 |
4,067 |
5,155 |
-363 |
Jun09 |
081020 |
76.50 |
78.39 |
75.47 |
76.95 |
+2.13 |
11,567 |
35,157 |
-1,053 |
Jul09 |
081020 |
76.79 |
77.50 |
76.57 |
77.42 |
+2.12 |
1,438 |
4,106 |
-10 |
Aug09 |
081020 |
77.22 |
77.96 |
77.22 |
77.89 |
+2.11 |
298 |
2,188 |
+62 |
Sep09 |
081020 |
78.38 |
78.38 |
78.38 |
78.38 |
+2.12 |
140 |
6,285 |
-4 |
Oct09 |
081020 |
78.88 |
78.88 |
78.88 |
78.88 |
+2.13 |
22 |
1,483 |
+0 |
Nov09 |
081020 |
79.39 |
79.39 |
79.39 |
79.39 |
+2.14 |
7 |
5,149 |
+43 |
Dec09 |
081020 |
79.40 |
81.43 |
77.42 |
79.90 |
+2.15 |
11,499 |
72,328 |
-5,415 |
Jan10 |
081020 |
80.38 |
80.38 |
80.38 |
80.38 |
+2.16 |
0 |
4,705 |
+0 |
Feb10 |
081020 |
80.84 |
80.84 |
80.84 |
80.84 |
+2.17 |
0 |
3,093 |
+0 |
Total Volume and Open Interest |
277,951 |
481,558 |
-31,591 |
US Dollar Index(ICE) |
Dec08 |
081020 |
82.890 |
83.640 |
82.000 |
83.475 |
+0.640 |
2,944 |
43,033 |
+254 |
Mar09 |
081020 |
83.770 |
83.835 |
83.750 |
83.835 |
+0.615 |
5 |
2,238 |
-5 |
Jun09 |
081020 |
84.050 |
84.050 |
84.050 |
84.050 |
+0.580 |
0 |
179 |
+0 |
Total Volume and Open Interest |
2,949 |
45,450 |
+249 |
Australian Dollar(CME) |
Dec08 |
081020 |
69.35 |
70.29 |
68.56 |
69.89 |
+0.87 |
30,003 |
47,311 |
-461 |
Mar09 |
081020 |
69.46 |
69.73 |
68.50 |
69.56 |
+0.89 |
79 |
765 |
+16 |
Jun09 |
081020 |
69.16 |
69.16 |
68.25 |
69.16 |
+0.91 |
0 |
4 |
+0 |
Total Volume and Open Interest |
30,082 |
48,111 |
-445 |
British Pound(CME) |
Dec08 |
081020 |
172.34 |
174.72 |
170.45 |
170.82 |
-2.05 |
45,203 |
101,727 |
-865 |
Mar09 |
081020 |
172.19 |
173.88 |
169.87 |
170.14 |
-2.05 |
636 |
2,407 |
+200 |
Jun09 |
081020 |
169.60 |
173.04 |
169.57 |
169.57 |
-2.05 |
0 |
885 |
+0 |
Total Volume and Open Interest |
45,839 |
105,024 |
-665 |
Canadian Dollar(CME) |
Dec08 |
081020 |
84.61 |
85.25 |
83.54 |
83.96 |
-0.62 |
26,127 |
97,076 |
+1,243 |
Mar09 |
081020 |
84.43 |
85.24 |
83.70 |
84.09 |
-0.64 |
298 |
3,434 |
+153 |
Jun09 |
081020 |
84.41 |
85.17 |
83.76 |
84.17 |
-0.64 |
37 |
1,545 |
+4 |
Sep09 |
081020 |
84.17 |
84.81 |
83.99 |
84.17 |
-0.64 |
19 |
1,628 |
-2 |
Total Volume and Open Interest |
26,547 |
104,209 |
+1,451 |
Japanese Yen(CME) |
Dec08 |
081020 |
98.88 |
99.04 |
98.00 |
98.56 |
-0.24 |
118,921 |
122,345 |
-5,758 |
Mar09 |
081020 |
99.57 |
99.62 |
98.98 |
99.19 |
-0.27 |
71 |
1,283 |
-47 |
Jun09 |
081020 |
99.79 |
99.92 |
99.46 |
99.61 |
-0.25 |
0 |
3,484 |
+0 |
Total Volume and Open Interest |
118,999 |
127,123 |
-5,798 |
Swiss Franc(CME) |
Dec08 |
081020 |
88.20 |
88.48 |
86.87 |
87.02 |
-1.32 |
30,784 |
38,011 |
-20 |
Mar09 |
081020 |
87.55 |
88.45 |
87.02 |
87.15 |
-1.30 |
255 |
517 |
+127 |
Jun09 |
081020 |
87.56 |
88.53 |
87.23 |
87.23 |
-1.30 |
0 |
294 |
+0 |
Total Volume and Open Interest |
31,040 |
38,829 |
+108 |
EuroFX(CME) |
Dec08 |
081020 |
133.97 |
135.10 |
132.70 |
133.05 |
-1.15 |
144,790 |
146,472 |
-7,381 |
Mar09 |
081020 |
133.65 |
134.66 |
132.37 |
132.73 |
-1.17 |
828 |
23,423 |
+439 |
Jun09 |
081020 |
132.50 |
134.19 |
132.46 |
132.50 |
-1.19 |
1 |
398 |
-1 |
Total Volume and Open Interest |
145,619 |
170,829 |
-6,943 |
Mexican Peso(CME) |
Nov08 |
081020 |
766.0 |
781.5 |
766.0 |
766.0 |
-15.5 |
|
|
|
Dec08 |
081020 |
779.0 |
785.0 |
757.8 |
763.0 |
-15.5 |
3,388 |
43,226 |
-321 |
Total Volume and Open Interest |
3,388 |
43,630 |
-321 |
Brazilian Real(CME) |
Nov08 |
081020 |
470.40 |
470.40 |
470.40 |
470.40 |
unch |
0 |
2 |
+0 |
Dec08 |
081020 |
467.00 |
467.00 |
466.40 |
467.00 |
+0.60 |
75 |
1,823 |
-36 |
Jan09 |
081020 |
464.40 |
464.40 |
463.90 |
464.40 |
+0.50 |
|
|
|
Feb09 |
081020 |
462.00 |
462.00 |
461.60 |
462.00 |
+0.40 |
|
|
|
Total Volume and Open Interest |
75 |
2,299 |
-109 |
30-Year T-Bonds(CBOT) |
Dec08 |
081020 |
113~000 |
113~290 |
112~190 |
113~160 |
+0~140 |
207,020 |
730,518 |
-2,669 |
Mar09 |
081020 |
110~270 |
112~130 |
110~270 |
112~080 |
+0~160 |
167 |
1,508 |
+10 |
Jun09 |
081020 |
111~080 |
111~080 |
110~240 |
111~080 |
+0~160 |
0 |
12 |
+0 |
Total Volume and Open Interest |
207,187 |
732,041 |
-2,659 |
10-Year T-Notes(CBOT) |
Dec08 |
081020 |
112~025 |
113~100 |
111~190 |
113~005 |
+1~030 |
571,559 |
1,385,872 |
-29,948 |
Mar09 |
081020 |
110~100 |
111~160 |
110~060 |
111~005 |
+0~290 |
33 |
639 |
+11 |
Jun09 |
081020 |
110~005 |
110~005 |
109~035 |
110~005 |
+0~290 |
|
|
|
Total Volume and Open Interest |
571,592 |
1,386,511 |
-29,937 |
5-Year T-Notes(CBOT) |
Dec08 |
081020 |
112~053 |
112~073 |
112~053 |
112~069 |
+0~003 |
344,474 |
0 |
+0 |
Mar09 |
081020 |
111~004 |
111~041 |
110~104 |
110~104 |
-0~065 |
225 |
204 |
+203 |
Jun09 |
081020 |
110~104 |
111~041 |
110~104 |
110~104 |
-0~065 |
|
|
|
Total Volume and Open Interest |
376,799 |
1,348,650 |
-4,536 |
2 Year T-Notes(CBOT) |
Dec08 |
081020 |
107~047 |
107~050 |
106~124 |
107~008 |
-0~035 |
211,748 |
727,228 |
-22,086 |
Mar09 |
081020 |
107~019 |
107~029 |
106~120 |
106~120 |
-0~037 |
|
|
|
Jun09 |
081020 |
106~120 |
107~029 |
106~120 |
106~120 |
-0~037 |
|
|
|
Total Volume and Open Interest |
211,748 |
727,228 |
-22,086 |
Eurodollars(CME) |
Dec08 |
081020 |
97.520 |
97.630 |
97.470 |
97.480 |
+0.020 |
244,873 |
1,601,636 |
-22,810 |
Mar09 |
081020 |
97.780 |
97.850 |
97.655 |
97.665 |
-0.110 |
196,580 |
1,232,305 |
+7,396 |
Jun09 |
081020 |
97.840 |
97.855 |
97.650 |
97.665 |
-0.110 |
208,895 |
971,844 |
-4,490 |
Sep09 |
081020 |
97.730 |
97.795 |
97.585 |
97.610 |
-0.065 |
190,337 |
888,040 |
-6,271 |
Dec09 |
081020 |
97.425 |
97.535 |
97.350 |
97.400 |
+0.010 |
191,675 |
736,689 |
-2,776 |
Mar10 |
081020 |
97.225 |
97.335 |
97.165 |
97.235 |
+0.060 |
173,972 |
560,595 |
+10,595 |
Jun10 |
081020 |
96.850 |
96.970 |
96.810 |
96.910 |
+0.100 |
114,341 |
350,711 |
+1,603 |
Sep10 |
081020 |
96.420 |
96.590 |
96.400 |
96.520 |
+0.115 |
82,023 |
302,174 |
-881 |
Dec10 |
081020 |
95.955 |
96.125 |
95.935 |
96.055 |
+0.130 |
35,654 |
218,669 |
+149 |
Mar11 |
081020 |
95.660 |
95.855 |
95.640 |
95.780 |
+0.145 |
33,648 |
187,833 |
+1,855 |
Jun11 |
081020 |
95.400 |
95.630 |
95.400 |
95.545 |
+0.150 |
37,830 |
193,099 |
+8,564 |
Sep11 |
081020 |
95.285 |
95.480 |
95.245 |
95.395 |
+0.150 |
22,598 |
131,937 |
+2,473 |
Dec11 |
081020 |
95.190 |
95.390 |
95.175 |
95.305 |
+0.150 |
14,258 |
106,248 |
-649 |
Mar12 |
081020 |
95.190 |
95.385 |
95.165 |
95.300 |
+0.150 |
14,283 |
101,692 |
-1,190 |
Jun12 |
081020 |
95.105 |
95.300 |
95.090 |
95.220 |
+0.150 |
15,958 |
77,654 |
+3,869 |
Sep12 |
081020 |
95.040 |
95.245 |
95.015 |
95.150 |
+0.155 |
13,586 |
55,459 |
+80 |
Dec12 |
081020 |
94.970 |
95.130 |
94.900 |
95.040 |
+0.160 |
6,886 |
58,118 |
-1,310 |
Mar13 |
081020 |
94.895 |
95.120 |
94.865 |
95.015 |
+0.170 |
9,653 |
49,047 |
+3,032 |
Total Volume and Open Interest |
1,691,870 |
8,106,038 |
+19,607 |
30 Day Federal Funds(CBOT) |
Oct08 |
081020 |
98.850 |
98.948 |
98.802 |
98.868 |
+0.065 |
11,047 |
104,124 |
+992 |
Nov08 |
081020 |
98.860 |
98.890 |
98.820 |
98.855 |
+0.010 |
22,255 |
127,941 |
+1,357 |
Dec08 |
081020 |
98.885 |
98.915 |
98.845 |
98.855 |
-0.010 |
13,772 |
87,197 |
+2,043 |
Jan09 |
081020 |
98.895 |
98.910 |
98.810 |
98.850 |
-0.015 |
10,870 |
70,147 |
+1,505 |
Feb09 |
081020 |
98.830 |
98.885 |
98.790 |
98.820 |
-0.015 |
14,049 |
76,405 |
+319 |
Mar09 |
081020 |
98.800 |
98.860 |
98.775 |
98.780 |
-0.015 |
7,775 |
40,596 |
+66 |
Total Volume and Open Interest |
94,299 |
591,387 |
+8,009 |
30 Day Fed Funds(e-CBOT) |
Oct08 |
081020 |
98.850 |
98.948 |
98.830 |
98.868 |
+0.048 |
11,037 |
104,124 |
+992 |
Nov08 |
081020 |
98.860 |
98.890 |
98.820 |
98.855 |
-0.035 |
21,683 |
127,941 |
+1,357 |
Dec08 |
081020 |
98.885 |
98.915 |
98.845 |
98.855 |
-0.060 |
13,762 |
87,197 |
+2,043 |
Jan09 |
081020 |
98.895 |
98.910 |
98.810 |
98.850 |
-0.050 |
10,870 |
70,147 |
+1,505 |
Feb09 |
081020 |
98.830 |
98.885 |
98.790 |
98.820 |
-0.065 |
13,197 |
76,405 |
+319 |
Mar09 |
081020 |
98.800 |
98.860 |
98.775 |
98.780 |
-0.070 |
7,775 |
40,596 |
+66 |
Total Volume and Open Interest |
90,168 |
588,636 |
+8,009 |
3-Mth Euro-Yen(CME) |
Dec08 |
081020 |
99.180 |
99.180 |
99.180 |
99.180 |
-0.010 |
0 |
3,705 |
+195 |
Mar09 |
081020 |
99.240 |
99.240 |
99.240 |
99.240 |
+0.010 |
0 |
4,708 |
+0 |
Jun09 |
081020 |
99.260 |
99.260 |
99.260 |
99.260 |
+0.015 |
0 |
480 |
+0 |
Sep09 |
081020 |
99.190 |
99.190 |
99.190 |
99.190 |
+0.010 |
0 |
510 |
+0 |
Dec09 |
081020 |
99.125 |
99.125 |
99.125 |
99.125 |
+0.010 |
0 |
100 |
+0 |
Mar10 |
081020 |
99.015 |
99.015 |
99.015 |
99.015 |
+0.010 |
|
|
|
Jun10 |
081020 |
98.965 |
98.965 |
98.965 |
98.965 |
+0.010 |
|
|
|
Sep10 |
081020 |
98.920 |
98.920 |
98.920 |
98.920 |
+0.010 |
|
|
|
Dec10 |
081020 |
98.980 |
98.980 |
98.980 |
98.980 |
-0.010 |
|
|
|
Mar11 |
081020 |
98.980 |
98.980 |
98.980 |
98.980 |
-0.010 |
|
|
|
Total Volume and Open Interest |
0 |
9,503 |
+195 |
3-Mth Euro-Yen(SGX) |
Dec08 |
081020 |
99.17 |
99.17 |
99.17 |
99.17 |
-0.01 |
847 |
22,753 |
+230 |
Mar09 |
081020 |
99.26 |
99.26 |
99.21 |
99.21 |
-0.01 |
91 |
11,110 |
+89 |
Jun09 |
081020 |
99.23 |
99.25 |
99.23 |
99.23 |
-0.01 |
2 |
6,348 |
-2 |
Sep09 |
081020 |
99.21 |
99.21 |
99.15 |
99.15 |
-0.01 |
92 |
2,948 |
+82 |
Dec09 |
081020 |
99.12 |
99.12 |
99.09 |
99.09 |
-0.01 |
0 |
866 |
+0 |
Mar10 |
081020 |
98.98 |
98.98 |
98.98 |
98.98 |
-0.01 |
0 |
530 |
+0 |
Jun10 |
081020 |
98.93 |
98.93 |
98.93 |
98.93 |
-0.01 |
0 |
500 |
+0 |
Sep10 |
081020 |
98.89 |
98.89 |
98.89 |
98.89 |
-0.01 |
0 |
252 |
+0 |
Total Volume and Open Interest |
1,032 |
49,217 |
+399 |
Japanese Gov't Bonds(SGX) |
Dec08 |
081020 |
135.45 |
136.39 |
135.45 |
135.45 |
-0.21 |
1,312 |
10,237 |
+304 |
Mar09 |
081020 |
135.45 |
135.45 |
135.45 |
135.45 |
-0.21 |
|
|
|
Jun09 |
081020 |
135.45 |
135.45 |
135.45 |
135.45 |
-0.21 |
|
|
|
Total Volume and Open Interest |
1,312 |
10,237 |
+304 |
Euro-Bund(EUREX) |
Dec08 |
081020 |
114.50 |
114.96 |
114.25 |
114.78 |
+0.02 |
852,520 |
986,277 |
-52,718 |
Mar09 |
081020 |
114.78 |
115.30 |
114.76 |
115.19 |
+0.03 |
270 |
3,385 |
-3 |
Jun09 |
081020 |
115.70 |
115.70 |
115.70 |
115.70 |
+0.02 |
|
|
|
Total Volume and Open Interest |
852,790 |
989,662 |
-52,721 |
Euro-Bobl(EUREX) |
Dec08 |
081020 |
110.27 |
110.73 |
110.02 |
110.67 |
+0.23 |
498,640 |
1,035,122 |
-9,411 |
Mar09 |
081020 |
110.45 |
110.45 |
110.45 |
110.45 |
+0.22 |
0 |
1,024 |
+0 |
Jun09 |
081020 |
111.18 |
111.18 |
111.18 |
111.18 |
+0.23 |
|
|
|
Total Volume and Open Interest |
498,640 |
1,036,146 |
-9,411 |
3-Mth Euribor(EUREX) |
Dec08 |
081020 |
96.115 |
96.145 |
96.100 |
96.140 |
+0.020 |
405 |
18,418 |
+1 |
Mar09 |
081020 |
96.640 |
96.640 |
96.580 |
96.600 |
+0.025 |
160 |
5,282 |
-50 |
Jun09 |
081020 |
96.670 |
96.745 |
96.670 |
96.745 |
+0.045 |
17 |
2,890 |
+17 |
Total Volume and Open Interest |
609 |
34,404 |
-46 |
Long Gilt(LIFFE) |
Dec08 |
081020 |
110~00 |
110~26 |
109~25 |
110~23 |
+0~14 |
79,253 |
298,298 |
+1,930 |
Mar09 |
081020 |
113~11 |
113~11 |
113~11 |
113~11 |
+0~14 |
|
|
|
Total Volume and Open Interest |
79,253 |
298,298 |
+1,930 |
3-Mth Short Sterling(LIFFE) |
Dec08 |
081020 |
95.30 |
95.45 |
95.29 |
95.39 |
+0.10 |
41,212 |
441,335 |
-4,298 |
Mar09 |
081020 |
96.10 |
96.21 |
96.10 |
96.19 |
+0.08 |
34,707 |
417,802 |
+4,622 |
Jun09 |
081020 |
96.32 |
96.44 |
96.29 |
96.43 |
+0.09 |
46,473 |
292,365 |
-761 |
Sep09 |
081020 |
96.24 |
96.37 |
96.23 |
96.36 |
+0.09 |
26,457 |
207,150 |
-3,426 |
Dec09 |
081020 |
95.98 |
96.11 |
95.96 |
96.11 |
+0.10 |
33,132 |
237,411 |
+11,073 |
Mar10 |
081020 |
95.73 |
95.87 |
95.73 |
95.86 |
+0.09 |
15,702 |
153,483 |
-1,233 |
Total Volume and Open Interest |
216,472 |
1,944,209 |
+7,701 |
3-Mth Euribor(LIFFE) |
Dec08 |
081020 |
96.160 |
96.220 |
96.085 |
96.140 |
+0.020 |
135,636 |
707,990 |
+15,923 |
Mar09 |
081020 |
96.655 |
96.660 |
96.515 |
96.600 |
+0.015 |
86,295 |
574,988 |
+3,710 |
Jun09 |
081020 |
96.680 |
96.755 |
96.640 |
96.745 |
+0.040 |
91,601 |
431,019 |
+9,822 |
Total Volume and Open Interest |
596,757 |
3,178,824 |
+42,340 |
3-Mth Aus T-Bills(SFE) |
Dec08 |
081020 |
95.41 |
95.42 |
95.11 |
95.17 |
-0.27 |
27,145 |
681,281 |
-2,995 |
Mar09 |
081020 |
95.64 |
95.65 |
95.25 |
95.41 |
-0.24 |
10,913 |
285,593 |
-7,744 |
Jun09 |
081020 |
95.44 |
95.48 |
95.16 |
95.33 |
-0.14 |
5,194 |
174,324 |
-6,854 |
Sep09 |
081020 |
95.17 |
95.17 |
95.01 |
95.13 |
-0.05 |
2,597 |
119,432 |
-1,530 |
Dec09 |
081020 |
94.73 |
94.81 |
94.69 |
94.81 |
-0.01 |
1,843 |
76,676 |
+1,253 |
Mar10 |
081020 |
94.53 |
94.53 |
94.40 |
94.52 |
-0.02 |
981 |
33,029 |
+187 |
Jun10 |
081020 |
94.25 |
94.31 |
94.20 |
94.31 |
-0.01 |
1,171 |
28,107 |
+286 |
Sep10 |
081020 |
94.08 |
94.15 |
94.03 |
94.15 |
-0.01 |
224 |
14,280 |
-52 |
Dec10 |
081020 |
93.91 |
93.97 |
93.84 |
93.96 |
-0.04 |
21 |
3,160 |
-27 |
Mar11 |
081020 |
93.79 |
93.87 |
93.71 |
93.85 |
-0.03 |
22 |
910 |
-22 |
Total Volume and Open Interest |
50,152 |
1,417,832 |
-17,457 |
10-Year Aus T-Bonds(SFE) |
Dec08 |
081020 |
94.62 |
94.74 |
94.57 |
94.71 |
+0.09 |
20,232 |
405,330 |
-44,775 |
Mar09 |
081020 |
94.71 |
94.71 |
94.71 |
94.71 |
+0.09 |
|
|
|
Total Volume and Open Interest |
20,232 |
405,330 |
-44,775 |
3-Year Aus T-Bonds(SFE) |
Dec08 |
081020 |
95.44 |
95.54 |
95.27 |
95.43 |
-0.02 |
58,370 |
515,259 |
-69,611 |
Mar09 |
081020 |
95.43 |
95.43 |
95.43 |
95.43 |
-0.02 |
|
|
|
Total Volume and Open Interest |
58,370 |
515,259 |
-69,611 |
Gold(CMX) |
Oct08 |
081020 |
803.8 |
803.8 |
787.5 |
787.6 |
+2.5 |
55 |
66 |
-121 |
Dec08 |
081020 |
784.6 |
811.8 |
782.8 |
790.0 |
+2.3 |
104,709 |
203,697 |
-4,965 |
Feb09 |
081020 |
789.5 |
812.3 |
789.1 |
793.0 |
+2.1 |
2,232 |
20,671 |
-184 |
Apr09 |
081020 |
811.4 |
812.0 |
792.5 |
795.6 |
+2.2 |
858 |
19,602 |
-527 |
Jun09 |
081020 |
804.9 |
816.8 |
794.4 |
798.0 |
+2.2 |
714 |
18,474 |
-118 |
Aug09 |
081020 |
800.5 |
800.5 |
800.5 |
800.5 |
+2.2 |
666 |
15,750 |
+359 |
Oct09 |
081020 |
800.0 |
803.0 |
800.0 |
803.0 |
+2.2 |
257 |
5,039 |
-122 |
Dec09 |
081020 |
800.0 |
821.5 |
800.0 |
805.5 |
+2.2 |
667 |
13,678 |
+176 |
Feb10 |
081020 |
808.1 |
808.1 |
808.1 |
808.1 |
+2.2 |
0 |
696 |
+0 |
Apr10 |
081020 |
810.5 |
810.5 |
810.5 |
810.5 |
+2.0 |
0 |
35 |
+0 |
Jun10 |
081020 |
813.2 |
813.2 |
813.2 |
813.2 |
+1.8 |
10 |
5,049 |
+0 |
Aug10 |
081020 |
816.5 |
816.5 |
816.5 |
816.5 |
+1.6 |
|
|
|
Total Volume and Open Interest |
110,480 |
324,045 |
-5,382 |
Silver(CMX) |
Dec08 |
081020 |
935.0 |
991.5 |
935.0 |
969.0 |
+35.5 |
24,667 |
58,515 |
-1,455 |
Mar09 |
081020 |
962.0 |
984.0 |
955.0 |
972.7 |
+35.0 |
1,522 |
12,700 |
-488 |
May09 |
081020 |
974.3 |
974.3 |
974.3 |
974.3 |
+34.0 |
75 |
5,173 |
+37 |
Jul09 |
081020 |
977.0 |
977.0 |
970.0 |
975.9 |
+33.4 |
20 |
6,470 |
-2 |
Sep09 |
081020 |
959.5 |
977.4 |
959.5 |
977.4 |
+33.4 |
52 |
2,647 |
+5 |
Dec09 |
081020 |
958.0 |
996.5 |
958.0 |
980.0 |
+31.5 |
357 |
3,520 |
-118 |
Mar10 |
081020 |
983.3 |
983.3 |
983.3 |
983.3 |
+29.6 |
0 |
394 |
+0 |
Total Volume and Open Interest |
27,075 |
97,752 |
-2,067 |
Platinum(NYMEX) |
Oct08 |
081020 |
883.1 |
888.2 |
881.0 |
884.0 |
+11.5 |
13 |
384 |
+0 |
Jan09 |
081020 |
883.0 |
939.9 |
875.0 |
892.5 |
+11.5 |
1,409 |
14,252 |
+16 |
Apr09 |
081020 |
899.0 |
900.5 |
894.0 |
900.5 |
+11.5 |
33 |
260 |
+30 |
Total Volume and Open Interest |
1,455 |
14,896 |
+46 |
Palladium(NYMEX) |
Dec08 |
081020 |
177.00 |
185.90 |
176.50 |
180.05 |
+5.55 |
1,869 |
13,655 |
-625 |
Mar09 |
081020 |
179.30 |
185.40 |
177.50 |
182.55 |
+5.55 |
271 |
789 |
+255 |
Jun09 |
081020 |
184.55 |
184.55 |
184.55 |
184.55 |
+5.55 |
0 |
10 |
+0 |
Total Volume and Open Interest |
2,140 |
14,454 |
-370 |
Copper(CMX) |
Dec08 |
081020 |
215.00 |
226.45 |
209.70 |
211.65 |
-6.30 |
12,116 |
49,307 |
+93 |
Mar09 |
081020 |
218.80 |
225.00 |
210.65 |
212.65 |
-6.20 |
905 |
17,603 |
+146 |
May09 |
081020 |
217.80 |
219.10 |
213.00 |
213.75 |
-6.25 |
164 |
2,226 |
+20 |
Jul09 |
081020 |
219.90 |
219.90 |
214.75 |
214.75 |
-6.25 |
74 |
1,402 |
+12 |
Sep09 |
081020 |
215.40 |
220.85 |
215.40 |
215.70 |
-6.05 |
38 |
1,207 |
+13 |
Total Volume and Open Interest |
13,806 |
83,453 |
+262 |
DJIA Index(CBOT) |
Dec08 |
081020 |
8798 |
9320 |
8722 |
9317 |
+546 |
3,952 |
26,435 |
-412 |
Mar09 |
081020 |
9314 |
9314 |
8768 |
9314 |
+546 |
3 |
117 |
+0 |
Jun09 |
081020 |
9322 |
9322 |
8776 |
9322 |
+546 |
|
|
|
Sep09 |
081020 |
9328 |
9328 |
8782 |
9328 |
+546 |
|
|
|
Total Volume and Open Interest |
3,955 |
26,552 |
-412 |
E-mini DJIA Index(CBOT) |
Dec08 |
081020 |
8801 |
9324 |
8700 |
9317 |
+546 |
312,142 |
97,921 |
-5,128 |
Mar09 |
081020 |
8818 |
9314 |
8797 |
9314 |
+546 |
96 |
491 |
-8 |
Jun09 |
081020 |
9322 |
9322 |
9322 |
9322 |
+546 |
4 |
515 |
+1 |
Sep09 |
081020 |
9328 |
9328 |
9328 |
9328 |
+546 |
|
|
|
Total Volume and Open Interest |
312,242 |
98,927 |
-5,135 |
S & P 500(CME) |
Dec08 |
081020 |
937.40 |
992.50 |
926.00 |
990.40 |
+56.90 |
72,774 |
633,509 |
+3,536 |
Mar09 |
081020 |
954.00 |
990.30 |
954.00 |
990.20 |
+56.90 |
529 |
5,761 |
+399 |
Jun09 |
081020 |
991.00 |
991.00 |
929.00 |
991.00 |
+57.30 |
245 |
3,555 |
+176 |
Sep09 |
081020 |
989.60 |
989.60 |
929.00 |
989.60 |
+57.80 |
0 |
768 |
+0 |
Total Volume and Open Interest |
73,548 |
643,608 |
+4,111 |
S & P 500 E-Mini(Globex) |
Dec08 |
081020 |
937.50 |
992.75 |
925.50 |
990.50 |
+57.00 |
3,820,686 |
2,903,973 |
-149,850 |
Mar09 |
081020 |
937.50 |
992.00 |
927.25 |
990.25 |
+57.00 |
1,974 |
71,105 |
+404 |
Total Volume and Open Interest |
3,822,662 |
2,980,551 |
-149,447 |
NASDAQ 100(CME) |
Dec08 |
081020 |
1315.00 |
1365.00 |
1291.00 |
1360.00 |
+49.00 |
5,157 |
28,750 |
+899 |
Mar09 |
081020 |
1365.00 |
1365.00 |
1359.00 |
1365.00 |
+49.00 |
0 |
9 |
+0 |
Jun09 |
081020 |
1368.80 |
1368.80 |
1363.30 |
1368.80 |
+48.50 |
0 |
5 |
+0 |
Total Volume and Open Interest |
5,157 |
28,764 |
+899 |
NASDAQ 100 E-Mini(Globex) |
Dec08 |
081020 |
1314.00 |
1363.30 |
1291.00 |
1360.00 |
+49.00 |
585,775 |
389,802 |
+6,874 |
Mar09 |
081020 |
1329.30 |
1366.30 |
1296.80 |
1365.00 |
+49.00 |
67 |
480 |
-4 |
Total Volume and Open Interest |
585,843 |
390,283 |
+6,871 |
S & P Midcap 400(CME) |
Dec08 |
081020 |
560.00 |
579.40 |
554.00 |
579.40 |
+31.20 |
31 |
7,201 |
-34 |
Mar09 |
081020 |
586.70 |
586.70 |
585.50 |
586.70 |
+31.20 |
|
|
|
Jun09 |
081020 |
591.70 |
591.70 |
590.50 |
591.70 |
+31.20 |
|
|
|
Total Volume and Open Interest |
31 |
7,201 |
-34 |
Russell 2000 E-Mini(Globex) |
Dec08 |
080724 |
816.80 |
816.80 |
792.60 |
796.30 |
+156.00 |
|
|
|
Total Volume and Open Interest |
288,105 |
630,143 |
|
Nikkei 225(CME) |
Dec08 |
081020 |
9395 |
9395 |
9020 |
9395 |
+740 |
25,272 |
66,502 |
+3,367 |
Mar09 |
081020 |
9485 |
9485 |
9450 |
9485 |
+740 |
0 |
3 |
+0 |
Total Volume and Open Interest |
25,272 |
66,505 |
+3,367 |
Nikkei 225(SGX) |
Dec08 |
081020 |
8715 |
9090 |
8660 |
9065 |
+405 |
116,066 |
252,347 |
+5,566 |
Mar09 |
081020 |
8750 |
9100 |
8700 |
9015 |
+310 |
497 |
1,277 |
+178 |
Jun09 |
081020 |
8935 |
8935 |
8935 |
8935 |
+315 |
0 |
168 |
+0 |
Total Volume and Open Interest |
117,884 |
255,705 |
+6,398 |
CAC 40(EURONEXT) |
Nov08 |
081020 |
3379.5 |
3475.0 |
3353.0 |
3445.5 |
+115.5 |
206,330 |
385,389 |
+43,034 |
Dec08 |
081020 |
3401.0 |
3469.0 |
3360.0 |
3442.0 |
+110.5 |
943 |
37,062 |
+59 |
Jan09 |
081020 |
3457.5 |
3457.5 |
3457.5 |
3457.5 |
|
|
|
|
Hang Seng Index(HKFE) |
Oct08 |
081020 |
14625 |
15538 |
14533 |
15270 |
+800 |
81,335 |
94,099 |
-365 |
Nov08 |
081020 |
14607 |
15500 |
14513 |
15226 |
+798 |
1,099 |
1,837 |
+368 |
Dec08 |
081020 |
14637 |
15512 |
14631 |
15281 |
+831 |
268 |
3,835 |
+102 |
Total Volume and Open Interest |
82,734 |
99,926 |
+127 |
DAX(EUREX) |
Dec08 |
081020 |
4915.0 |
4979.0 |
4783.0 |
4865.0 |
+60.0 |
261,800 |
215,218 |
-621 |
Mar09 |
081020 |
4964.0 |
5004.5 |
4820.0 |
4902.5 |
+62.0 |
470 |
10,460 |
+10 |
Jun09 |
081020 |
4983.5 |
5004.0 |
4932.0 |
4945.0 |
+65.0 |
201 |
2,003 |
+114 |
Total Volume and Open Interest |
262,471 |
227,681 |
-497 |
FT-SE 100(EURONEXT) |
Dec08 |
081020 |
4160.50 |
4378.00 |
4071.50 |
4265.00 |
+230.00 |
192,143 |
676,546 |
+1,654 |
Mar09 |
081020 |
4133.00 |
4359.00 |
4131.50 |
4256.00 |
+230.00 |
310 |
8,744 |
-78 |
Jun09 |
081020 |
4243.00 |
4243.00 |
4243.00 |
4243.00 |
+230.00 |
0 |
25 |
+0 |
Total Volume and Open Interest |
192,453 |
685,315 |
+1,576 |
SPI 200(SFE) |
Dec08 |
081020 |
4038.0 |
4195.0 |
3920.0 |
4158.0 |
+107.0 |
43,265 |
267,516 |
-10,093 |
Mar09 |
081020 |
3994.0 |
4136.0 |
3994.0 |
4124.0 |
+101.0 |
4 |
1,763 |
-3 |
Jun09 |
081020 |
4136.0 |
4136.0 |
4136.0 |
4136.0 |
+101.0 |
208 |
2,544 |
+152 |
Total Volume and Open Interest |
43,477 |
272,110 |
-9,947 |
GSCI(CME) |
Nov08 |
081020 |
481.30 |
489.00 |
472.50 |
484.00 |
+11.00 |
198 |
14,827 |
-19 |
Dec08 |
081020 |
488.00 |
493.00 |
482.50 |
491.00 |
+8.00 |
0 |
7 |
+0 |
Jan09 |
081020 |
494.00 |
496.00 |
485.50 |
494.00 |
+8.00 |
|
|
|
Total Volume and Open Interest |
198 |
14,834 |
-19 |
Reuters CCI(ICE) |
Nov08 |
081020 |
392.00 |
392.00 |
388.00 |
388.00 |
+3.00 |
9 |
907 |
+3 |
Jan09 |
081020 |
398.50 |
402.05 |
398.50 |
398.50 |
+2.50 |
2 |
406 |
+0 |
Feb09 |
081020 |
400.50 |
400.50 |
400.50 |
400.50 |
+2.50 |
0 |
6 |
+0 |
Total Volume and Open Interest |
0 |
3 |
+0 |
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|