|
MRCI's End of Day Prices |
Daily Futures Price Listing Tue September 01, 2009 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Sep09 |
090901 |
1100.00 |
1114.25 |
1011.75 |
1014.00 |
-86.00 |
1,845 |
2,564 |
-731 |
Nov09 |
090901 |
977.25 |
989.00 |
950.75 |
955.50 |
-24.00 |
95,400 |
247,126 |
-778 |
Jan10 |
090901 |
980.00 |
990.00 |
954.75 |
959.50 |
-21.75 |
12,621 |
61,495 |
+421 |
Mar10 |
090901 |
978.00 |
986.00 |
955.00 |
959.25 |
-20.00 |
4,139 |
26,123 |
-38 |
May10 |
090901 |
980.00 |
980.00 |
950.00 |
955.50 |
-17.00 |
4,189 |
20,492 |
-309 |
Jul10 |
090901 |
973.25 |
982.00 |
954.25 |
958.50 |
-16.00 |
4,234 |
22,082 |
+962 |
Aug10 |
090901 |
958.00 |
967.50 |
952.00 |
952.00 |
-15.50 |
26 |
161 |
+2 |
Sep10 |
090901 |
931.00 |
945.50 |
931.00 |
931.00 |
-14.50 |
24 |
79 |
+2 |
Nov10 |
090901 |
923.00 |
928.75 |
907.25 |
913.00 |
-13.50 |
1,752 |
22,521 |
+90 |
Jan11 |
090901 |
917.00 |
932.00 |
917.00 |
917.00 |
-15.00 |
1 |
53 |
+1 |
Mar11 |
090901 |
919.00 |
933.50 |
919.00 |
919.00 |
-14.50 |
0 |
37 |
+0 |
May11 |
090901 |
920.00 |
934.50 |
920.00 |
920.00 |
-14.50 |
0 |
2 |
+0 |
Jul11 |
090901 |
922.00 |
935.50 |
922.00 |
922.00 |
-13.50 |
2 |
8 |
-2 |
Aug11 |
090901 |
918.00 |
934.50 |
918.00 |
918.00 |
-16.50 |
|
|
|
Total Volume and Open Interest |
124,246 |
403,491 |
-373 |
Soybean Meal(CBOT) |
Sep09 |
090901 |
382.50 |
384.00 |
350.00 |
351.70 |
-30.80 |
3,940 |
9,070 |
-1,055 |
Oct09 |
090901 |
308.80 |
311.40 |
295.50 |
296.70 |
-12.10 |
9,643 |
35,121 |
+949 |
Dec09 |
090901 |
297.40 |
300.50 |
287.70 |
288.70 |
-8.80 |
26,002 |
74,926 |
-465 |
Jan10 |
090901 |
296.70 |
297.20 |
285.90 |
286.90 |
-7.50 |
1,342 |
9,664 |
-76 |
Mar10 |
090901 |
292.30 |
293.40 |
284.90 |
285.30 |
-6.20 |
1,332 |
9,535 |
+33 |
May10 |
090901 |
288.50 |
288.60 |
282.00 |
282.50 |
-4.90 |
686 |
10,048 |
+104 |
Jul10 |
090901 |
288.40 |
289.30 |
283.10 |
283.50 |
-4.50 |
527 |
4,891 |
+65 |
Aug10 |
090901 |
287.90 |
288.80 |
282.50 |
282.50 |
-4.50 |
193 |
1,240 |
+78 |
Sep10 |
090901 |
282.00 |
283.00 |
277.00 |
277.00 |
-5.00 |
138 |
1,004 |
-55 |
Oct10 |
090901 |
269.00 |
269.50 |
265.50 |
265.50 |
-4.00 |
9 |
683 |
+3 |
Total Volume and Open Interest |
43,979 |
159,045 |
-394 |
Soybean Oil(CBOT) |
Sep09 |
090901 |
34.99 |
35.30 |
34.47 |
34.53 |
-0.46 |
17,858 |
8,945 |
-5,765 |
Oct09 |
090901 |
35.30 |
35.56 |
34.62 |
34.70 |
-0.49 |
12,014 |
42,445 |
+83 |
Dec09 |
090901 |
35.60 |
36.14 |
34.95 |
35.10 |
-0.50 |
43,914 |
120,846 |
-972 |
Jan10 |
090901 |
36.00 |
36.40 |
35.39 |
35.51 |
-0.50 |
2,453 |
23,091 |
+40 |
Mar10 |
090901 |
36.44 |
36.67 |
35.68 |
35.73 |
-0.49 |
3,837 |
10,088 |
+309 |
May10 |
090901 |
36.69 |
36.79 |
35.75 |
35.86 |
-0.47 |
676 |
8,038 |
+242 |
Jul10 |
090901 |
36.45 |
36.48 |
35.93 |
35.98 |
-0.47 |
590 |
6,144 |
+172 |
Aug10 |
090901 |
36.34 |
36.34 |
35.99 |
36.08 |
-0.42 |
7 |
622 |
+6 |
Sep10 |
090901 |
36.29 |
36.85 |
36.10 |
36.18 |
-0.37 |
5 |
358 |
+5 |
Oct10 |
090901 |
36.35 |
36.35 |
36.23 |
36.23 |
-0.37 |
1 |
367 |
+1 |
Total Volume and Open Interest |
81,587 |
229,215 |
-5,744 |
Canola(WCE) |
Nov09 |
090901 |
421.1 |
424.6 |
410.2 |
414.2 |
-10.4 |
9,732 |
80,175 |
-3,308 |
Jan10 |
090901 |
427.2 |
427.4 |
415.8 |
419.0 |
-9.6 |
2,001 |
17,981 |
+1,305 |
Mar10 |
090901 |
425.2 |
425.2 |
418.2 |
421.2 |
-9.0 |
37 |
2,203 |
+21 |
May10 |
090901 |
426.0 |
426.0 |
426.0 |
426.0 |
-8.2 |
0 |
561 |
+0 |
Jul10 |
090901 |
431.0 |
431.0 |
431.0 |
431.0 |
-7.2 |
0 |
733 |
+0 |
Total Volume and Open Interest |
11,770 |
101,779 |
-1,982 |
Corn(CBOT) |
Sep09 |
090901 |
325.00 |
326.00 |
311.00 |
312.25 |
-14.00 |
36,359 |
22,091 |
-5,538 |
Dec09 |
090901 |
328.25 |
329.00 |
316.50 |
319.25 |
-10.50 |
141,944 |
524,855 |
-2,090 |
Mar10 |
090901 |
341.00 |
342.00 |
329.50 |
332.50 |
-10.00 |
37,201 |
117,406 |
+3,009 |
May10 |
090901 |
350.00 |
350.00 |
338.50 |
341.50 |
-9.75 |
6,715 |
25,498 |
-221 |
Jul10 |
090901 |
358.50 |
358.50 |
346.75 |
350.00 |
-9.25 |
13,045 |
61,089 |
+1,926 |
Sep10 |
090901 |
363.25 |
367.25 |
355.00 |
358.25 |
-9.00 |
2,425 |
10,648 |
+604 |
Dec10 |
090901 |
375.00 |
375.50 |
364.50 |
367.50 |
-9.25 |
3,467 |
61,345 |
+260 |
Mar11 |
090901 |
380.50 |
389.00 |
378.75 |
379.75 |
-9.25 |
432 |
1,833 |
+129 |
May11 |
090901 |
393.75 |
396.00 |
386.75 |
386.75 |
-9.25 |
0 |
138 |
+0 |
Jul11 |
090901 |
396.75 |
402.00 |
392.25 |
393.00 |
-9.00 |
27 |
1,055 |
+1 |
Total Volume and Open Interest |
241,715 |
832,265 |
-1,871 |
Wheat(CBOT) |
Sep09 |
090901 |
471.00 |
472.00 |
454.25 |
459.25 |
-11.75 |
14,438 |
7,050 |
-5,049 |
Dec09 |
090901 |
498.25 |
499.75 |
482.00 |
487.25 |
-11.50 |
50,502 |
198,472 |
-5,012 |
Mar10 |
090901 |
517.25 |
518.25 |
501.25 |
506.75 |
-11.50 |
8,927 |
38,002 |
+411 |
May10 |
090901 |
531.00 |
531.00 |
514.75 |
519.50 |
-11.50 |
3,759 |
5,513 |
-1,991 |
Jul10 |
090901 |
543.50 |
543.50 |
527.00 |
532.00 |
-11.50 |
2,302 |
46,255 |
-48 |
Sep10 |
090901 |
552.00 |
558.75 |
544.00 |
547.25 |
-11.50 |
43 |
533 |
+18 |
Total Volume and Open Interest |
80,455 |
308,686 |
-11,395 |
Wheat(KCBT) |
Sep09 |
090901 |
503.00 |
503.00 |
491.50 |
494.25 |
-10.75 |
1,780 |
1,502 |
-456 |
Dec09 |
090901 |
519.75 |
520.25 |
505.00 |
510.25 |
-10.50 |
9,920 |
63,944 |
+23 |
Mar10 |
090901 |
536.00 |
536.00 |
521.50 |
526.25 |
-10.00 |
1,447 |
12,887 |
+889 |
May10 |
090901 |
540.00 |
542.75 |
533.50 |
537.50 |
-10.25 |
319 |
2,457 |
+92 |
Jul10 |
090901 |
554.50 |
554.50 |
543.50 |
548.50 |
-10.50 |
558 |
11,702 |
+18 |
Sep10 |
090901 |
562.50 |
563.25 |
555.00 |
559.50 |
-10.75 |
41 |
683 |
-1 |
Total Volume and Open Interest |
14,237 |
100,994 |
+599 |
Wheat(MGE) |
Sep09 |
090901 |
511.00 |
511.50 |
502.00 |
504.00 |
-17.25 |
870 |
335 |
-427 |
Dec09 |
090901 |
535.50 |
538.00 |
520.50 |
521.75 |
-16.25 |
4,216 |
19,705 |
-933 |
Mar10 |
090901 |
550.00 |
550.00 |
538.75 |
539.75 |
-16.25 |
671 |
7,987 |
+200 |
May10 |
090901 |
558.75 |
558.75 |
549.75 |
551.25 |
-14.50 |
234 |
2,025 |
+10 |
Jul10 |
090901 |
570.50 |
570.50 |
560.25 |
562.25 |
-14.50 |
250 |
6,016 |
-10 |
Total Volume and Open Interest |
6,725 |
38,168 |
-982 |
Oats(CBOT) |
Sep09 |
090901 |
212.00 |
212.00 |
203.25 |
203.25 |
-7.50 |
92 |
57 |
-42 |
Dec09 |
090901 |
226.75 |
227.50 |
215.50 |
215.50 |
-9.50 |
685 |
11,167 |
-21 |
Mar10 |
090901 |
238.50 |
238.50 |
228.25 |
228.25 |
-9.50 |
96 |
1,841 |
+1 |
May10 |
090901 |
237.00 |
246.50 |
237.00 |
237.00 |
-9.50 |
4 |
8 |
+4 |
Total Volume and Open Interest |
877 |
13,077 |
-58 |
Rough Rice(CBOT) |
Sep09 |
090901 |
13.82 |
13.90 |
13.72 |
13.72 |
-0.14 |
57 |
901 |
-606 |
Nov09 |
090901 |
14.02 |
14.16 |
13.85 |
13.93 |
-0.15 |
766 |
7,717 |
+72 |
Jan10 |
090901 |
14.28 |
14.32 |
14.06 |
14.15 |
-0.14 |
138 |
894 |
+18 |
Mar10 |
090901 |
14.51 |
14.52 |
14.30 |
14.36 |
-0.13 |
41 |
909 |
+3 |
Total Volume and Open Interest |
1,002 |
10,849 |
-513 |
Live Cattle(CME) |
Oct09 |
090901 |
86.830 |
87.000 |
86.050 |
86.100 |
-0.580 |
25,849 |
104,278 |
-3,542 |
Dec09 |
090901 |
87.050 |
87.180 |
86.135 |
86.430 |
-0.400 |
9,639 |
74,520 |
+1,766 |
Feb10 |
090901 |
87.580 |
87.700 |
86.850 |
87.150 |
-0.135 |
5,615 |
30,203 |
+565 |
Apr10 |
090901 |
89.750 |
89.900 |
88.980 |
89.180 |
-0.400 |
2,182 |
22,171 |
+836 |
Jun10 |
090901 |
86.150 |
86.250 |
85.350 |
85.680 |
-0.170 |
230 |
7,813 |
+89 |
Aug10 |
090901 |
86.100 |
86.800 |
86.000 |
86.400 |
-0.200 |
31 |
1,579 |
+30 |
Total Volume and Open Interest |
43,627 |
242,178 |
-864 |
Feeder Cattle(CME) |
Sep09 |
090901 |
97.750 |
97.885 |
96.885 |
97.000 |
-0.250 |
734 |
4,127 |
-123 |
Oct09 |
090901 |
97.785 |
97.885 |
96.700 |
96.800 |
-0.630 |
1,527 |
11,076 |
+237 |
Nov09 |
090901 |
98.450 |
98.650 |
97.450 |
97.550 |
-0.485 |
1,147 |
5,901 |
+160 |
Jan10 |
090901 |
99.450 |
99.535 |
98.730 |
98.900 |
-0.385 |
341 |
1,732 |
+85 |
Mar10 |
090901 |
99.100 |
99.800 |
99.000 |
99.100 |
unch |
60 |
759 |
+28 |
Apr10 |
090901 |
100.400 |
100.500 |
100.200 |
100.400 |
-0.100 |
7 |
220 |
+3 |
May10 |
090901 |
101.400 |
101.550 |
101.100 |
101.400 |
-0.100 |
61 |
398 |
+35 |
Total Volume and Open Interest |
3,879 |
24,214 |
+426 |
Lean Hogs(CME) |
Oct09 |
090901 |
48.130 |
49.800 |
48.035 |
49.500 |
+1.350 |
8,197 |
51,844 |
-1,608 |
Dec09 |
090901 |
46.150 |
47.600 |
46.150 |
47.485 |
+1.250 |
7,421 |
48,608 |
+847 |
Feb10 |
090901 |
53.250 |
54.500 |
53.250 |
54.400 |
+1.050 |
3,004 |
21,964 |
+235 |
Apr10 |
090901 |
58.235 |
59.500 |
58.235 |
59.330 |
+1.095 |
1,295 |
8,686 |
+522 |
May10 |
090901 |
64.225 |
65.200 |
63.950 |
65.150 |
+0.720 |
37 |
724 |
+21 |
Jun10 |
090901 |
68.100 |
69.225 |
68.100 |
69.080 |
+0.980 |
505 |
4,687 |
+347 |
Jul10 |
090901 |
68.100 |
68.750 |
67.800 |
68.750 |
+0.500 |
45 |
947 |
+6 |
Aug10 |
090901 |
66.250 |
66.900 |
66.150 |
66.900 |
+0.800 |
34 |
672 |
+10 |
Total Volume and Open Interest |
20,548 |
138,300 |
+390 |
Class III Milk(CME) |
Sep09 |
090901 |
12.29 |
12.30 |
12.22 |
12.25 |
-0.04 |
206 |
3,712 |
-44 |
Oct09 |
090901 |
12.41 |
12.46 |
12.29 |
12.32 |
-0.14 |
155 |
3,816 |
-16 |
Nov09 |
090901 |
12.85 |
12.97 |
12.80 |
12.83 |
-0.09 |
173 |
3,692 |
-41 |
Dec09 |
090901 |
13.05 |
13.09 |
13.00 |
13.00 |
-0.09 |
245 |
3,614 |
+50 |
Jan10 |
090901 |
13.32 |
13.43 |
13.24 |
13.35 |
-0.08 |
66 |
1,434 |
+8 |
Total Volume and Open Interest |
1,067 |
26,395 |
+2 |
Cocoa(ICE) |
Sep09 |
090901 |
2819 |
2838 |
2797 |
2804 |
+32 |
15 |
99 |
-22 |
Dec09 |
090901 |
2803 |
2860 |
2800 |
2822 |
+28 |
3,971 |
61,407 |
-404 |
Mar10 |
090901 |
2846 |
2879 |
2824 |
2849 |
+34 |
765 |
30,165 |
+326 |
May10 |
090901 |
2847 |
2890 |
2839 |
2860 |
+33 |
28 |
7,884 |
-1 |
Jul10 |
090901 |
2868 |
2868 |
2868 |
2868 |
+34 |
42 |
3,593 |
+24 |
Sep10 |
090901 |
2870 |
2870 |
2870 |
2870 |
+35 |
0 |
3,003 |
+0 |
Dec10 |
090901 |
2878 |
2878 |
2878 |
2878 |
+36 |
1 |
1,832 |
+0 |
Total Volume and Open Interest |
4,822 |
113,626 |
-77 |
Coffee "C"(ICE) |
Sep09 |
090901 |
120.70 |
120.90 |
119.20 |
119.20 |
-1.70 |
33 |
109 |
-16 |
Dec09 |
090901 |
122.60 |
123.50 |
120.00 |
120.10 |
-2.20 |
6,080 |
65,774 |
+8 |
Mar10 |
090901 |
126.00 |
126.25 |
123.00 |
123.05 |
-2.15 |
564 |
15,918 |
+18 |
May10 |
090901 |
126.00 |
126.00 |
125.00 |
125.00 |
-2.10 |
51 |
6,611 |
+5 |
Jul10 |
090901 |
129.00 |
129.00 |
126.85 |
126.85 |
-2.10 |
41 |
2,004 |
-3 |
Sep10 |
090901 |
128.70 |
128.70 |
128.70 |
128.70 |
-2.10 |
47 |
2,134 |
+19 |
Total Volume and Open Interest |
6,825 |
94,308 |
+34 |
Orange Juice(ICE) |
Sep09 |
090901 |
90.05 |
93.20 |
90.05 |
91.55 |
+1.45 |
337 |
257 |
-401 |
Nov09 |
090901 |
94.15 |
97.00 |
93.40 |
94.40 |
+0.05 |
1,190 |
23,485 |
-44 |
Jan10 |
090901 |
98.00 |
99.00 |
97.80 |
97.80 |
+0.15 |
61 |
1,708 |
+33 |
Mar10 |
090901 |
101.75 |
101.75 |
101.05 |
101.05 |
+0.15 |
7 |
2,547 |
+2 |
May10 |
090901 |
104.50 |
104.50 |
103.95 |
103.95 |
+0.20 |
0 |
372 |
+0 |
Jul10 |
090901 |
105.75 |
105.75 |
105.75 |
105.75 |
-0.05 |
0 |
58 |
+0 |
Total Volume and Open Interest |
1,595 |
28,608 |
-410 |
Sugar #11(ICE) |
Oct09 |
090901 |
24.44 |
24.85 |
23.61 |
24.24 |
-0.15 |
56,519 |
280,183 |
-7,093 |
Mar10 |
090901 |
25.88 |
26.25 |
25.02 |
25.59 |
-0.23 |
40,638 |
250,180 |
+8,125 |
May10 |
090901 |
24.33 |
24.50 |
23.41 |
24.00 |
-0.20 |
8,014 |
49,750 |
+693 |
Jul10 |
090901 |
22.47 |
22.70 |
21.74 |
22.29 |
-0.22 |
6,628 |
111,669 |
+1,385 |
Oct10 |
090901 |
21.55 |
21.70 |
20.66 |
21.29 |
-0.25 |
3,486 |
76,289 |
+466 |
Total Volume and Open Interest |
119,457 |
863,349 |
+4,387 |
London Cocoa(LCE) |
Sep09 |
090901 |
1809 |
1839 |
1809 |
1824 |
+18 |
1,193 |
37,401 |
-74 |
Dec09 |
090901 |
1829 |
1863 |
1829 |
1848 |
+23 |
4,581 |
47,123 |
+509 |
Mar10 |
090901 |
1830 |
1862 |
1825 |
1849 |
+29 |
1,121 |
32,071 |
+568 |
May10 |
090901 |
1828 |
1861 |
1820 |
1848 |
+33 |
480 |
25,471 |
+274 |
Jul10 |
090901 |
1809 |
1839 |
1809 |
1839 |
+31 |
1 |
7,635 |
+1 |
Sep10 |
090901 |
1816 |
1834 |
1816 |
1834 |
+29 |
5 |
3,598 |
+0 |
Dec10 |
090901 |
1831 |
1831 |
1831 |
1831 |
+28 |
0 |
714 |
+0 |
Total Volume and Open Interest |
7,075 |
156,803 |
+0 |
London Sugar(LCE) |
Oct09 |
090901 |
599.60 |
603.60 |
574.50 |
582.50 |
+9.40 |
6,854 |
31,578 |
-2,066 |
Dec09 |
090901 |
622.00 |
630.00 |
605.60 |
612.50 |
+11.50 |
3,264 |
19,351 |
+1,938 |
Mar10 |
090901 |
643.00 |
645.60 |
621.70 |
630.50 |
+9.80 |
1,580 |
18,180 |
+816 |
May10 |
090901 |
620.00 |
629.90 |
607.00 |
614.50 |
+10.00 |
395 |
6,172 |
-28 |
Aug10 |
090901 |
584.10 |
599.10 |
576.60 |
582.70 |
+4.10 |
343 |
5,926 |
-139 |
Total Volume and Open Interest |
13,478 |
85,397 |
+1,292 |
Cotton(ICE) |
Oct09 |
090901 |
57.42 |
57.50 |
55.57 |
56.37 |
-1.39 |
90 |
1,589 |
-45 |
Dec09 |
090901 |
59.70 |
59.98 |
57.52 |
58.35 |
-1.39 |
7,228 |
92,205 |
+326 |
Mar10 |
090901 |
61.71 |
62.24 |
59.87 |
60.72 |
-1.34 |
524 |
22,373 |
+12 |
May10 |
090901 |
62.27 |
62.27 |
62.00 |
62.14 |
-1.30 |
11 |
1,600 |
-6 |
Jul10 |
090901 |
63.50 |
63.50 |
63.33 |
63.33 |
-1.30 |
36 |
3,424 |
+21 |
Oct10 |
090901 |
64.65 |
64.65 |
64.65 |
64.65 |
-1.28 |
0 |
15 |
+0 |
Total Volume and Open Interest |
7,909 |
123,789 |
+308 |
Lumber(CME) |
Sep09 |
090901 |
176.0 |
177.0 |
167.0 |
170.0 |
-6.8 |
689 |
1,932 |
+15 |
Nov09 |
090901 |
178.9 |
184.0 |
175.2 |
178.8 |
-0.8 |
863 |
5,432 |
+163 |
Jan10 |
090901 |
199.3 |
202.7 |
196.7 |
196.7 |
-4.5 |
643 |
2,070 |
+359 |
Mar10 |
090901 |
215.2 |
215.2 |
210.8 |
213.4 |
unch |
8 |
91 |
+1 |
Total Volume and Open Interest |
2,203 |
9,538 |
+538 |
Crude Oil(NYM) |
Oct09 |
090901 |
69.85 |
71.37 |
68.00 |
68.05 |
-1.91 |
276,967 |
250,813 |
-5,734 |
Nov09 |
090901 |
70.54 |
72.00 |
68.67 |
68.72 |
-1.94 |
66,454 |
146,267 |
+7,081 |
Dec09 |
090901 |
71.01 |
72.65 |
69.40 |
69.45 |
-1.93 |
53,536 |
166,237 |
+2,595 |
Jan10 |
090901 |
71.66 |
73.15 |
70.07 |
70.13 |
-1.87 |
5,799 |
39,128 |
-44 |
Feb10 |
090901 |
72.74 |
73.80 |
70.74 |
70.76 |
-1.83 |
3,872 |
26,761 |
+400 |
Mar10 |
090901 |
73.53 |
74.30 |
71.34 |
71.39 |
-1.79 |
3,253 |
28,295 |
+831 |
Apr10 |
090901 |
73.65 |
73.65 |
71.95 |
71.95 |
-1.76 |
1,341 |
13,550 |
-34 |
May10 |
090901 |
74.92 |
74.92 |
72.50 |
72.51 |
-1.70 |
960 |
12,950 |
-11 |
Jun10 |
090901 |
75.00 |
75.78 |
72.96 |
73.05 |
-1.65 |
5,876 |
74,654 |
-170 |
Jul10 |
090901 |
75.21 |
76.08 |
73.47 |
73.47 |
-1.62 |
2,773 |
31,066 |
-1,020 |
Aug10 |
090901 |
74.45 |
74.45 |
73.79 |
73.79 |
-1.61 |
1,493 |
10,841 |
+239 |
Sep10 |
090901 |
76.45 |
76.45 |
74.11 |
74.11 |
-1.61 |
698 |
19,188 |
-6 |
Oct10 |
090901 |
74.42 |
74.42 |
74.42 |
74.42 |
-1.62 |
562 |
9,464 |
+161 |
Nov10 |
090901 |
74.74 |
74.74 |
74.74 |
74.74 |
-1.62 |
515 |
10,968 |
-2 |
Dec10 |
090901 |
76.65 |
77.70 |
75.00 |
75.07 |
-1.62 |
8,585 |
97,988 |
-570 |
Jan11 |
090901 |
75.24 |
75.24 |
75.24 |
75.24 |
-1.62 |
151 |
9,247 |
+52 |
Total Volume and Open Interest |
436,625 |
1,162,798 |
+4,323 |
e-miNY Crude Oil(NYM) |
Sep09 |
090819 |
70.225 |
72.800 |
68.050 |
72.425 |
+3.225 |
6,600 |
3,899 |
-443 |
Oct09 |
090901 |
69.650 |
71.375 |
68.000 |
68.050 |
-1.900 |
12,538 |
4,743 |
-38 |
Nov09 |
090901 |
70.500 |
71.950 |
68.700 |
68.725 |
-1.925 |
388 |
795 |
+66 |
Dec09 |
090901 |
71.700 |
72.600 |
69.350 |
69.450 |
-1.925 |
47 |
506 |
+7 |
Jan10 |
090901 |
70.125 |
70.125 |
70.125 |
70.125 |
-1.875 |
0 |
116 |
+0 |
Feb10 |
090901 |
70.750 |
70.750 |
70.750 |
70.750 |
-1.850 |
0 |
104 |
+0 |
Mar10 |
090901 |
71.400 |
71.400 |
71.400 |
71.400 |
-1.775 |
0 |
6 |
+0 |
Apr10 |
090901 |
71.950 |
71.950 |
71.950 |
71.950 |
-1.750 |
0 |
1 |
+0 |
May10 |
090901 |
72.500 |
72.500 |
72.500 |
72.500 |
-1.700 |
0 |
2 |
+0 |
Jun10 |
090901 |
73.050 |
73.050 |
73.050 |
73.050 |
-1.650 |
2 |
7 |
-2 |
Total Volume and Open Interest |
12,975 |
6,364 |
+33 |
Heating Oil(NYM) |
Oct09 |
090901 |
180.54 |
184.81 |
175.76 |
175.89 |
-4.96 |
41,198 |
67,522 |
-2,167 |
Nov09 |
090901 |
183.50 |
187.53 |
178.83 |
178.92 |
-5.02 |
11,370 |
38,312 |
+1,429 |
Dec09 |
090901 |
186.70 |
190.52 |
182.12 |
182.14 |
-4.97 |
11,603 |
46,810 |
-12 |
Jan10 |
090901 |
190.22 |
193.40 |
185.39 |
185.47 |
-4.88 |
3,407 |
23,778 |
-345 |
Feb10 |
090901 |
193.30 |
195.75 |
187.92 |
187.95 |
-4.81 |
2,079 |
16,394 |
+25 |
Mar10 |
090901 |
194.00 |
196.96 |
189.60 |
189.70 |
-4.65 |
1,621 |
13,924 |
+376 |
Apr10 |
090901 |
195.96 |
197.64 |
190.60 |
190.60 |
-4.50 |
782 |
7,800 |
-141 |
May10 |
090901 |
198.41 |
198.41 |
191.50 |
191.50 |
-4.40 |
959 |
9,083 |
-258 |
Jun10 |
090901 |
198.30 |
199.30 |
192.33 |
192.40 |
-4.45 |
1,469 |
20,513 |
+139 |
Jul10 |
090901 |
198.69 |
198.75 |
194.00 |
194.00 |
-4.45 |
3 |
5,381 |
+1 |
Aug10 |
090901 |
198.45 |
198.45 |
195.65 |
195.65 |
-4.45 |
63 |
2,266 |
+0 |
Sep10 |
090901 |
200.00 |
200.00 |
197.65 |
197.65 |
-4.45 |
113 |
5,469 |
+20 |
Total Volume and Open Interest |
75,304 |
293,996 |
-6,710 |
Gasoline(NYMEX) |
Oct09 |
090901 |
181.55 |
185.59 |
178.00 |
178.22 |
-2.77 |
37,157 |
84,062 |
-2,026 |
Nov09 |
090901 |
180.33 |
184.25 |
176.39 |
176.72 |
-3.46 |
12,318 |
38,974 |
+631 |
Dec09 |
090901 |
181.78 |
184.51 |
176.94 |
177.09 |
-3.90 |
8,457 |
32,862 |
+88 |
Jan10 |
090901 |
183.38 |
186.15 |
178.82 |
178.93 |
-4.07 |
2,168 |
15,740 |
+213 |
Feb10 |
090901 |
186.02 |
187.23 |
181.08 |
181.08 |
-4.22 |
915 |
4,594 |
+33 |
Mar10 |
090901 |
187.85 |
187.85 |
183.33 |
183.33 |
-4.27 |
947 |
7,149 |
+54 |
Apr10 |
090901 |
202.25 |
202.25 |
196.18 |
196.18 |
-4.32 |
718 |
5,399 |
+25 |
May10 |
090901 |
197.28 |
197.28 |
197.28 |
197.28 |
-4.27 |
257 |
3,886 |
+45 |
Jun10 |
090901 |
197.93 |
197.93 |
197.93 |
197.93 |
-4.17 |
500 |
5,126 |
+83 |
Jul10 |
090901 |
197.88 |
197.88 |
197.88 |
197.88 |
-4.12 |
267 |
1,060 |
+133 |
Total Volume and Open Interest |
64,244 |
206,763 |
-5,326 |
e-miNY RBOB Gasoline(NYM) |
Oct09 |
090901 |
182.30 |
182.30 |
178.22 |
178.22 |
-2.77 |
|
|
|
Nov09 |
090901 |
176.72 |
176.72 |
176.72 |
176.72 |
-3.46 |
|
|
|
Dec09 |
090901 |
177.09 |
177.09 |
177.09 |
177.09 |
-3.90 |
0 |
2 |
+0 |
Jan10 |
090901 |
178.93 |
178.93 |
178.93 |
178.93 |
-4.07 |
|
|
|
Total Volume and Open Interest |
0 |
2 |
+0 |
Natural Gas(NYM) |
Oct09 |
090901 |
2.984 |
3.017 |
2.810 |
2.821 |
-0.156 |
73,544 |
173,144 |
-13,477 |
Nov09 |
090901 |
3.996 |
4.038 |
3.865 |
3.868 |
-0.130 |
25,029 |
101,101 |
+2,180 |
Dec09 |
090901 |
4.816 |
4.853 |
4.694 |
4.697 |
-0.135 |
12,814 |
56,367 |
+694 |
Jan10 |
090901 |
5.120 |
5.150 |
4.991 |
4.995 |
-0.133 |
10,541 |
60,594 |
+2,847 |
Feb10 |
090901 |
5.190 |
5.201 |
5.053 |
5.059 |
-0.132 |
1,910 |
23,221 |
-53 |
Mar10 |
090901 |
5.190 |
5.212 |
5.061 |
5.065 |
-0.133 |
4,032 |
39,405 |
-380 |
Apr10 |
090901 |
5.184 |
5.208 |
5.062 |
5.070 |
-0.128 |
4,252 |
39,494 |
-772 |
May10 |
090901 |
5.241 |
5.266 |
5.135 |
5.143 |
-0.125 |
2,210 |
21,766 |
+1,529 |
Jun10 |
090901 |
5.370 |
5.383 |
5.249 |
5.260 |
-0.125 |
273 |
10,308 |
-6 |
Jul10 |
090901 |
5.481 |
5.506 |
5.379 |
5.388 |
-0.122 |
151 |
10,668 |
+28 |
Aug10 |
090901 |
5.603 |
5.607 |
5.480 |
5.485 |
-0.122 |
285 |
8,479 |
-27 |
Sep10 |
090901 |
5.657 |
5.678 |
5.553 |
5.558 |
-0.122 |
225 |
7,925 |
+16 |
Oct10 |
090901 |
5.791 |
5.838 |
5.695 |
5.700 |
-0.120 |
1,228 |
20,790 |
+324 |
Nov10 |
090901 |
6.230 |
6.236 |
6.140 |
6.140 |
-0.115 |
80 |
6,364 |
-16 |
Dec10 |
090901 |
6.628 |
6.646 |
6.540 |
6.545 |
-0.110 |
262 |
13,481 |
+46 |
Jan11 |
090901 |
6.875 |
6.875 |
6.765 |
6.765 |
-0.110 |
396 |
9,206 |
+106 |
Total Volume and Open Interest |
137,795 |
713,161 |
-6,731 |
Brent Crude Oil(ICE) |
Oct09 |
090901 |
69.65 |
71.05 |
67.61 |
67.73 |
-1.92 |
95,394 |
144,569 |
-6,273 |
Nov09 |
090901 |
70.40 |
71.74 |
68.37 |
68.48 |
-1.90 |
37,026 |
100,153 |
+2,567 |
Dec09 |
090901 |
71.18 |
72.45 |
69.14 |
69.24 |
-1.91 |
26,080 |
112,286 |
+2,395 |
Jan10 |
090901 |
72.12 |
72.88 |
69.90 |
69.93 |
-1.91 |
4,440 |
34,214 |
+1,463 |
Feb10 |
090901 |
72.92 |
73.49 |
70.59 |
70.59 |
-1.90 |
1,030 |
21,980 |
+443 |
Mar10 |
090901 |
73.56 |
74.10 |
71.25 |
71.25 |
-1.89 |
843 |
14,735 |
-331 |
Apr10 |
090901 |
74.16 |
74.68 |
71.90 |
71.90 |
-1.87 |
945 |
11,160 |
+320 |
May10 |
090901 |
74.72 |
75.21 |
72.50 |
72.50 |
-1.85 |
494 |
6,754 |
-22 |
Jun10 |
090901 |
75.22 |
75.76 |
73.05 |
73.05 |
-1.83 |
1,742 |
45,872 |
+784 |
Jul10 |
090901 |
73.49 |
73.49 |
73.49 |
73.49 |
-1.81 |
411 |
9,823 |
+6 |
Aug10 |
090901 |
73.95 |
73.95 |
73.86 |
73.86 |
-1.81 |
263 |
6,485 |
+8 |
Sep10 |
090901 |
74.20 |
74.20 |
74.20 |
74.20 |
-1.82 |
245 |
4,049 |
+87 |
Oct10 |
090901 |
74.52 |
74.52 |
74.52 |
74.52 |
-1.81 |
247 |
3,668 |
-40 |
Nov10 |
090901 |
74.83 |
74.83 |
74.83 |
74.83 |
-1.78 |
123 |
3,431 |
-5 |
Total Volume and Open Interest |
174,387 |
676,497 |
+2,534 |
Gas Oil(ICE) |
Sep09 |
090901 |
567.00 |
581.75 |
554.50 |
566.25 |
+3.50 |
20,623 |
63,580 |
-1,995 |
Oct09 |
090901 |
573.50 |
588.00 |
560.50 |
572.50 |
+3.25 |
28,364 |
87,307 |
+392 |
Nov09 |
090901 |
583.75 |
594.00 |
567.75 |
579.25 |
+3.00 |
7,457 |
46,046 |
+156 |
Dec09 |
090901 |
591.50 |
600.25 |
574.75 |
586.25 |
+3.00 |
7,360 |
69,608 |
+608 |
Jan10 |
090901 |
600.25 |
608.00 |
582.25 |
593.75 |
+3.00 |
2,292 |
48,877 |
-279 |
Feb10 |
090901 |
608.00 |
610.75 |
599.00 |
600.25 |
+3.00 |
1,398 |
22,017 |
+236 |
Mar10 |
090901 |
614.00 |
617.25 |
597.00 |
605.75 |
+2.50 |
899 |
22,241 |
+173 |
Apr10 |
090901 |
615.00 |
621.75 |
601.25 |
611.25 |
+2.00 |
695 |
11,298 |
-309 |
May10 |
090901 |
620.00 |
627.00 |
606.75 |
616.50 |
+1.75 |
500 |
12,813 |
+6 |
Jun10 |
090901 |
629.25 |
634.00 |
610.75 |
621.50 |
+1.75 |
1,136 |
35,288 |
+167 |
Total Volume and Open Interest |
72,130 |
531,412 |
+10 |
Ethanol(CBOT) |
Sep09 |
090901 |
1.600 |
1.607 |
1.599 |
1.605 |
-0.006 |
20 |
217 |
-9 |
Oct09 |
090901 |
1.565 |
1.570 |
1.560 |
1.568 |
-0.014 |
23 |
558 |
+10 |
Nov09 |
090901 |
1.559 |
1.559 |
1.555 |
1.557 |
-0.017 |
12 |
454 |
+7 |
Dec09 |
090901 |
1.564 |
1.564 |
1.564 |
1.564 |
-0.020 |
9 |
344 |
+1 |
Jan10 |
090901 |
1.567 |
1.571 |
1.551 |
1.564 |
-0.026 |
4 |
678 |
-1 |
Feb10 |
090901 |
1.570 |
1.584 |
1.565 |
1.584 |
-0.004 |
13 |
414 |
+8 |
Mar10 |
090901 |
1.570 |
1.585 |
1.570 |
1.585 |
-0.002 |
19 |
560 |
+4 |
Apr10 |
090901 |
1.580 |
1.585 |
1.570 |
1.575 |
-0.015 |
6 |
509 |
-2 |
Total Volume and Open Interest |
161 |
4,631 |
+60 |
WTI Crude Oil(ICE) |
Oct09 |
090901 |
69.76 |
71.37 |
68.00 |
68.05 |
-1.91 |
66,723 |
81,561 |
-2,011 |
Nov09 |
090901 |
70.58 |
72.01 |
68.67 |
68.72 |
-1.94 |
25,093 |
56,352 |
+656 |
Dec09 |
090901 |
71.52 |
72.70 |
69.40 |
69.45 |
-1.93 |
17,597 |
78,466 |
+726 |
Jan10 |
090901 |
72.46 |
73.21 |
70.08 |
70.13 |
-1.87 |
1,663 |
20,443 |
+205 |
Feb10 |
090901 |
73.05 |
73.78 |
70.76 |
70.76 |
-1.83 |
749 |
16,014 |
+281 |
Mar10 |
090901 |
73.62 |
74.34 |
71.39 |
71.39 |
-1.79 |
690 |
8,754 |
+193 |
Apr10 |
090901 |
74.15 |
74.86 |
71.95 |
71.95 |
-1.76 |
363 |
4,529 |
-7 |
May10 |
090901 |
74.67 |
75.35 |
72.51 |
72.51 |
-1.70 |
309 |
5,753 |
+19 |
Jun10 |
090901 |
75.18 |
75.83 |
73.00 |
73.05 |
-1.65 |
1,325 |
22,631 |
+220 |
Jul10 |
090901 |
74.20 |
74.20 |
73.47 |
73.47 |
-1.62 |
395 |
26,579 |
-208 |
Aug10 |
090901 |
74.49 |
74.49 |
73.79 |
73.79 |
-1.61 |
104 |
6,817 |
-3 |
Sep10 |
090901 |
74.11 |
74.11 |
74.11 |
74.11 |
-1.61 |
170 |
7,845 |
+48 |
Oct10 |
090901 |
74.42 |
74.42 |
74.42 |
74.42 |
-1.62 |
156 |
4,757 |
+7 |
Nov10 |
090901 |
74.74 |
74.74 |
74.74 |
74.74 |
-1.62 |
71 |
4,758 |
+26 |
Dec10 |
090901 |
77.20 |
77.73 |
75.00 |
75.07 |
-1.62 |
3,563 |
64,132 |
+183 |
Jan11 |
090901 |
75.24 |
75.24 |
75.24 |
75.24 |
-1.62 |
0 |
9,157 |
+0 |
Total Volume and Open Interest |
120,193 |
492,802 |
+336 |
US Dollar Index(ICE) |
Sep09 |
090901 |
78.170 |
79.010 |
77.975 |
78.805 |
+0.585 |
5,286 |
25,633 |
+186 |
Dec09 |
090901 |
78.460 |
79.290 |
78.300 |
79.100 |
+0.580 |
350 |
2,484 |
+89 |
Mar10 |
090901 |
79.300 |
79.595 |
79.250 |
79.250 |
+0.580 |
0 |
3 |
+0 |
Total Volume and Open Interest |
5,636 |
28,120 |
+275 |
Australian Dollar(CME) |
Sep09 |
090901 |
84.33 |
84.42 |
82.35 |
82.60 |
-1.64 |
77,150 |
88,732 |
-10,387 |
Dec09 |
090901 |
83.64 |
83.75 |
81.76 |
82.00 |
-1.59 |
10,932 |
18,509 |
+8,560 |
Mar10 |
090901 |
81.31 |
82.84 |
81.31 |
81.31 |
-1.53 |
1 |
16 |
+1 |
Total Volume and Open Interest |
88,083 |
107,258 |
-1,826 |
British Pound(CME) |
Sep09 |
090901 |
162.87 |
163.75 |
161.12 |
161.63 |
-1.03 |
68,543 |
86,796 |
-1,889 |
Dec09 |
090901 |
162.80 |
163.74 |
161.12 |
161.63 |
-1.02 |
1,947 |
11,742 |
+1,322 |
Mar10 |
090901 |
161.61 |
163.50 |
161.39 |
161.61 |
-1.03 |
0 |
29 |
+0 |
Total Volume and Open Interest |
70,490 |
98,589 |
-567 |
Canadian Dollar(CME) |
Sep09 |
090901 |
91.40 |
91.98 |
90.34 |
90.51 |
-0.84 |
72,556 |
80,295 |
-6,293 |
Dec09 |
090901 |
91.44 |
91.97 |
90.35 |
90.52 |
-0.84 |
3,020 |
6,644 |
+1,403 |
Mar10 |
090901 |
90.55 |
91.76 |
90.34 |
90.50 |
-0.84 |
142 |
921 |
+112 |
Jun10 |
090901 |
90.60 |
91.60 |
90.34 |
90.47 |
-0.85 |
7 |
200 |
+0 |
Total Volume and Open Interest |
75,729 |
88,286 |
-4,775 |
Japanese Yen(CME) |
Sep09 |
090901 |
107.53 |
107.77 |
107.02 |
107.61 |
+0.05 |
96,487 |
99,259 |
+4,376 |
Dec09 |
090901 |
107.69 |
107.82 |
107.10 |
107.68 |
+0.06 |
2,159 |
2,964 |
+1,290 |
Mar10 |
090901 |
107.73 |
107.76 |
107.47 |
107.76 |
+0.06 |
10 |
45 |
+9 |
Total Volume and Open Interest |
98,656 |
102,270 |
+5,675 |
Swiss Franc(CME) |
Sep09 |
090901 |
94.39 |
94.85 |
93.40 |
93.80 |
-0.59 |
23,519 |
48,096 |
-436 |
Dec09 |
090901 |
94.55 |
94.93 |
93.48 |
93.89 |
-0.58 |
183 |
597 |
+30 |
Mar10 |
090901 |
93.99 |
94.81 |
93.87 |
93.99 |
-0.58 |
0 |
11 |
+0 |
Total Volume and Open Interest |
23,702 |
48,704 |
-406 |
EuroFX(CME) |
Sep09 |
090901 |
143.31 |
143.79 |
141.77 |
142.14 |
-1.16 |
162,745 |
127,750 |
+1,351 |
Dec09 |
090901 |
143.34 |
143.76 |
141.78 |
142.14 |
-1.15 |
2,240 |
5,962 |
-458 |
Mar10 |
090901 |
142.18 |
143.55 |
142.00 |
142.13 |
-1.15 |
4 |
396 |
+0 |
Total Volume and Open Interest |
164,989 |
134,113 |
+893 |
Mexican Peso(CME) |
Sep09 |
090901 |
747.0 |
748.5 |
729.2 |
731.8 |
-15.2 |
22,472 |
74,757 |
-8,856 |
Oct09 |
090901 |
727.0 |
742.2 |
727.0 |
727.0 |
-15.2 |
|
|
|
Total Volume and Open Interest |
25,401 |
83,554 |
-7,130 |
Brazilian Real(CME) |
Oct09 |
090901 |
521.55 |
527.40 |
521.55 |
521.55 |
-5.85 |
|
|
|
Nov09 |
090901 |
518.45 |
524.55 |
518.45 |
518.45 |
-6.10 |
|
|
|
Dec09 |
090901 |
526.40 |
526.40 |
515.60 |
515.60 |
-6.60 |
52 |
1,527 |
+35 |
Jan10 |
090901 |
512.65 |
518.90 |
512.65 |
512.65 |
-6.25 |
|
|
|
Total Volume and Open Interest |
52 |
1,527 |
-1,451 |
30-Year T-Bonds(CBOT) |
Sep09 |
090901 |
120~130 |
121~090 |
119~140 |
121~030 |
+0~200 |
117,658 |
102,507 |
-48,875 |
Dec09 |
090901 |
119~100 |
120~060 |
118~110 |
120~000 |
+0~200 |
219,373 |
680,743 |
+23,403 |
Mar10 |
090901 |
119~020 |
119~020 |
118~140 |
119~020 |
+0~200 |
0 |
83 |
+0 |
Total Volume and Open Interest |
337,031 |
783,336 |
-25,472 |
10-Year T-Notes(CBOT) |
Sep09 |
090901 |
118~160 |
119~030 |
118~040 |
118~275 |
+0~100 |
159,723 |
149,229 |
-67,611 |
Dec09 |
090901 |
117~060 |
117~245 |
116~250 |
117~170 |
+0~100 |
529,813 |
999,540 |
+34,749 |
Mar10 |
090901 |
116~170 |
116~170 |
116~070 |
116~170 |
+0~100 |
|
|
|
Total Volume and Open Interest |
689,536 |
1,148,769 |
-32,862 |
5-Year T-Notes(CBOT) |
Sep09 |
090901 |
116~066 |
116~066 |
116~066 |
116~108 |
+0~042 |
84,848 |
96,362 |
-28,807 |
Dec09 |
090901 |
115~030 |
115~090 |
115~007 |
115~077 |
+0~045 |
307,813 |
673,858 |
+22,897 |
Mar10 |
090901 |
115~077 |
115~077 |
115~032 |
115~077 |
+0~045 |
|
|
|
Total Volume and Open Interest |
392,661 |
770,220 |
-5,910 |
2 Year T-Notes(CBOT) |
Sep09 |
090901 |
108~110 |
108~127 |
108~103 |
108~125 |
+0~017 |
67,168 |
69,267 |
-33,439 |
Dec09 |
090901 |
108~020 |
108~044 |
108~016 |
108~041 |
+0~019 |
141,285 |
652,309 |
+18,581 |
Mar10 |
090901 |
108~041 |
108~041 |
108~022 |
108~041 |
+0~019 |
|
|
|
Total Volume and Open Interest |
208,453 |
721,576 |
-14,858 |
Eurodollars(CME) |
Sep09 |
090901 |
99.662 |
99.685 |
99.600 |
99.643 |
-0.025 |
78,963 |
964,869 |
-10,684 |
Dec09 |
090901 |
99.540 |
99.575 |
99.485 |
99.535 |
-0.005 |
88,141 |
930,009 |
+3,391 |
Mar10 |
090901 |
99.280 |
99.345 |
99.265 |
99.305 |
+0.020 |
116,371 |
944,648 |
-7,130 |
Jun10 |
090901 |
98.905 |
98.985 |
98.865 |
98.945 |
+0.040 |
113,826 |
681,833 |
+2,068 |
Sep10 |
090901 |
98.490 |
98.590 |
98.445 |
98.555 |
+0.065 |
145,739 |
659,633 |
+3,718 |
Dec10 |
090901 |
98.080 |
98.190 |
98.035 |
98.165 |
+0.085 |
126,826 |
758,473 |
+7,274 |
Mar11 |
090901 |
97.715 |
97.825 |
97.670 |
97.810 |
+0.095 |
98,577 |
410,023 |
+4,913 |
Jun11 |
090901 |
97.370 |
97.480 |
97.320 |
97.465 |
+0.095 |
83,311 |
406,261 |
+6,054 |
Sep11 |
090901 |
97.080 |
97.180 |
97.020 |
97.160 |
+0.085 |
59,472 |
244,308 |
+592 |
Dec11 |
090901 |
96.820 |
96.895 |
96.740 |
96.875 |
+0.075 |
32,871 |
178,809 |
-3 |
Mar12 |
090901 |
96.590 |
96.680 |
96.525 |
96.650 |
+0.065 |
27,102 |
144,764 |
+625 |
Jun12 |
090901 |
96.385 |
96.480 |
96.330 |
96.445 |
+0.060 |
21,180 |
124,737 |
+121 |
Sep12 |
090901 |
96.230 |
96.305 |
96.170 |
96.280 |
+0.060 |
6,725 |
69,445 |
+37 |
Dec12 |
090901 |
96.065 |
96.140 |
96.005 |
96.115 |
+0.055 |
5,808 |
60,714 |
+11 |
Mar13 |
090901 |
95.970 |
96.035 |
95.910 |
96.010 |
+0.050 |
5,009 |
62,021 |
-179 |
Jun13 |
090901 |
95.855 |
95.920 |
95.800 |
95.895 |
+0.045 |
4,486 |
31,527 |
+25 |
Sep13 |
090901 |
95.750 |
95.810 |
95.690 |
95.785 |
+0.045 |
3,210 |
39,977 |
+52 |
Dec13 |
090901 |
95.635 |
95.690 |
95.570 |
95.660 |
+0.045 |
3,240 |
28,555 |
+312 |
Total Volume and Open Interest |
1,029,712 |
6,880,086 |
+12,076 |
30 Day Federal Funds(CBOT) |
Sep09 |
090901 |
99.830 |
99.840 |
99.825 |
99.830 |
+0.005 |
4,129 |
37,487 |
+1,786 |
Oct09 |
090901 |
99.820 |
99.835 |
99.820 |
99.825 |
+0.005 |
2,883 |
36,681 |
+665 |
Nov09 |
090901 |
99.810 |
99.820 |
99.805 |
99.815 |
unch |
7,013 |
51,200 |
+1,046 |
Dec09 |
090901 |
99.815 |
99.820 |
99.805 |
99.810 |
unch |
5,008 |
43,524 |
+1,638 |
Jan10 |
090901 |
99.795 |
99.810 |
99.795 |
99.800 |
+0.005 |
5,925 |
40,354 |
+2,191 |
Feb10 |
090901 |
99.730 |
99.740 |
99.720 |
99.730 |
+0.010 |
4,490 |
54,487 |
+1,302 |
Total Volume and Open Interest |
38,739 |
366,070 |
-42,194 |
30 Day Fed Funds(e-CBOT) |
Sep09 |
090519 |
99.750 |
99.765 |
99.750 |
99.765 |
+0.015 |
3,734 |
31,001 |
+374 |
Oct09 |
090519 |
99.735 |
99.745 |
99.730 |
99.745 |
+0.015 |
5,755 |
31,232 |
+484 |
Nov09 |
090519 |
99.690 |
99.700 |
99.690 |
99.700 |
+0.015 |
4,682 |
48,902 |
+609 |
Dec09 |
090519 |
99.655 |
99.670 |
99.655 |
99.670 |
+0.015 |
3,891 |
25,478 |
+501 |
Jan10 |
090519 |
99.600 |
99.615 |
99.595 |
99.615 |
+0.015 |
3,185 |
25,864 |
+377 |
Feb10 |
090519 |
99.505 |
99.520 |
99.500 |
99.515 |
+0.005 |
2,273 |
23,595 |
+726 |
Total Volume and Open Interest |
|
|
|
3-Mth Euro-Yen(CME) |
Sep09 |
090901 |
99.470 |
99.470 |
99.470 |
99.470 |
unch |
0 |
6,826 |
+0 |
Dec09 |
090901 |
99.500 |
99.500 |
99.485 |
99.485 |
unch |
0 |
730 |
+0 |
Mar10 |
090901 |
99.480 |
99.520 |
99.480 |
99.480 |
unch |
0 |
604 |
+0 |
Jun10 |
090901 |
99.465 |
99.515 |
99.465 |
99.465 |
unch |
|
|
|
Sep10 |
090901 |
99.415 |
99.415 |
99.415 |
99.415 |
unch |
|
|
|
Dec10 |
090901 |
99.370 |
99.370 |
99.370 |
99.370 |
unch |
|
|
|
Mar11 |
090901 |
99.285 |
99.285 |
99.285 |
99.285 |
unch |
|
|
|
Jun11 |
090901 |
99.225 |
99.225 |
99.225 |
99.225 |
unch |
|
|
|
Sep11 |
090901 |
99.295 |
99.295 |
99.295 |
99.295 |
unch |
|
|
|
Dec11 |
090901 |
99.100 |
99.100 |
99.100 |
99.100 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
8,160 |
+0 |
3-Mth Euro-Yen(SGX) |
Sep09 |
090901 |
99.47 |
99.47 |
99.46 |
99.46 |
unch |
1,996 |
13,128 |
+215 |
Dec09 |
090901 |
99.50 |
99.50 |
99.50 |
99.50 |
unch |
170 |
3,325 |
+0 |
Mar10 |
090901 |
99.53 |
99.53 |
99.53 |
99.53 |
unch |
180 |
3,280 |
+0 |
Jun10 |
090901 |
99.52 |
99.52 |
99.52 |
99.52 |
unch |
122 |
1,802 |
+0 |
Sep10 |
090901 |
99.48 |
99.48 |
99.48 |
99.48 |
unch |
0 |
482 |
+0 |
Dec10 |
090901 |
99.44 |
99.44 |
99.44 |
99.44 |
unch |
0 |
422 |
+0 |
Mar11 |
090901 |
99.36 |
99.36 |
99.36 |
99.36 |
unch |
0 |
412 |
+0 |
Jun11 |
090901 |
99.29 |
99.29 |
99.29 |
99.29 |
unch |
0 |
52 |
+0 |
Total Volume and Open Interest |
2,468 |
24,426 |
+215 |
Japanese Gov't Bonds(SGX) |
Sep09 |
090901 |
139.13 |
139.29 |
139.10 |
139.29 |
+0.15 |
|
|
|
Dec09 |
090901 |
138.85 |
139.02 |
138.85 |
138.98 |
+0.20 |
8 |
680 |
+659 |
Mar10 |
090901 |
138.75 |
138.75 |
138.75 |
138.75 |
+0.20 |
|
|
|
Total Volume and Open Interest |
2,102 |
14,959 |
+102 |
Euro-Bund(EUREX) |
Sep09 |
090901 |
122.72 |
122.94 |
122.32 |
122.61 |
-0.02 |
310,909 |
726,292 |
-31,471 |
Dec09 |
090901 |
121.32 |
121.52 |
120.91 |
121.20 |
-0.01 |
28,145 |
97,185 |
+18,451 |
Mar10 |
090901 |
121.10 |
121.10 |
120.89 |
120.89 |
-0.01 |
3 |
23 |
-1 |
Total Volume and Open Interest |
339,057 |
823,500 |
-13,021 |
Euro-Bobl(EUREX) |
Sep09 |
090901 |
116.38 |
116.68 |
116.24 |
116.40 |
+0.11 |
198,336 |
510,539 |
-26,914 |
Dec09 |
090901 |
114.98 |
115.26 |
114.83 |
114.99 |
+0.11 |
27,973 |
67,389 |
+13,420 |
Mar10 |
090901 |
114.87 |
114.87 |
114.87 |
114.87 |
+0.11 |
|
|
|
Total Volume and Open Interest |
226,309 |
577,928 |
-13,494 |
3-Mth Euribor(EUREX) |
Sep09 |
090901 |
99.225 |
99.225 |
99.215 |
99.215 |
-0.010 |
86 |
17,849 |
-17 |
Dec09 |
090901 |
99.170 |
99.170 |
99.155 |
99.155 |
-0.010 |
151 |
6,343 |
+106 |
Mar10 |
090901 |
98.940 |
98.955 |
98.910 |
98.935 |
unch |
0 |
2,752 |
+0 |
Total Volume and Open Interest |
251 |
34,484 |
+96 |
Long Gilt(LIFFE) |
Sep09 |
090901 |
120~04 |
120~16 |
119~27 |
120~03 |
unch |
21,707 |
62,226 |
-4,035 |
Dec09 |
090901 |
118~17 |
118~28 |
118~06 |
118~15 |
-0~01 |
52,537 |
243,059 |
+7,736 |
Total Volume and Open Interest |
74,244 |
305,285 |
+3,701 |
3-Mth Short Sterling(LIFFE) |
Sep09 |
090901 |
99.40 |
99.41 |
99.32 |
99.39 |
-0.01 |
54,477 |
302,023 |
-5,987 |
Dec09 |
090901 |
99.29 |
99.30 |
99.19 |
99.26 |
-0.01 |
36,114 |
320,433 |
-2,040 |
Mar10 |
090901 |
98.94 |
98.96 |
98.85 |
98.90 |
-0.01 |
28,740 |
340,333 |
-43 |
Jun10 |
090901 |
98.46 |
98.48 |
98.38 |
98.41 |
-0.02 |
36,494 |
304,983 |
-134 |
Sep10 |
090901 |
97.96 |
97.98 |
97.87 |
97.90 |
-0.03 |
51,364 |
269,037 |
+6,975 |
Dec10 |
090901 |
97.47 |
97.50 |
97.37 |
97.40 |
-0.03 |
34,910 |
303,024 |
-615 |
Total Volume and Open Interest |
299,432 |
2,345,328 |
+2,045 |
3-Mth Euribor(LIFFE) |
Sep09 |
090901 |
99.225 |
99.225 |
99.190 |
99.215 |
-0.010 |
21,302 |
607,964 |
-489 |
Dec09 |
090901 |
99.165 |
99.175 |
99.135 |
99.155 |
-0.010 |
34,300 |
585,025 |
+3,863 |
Mar10 |
090901 |
98.935 |
98.970 |
98.910 |
98.935 |
unch |
53,351 |
455,718 |
-2,270 |
Total Volume and Open Interest |
291,641 |
3,215,156 |
+20,917 |
3-Mth Aus T-Bills(SFE) |
Sep09 |
090901 |
96.53 |
96.69 |
96.52 |
96.64 |
+0.10 |
17,252 |
190,434 |
-9,240 |
Dec09 |
090901 |
95.96 |
96.14 |
95.92 |
96.13 |
+0.17 |
43,034 |
315,417 |
+8,676 |
Mar10 |
090901 |
95.33 |
95.52 |
95.31 |
95.51 |
+0.17 |
13,198 |
164,957 |
-234 |
Jun10 |
090901 |
94.88 |
95.08 |
94.86 |
95.05 |
+0.17 |
5,710 |
93,875 |
-1,051 |
Sep10 |
090901 |
94.58 |
94.74 |
94.56 |
94.73 |
+0.16 |
2,381 |
62,955 |
+109 |
Dec10 |
090901 |
94.35 |
94.52 |
94.35 |
94.51 |
+0.16 |
1,762 |
44,736 |
-1,053 |
Mar11 |
090901 |
94.20 |
94.36 |
94.19 |
94.35 |
+0.15 |
594 |
20,333 |
-306 |
Jun11 |
090901 |
94.08 |
94.24 |
94.06 |
94.23 |
+0.15 |
274 |
16,594 |
+15 |
Sep11 |
090901 |
93.96 |
94.12 |
93.95 |
94.12 |
+0.14 |
186 |
5,575 |
+25 |
Dec11 |
090901 |
93.84 |
94.03 |
93.84 |
94.03 |
+0.17 |
30 |
1,777 |
-36 |
Total Volume and Open Interest |
84,421 |
918,438 |
-3,095 |
10-Year Aus T-Bonds(SFE) |
Sep09 |
090901 |
94.62 |
94.68 |
94.56 |
94.67 |
+0.06 |
29,325 |
421,047 |
+1,469 |
Dec09 |
090901 |
94.58 |
94.62 |
94.58 |
94.62 |
+0.05 |
411 |
659 |
+311 |
Total Volume and Open Interest |
29,736 |
421,706 |
+1,780 |
3-Year Aus T-Bonds(SFE) |
Sep09 |
090901 |
94.99 |
95.09 |
94.93 |
95.08 |
+0.11 |
100,258 |
870,487 |
-4,939 |
Dec09 |
090901 |
94.83 |
94.93 |
94.82 |
94.93 |
+0.07 |
402 |
722 |
+100 |
Total Volume and Open Interest |
100,660 |
871,209 |
-4,839 |
Gold(CMX) |
Oct09 |
090901 |
951.4 |
957.3 |
946.4 |
955.2 |
+3.0 |
1,894 |
20,825 |
-325 |
Dec09 |
090901 |
952.0 |
958.7 |
947.5 |
956.5 |
+3.0 |
73,127 |
256,664 |
-10,675 |
Feb10 |
090901 |
955.4 |
958.9 |
951.2 |
957.7 |
+2.9 |
547 |
20,039 |
+152 |
Apr10 |
090901 |
956.4 |
960.5 |
952.1 |
958.9 |
+3.0 |
695 |
20,050 |
+75 |
Jun10 |
090901 |
954.8 |
961.1 |
954.8 |
960.2 |
+3.0 |
40 |
11,634 |
-14 |
Aug10 |
090901 |
956.8 |
961.8 |
956.4 |
961.7 |
+3.0 |
330 |
7,660 |
-226 |
Oct10 |
090901 |
961.9 |
963.5 |
961.9 |
963.5 |
+2.9 |
0 |
3,616 |
+0 |
Dec10 |
090901 |
961.3 |
966.9 |
961.3 |
965.5 |
+2.7 |
1,192 |
11,082 |
+119 |
Feb11 |
090901 |
968.2 |
968.2 |
968.2 |
968.2 |
+2.6 |
0 |
1,012 |
+0 |
Apr11 |
090901 |
971.3 |
971.3 |
971.3 |
971.3 |
+2.5 |
0 |
447 |
+0 |
Jun11 |
090901 |
974.6 |
974.6 |
974.6 |
974.6 |
+2.4 |
1,300 |
8,503 |
+731 |
Total Volume and Open Interest |
79,796 |
382,383 |
-10,629 |
Silver(CMX) |
Sep09 |
090901 |
1488.5 |
1506.5 |
1465.0 |
1503.5 |
+13.7 |
2,340 |
2,421 |
-1,425 |
Dec09 |
090901 |
1490.5 |
1514.5 |
1465.5 |
1506.0 |
+13.7 |
18,430 |
77,783 |
+1,656 |
Mar10 |
090901 |
1494.5 |
1512.0 |
1479.0 |
1509.4 |
+13.7 |
72 |
6,523 |
-5 |
May10 |
090901 |
1504.0 |
1511.3 |
1504.0 |
1511.3 |
+13.7 |
11 |
2,187 |
+1 |
Jul10 |
090901 |
1491.5 |
1513.1 |
1491.5 |
1513.1 |
+13.7 |
116 |
2,797 |
-100 |
Sep10 |
090901 |
1515.1 |
1515.1 |
1515.1 |
1515.1 |
+13.8 |
175 |
2,421 |
+173 |
Dec10 |
090901 |
1513.5 |
1518.8 |
1513.5 |
1518.8 |
+13.5 |
49 |
3,487 |
+6 |
Total Volume and Open Interest |
21,327 |
105,057 |
+247 |
Platinum(NYMEX) |
Oct09 |
090901 |
1241.0 |
1260.0 |
1225.1 |
1226.8 |
-17.2 |
1,508 |
23,985 |
-713 |
Jan10 |
090901 |
1256.3 |
1256.3 |
1231.0 |
1232.2 |
-17.2 |
649 |
2,798 |
+438 |
Apr10 |
090901 |
1238.0 |
1238.0 |
1238.0 |
1238.0 |
-17.2 |
1 |
107 |
+0 |
Total Volume and Open Interest |
2,158 |
26,890 |
-275 |
Palladium(NYMEX) |
Sep09 |
090901 |
294.90 |
294.90 |
287.90 |
288.60 |
-3.20 |
77 |
1,219 |
-142 |
Dec09 |
090901 |
292.65 |
296.00 |
288.00 |
289.45 |
-4.05 |
562 |
20,822 |
+26 |
Mar10 |
090901 |
290.70 |
290.70 |
290.70 |
290.70 |
-4.05 |
40 |
234 |
+0 |
Total Volume and Open Interest |
679 |
22,275 |
-116 |
Copper(CMX) |
Sep09 |
090901 |
281.55 |
288.50 |
278.00 |
279.65 |
-1.15 |
4,041 |
5,045 |
-1,904 |
Dec09 |
090901 |
284.05 |
290.70 |
279.85 |
281.85 |
-0.80 |
21,650 |
93,058 |
-699 |
Mar10 |
090901 |
286.35 |
291.00 |
282.50 |
282.60 |
-0.35 |
137 |
8,633 |
-1 |
May10 |
090901 |
281.00 |
283.00 |
281.00 |
282.80 |
+0.10 |
14 |
1,396 |
+0 |
Jul10 |
090901 |
285.80 |
285.80 |
281.95 |
281.95 |
+0.10 |
15 |
1,448 |
+0 |
Total Volume and Open Interest |
26,290 |
118,116 |
-2,594 |
DJIA Index(CBOT) |
Sep09 |
090901 |
9499 |
9551 |
9285 |
9303 |
-183 |
245 |
9,662 |
-11 |
Dec09 |
090901 |
9345 |
9460 |
9243 |
9243 |
-183 |
4 |
446 |
-247 |
Mar10 |
090901 |
9188 |
9374 |
9188 |
9188 |
-186 |
2 |
752 |
+0 |
Jun10 |
090901 |
9133 |
9316 |
9133 |
9133 |
-183 |
|
|
|
Total Volume and Open Interest |
251 |
10,860 |
-258 |
E-mini DJIA Index(CBOT) |
Sep09 |
090901 |
9494 |
9554 |
9284 |
9303 |
-183 |
124,591 |
66,935 |
+284 |
Dec09 |
090901 |
9411 |
9492 |
9226 |
9243 |
-183 |
435 |
1,674 |
-4 |
Mar10 |
090901 |
9299 |
9299 |
9188 |
9188 |
-186 |
0 |
32 |
+0 |
Jun10 |
090901 |
9133 |
9133 |
9133 |
9133 |
-183 |
|
|
|
Total Volume and Open Interest |
125,026 |
68,641 |
+280 |
S & P 500(CME) |
Sep09 |
090901 |
1020.80 |
1027.80 |
995.20 |
996.50 |
-23.20 |
21,818 |
369,977 |
-2,647 |
Dec09 |
090901 |
1010.30 |
1022.50 |
991.50 |
991.90 |
-23.30 |
2,486 |
27,617 |
+2,372 |
Mar10 |
090901 |
987.50 |
1018.80 |
987.50 |
987.50 |
-23.30 |
0 |
4,360 |
+0 |
Jun10 |
090901 |
984.10 |
1015.40 |
984.10 |
984.10 |
-23.30 |
0 |
179 |
+0 |
Total Volume and Open Interest |
24,304 |
402,138 |
-275 |
S & P 500 E-Mini(Globex) |
Sep09 |
090901 |
1021.00 |
1027.75 |
995.25 |
996.50 |
-23.25 |
1,647,166 |
2,564,015 |
-30,383 |
Dec09 |
090901 |
1015.75 |
1023.00 |
991.00 |
992.00 |
-23.25 |
15,374 |
96,077 |
+12,105 |
Total Volume and Open Interest |
1,662,546 |
2,660,141 |
-18,276 |
NASDAQ 100(CME) |
Sep09 |
090901 |
1625.00 |
1650.00 |
1589.00 |
1595.50 |
-29.50 |
3,670 |
23,012 |
-282 |
Dec09 |
090901 |
1598.00 |
1598.00 |
1593.00 |
1593.00 |
-29.80 |
0 |
33 |
+0 |
Mar10 |
090901 |
1585.00 |
1592.00 |
1585.00 |
1592.00 |
-29.80 |
|
|
|
Total Volume and Open Interest |
3,670 |
23,045 |
-282 |
NASDAQ 100 E-Mini(Globex) |
Sep09 |
090901 |
1625.00 |
1649.00 |
1590.30 |
1595.50 |
-29.50 |
239,131 |
323,673 |
-3,577 |
Dec09 |
090901 |
1621.80 |
1646.30 |
1588.00 |
1593.00 |
-29.80 |
512 |
12,514 |
+65 |
Total Volume and Open Interest |
239,643 |
336,204 |
-3,512 |
S & P Midcap 400(CME) |
Sep09 |
090901 |
649.00 |
662.00 |
639.00 |
640.10 |
-13.90 |
38 |
2,896 |
-21 |
Dec09 |
090901 |
637.90 |
638.00 |
637.90 |
637.90 |
-14.10 |
|
|
|
Mar10 |
090901 |
635.90 |
636.00 |
635.90 |
635.90 |
-14.10 |
|
|
|
Total Volume and Open Interest |
38 |
2,896 |
-21 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Sep09 |
090901 |
10505 |
10545 |
10275 |
10290 |
-175 |
8,097 |
38,270 |
-529 |
Dec09 |
090901 |
10470 |
10575 |
10325 |
10330 |
-175 |
13 |
19 |
+12 |
Total Volume and Open Interest |
8,110 |
38,289 |
-517 |
Nikkei 225(SGX) |
Sep09 |
090901 |
10435 |
10585 |
10390 |
10490 |
+60 |
161,857 |
241,951 |
-11,091 |
Dec09 |
090901 |
10400 |
10530 |
10380 |
10460 |
+60 |
497 |
4,540 |
+1,121 |
Mar10 |
090901 |
10470 |
10470 |
10470 |
10470 |
+65 |
0 |
135 |
+0 |
Total Volume and Open Interest |
162,364 |
247,815 |
-9,970 |
CAC 40(EURONEXT) |
Sep09 |
090901 |
3683.5 |
3687.5 |
3564.0 |
3580.0 |
-76.0 |
98,601 |
435,289 |
+17,470 |
Oct09 |
090901 |
3680.0 |
3686.0 |
3566.0 |
3580.0 |
-76.0 |
32 |
972 |
+18 |
Nov09 |
090901 |
3564.0 |
3564.0 |
3564.0 |
3564.0 |
-76.0 |
|
|
|
Total Volume and Open Interest |
98,857 |
438,683 |
+17,391 |
Hang Seng Index(HKFE) |
Sep09 |
090901 |
19751 |
19846 |
19650 |
19654 |
+31 |
73,368 |
82,713 |
+1,878 |
Oct09 |
090901 |
19822 |
19833 |
19646 |
19651 |
+57 |
343 |
212 |
|
Total Volume and Open Interest |
73,900 |
85,303 |
|
DAX(EUREX) |
Sep09 |
090901 |
5504.0 |
5514.0 |
5303.0 |
5337.0 |
-132.0 |
97,996 |
146,480 |
-8,077 |
Dec09 |
090901 |
5509.0 |
5514.5 |
5306.5 |
5339.0 |
-132.0 |
431 |
20,454 |
+154 |
Mar10 |
090901 |
5517.5 |
5517.5 |
5315.5 |
5344.5 |
-132.0 |
96 |
1,575 |
+1 |
Total Volume and Open Interest |
98,523 |
168,509 |
-7,922 |
FT-SE 100(EURONEXT) |
Sep09 |
090901 |
4909.00 |
4916.00 |
4795.50 |
4817.50 |
-101.00 |
108,318 |
628,763 |
+6,179 |
Dec09 |
090901 |
4862.00 |
4862.00 |
4766.50 |
4785.00 |
-101.00 |
52 |
12,790 |
+21 |
Mar10 |
090901 |
4779.00 |
4808.50 |
4746.50 |
4746.50 |
-101.50 |
0 |
1,136 |
+0 |
Total Volume and Open Interest |
108,370 |
642,814 |
+6,200 |
SPI 200(SFE) |
Sep09 |
090901 |
4464.0 |
4526.0 |
4452.0 |
4521.0 |
+50.0 |
35,145 |
246,693 |
+3,040 |
Dec09 |
090901 |
4495.0 |
4533.0 |
4470.0 |
4532.0 |
+49.0 |
368 |
4,299 |
-125 |
Mar10 |
090901 |
4470.0 |
4515.0 |
4470.0 |
4515.0 |
+49.0 |
66 |
4,439 |
+66 |
Total Volume and Open Interest |
35,579 |
256,663 |
+2,981 |
GSCI(CME) |
Sep09 |
090901 |
451.00 |
459.00 |
443.50 |
445.00 |
-6.90 |
680 |
17,275 |
-23 |
Oct09 |
090901 |
453.00 |
466.00 |
452.00 |
453.00 |
-7.50 |
0 |
2 |
+0 |
Nov09 |
090901 |
460.00 |
473.00 |
459.00 |
460.00 |
-8.50 |
0 |
1 |
+0 |
Total Volume and Open Interest |
680 |
17,278 |
-23 |
Reuters CCI(ICE) |
Nov09 |
090519 |
424.50 |
424.50 |
424.50 |
424.50 |
+8.00 |
0 |
4 |
+0 |
Jan10 |
090519 |
430.00 |
430.00 |
430.00 |
430.00 |
+8.50 |
0 |
11 |
+0 |
Total Volume and Open Interest |
0 |
151 |
+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. |
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