|
MRCI's End of Day Prices |
Daily Futures Price Listing Wed September 16, 2009 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Nov09 |
090916 |
959.00 |
960.75 |
928.25 |
950.50 |
-9.50 |
136,096 |
254,267 |
+636 |
Jan10 |
090916 |
964.00 |
964.00 |
933.00 |
955.00 |
-9.00 |
18,971 |
66,037 |
-880 |
Mar10 |
090916 |
964.00 |
964.00 |
935.75 |
956.75 |
-10.75 |
8,490 |
32,070 |
-439 |
May10 |
090916 |
965.50 |
965.50 |
937.00 |
956.50 |
-10.50 |
5,940 |
23,363 |
+560 |
Jul10 |
090916 |
957.25 |
963.00 |
940.25 |
958.50 |
-11.00 |
10,480 |
28,099 |
-1,904 |
Aug10 |
090916 |
945.00 |
962.00 |
937.25 |
952.00 |
-10.00 |
63 |
338 |
+3 |
Sep10 |
090916 |
937.50 |
948.00 |
937.50 |
940.00 |
-8.00 |
79 |
111 |
+26 |
Nov10 |
090916 |
938.00 |
939.00 |
910.50 |
930.00 |
-11.50 |
5,284 |
24,967 |
+532 |
Jan11 |
090916 |
940.00 |
945.00 |
925.00 |
935.00 |
-10.00 |
5 |
201 |
+0 |
Mar11 |
090916 |
937.00 |
947.00 |
937.00 |
937.00 |
-10.00 |
0 |
40 |
+0 |
May11 |
090916 |
937.00 |
948.00 |
937.00 |
937.00 |
-11.00 |
1 |
2 |
+0 |
Jul11 |
090916 |
938.00 |
949.00 |
938.00 |
938.00 |
-11.00 |
9 |
15 |
+1 |
Aug11 |
090916 |
936.00 |
947.00 |
936.00 |
936.00 |
-11.00 |
|
|
|
Sep11 |
090916 |
940.50 |
945.00 |
934.00 |
934.00 |
-11.00 |
|
|
|
Total Volume and Open Interest |
185,451 |
430,699 |
-1,458 |
Soybean Meal(CBOT) |
Oct09 |
090916 |
301.10 |
301.10 |
289.70 |
297.80 |
-3.30 |
14,673 |
28,217 |
-521 |
Dec09 |
090916 |
297.80 |
298.00 |
286.00 |
294.00 |
-4.30 |
45,211 |
77,583 |
+5,645 |
Jan10 |
090916 |
294.40 |
294.40 |
284.00 |
291.90 |
-4.60 |
2,171 |
11,509 |
+201 |
Mar10 |
090916 |
293.00 |
293.00 |
282.50 |
289.60 |
-5.20 |
2,507 |
13,060 |
+509 |
May10 |
090916 |
292.00 |
292.00 |
281.70 |
288.10 |
-5.00 |
2,369 |
12,376 |
-112 |
Jul10 |
090916 |
288.10 |
291.80 |
282.50 |
288.90 |
-5.00 |
1,722 |
7,696 |
-233 |
Aug10 |
090916 |
289.10 |
293.70 |
283.00 |
288.40 |
-5.30 |
425 |
2,113 |
+37 |
Sep10 |
090916 |
285.00 |
290.70 |
282.00 |
284.90 |
-5.80 |
111 |
1,984 |
+8 |
Oct10 |
090916 |
277.50 |
282.90 |
274.80 |
276.40 |
-6.50 |
52 |
1,133 |
+1 |
Dec10 |
090916 |
278.50 |
284.70 |
270.90 |
275.90 |
-6.50 |
1,051 |
4,967 |
-26 |
Total Volume and Open Interest |
70,300 |
160,835 |
+5,504 |
Soybean Oil(CBOT) |
Oct09 |
090916 |
34.40 |
34.43 |
33.80 |
34.38 |
-0.05 |
15,465 |
27,307 |
-494 |
Dec09 |
090916 |
34.73 |
34.97 |
34.18 |
34.78 |
-0.04 |
54,202 |
123,843 |
+5,081 |
Jan10 |
090916 |
35.02 |
35.31 |
34.56 |
35.15 |
-0.04 |
4,113 |
24,998 |
+263 |
Mar10 |
090916 |
35.46 |
35.46 |
34.85 |
35.39 |
-0.07 |
1,809 |
15,529 |
+117 |
May10 |
090916 |
35.25 |
35.74 |
35.05 |
35.54 |
-0.06 |
1,265 |
10,108 |
-49 |
Jul10 |
090916 |
35.63 |
35.69 |
35.19 |
35.69 |
-0.06 |
593 |
8,073 |
+85 |
Aug10 |
090916 |
35.70 |
35.85 |
35.53 |
35.79 |
-0.06 |
52 |
841 |
+21 |
Sep10 |
090916 |
35.76 |
35.88 |
35.73 |
35.88 |
-0.06 |
5 |
446 |
+0 |
Oct10 |
090916 |
35.82 |
35.97 |
35.80 |
35.97 |
-0.05 |
2 |
430 |
+0 |
Dec10 |
090916 |
35.93 |
36.18 |
35.60 |
36.14 |
-0.03 |
647 |
8,831 |
+15 |
Total Volume and Open Interest |
78,153 |
220,408 |
+5,039 |
Canola(WCE) |
Nov09 |
090916 |
400.1 |
400.1 |
395.0 |
398.2 |
-3.9 |
13,374 |
66,503 |
-622 |
Jan10 |
090916 |
403.4 |
403.9 |
398.8 |
402.2 |
-4.3 |
2,592 |
21,747 |
+1,485 |
Mar10 |
090916 |
407.3 |
407.3 |
401.8 |
405.6 |
-3.5 |
147 |
2,402 |
+37 |
May10 |
090916 |
411.0 |
411.0 |
410.9 |
410.9 |
-0.4 |
17 |
585 |
+17 |
Jul10 |
090916 |
412.0 |
412.0 |
412.0 |
412.0 |
-3.9 |
38 |
865 |
+35 |
Total Volume and Open Interest |
16,168 |
92,229 |
+952 |
Corn(CBOT) |
Dec09 |
090916 |
344.25 |
347.75 |
324.00 |
336.25 |
-10.25 |
252,221 |
530,169 |
+3,346 |
Mar10 |
090916 |
357.50 |
361.00 |
337.25 |
349.50 |
-10.25 |
49,971 |
139,975 |
+4,914 |
May10 |
090916 |
367.00 |
370.25 |
346.25 |
358.75 |
-10.25 |
8,495 |
32,583 |
+462 |
Jul10 |
090916 |
375.50 |
378.00 |
355.25 |
367.00 |
-10.50 |
15,056 |
65,651 |
-1,185 |
Sep10 |
090916 |
380.00 |
380.25 |
363.25 |
375.25 |
-10.00 |
3,473 |
12,388 |
-127 |
Dec10 |
090916 |
391.50 |
394.75 |
372.50 |
384.75 |
-9.25 |
15,923 |
68,178 |
+1,594 |
Mar11 |
090916 |
404.00 |
406.00 |
384.50 |
396.75 |
-9.00 |
550 |
1,979 |
+114 |
May11 |
090916 |
403.25 |
412.75 |
403.25 |
404.75 |
-8.00 |
20 |
221 |
+0 |
Jul11 |
090916 |
415.00 |
419.50 |
398.00 |
410.50 |
-9.00 |
287 |
1,452 |
+21 |
Sep11 |
090916 |
403.50 |
412.00 |
403.50 |
403.50 |
-8.50 |
4 |
162 |
+0 |
Total Volume and Open Interest |
346,546 |
859,092 |
+9,253 |
Wheat(CBOT) |
Dec09 |
090916 |
469.50 |
473.75 |
456.25 |
467.25 |
-3.25 |
51,514 |
203,716 |
-1,915 |
Mar10 |
090916 |
490.00 |
493.00 |
476.25 |
487.00 |
-3.25 |
5,185 |
44,653 |
-9 |
May10 |
090916 |
504.00 |
504.00 |
488.75 |
499.50 |
-3.25 |
1,071 |
7,632 |
+189 |
Jul10 |
090916 |
508.50 |
511.50 |
499.00 |
510.25 |
-3.00 |
1,710 |
44,912 |
-29 |
Sep10 |
090916 |
521.00 |
526.75 |
515.50 |
525.50 |
-2.75 |
113 |
727 |
+10 |
Dec10 |
090916 |
552.00 |
552.00 |
533.00 |
547.75 |
-3.00 |
1,608 |
16,336 |
+706 |
Total Volume and Open Interest |
61,311 |
319,005 |
-1,013 |
Wheat(KCBT) |
Dec09 |
090916 |
481.00 |
484.50 |
469.00 |
480.00 |
-2.25 |
14,200 |
61,664 |
+1,010 |
Mar10 |
090916 |
498.00 |
500.00 |
486.50 |
496.50 |
-1.75 |
3,116 |
19,448 |
+1,516 |
May10 |
090916 |
505.50 |
508.25 |
498.25 |
508.00 |
-2.00 |
387 |
3,938 |
+67 |
Jul10 |
090916 |
523.25 |
523.50 |
510.00 |
520.00 |
-1.75 |
979 |
13,663 |
+284 |
Sep10 |
090916 |
526.50 |
531.75 |
522.50 |
531.50 |
-1.75 |
15 |
896 |
-6 |
Dec10 |
090916 |
552.00 |
552.25 |
539.00 |
549.00 |
-1.75 |
809 |
11,904 |
+411 |
Total Volume and Open Interest |
19,519 |
111,682 |
+3,283 |
Wheat(MGE) |
Sep09 |
090914 |
473.00 |
473.00 |
473.00 |
473.00 |
-2.50 |
0 |
101 |
+0 |
Dec09 |
090916 |
498.25 |
501.50 |
490.00 |
499.75 |
+0.25 |
5,262 |
20,591 |
+1,102 |
Mar10 |
090916 |
516.00 |
518.00 |
507.00 |
515.50 |
-1.00 |
922 |
9,633 |
+177 |
May10 |
090916 |
522.75 |
528.25 |
519.00 |
527.75 |
-1.00 |
538 |
2,961 |
+73 |
Jul10 |
090916 |
534.50 |
539.50 |
530.25 |
538.75 |
-1.00 |
216 |
6,398 |
+60 |
Total Volume and Open Interest |
7,165 |
44,200 |
+1,492 |
Oats(CBOT) |
Dec09 |
090916 |
215.25 |
217.75 |
211.50 |
217.25 |
unch |
1,052 |
11,961 |
-78 |
Mar10 |
090916 |
229.75 |
230.25 |
225.00 |
230.25 |
unch |
258 |
2,134 |
+135 |
May10 |
090916 |
239.25 |
239.25 |
239.25 |
239.25 |
unch |
1 |
8 |
+0 |
Jul10 |
090916 |
248.75 |
248.75 |
248.75 |
248.75 |
unch |
0 |
4 |
+0 |
Total Volume and Open Interest |
1,311 |
14,108 |
+57 |
Rough Rice(CBOT) |
Sep09 |
090914 |
13.00 |
13.33 |
13.00 |
13.00 |
-0.33 |
100 |
107 |
-59 |
Nov09 |
090916 |
13.31 |
13.38 |
13.21 |
13.27 |
-0.04 |
493 |
7,837 |
+0 |
Jan10 |
090916 |
13.56 |
13.60 |
13.50 |
13.52 |
-0.05 |
110 |
1,029 |
+20 |
Mar10 |
090916 |
13.74 |
13.84 |
13.74 |
13.76 |
-0.04 |
9 |
1,002 |
+0 |
Total Volume and Open Interest |
658 |
10,514 |
+52 |
Live Cattle(CME) |
Oct09 |
090916 |
87.285 |
87.750 |
86.800 |
86.980 |
-0.250 |
17,606 |
58,727 |
-3,554 |
Dec09 |
090916 |
86.900 |
87.250 |
86.330 |
86.650 |
-0.180 |
17,087 |
103,974 |
+5,550 |
Feb10 |
090916 |
87.900 |
88.050 |
87.200 |
87.730 |
-0.200 |
7,596 |
43,334 |
+2,876 |
Apr10 |
090916 |
89.750 |
89.950 |
89.250 |
89.600 |
-0.185 |
3,308 |
31,167 |
+46 |
Jun10 |
090916 |
85.980 |
86.300 |
85.730 |
85.930 |
-0.050 |
1,356 |
12,071 |
+359 |
Aug10 |
090916 |
86.150 |
86.500 |
86.150 |
86.350 |
+0.050 |
117 |
1,891 |
+71 |
Total Volume and Open Interest |
47,255 |
253,351 |
+5,386 |
Feeder Cattle(CME) |
Sep09 |
090916 |
98.600 |
98.750 |
98.200 |
98.285 |
-0.265 |
451 |
1,907 |
-315 |
Oct09 |
090916 |
98.830 |
98.950 |
98.135 |
98.450 |
+0.020 |
2,032 |
8,650 |
-262 |
Nov09 |
090916 |
98.730 |
99.200 |
98.535 |
98.550 |
-0.200 |
1,949 |
10,384 |
+61 |
Jan10 |
090916 |
99.250 |
99.650 |
99.100 |
99.300 |
+0.050 |
558 |
3,219 |
+53 |
Mar10 |
090916 |
99.300 |
99.600 |
99.200 |
99.400 |
+0.200 |
40 |
1,104 |
+17 |
Apr10 |
090916 |
100.500 |
100.650 |
99.650 |
100.600 |
+0.100 |
48 |
321 |
+14 |
May10 |
090916 |
101.000 |
101.200 |
100.750 |
101.135 |
+0.250 |
43 |
612 |
+10 |
Total Volume and Open Interest |
5,127 |
26,301 |
-420 |
Lean Hogs(CME) |
Oct09 |
090916 |
53.700 |
54.150 |
52.350 |
52.450 |
-0.980 |
21,174 |
27,143 |
-2,356 |
Dec09 |
090916 |
52.900 |
53.100 |
51.035 |
51.450 |
-0.430 |
22,332 |
66,438 |
+1,524 |
Feb10 |
090916 |
58.600 |
59.080 |
57.235 |
57.850 |
-0.350 |
5,035 |
26,699 |
+67 |
Apr10 |
090916 |
63.500 |
63.930 |
62.285 |
62.880 |
-0.355 |
1,982 |
13,186 |
+570 |
May10 |
090916 |
68.250 |
69.300 |
68.200 |
68.950 |
-0.230 |
36 |
892 |
+16 |
Jun10 |
090916 |
72.600 |
72.850 |
71.300 |
71.950 |
-0.500 |
1,114 |
7,337 |
+274 |
Jul10 |
090916 |
71.580 |
71.580 |
70.500 |
71.250 |
-0.450 |
143 |
1,639 |
+74 |
Aug10 |
090916 |
70.150 |
70.400 |
69.550 |
70.050 |
-0.800 |
181 |
1,270 |
+95 |
Total Volume and Open Interest |
52,047 |
144,988 |
+307 |
Class III Milk(CME) |
Sep09 |
090916 |
12.04 |
12.07 |
12.04 |
12.05 |
+0.01 |
162 |
3,731 |
+3 |
Oct09 |
090916 |
12.15 |
12.18 |
12.08 |
12.11 |
-0.08 |
140 |
3,907 |
-22 |
Nov09 |
090916 |
13.18 |
13.18 |
12.93 |
12.97 |
-0.21 |
109 |
3,798 |
+10 |
Dec09 |
090916 |
13.73 |
13.78 |
13.60 |
13.67 |
-0.09 |
96 |
3,778 |
+7 |
Jan10 |
090916 |
13.84 |
13.87 |
13.70 |
13.76 |
-0.11 |
106 |
1,596 |
+32 |
Total Volume and Open Interest |
1,022 |
23,809 |
+137 |
Cocoa(ICE) |
Sep09 |
090915 |
3015 |
3048 |
3015 |
3048 |
+37 |
20 |
12 |
-7 |
Dec09 |
090916 |
3130 |
3150 |
2920 |
3074 |
-20 |
6,943 |
62,979 |
+1,173 |
Mar10 |
090916 |
3147 |
3163 |
2950 |
3098 |
-20 |
1,832 |
35,591 |
+1,434 |
May10 |
090916 |
3150 |
3150 |
2981 |
3108 |
-21 |
365 |
9,018 |
+179 |
Jul10 |
090916 |
3008 |
3109 |
3008 |
3109 |
-20 |
326 |
4,256 |
+119 |
Sep10 |
090916 |
3151 |
3151 |
3110 |
3110 |
-20 |
44 |
3,367 |
+27 |
Dec10 |
090916 |
3111 |
3120 |
3031 |
3120 |
-19 |
0 |
1,983 |
+0 |
Total Volume and Open Interest |
9,755 |
124,685 |
+3,161 |
Coffee "C"(ICE) |
Sep09 |
090916 |
133.50 |
134.75 |
132.20 |
133.20 |
-0.40 |
0 |
26 |
-2 |
Dec09 |
090916 |
134.60 |
136.40 |
133.35 |
134.20 |
-0.40 |
11,931 |
64,633 |
+143 |
Mar10 |
090916 |
137.95 |
139.20 |
136.60 |
137.15 |
-0.40 |
1,628 |
16,397 |
-13 |
May10 |
090916 |
140.10 |
141.00 |
138.65 |
139.05 |
-0.40 |
776 |
8,373 |
+8 |
Jul10 |
090916 |
142.00 |
142.80 |
140.00 |
140.80 |
-0.45 |
178 |
2,315 |
+14 |
Sep10 |
090916 |
143.70 |
144.50 |
142.50 |
142.55 |
-0.40 |
62 |
2,591 |
+6 |
Total Volume and Open Interest |
14,759 |
96,285 |
+271 |
Orange Juice(ICE) |
Nov09 |
090916 |
96.00 |
99.80 |
95.20 |
98.80 |
+3.75 |
1,709 |
23,128 |
+303 |
Jan10 |
090916 |
99.95 |
103.05 |
99.10 |
102.10 |
+3.70 |
94 |
2,193 |
+47 |
Mar10 |
090916 |
103.60 |
105.80 |
103.60 |
105.55 |
+3.70 |
40 |
2,889 |
+36 |
May10 |
090916 |
107.00 |
108.70 |
107.00 |
108.70 |
+3.65 |
2 |
443 |
-2 |
Jul10 |
090916 |
111.35 |
111.35 |
111.35 |
111.35 |
+3.65 |
0 |
85 |
+0 |
Sep10 |
090916 |
113.10 |
113.10 |
113.10 |
113.10 |
+3.65 |
0 |
1 |
+0 |
Total Volume and Open Interest |
1,845 |
28,919 |
+384 |
Sugar #11(ICE) |
Oct09 |
090916 |
21.80 |
22.79 |
21.78 |
22.49 |
+0.71 |
57,508 |
155,121 |
-22,831 |
Mar10 |
090916 |
23.37 |
24.31 |
23.28 |
24.00 |
+0.68 |
54,009 |
315,521 |
+1,329 |
May10 |
090916 |
22.30 |
23.13 |
22.28 |
22.90 |
+0.54 |
8,956 |
68,394 |
+1,849 |
Jul10 |
090916 |
21.29 |
21.80 |
21.24 |
21.62 |
+0.32 |
5,412 |
113,510 |
+110 |
Oct10 |
090916 |
20.55 |
20.82 |
20.49 |
20.75 |
+0.22 |
2,879 |
74,022 |
-886 |
Total Volume and Open Interest |
130,527 |
824,750 |
-20,001 |
London Cocoa(LCE) |
Dec09 |
090916 |
1998 |
2011 |
1887 |
1982 |
-1 |
16,711 |
63,206 |
+1,932 |
Mar10 |
090916 |
2006 |
2015 |
1900 |
1993 |
+4 |
2,095 |
33,849 |
+578 |
May10 |
090916 |
2009 |
2020 |
1925 |
2007 |
+11 |
2,477 |
34,130 |
+670 |
Jul10 |
090916 |
1982 |
1990 |
1890 |
1974 |
+1 |
1,125 |
9,255 |
+506 |
Sep10 |
090916 |
1969 |
1969 |
1969 |
1969 |
+5 |
9 |
3,661 |
+3 |
Dec10 |
090916 |
1962 |
1962 |
1962 |
1962 |
-1 |
0 |
759 |
+0 |
Mar11 |
090916 |
1970 |
1970 |
1959 |
1959 |
unch |
0 |
3,204 |
+0 |
Total Volume and Open Interest |
12,374 |
156,066 |
+0 |
London Sugar(LCE) |
Dec09 |
090916 |
575.00 |
592.70 |
572.60 |
591.60 |
+18.90 |
2,076 |
26,149 |
+413 |
Mar10 |
090916 |
594.50 |
611.90 |
592.40 |
610.50 |
+18.50 |
879 |
23,280 |
-116 |
May10 |
090916 |
585.50 |
599.00 |
584.60 |
596.50 |
+14.80 |
639 |
6,707 |
+443 |
Aug10 |
090916 |
561.90 |
573.40 |
561.50 |
569.90 |
+12.20 |
25 |
5,878 |
+13 |
Oct10 |
090916 |
543.00 |
552.10 |
543.00 |
548.50 |
+6.50 |
12 |
3,300 |
+0 |
Total Volume and Open Interest |
3,631 |
66,215 |
-1,371 |
Cotton(ICE) |
Oct09 |
090916 |
61.52 |
62.44 |
61.52 |
62.12 |
+0.70 |
73 |
770 |
-32 |
Dec09 |
090916 |
63.18 |
63.96 |
63.02 |
63.52 |
+0.50 |
12,100 |
96,629 |
+3,004 |
Mar10 |
090916 |
65.06 |
65.91 |
65.06 |
65.49 |
+0.45 |
1,706 |
26,240 |
+631 |
May10 |
090916 |
66.83 |
67.27 |
66.82 |
67.01 |
+0.40 |
202 |
3,242 |
+97 |
Jul10 |
090916 |
67.95 |
68.30 |
67.94 |
68.18 |
+0.45 |
63 |
3,511 |
+31 |
Oct10 |
090916 |
69.48 |
69.48 |
69.48 |
69.48 |
+0.45 |
13 |
61 |
+8 |
Total Volume and Open Interest |
14,188 |
134,494 |
+3,755 |
Lumber(CME) |
Nov09 |
090916 |
177.9 |
178.4 |
175.0 |
175.1 |
-3.2 |
684 |
6,391 |
-60 |
Jan10 |
090916 |
197.0 |
198.2 |
195.1 |
195.5 |
-2.2 |
96 |
2,263 |
+16 |
Mar10 |
090916 |
209.0 |
211.0 |
208.6 |
209.0 |
unch |
6 |
121 |
+4 |
May10 |
090916 |
216.0 |
216.0 |
216.0 |
216.0 |
+1.0 |
0 |
11 |
+0 |
Total Volume and Open Interest |
786 |
8,788 |
-266 |
Crude Oil(NYM) |
Oct09 |
090916 |
70.40 |
72.56 |
70.14 |
72.51 |
+1.58 |
288,040 |
111,923 |
-22,462 |
Nov09 |
090916 |
70.80 |
72.92 |
70.49 |
72.87 |
+1.57 |
130,966 |
274,811 |
+9,019 |
Dec09 |
090916 |
71.14 |
73.30 |
70.88 |
73.25 |
+1.56 |
65,445 |
170,254 |
-2,516 |
Jan10 |
090916 |
71.41 |
73.68 |
71.40 |
73.65 |
+1.51 |
14,979 |
57,366 |
-859 |
Feb10 |
090916 |
72.68 |
74.11 |
72.14 |
74.07 |
+1.48 |
5,084 |
29,188 |
-450 |
Mar10 |
090916 |
72.34 |
74.59 |
72.34 |
74.54 |
+1.44 |
4,538 |
31,746 |
-839 |
Apr10 |
090916 |
73.60 |
75.01 |
73.60 |
75.01 |
+1.40 |
1,803 |
14,965 |
-542 |
May10 |
090916 |
75.51 |
75.51 |
75.51 |
75.51 |
+1.35 |
2,193 |
14,480 |
-687 |
Jun10 |
090916 |
74.70 |
76.01 |
74.16 |
76.01 |
+1.31 |
7,325 |
79,862 |
-1,205 |
Jul10 |
090916 |
74.79 |
76.40 |
74.79 |
76.39 |
+1.28 |
2,448 |
28,358 |
-358 |
Aug10 |
090916 |
76.00 |
76.70 |
75.90 |
76.70 |
+1.27 |
1,917 |
11,217 |
-219 |
Sep10 |
090916 |
76.89 |
77.04 |
76.89 |
77.00 |
+1.26 |
1,802 |
18,448 |
-664 |
Oct10 |
090916 |
77.31 |
77.31 |
77.31 |
77.31 |
+1.26 |
1,196 |
9,908 |
-85 |
Nov10 |
090916 |
77.63 |
77.63 |
77.63 |
77.63 |
+1.26 |
2,580 |
13,206 |
+1,044 |
Dec10 |
090916 |
75.87 |
77.95 |
75.83 |
77.95 |
+1.24 |
12,942 |
104,810 |
+231 |
Jan11 |
090916 |
78.10 |
78.10 |
78.10 |
78.10 |
+1.22 |
1,067 |
11,534 |
+310 |
Total Volume and Open Interest |
549,938 |
1,197,629 |
-22,709 |
e-miNY Crude Oil(NYM) |
Sep09 |
090819 |
70.225 |
72.800 |
68.050 |
72.425 |
+3.225 |
6,600 |
3,899 |
-443 |
Oct09 |
090916 |
70.300 |
72.550 |
70.150 |
72.500 |
+1.575 |
14,034 |
4,686 |
-1,167 |
Nov09 |
090916 |
70.825 |
72.875 |
70.500 |
72.875 |
+1.575 |
1,248 |
1,105 |
+66 |
Dec09 |
090916 |
71.075 |
73.250 |
71.075 |
73.250 |
+1.550 |
67 |
632 |
-12 |
Jan10 |
090916 |
72.150 |
73.650 |
71.975 |
73.650 |
+1.500 |
23 |
142 |
+21 |
Feb10 |
090916 |
74.075 |
74.075 |
74.075 |
74.075 |
+1.475 |
0 |
105 |
+0 |
Mar10 |
090916 |
74.550 |
74.550 |
74.550 |
74.550 |
+1.450 |
0 |
5 |
+0 |
Apr10 |
090916 |
75.000 |
75.000 |
75.000 |
75.000 |
+1.400 |
|
|
|
May10 |
090916 |
75.500 |
75.500 |
75.500 |
75.500 |
+1.350 |
0 |
2 |
+0 |
Jun10 |
090916 |
76.000 |
76.000 |
76.000 |
76.000 |
+1.300 |
0 |
9 |
+0 |
Total Volume and Open Interest |
15,372 |
6,770 |
-1,092 |
Heating Oil(NYM) |
Oct09 |
090916 |
176.41 |
182.80 |
175.34 |
182.58 |
+4.57 |
38,230 |
41,245 |
-5,143 |
Nov09 |
090916 |
179.88 |
185.95 |
178.89 |
185.77 |
+4.39 |
18,434 |
57,768 |
+1,770 |
Dec09 |
090916 |
183.25 |
189.06 |
182.30 |
188.83 |
+4.14 |
12,000 |
53,994 |
-453 |
Jan10 |
090916 |
186.10 |
191.94 |
185.97 |
191.94 |
+3.98 |
3,594 |
30,452 |
+661 |
Feb10 |
090916 |
189.05 |
194.03 |
188.36 |
194.03 |
+3.96 |
2,501 |
16,860 |
+294 |
Mar10 |
090916 |
190.80 |
195.65 |
190.75 |
195.65 |
+3.87 |
3,243 |
15,842 |
+886 |
Apr10 |
090916 |
194.18 |
196.90 |
194.13 |
196.90 |
+3.77 |
1,855 |
11,988 |
-92 |
May10 |
090916 |
196.98 |
198.35 |
196.98 |
198.35 |
+3.67 |
1,447 |
11,342 |
+106 |
Jun10 |
090916 |
195.89 |
199.80 |
195.02 |
199.80 |
+3.57 |
3,161 |
21,871 |
-338 |
Jul10 |
090916 |
196.87 |
201.45 |
196.87 |
201.45 |
+3.57 |
1,207 |
6,605 |
+561 |
Aug10 |
090916 |
197.80 |
203.10 |
197.80 |
203.10 |
+3.57 |
433 |
3,092 |
+108 |
Sep10 |
090916 |
203.72 |
205.36 |
203.72 |
205.10 |
+3.62 |
89 |
5,803 |
-13 |
Total Volume and Open Interest |
90,740 |
317,062 |
-1,415 |
Gasoline(NYMEX) |
Oct09 |
090916 |
178.13 |
185.00 |
176.64 |
184.83 |
+5.91 |
33,203 |
50,402 |
-3,926 |
Nov09 |
090916 |
179.27 |
185.10 |
177.26 |
185.01 |
+5.74 |
17,676 |
62,268 |
+2,212 |
Dec09 |
090916 |
179.19 |
185.79 |
178.50 |
185.65 |
+5.41 |
10,572 |
31,072 |
-1,763 |
Jan10 |
090916 |
181.01 |
187.82 |
180.68 |
187.81 |
+5.23 |
2,708 |
18,893 |
+747 |
Feb10 |
090916 |
184.96 |
190.05 |
184.35 |
190.05 |
+5.03 |
880 |
5,155 |
+272 |
Mar10 |
090916 |
188.95 |
192.46 |
186.89 |
192.33 |
+4.83 |
971 |
9,597 |
+487 |
Apr10 |
090916 |
199.10 |
204.93 |
199.10 |
204.93 |
+4.63 |
319 |
6,365 |
+63 |
May10 |
090916 |
200.82 |
205.73 |
200.82 |
205.73 |
+4.58 |
120 |
3,895 |
-10 |
Jun10 |
090916 |
200.60 |
206.28 |
200.60 |
206.28 |
+4.58 |
89 |
6,238 |
+52 |
Jul10 |
090916 |
203.50 |
206.13 |
203.50 |
206.13 |
+4.53 |
25 |
1,438 |
+14 |
Total Volume and Open Interest |
66,750 |
203,784 |
-1,841 |
e-miNY RBOB Gasoline(NYM) |
Oct09 |
090916 |
184.83 |
184.83 |
184.83 |
184.83 |
+5.91 |
0 |
1 |
+0 |
Nov09 |
090916 |
185.01 |
185.01 |
185.01 |
185.01 |
+5.74 |
|
|
|
Dec09 |
090916 |
185.65 |
185.65 |
185.65 |
185.65 |
+5.41 |
0 |
2 |
+0 |
Jan10 |
090916 |
187.81 |
187.81 |
187.81 |
187.81 |
+5.23 |
|
|
|
Total Volume and Open Interest |
0 |
3 |
+0 |
Natural Gas(NYM) |
Oct09 |
090916 |
3.355 |
3.797 |
3.355 |
3.760 |
+0.440 |
208,794 |
122,410 |
-23,913 |
Nov09 |
090916 |
4.285 |
4.750 |
4.285 |
4.715 |
+0.414 |
117,079 |
147,133 |
+6,942 |
Dec09 |
090916 |
4.970 |
5.345 |
4.970 |
5.317 |
+0.356 |
32,754 |
67,991 |
+3,891 |
Jan10 |
090916 |
5.308 |
5.595 |
5.255 |
5.563 |
+0.346 |
24,569 |
72,545 |
+1,367 |
Feb10 |
090916 |
5.357 |
5.615 |
5.337 |
5.596 |
+0.330 |
4,170 |
24,642 |
+536 |
Mar10 |
090916 |
5.350 |
5.590 |
5.317 |
5.571 |
+0.318 |
5,924 |
43,383 |
+289 |
Apr10 |
090916 |
5.350 |
5.579 |
5.317 |
5.553 |
+0.292 |
3,898 |
38,974 |
+106 |
May10 |
090916 |
5.410 |
5.630 |
5.390 |
5.605 |
+0.287 |
1,475 |
21,100 |
-130 |
Jun10 |
090916 |
5.508 |
5.714 |
5.486 |
5.694 |
+0.281 |
923 |
10,440 |
+271 |
Jul10 |
090916 |
5.635 |
5.817 |
5.596 |
5.803 |
+0.277 |
994 |
11,100 |
-204 |
Aug10 |
090916 |
5.720 |
5.911 |
5.686 |
5.893 |
+0.272 |
753 |
8,888 |
+33 |
Sep10 |
090916 |
5.780 |
5.995 |
5.762 |
5.966 |
+0.272 |
393 |
8,539 |
-2 |
Oct10 |
090916 |
5.949 |
6.134 |
5.900 |
6.118 |
+0.272 |
1,204 |
24,749 |
+66 |
Nov10 |
090916 |
6.335 |
6.518 |
6.320 |
6.518 |
+0.262 |
191 |
6,392 |
+127 |
Dec10 |
090916 |
6.710 |
6.940 |
6.700 |
6.898 |
+0.249 |
204 |
13,538 |
+27 |
Jan11 |
090916 |
6.930 |
7.150 |
6.930 |
7.120 |
+0.249 |
523 |
9,436 |
+126 |
Total Volume and Open Interest |
404,450 |
744,146 |
-10,288 |
Brent Crude Oil(ICE) |
Nov09 |
090916 |
69.56 |
71.72 |
69.01 |
71.67 |
+1.81 |
148,349 |
159,592 |
+5,732 |
Dec09 |
090916 |
69.78 |
72.42 |
69.78 |
72.37 |
+1.74 |
74,589 |
158,340 |
+12,701 |
Jan10 |
090916 |
70.52 |
73.04 |
70.47 |
73.00 |
+1.70 |
17,793 |
49,728 |
+2,549 |
Feb10 |
090916 |
71.60 |
73.57 |
71.30 |
73.57 |
+1.65 |
4,438 |
25,251 |
+637 |
Mar10 |
090916 |
72.20 |
74.17 |
72.06 |
74.13 |
+1.59 |
3,743 |
17,268 |
+501 |
Apr10 |
090916 |
72.79 |
74.72 |
72.75 |
74.70 |
+1.55 |
2,607 |
14,988 |
+98 |
May10 |
090916 |
73.40 |
75.25 |
73.32 |
75.25 |
+1.51 |
1,908 |
7,269 |
-95 |
Jun10 |
090916 |
73.91 |
75.80 |
73.74 |
75.77 |
+1.46 |
3,821 |
50,203 |
-414 |
Jul10 |
090916 |
74.47 |
76.20 |
74.47 |
76.20 |
+1.42 |
786 |
9,635 |
-112 |
Aug10 |
090916 |
76.58 |
76.58 |
76.58 |
76.58 |
+1.38 |
597 |
6,456 |
+61 |
Sep10 |
090916 |
76.92 |
76.92 |
76.92 |
76.92 |
+1.34 |
246 |
4,211 |
-44 |
Oct10 |
090916 |
77.50 |
77.50 |
77.19 |
77.23 |
+1.32 |
216 |
6,428 |
+25 |
Nov10 |
090916 |
77.48 |
77.48 |
77.48 |
77.48 |
+1.29 |
231 |
3,823 |
-39 |
Dec10 |
090916 |
76.31 |
77.76 |
75.70 |
77.72 |
+1.29 |
6,183 |
71,360 |
+50 |
Total Volume and Open Interest |
267,447 |
670,680 |
+5,071 |
Gas Oil(ICE) |
Oct09 |
090916 |
559.75 |
579.50 |
558.75 |
562.50 |
+10.50 |
47,367 |
82,287 |
-754 |
Nov09 |
090916 |
567.75 |
587.25 |
566.50 |
570.25 |
+10.75 |
40,657 |
72,249 |
-368 |
Dec09 |
090916 |
578.75 |
595.00 |
574.50 |
578.25 |
+11.25 |
24,757 |
83,577 |
-4,168 |
Jan10 |
090916 |
582.75 |
603.00 |
582.75 |
587.50 |
+11.75 |
6,291 |
47,904 |
+514 |
Feb10 |
090916 |
594.00 |
601.75 |
592.00 |
594.75 |
+11.75 |
3,863 |
24,706 |
-516 |
Mar10 |
090916 |
600.25 |
616.50 |
598.00 |
601.00 |
+11.75 |
2,792 |
22,714 |
-254 |
Apr10 |
090916 |
605.75 |
622.50 |
603.75 |
607.00 |
+12.00 |
2,290 |
12,639 |
-118 |
May10 |
090916 |
609.75 |
628.25 |
609.25 |
612.75 |
+12.25 |
3,007 |
13,783 |
+654 |
Jun10 |
090916 |
616.50 |
633.25 |
614.50 |
618.00 |
+12.50 |
4,396 |
38,430 |
+1,405 |
Jul10 |
090916 |
622.50 |
633.25 |
622.50 |
625.50 |
+12.25 |
1,399 |
12,591 |
+631 |
Total Volume and Open Interest |
142,293 |
524,459 |
-1,504 |
Ethanol(CBOT) |
Sep09 |
090903 |
1.587 |
1.587 |
1.587 |
1.587 |
-0.013 |
15 |
218 |
+10 |
Oct09 |
090916 |
1.650 |
1.655 |
1.635 |
1.650 |
-0.018 |
171 |
406 |
-88 |
Nov09 |
090916 |
1.633 |
1.640 |
1.628 |
1.640 |
-0.013 |
88 |
464 |
+27 |
Dec09 |
090916 |
1.632 |
1.639 |
1.621 |
1.638 |
-0.014 |
70 |
390 |
-1 |
Jan10 |
090916 |
1.635 |
1.643 |
1.620 |
1.640 |
-0.011 |
52 |
712 |
+13 |
Feb10 |
090916 |
1.620 |
1.640 |
1.620 |
1.640 |
-0.021 |
37 |
334 |
+24 |
Mar10 |
090916 |
1.640 |
1.658 |
1.630 |
1.649 |
-0.015 |
17 |
433 |
-4 |
Apr10 |
090916 |
1.640 |
1.640 |
1.640 |
1.640 |
-0.015 |
10 |
498 |
+0 |
Total Volume and Open Interest |
505 |
4,512 |
+8 |
WTI Crude Oil(ICE) |
Oct09 |
090916 |
70.40 |
72.55 |
70.21 |
72.51 |
+1.58 |
57,839 |
41,565 |
-3,309 |
Nov09 |
090916 |
70.70 |
72.91 |
70.53 |
72.87 |
+1.57 |
72,028 |
119,075 |
+8,038 |
Dec09 |
090916 |
71.02 |
73.29 |
70.97 |
73.25 |
+1.56 |
28,547 |
75,721 |
+644 |
Jan10 |
090916 |
71.95 |
73.65 |
71.92 |
73.65 |
+1.51 |
4,216 |
18,128 |
+984 |
Feb10 |
090916 |
72.03 |
74.07 |
72.03 |
74.07 |
+1.48 |
1,621 |
14,678 |
+131 |
Mar10 |
090916 |
73.07 |
74.54 |
72.97 |
74.54 |
+1.44 |
1,162 |
13,024 |
-163 |
Apr10 |
090916 |
73.90 |
75.01 |
73.90 |
75.01 |
+1.40 |
582 |
5,474 |
-89 |
May10 |
090916 |
74.42 |
75.51 |
74.42 |
75.51 |
+1.35 |
523 |
5,776 |
-58 |
Jun10 |
090916 |
74.59 |
76.03 |
74.59 |
76.01 |
+1.31 |
1,961 |
22,644 |
+740 |
Jul10 |
090916 |
76.39 |
76.39 |
76.39 |
76.39 |
+1.28 |
962 |
24,979 |
-597 |
Aug10 |
090916 |
76.70 |
76.70 |
76.70 |
76.70 |
+1.27 |
805 |
5,834 |
-385 |
Sep10 |
090916 |
77.00 |
77.00 |
77.00 |
77.00 |
+1.26 |
207 |
7,803 |
-62 |
Oct10 |
090916 |
77.31 |
77.31 |
77.31 |
77.31 |
+1.26 |
184 |
5,023 |
+62 |
Nov10 |
090916 |
77.63 |
77.63 |
77.63 |
77.63 |
+1.26 |
224 |
4,647 |
-37 |
Dec10 |
090916 |
76.41 |
77.95 |
76.26 |
77.95 |
+1.24 |
4,820 |
59,633 |
-1,370 |
Jan11 |
090916 |
78.10 |
78.10 |
78.10 |
78.10 |
+1.22 |
87 |
9,300 |
-72 |
Total Volume and Open Interest |
176,796 |
508,147 |
+4,312 |
US Dollar Index(ICE) |
Dec09 |
090916 |
76.715 |
76.815 |
76.375 |
76.475 |
-0.310 |
7,712 |
32,369 |
-332 |
Mar10 |
090916 |
77.000 |
77.000 |
76.675 |
76.735 |
-0.300 |
11 |
2,030 |
+7 |
Jun10 |
090916 |
77.290 |
77.290 |
77.000 |
77.000 |
-0.240 |
|
|
|
Total Volume and Open Interest |
7,723 |
34,399 |
-325 |
Australian Dollar(CME) |
Dec09 |
090916 |
85.73 |
86.88 |
85.67 |
86.77 |
+1.07 |
69,511 |
104,735 |
+1,079 |
Mar10 |
090916 |
85.10 |
86.14 |
85.02 |
86.07 |
+1.05 |
3 |
29 |
+1 |
Jun10 |
090916 |
85.26 |
85.26 |
84.22 |
85.26 |
+1.04 |
|
|
|
Total Volume and Open Interest |
69,515 |
104,779 |
+1,079 |
British Pound(CME) |
Dec09 |
090916 |
164.84 |
165.34 |
164.30 |
164.92 |
+0.02 |
128,249 |
67,036 |
+818 |
Mar10 |
090916 |
165.30 |
165.33 |
164.41 |
164.95 |
+0.02 |
37 |
98 |
+18 |
Jun10 |
090916 |
164.97 |
165.04 |
164.55 |
164.97 |
+0.02 |
0 |
2 |
+0 |
Total Volume and Open Interest |
128,286 |
67,156 |
+836 |
Canadian Dollar(CME) |
Dec09 |
090916 |
93.23 |
93.96 |
93.15 |
93.79 |
+0.62 |
69,659 |
87,519 |
+4,373 |
Mar10 |
090916 |
93.21 |
93.92 |
93.15 |
93.78 |
+0.63 |
20 |
1,179 |
+19 |
Jun10 |
090916 |
93.50 |
93.84 |
93.15 |
93.77 |
+0.62 |
0 |
260 |
+0 |
Sep10 |
090916 |
93.50 |
93.83 |
93.14 |
93.76 |
+0.62 |
1 |
360 |
+0 |
Total Volume and Open Interest |
69,680 |
89,333 |
-31,339 |
Japanese Yen(CME) |
Dec09 |
090916 |
109.91 |
111.04 |
109.51 |
110.06 |
+0.23 |
83,854 |
108,363 |
+3,688 |
Mar10 |
090916 |
110.40 |
111.08 |
109.63 |
110.15 |
+0.23 |
0 |
73 |
+0 |
Jun10 |
090916 |
110.31 |
111.03 |
110.01 |
110.31 |
+0.23 |
0 |
1 |
+0 |
Total Volume and Open Interest |
83,854 |
108,438 |
+3,688 |
Swiss Franc(CME) |
Dec09 |
090916 |
96.73 |
97.18 |
96.51 |
97.04 |
+0.36 |
33,583 |
44,927 |
+770 |
Mar10 |
090916 |
96.89 |
97.25 |
96.66 |
97.14 |
+0.36 |
0 |
80 |
+0 |
Jun10 |
090916 |
97.29 |
97.29 |
96.93 |
97.29 |
+0.36 |
|
|
|
Total Volume and Open Interest |
33,583 |
45,008 |
+770 |
EuroFX(CME) |
Dec09 |
090916 |
146.59 |
147.37 |
146.41 |
147.22 |
+0.64 |
233,857 |
155,919 |
+3,126 |
Mar10 |
090916 |
146.83 |
147.33 |
146.42 |
147.21 |
+0.64 |
78 |
550 |
+34 |
Jun10 |
090916 |
147.22 |
147.22 |
146.58 |
147.22 |
+0.64 |
0 |
52 |
+0 |
Total Volume and Open Interest |
233,935 |
156,522 |
+3,160 |
Mexican Peso(CME) |
Oct09 |
090916 |
753.8 |
753.8 |
746.5 |
753.8 |
+7.2 |
|
|
|
Nov09 |
090916 |
750.8 |
750.8 |
743.5 |
750.8 |
+7.2 |
|
|
|
Total Volume and Open Interest |
11,214 |
51,097 |
-789 |
Brazilian Real(CME) |
Oct09 |
090916 |
554.65 |
554.65 |
552.40 |
554.65 |
+2.25 |
|
|
|
Nov09 |
090916 |
551.75 |
551.75 |
549.80 |
551.75 |
+1.95 |
|
|
|
Dec09 |
090916 |
550.00 |
550.20 |
549.00 |
550.00 |
+3.15 |
1 |
2,936 |
+1 |
Jan10 |
090916 |
545.10 |
545.10 |
543.65 |
545.10 |
+1.45 |
|
|
|
Total Volume and Open Interest |
1 |
2,936 |
+1 |
30-Year T-Bonds(CBOT) |
Sep09 |
090916 |
120~200 |
121~110 |
119~290 |
120~100 |
-0~080 |
15,636 |
15,068 |
-10,654 |
Dec09 |
090916 |
119~050 |
120~010 |
118~130 |
118~290 |
-0~090 |
192,910 |
729,357 |
-4,702 |
Mar10 |
090916 |
118~020 |
118~120 |
118~020 |
118~030 |
-0~090 |
2 |
158 |
+2 |
Total Volume and Open Interest |
208,548 |
744,586 |
-15,354 |
10-Year T-Notes(CBOT) |
Sep09 |
090916 |
118~235 |
119~045 |
118~070 |
118~120 |
-0~090 |
8,933 |
33,871 |
-4,150 |
Dec09 |
090916 |
117~065 |
117~235 |
116~210 |
116~285 |
-0~095 |
795,196 |
1,060,718 |
-20,014 |
Mar10 |
090916 |
115~285 |
116~060 |
115~285 |
115~285 |
-0~095 |
|
|
|
Total Volume and Open Interest |
804,129 |
1,094,589 |
-24,164 |
5-Year T-Notes(CBOT) |
Sep09 |
090916 |
116~081 |
116~126 |
116~042 |
116~057 |
-0~026 |
13,091 |
24,256 |
-6,665 |
Dec09 |
090916 |
115~057 |
115~095 |
115~005 |
115~027 |
-0~026 |
381,491 |
766,109 |
-7,145 |
Mar10 |
090916 |
115~019 |
115~045 |
115~019 |
115~019 |
-0~026 |
|
|
|
Total Volume and Open Interest |
394,582 |
790,365 |
-13,810 |
2 Year T-Notes(CBOT) |
Sep09 |
090916 |
108~123 |
109~007 |
108~113 |
108~115 |
-0~012 |
817 |
30,199 |
-483 |
Dec09 |
090916 |
108~047 |
108~060 |
108~032 |
108~035 |
-0~014 |
155,097 |
738,944 |
-875 |
Mar10 |
090916 |
108~035 |
108~049 |
108~035 |
108~035 |
-0~014 |
|
|
|
Total Volume and Open Interest |
155,914 |
769,143 |
-1,358 |
Eurodollars(CME) |
Dec09 |
090916 |
99.540 |
99.575 |
99.525 |
99.540 |
-0.005 |
193,061 |
974,284 |
+21,870 |
Mar10 |
090916 |
99.335 |
99.370 |
99.285 |
99.320 |
-0.015 |
217,985 |
991,182 |
+12,956 |
Jun10 |
090916 |
99.000 |
99.055 |
98.940 |
98.975 |
-0.025 |
303,852 |
752,621 |
+39,753 |
Sep10 |
090916 |
98.640 |
98.710 |
98.555 |
98.590 |
-0.050 |
287,811 |
667,766 |
+3,815 |
Dec10 |
090916 |
98.245 |
98.330 |
98.155 |
98.185 |
-0.065 |
272,762 |
856,519 |
-4,232 |
Mar11 |
090916 |
97.875 |
97.960 |
97.775 |
97.800 |
-0.075 |
183,870 |
431,764 |
+2,311 |
Jun11 |
090916 |
97.505 |
97.600 |
97.405 |
97.425 |
-0.080 |
154,933 |
432,938 |
-678 |
Sep11 |
090916 |
97.170 |
97.270 |
97.070 |
97.095 |
-0.070 |
119,690 |
265,926 |
+7,847 |
Dec11 |
090916 |
96.855 |
96.955 |
96.760 |
96.785 |
-0.060 |
54,081 |
189,038 |
+602 |
Mar12 |
090916 |
96.605 |
96.710 |
96.520 |
96.545 |
-0.055 |
53,783 |
147,511 |
+1,782 |
Jun12 |
090916 |
96.370 |
96.480 |
96.300 |
96.325 |
-0.045 |
46,687 |
126,616 |
+720 |
Sep12 |
090916 |
96.185 |
96.290 |
96.120 |
96.145 |
-0.040 |
35,733 |
83,959 |
+4,955 |
Dec12 |
090916 |
96.005 |
96.105 |
95.940 |
95.970 |
-0.035 |
14,517 |
55,036 |
-690 |
Mar13 |
090916 |
95.880 |
95.975 |
95.815 |
95.855 |
-0.030 |
16,369 |
61,626 |
-1,089 |
Jun13 |
090916 |
95.755 |
95.850 |
95.695 |
95.735 |
-0.025 |
10,048 |
31,622 |
-613 |
Sep13 |
090916 |
95.645 |
95.735 |
95.580 |
95.625 |
-0.020 |
9,268 |
42,404 |
+1,574 |
Dec13 |
090916 |
95.510 |
95.610 |
95.455 |
95.505 |
-0.015 |
4,591 |
27,581 |
-389 |
Mar14 |
090916 |
95.510 |
95.535 |
95.385 |
95.435 |
-0.010 |
3,473 |
25,188 |
-143 |
Total Volume and Open Interest |
2,034,695 |
6,384,711 |
+114,877 |
30 Day Federal Funds(CBOT) |
Sep09 |
090916 |
99.840 |
99.845 |
99.838 |
99.840 |
unch |
5,844 |
39,788 |
+959 |
Oct09 |
090916 |
99.820 |
99.830 |
99.820 |
99.825 |
+0.005 |
6,730 |
42,828 |
+2,744 |
Nov09 |
090916 |
99.820 |
99.825 |
99.805 |
99.815 |
unch |
6,334 |
52,744 |
+2,399 |
Dec09 |
090916 |
99.820 |
99.825 |
99.795 |
99.815 |
unch |
6,550 |
53,027 |
+1,670 |
Jan10 |
090916 |
99.800 |
99.805 |
99.780 |
99.795 |
-0.005 |
8,330 |
44,044 |
-99 |
Feb10 |
090916 |
99.735 |
99.740 |
99.715 |
99.725 |
-0.010 |
9,934 |
55,098 |
-735 |
Total Volume and Open Interest |
60,935 |
408,074 |
+8,913 |
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) |
Dec09 |
090916 |
99.535 |
99.535 |
99.535 |
99.535 |
+0.005 |
109 |
542 |
+113 |
Mar10 |
090916 |
99.565 |
99.565 |
99.565 |
99.565 |
+0.005 |
210 |
814 |
+0 |
Jun10 |
090916 |
99.565 |
99.565 |
99.565 |
99.565 |
+0.005 |
|
|
|
Sep10 |
090916 |
99.550 |
99.550 |
99.550 |
99.550 |
+0.020 |
|
|
|
Dec10 |
090916 |
99.510 |
99.510 |
99.510 |
99.510 |
+0.010 |
|
|
|
Mar11 |
090916 |
99.425 |
99.425 |
99.425 |
99.425 |
+0.010 |
|
|
|
Jun11 |
090916 |
99.365 |
99.365 |
99.365 |
99.365 |
+0.010 |
|
|
|
Sep11 |
090916 |
99.365 |
99.365 |
99.365 |
99.365 |
+0.010 |
|
|
|
Dec11 |
090916 |
99.165 |
99.165 |
99.165 |
99.165 |
+0.005 |
|
|
|
Mar12 |
090916 |
99.130 |
99.130 |
99.130 |
99.130 |
+0.005 |
|
|
|
Total Volume and Open Interest |
319 |
1,356 |
+113 |
3-Mth Euro-Yen(SGX) |
Dec09 |
090916 |
99.52 |
99.54 |
99.52 |
99.54 |
+0.01 |
355 |
5,475 |
+124 |
Mar10 |
090916 |
99.56 |
99.57 |
99.56 |
99.57 |
+0.01 |
100 |
4,096 |
+210 |
Jun10 |
090916 |
99.56 |
99.56 |
99.56 |
99.56 |
+0.00 |
115 |
2,002 |
+100 |
Sep10 |
090916 |
99.53 |
99.54 |
99.53 |
99.54 |
+0.00 |
250 |
934 |
+350 |
Dec10 |
090916 |
99.50 |
99.50 |
99.50 |
99.50 |
+0.00 |
102 |
524 |
+102 |
Mar11 |
090916 |
99.45 |
99.45 |
99.42 |
99.42 |
+0.00 |
0 |
512 |
+100 |
Jun11 |
090916 |
99.36 |
99.36 |
99.36 |
99.36 |
+0.00 |
0 |
52 |
+0 |
Sep11 |
090916 |
99.36 |
99.36 |
99.36 |
99.36 |
+0.00 |
0 |
51 |
+0 |
Total Volume and Open Interest |
922 |
15,118 |
+986 |
Japanese Gov't Bonds(SGX) |
Dec09 |
090916 |
138.90 |
138.93 |
138.62 |
138.90 |
-0.05 |
1,295 |
14,605 |
-839 |
Mar10 |
090916 |
138.67 |
138.67 |
138.67 |
138.67 |
-0.05 |
|
|
|
Jun10 |
090916 |
138.67 |
138.67 |
138.67 |
138.67 |
-0.05 |
|
|
|
Total Volume and Open Interest |
1,295 |
14,605 |
-839 |
Euro-Bund(EUREX) |
Dec09 |
090916 |
121.04 |
121.32 |
120.54 |
120.76 |
-0.31 |
821,552 |
892,555 |
-23,984 |
Mar10 |
090916 |
120.89 |
120.89 |
120.41 |
120.48 |
-0.31 |
3 |
50 |
+2 |
Jun10 |
090916 |
120.19 |
120.19 |
120.16 |
120.16 |
-0.31 |
|
|
|
Total Volume and Open Interest |
821,555 |
892,605 |
-23,982 |
Euro-Bobl(EUREX) |
Dec09 |
090916 |
115.25 |
115.42 |
114.94 |
115.10 |
-0.12 |
502,653 |
661,875 |
-20,173 |
Mar10 |
090916 |
114.76 |
114.76 |
114.76 |
114.76 |
-0.12 |
|
|
|
Jun10 |
090916 |
114.40 |
114.40 |
114.40 |
114.40 |
-0.12 |
|
|
|
Total Volume and Open Interest |
502,653 |
661,875 |
-20,173 |
3-Mth Euribor(EUREX) |
Sep09 |
090914 |
99.230 |
99.230 |
99.230 |
99.230 |
unch |
5,624 |
14,192 |
-2,056 |
Dec09 |
090916 |
99.265 |
99.270 |
99.240 |
99.250 |
-0.010 |
196 |
17,766 |
+119 |
Mar10 |
090916 |
99.105 |
99.115 |
99.070 |
99.080 |
-0.010 |
150 |
3,679 |
+34 |
Total Volume and Open Interest |
704 |
29,445 |
+265 |
Long Gilt(LIFFE) |
Sep09 |
090916 |
119~23 |
119~30 |
118~29 |
119~04 |
-0~19 |
3,632 |
40,515 |
-1,702 |
Dec09 |
090916 |
118~04 |
118~12 |
117~07 |
117~16 |
-0~20 |
71,330 |
256,838 |
-4,144 |
Total Volume and Open Interest |
74,962 |
297,353 |
-5,846 |
3-Mth Short Sterling(LIFFE) |
Sep09 |
090916 |
99.40 |
99.42 |
99.39 |
99.40 |
+0.00 |
53,440 |
268,868 |
-13,708 |
Dec09 |
090916 |
99.45 |
99.49 |
99.44 |
99.47 |
+0.03 |
245,016 |
383,442 |
+7,086 |
Mar10 |
090916 |
99.17 |
99.22 |
99.10 |
99.16 |
+0.01 |
162,460 |
349,132 |
+4,609 |
Jun10 |
090916 |
98.72 |
98.77 |
98.61 |
98.67 |
-0.02 |
126,100 |
352,877 |
+13,921 |
Sep10 |
090916 |
98.17 |
98.26 |
98.06 |
98.13 |
-0.04 |
128,343 |
292,554 |
+6,168 |
Dec10 |
090916 |
97.65 |
97.75 |
97.53 |
97.60 |
-0.05 |
91,640 |
302,118 |
-1,265 |
Total Volume and Open Interest |
948,422 |
2,528,947 |
+14,610 |
3-Mth Euribor(LIFFE) |
Dec09 |
090916 |
99.265 |
99.275 |
99.230 |
99.250 |
-0.010 |
137,900 |
688,369 |
+2,010 |
Mar10 |
090916 |
99.095 |
99.120 |
99.055 |
99.080 |
-0.010 |
110,455 |
497,141 |
+2,809 |
Jun10 |
090916 |
98.800 |
98.825 |
98.745 |
98.775 |
-0.010 |
123,723 |
460,669 |
-9,166 |
Total Volume and Open Interest |
793,536 |
3,054,181 |
+13,575 |
3-Mth Aus T-Bills(SFE) |
Sep09 |
090910 |
96.59 |
96.61 |
96.52 |
96.56 |
-0.04 |
14,880 |
1,360 |
-37,607 |
Dec09 |
090916 |
96.34 |
96.34 |
96.27 |
96.30 |
-0.04 |
26,018 |
314,838 |
-3,629 |
Mar10 |
090916 |
95.78 |
95.79 |
95.69 |
95.73 |
-0.05 |
12,061 |
176,072 |
-5,514 |
Jun10 |
090916 |
95.30 |
95.32 |
95.21 |
95.25 |
-0.06 |
7,835 |
97,780 |
-1,316 |
Sep10 |
090916 |
95.01 |
95.01 |
94.90 |
94.94 |
-0.06 |
2,018 |
66,981 |
-737 |
Dec10 |
090916 |
94.76 |
94.78 |
94.69 |
94.72 |
-0.07 |
786 |
44,137 |
-897 |
Mar11 |
090916 |
94.53 |
94.56 |
94.52 |
94.55 |
-0.07 |
757 |
22,246 |
-182 |
Jun11 |
090916 |
94.47 |
94.47 |
94.36 |
94.39 |
-0.06 |
622 |
18,278 |
-448 |
Sep11 |
090916 |
94.29 |
94.29 |
94.20 |
94.22 |
-0.08 |
500 |
6,821 |
+244 |
Dec11 |
090916 |
94.06 |
94.06 |
94.04 |
94.05 |
-0.11 |
200 |
3,482 |
+110 |
Total Volume and Open Interest |
50,907 |
752,653 |
-12,334 |
10-Year Aus T-Bonds(SFE) |
Dec09 |
090916 |
94.70 |
94.72 |
94.63 |
94.68 |
-0.01 |
24,740 |
295,140 |
-2,504 |
Mar10 |
090916 |
94.68 |
94.68 |
94.68 |
94.68 |
|
|
|
|
3-Year Aus T-Bonds(SFE) |
Dec09 |
090916 |
95.23 |
95.25 |
95.16 |
95.19 |
-0.03 |
72,198 |
303,485 |
-7,071 |
Mar10 |
090916 |
95.19 |
95.19 |
95.19 |
95.19 |
|
|
|
|
Gold(CMX) |
Oct09 |
090916 |
1009.0 |
1022.3 |
1007.2 |
1019.2 |
+13.9 |
3,239 |
20,453 |
-56 |
Dec09 |
090916 |
1009.0 |
1023.3 |
1007.9 |
1020.2 |
+13.9 |
109,670 |
342,494 |
+12,922 |
Feb10 |
090916 |
1011.4 |
1023.0 |
1009.2 |
1021.5 |
+14.0 |
654 |
21,572 |
+99 |
Apr10 |
090916 |
1011.7 |
1024.1 |
1011.7 |
1022.6 |
+14.0 |
685 |
21,877 |
+170 |
Jun10 |
090916 |
1013.5 |
1026.0 |
1013.5 |
1024.0 |
+14.0 |
87 |
12,418 |
-125 |
Aug10 |
090916 |
1016.1 |
1025.6 |
1016.1 |
1025.6 |
+14.0 |
62 |
7,733 |
+108 |
Oct10 |
090916 |
1019.0 |
1027.6 |
1019.0 |
1027.6 |
+14.1 |
0 |
3,769 |
+0 |
Dec10 |
090916 |
1018.8 |
1030.8 |
1017.8 |
1029.9 |
+14.2 |
112 |
12,060 |
+175 |
Feb11 |
090916 |
1032.7 |
1032.7 |
1032.7 |
1032.7 |
+14.3 |
0 |
1,012 |
+0 |
Apr11 |
090916 |
1035.8 |
1035.8 |
1035.8 |
1035.8 |
+14.4 |
0 |
447 |
+0 |
Jun11 |
090916 |
1038.4 |
1039.3 |
1038.4 |
1039.3 |
+14.5 |
0 |
8,128 |
+0 |
Total Volume and Open Interest |
114,680 |
474,408 |
+13,254 |
Silver(CMX) |
Sep09 |
090916 |
1722.0 |
1740.8 |
1722.0 |
1740.8 |
+43.0 |
160 |
339 |
+24 |
Dec09 |
090916 |
1704.5 |
1758.0 |
1703.5 |
1743.0 |
+43.0 |
24,436 |
94,750 |
+4,304 |
Mar10 |
090916 |
1714.0 |
1748.0 |
1711.5 |
1746.6 |
+43.0 |
359 |
10,337 |
-4 |
May10 |
090916 |
1748.7 |
1748.7 |
1748.7 |
1748.7 |
+43.1 |
0 |
2,314 |
-22 |
Jul10 |
090916 |
1742.0 |
1750.8 |
1741.0 |
1750.8 |
+43.2 |
35 |
2,808 |
-162 |
Sep10 |
090916 |
1741.5 |
1752.9 |
1741.5 |
1752.9 |
+43.3 |
0 |
2,900 |
+50 |
Dec10 |
090916 |
1722.5 |
1756.8 |
1720.5 |
1756.8 |
+43.5 |
36 |
3,734 |
-14 |
Total Volume and Open Interest |
25,074 |
125,151 |
+4,249 |
Platinum(NYMEX) |
Oct09 |
090916 |
1329.1 |
1353.5 |
1324.6 |
1350.1 |
+29.8 |
3,156 |
21,016 |
-387 |
Jan10 |
090916 |
1331.0 |
1356.7 |
1330.0 |
1355.8 |
+30.2 |
1,399 |
7,915 |
+949 |
Apr10 |
090916 |
1354.8 |
1361.4 |
1354.8 |
1361.2 |
+30.2 |
0 |
120 |
+0 |
Total Volume and Open Interest |
4,555 |
29,051 |
+562 |
Palladium(NYMEX) |
Sep09 |
090916 |
300.00 |
301.05 |
298.25 |
299.60 |
+4.25 |
8 |
284 |
-3 |
Dec09 |
090916 |
294.50 |
304.80 |
294.50 |
300.50 |
+4.25 |
755 |
21,593 |
-115 |
Mar10 |
090916 |
300.05 |
301.50 |
300.00 |
301.40 |
+4.25 |
33 |
244 |
-2 |
Total Volume and Open Interest |
796 |
22,121 |
-120 |
Copper(CMX) |
Sep09 |
090916 |
284.95 |
293.50 |
284.60 |
292.05 |
+9.20 |
249 |
2,425 |
-299 |
Dec09 |
090916 |
285.25 |
295.35 |
284.40 |
293.65 |
+9.15 |
17,427 |
89,155 |
-290 |
Mar10 |
090916 |
287.15 |
296.35 |
286.20 |
294.85 |
+9.10 |
858 |
12,631 |
+394 |
May10 |
090916 |
290.10 |
295.75 |
290.10 |
294.65 |
+8.90 |
93 |
2,123 |
+58 |
Jul10 |
090916 |
290.75 |
295.20 |
290.20 |
294.15 |
+8.90 |
21 |
1,477 |
+5 |
Total Volume and Open Interest |
19,001 |
119,358 |
+296 |
DJIA Index(CBOT) |
Sep09 |
090916 |
9691 |
9790 |
9690 |
9786 |
+124 |
1,416 |
9,986 |
+56 |
Dec09 |
090916 |
9613 |
9740 |
9613 |
9725 |
+122 |
1,883 |
5,537 |
+862 |
Mar10 |
090916 |
9669 |
9669 |
9545 |
9669 |
+124 |
21 |
804 |
+20 |
Jun10 |
090916 |
9616 |
9616 |
9492 |
9616 |
+124 |
|
|
|
Total Volume and Open Interest |
3,320 |
16,327 |
+938 |
E-mini DJIA Index(CBOT) |
Sep09 |
090916 |
9664 |
9803 |
9654 |
9786 |
+124 |
34,319 |
44,680 |
-6,512 |
Dec09 |
090916 |
9604 |
9741 |
9594 |
9725 |
+122 |
172,147 |
51,579 |
+13,277 |
Mar10 |
090916 |
9619 |
9670 |
9619 |
9669 |
+124 |
7 |
24 |
+5 |
Jun10 |
090916 |
9616 |
9616 |
9616 |
9616 |
+124 |
|
|
|
Total Volume and Open Interest |
206,473 |
96,283 |
+6,770 |
S & P 500(CME) |
Sep09 |
090916 |
1056.00 |
1068.80 |
1053.00 |
1068.00 |
+17.70 |
78,803 |
144,251 |
-33,083 |
Dec09 |
090916 |
1045.50 |
1064.10 |
1044.50 |
1063.50 |
+17.60 |
86,564 |
321,652 |
+47,317 |
Mar10 |
090916 |
1059.10 |
1059.10 |
1044.40 |
1059.10 |
+17.70 |
2 |
4,271 |
+0 |
Jun10 |
090916 |
1055.30 |
1055.30 |
1040.40 |
1055.30 |
+17.90 |
0 |
181 |
+0 |
Total Volume and Open Interest |
165,369 |
470,360 |
+14,234 |
S & P 500 E-Mini(Globex) |
Sep09 |
090916 |
1050.25 |
1068.75 |
1048.75 |
1068.00 |
+17.75 |
610,394 |
991,882 |
-264,219 |
Dec09 |
090916 |
1045.75 |
1064.00 |
1044.50 |
1063.50 |
+17.50 |
2,605,342 |
2,093,060 |
+338,241 |
Total Volume and Open Interest |
3,215,912 |
3,085,160 |
+74,005 |
NASDAQ 100(CME) |
Sep09 |
090916 |
1706.00 |
1724.00 |
1700.00 |
1719.50 |
+22.70 |
5,045 |
18,645 |
+477 |
Dec09 |
090916 |
1693.30 |
1724.00 |
1693.30 |
1717.80 |
+22.80 |
3,879 |
14,976 |
+2,595 |
Mar10 |
090916 |
1716.80 |
1716.80 |
1716.00 |
1716.80 |
+22.80 |
0 |
1 |
+0 |
Total Volume and Open Interest |
8,924 |
33,622 |
+3,072 |
NASDAQ 100 E-Mini(Globex) |
Sep09 |
090916 |
1695.00 |
1725.00 |
1694.80 |
1719.50 |
+22.70 |
90,857 |
173,035 |
-27,674 |
Dec09 |
090916 |
1694.50 |
1723.50 |
1693.00 |
1717.80 |
+22.80 |
328,788 |
240,087 |
+34,196 |
Total Volume and Open Interest |
419,657 |
413,135 |
+6,526 |
S & P Midcap 400(CME) |
Sep09 |
090916 |
704.70 |
705.00 |
695.00 |
704.70 |
+13.60 |
778 |
1,701 |
-608 |
Dec09 |
090916 |
692.00 |
703.00 |
691.50 |
702.40 |
+13.50 |
799 |
2,092 |
+528 |
Mar10 |
090916 |
700.40 |
700.40 |
698.90 |
700.40 |
+13.50 |
|
|
|
Total Volume and Open Interest |
1,577 |
3,793 |
-80 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Dec09 |
090916 |
10310 |
10410 |
10280 |
10385 |
+70 |
9,432 |
32,137 |
+522 |
Mar10 |
090916 |
10390 |
10390 |
10390 |
10390 |
+70 |
|
|
|
Total Volume and Open Interest |
9,432 |
32,137 |
+522 |
Nikkei 225(SGX) |
Dec09 |
090916 |
10200 |
10370 |
10145 |
10205 |
+15 |
61,798 |
165,340 |
+5,109 |
Mar10 |
090916 |
10225 |
10225 |
10225 |
10225 |
+15 |
0 |
519 |
+24 |
Jun10 |
090916 |
10245 |
10245 |
10245 |
10245 |
+15 |
0 |
320 |
+0 |
Total Volume and Open Interest |
61,918 |
172,409 |
+4,793 |
CAC 40(EURONEXT) |
Sep09 |
090916 |
3768.0 |
3828.0 |
3763.0 |
3815.0 |
+64.0 |
245,557 |
534,786 |
-749 |
Oct09 |
090916 |
3766.0 |
3827.5 |
3763.0 |
3815.5 |
+64.5 |
101,425 |
216,032 |
+82,915 |
Nov09 |
090916 |
3767.0 |
3807.5 |
3766.5 |
3801.0 |
+65.0 |
|
|
|
Total Volume and Open Interest |
364,153 |
785,938 |
+97,511 |
Hang Seng Index(HKFE) |
Sep09 |
090916 |
21000 |
21468 |
20942 |
21437 |
+613 |
26,570 |
91,327 |
+1,490 |
Oct09 |
090916 |
20981 |
21450 |
20938 |
21432 |
+628 |
392 |
1,814 |
+32 |
Total Volume and Open Interest |
26,990 |
97,505 |
+1,521 |
DAX(EUREX) |
Sep09 |
090916 |
5650.0 |
5729.0 |
5641.5 |
5694.0 |
+73.5 |
167,328 |
96,510 |
-22,338 |
Dec09 |
090916 |
5646.5 |
5730.0 |
5643.5 |
5696.0 |
+73.5 |
42,258 |
115,633 |
+28,031 |
Mar10 |
090916 |
5650.5 |
5733.0 |
5646.5 |
5699.0 |
+73.5 |
2,664 |
2,867 |
+29 |
Total Volume and Open Interest |
212,250 |
215,010 |
+5,722 |
FT-SE 100(EURONEXT) |
Sep09 |
090916 |
5064.50 |
5156.00 |
5059.50 |
5114.50 |
+73.00 |
251,941 |
246,885 |
-154,277 |
Dec09 |
090916 |
5030.00 |
5123.50 |
5029.50 |
5083.00 |
+72.00 |
147,878 |
497,036 |
+152,899 |
Mar10 |
090916 |
5020.50 |
5040.50 |
5020.50 |
5040.00 |
+72.00 |
30 |
1,624 |
+2 |
Total Volume and Open Interest |
399,849 |
745,708 |
-1,376 |
SPI 200(SFE) |
Sep09 |
090916 |
4550.0 |
4664.0 |
4535.0 |
4662.0 |
+115.0 |
86,534 |
179,084 |
-41,718 |
Dec09 |
090916 |
4566.0 |
4677.0 |
4548.0 |
4675.0 |
+114.0 |
64,737 |
200,820 |
+41,670 |
Mar10 |
090916 |
4569.0 |
4657.0 |
4569.0 |
4657.0 |
+115.0 |
2 |
4,587 |
+0 |
Total Volume and Open Interest |
151,273 |
386,029 |
-48 |
GSCI(CME) |
Oct09 |
090916 |
463.50 |
474.00 |
463.00 |
474.00 |
+12.00 |
2,328 |
15,557 |
+791 |
Nov09 |
090916 |
479.00 |
479.00 |
470.00 |
479.00 |
+11.50 |
0 |
1 |
+0 |
Dec09 |
090916 |
484.50 |
484.50 |
484.50 |
484.50 |
|
|
|
|
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. |
|
|