|
MRCI's End of Day Prices |
Daily Futures Price Listing Fri September 18, 2009 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Nov09 |
090918 |
950.50 |
958.00 |
936.00 |
941.00 |
-12.00 |
77,117 |
248,318 |
-3,148 |
Jan10 |
090918 |
955.00 |
961.00 |
940.75 |
945.25 |
-11.00 |
15,600 |
66,933 |
+1,333 |
Mar10 |
090918 |
953.00 |
960.50 |
942.00 |
946.50 |
-9.00 |
7,329 |
31,731 |
-101 |
May10 |
090918 |
949.00 |
957.00 |
940.00 |
943.75 |
-7.75 |
6,291 |
22,939 |
-735 |
Jul10 |
090918 |
949.75 |
957.25 |
941.00 |
944.50 |
-7.50 |
8,689 |
28,732 |
+177 |
Aug10 |
090918 |
948.25 |
948.50 |
939.00 |
939.00 |
-6.00 |
22 |
343 |
+14 |
Sep10 |
090918 |
929.00 |
929.00 |
918.00 |
918.00 |
-12.00 |
12 |
110 |
+0 |
Nov10 |
090918 |
915.00 |
921.25 |
898.50 |
904.00 |
-14.00 |
4,399 |
26,316 |
+618 |
Jan11 |
090918 |
918.00 |
918.00 |
909.00 |
909.00 |
-14.00 |
3 |
207 |
+3 |
Mar11 |
090918 |
911.00 |
927.00 |
911.00 |
911.00 |
-16.00 |
0 |
40 |
+0 |
May11 |
090918 |
912.00 |
927.00 |
912.00 |
912.00 |
-15.00 |
0 |
2 |
+0 |
Jul11 |
090918 |
913.00 |
927.00 |
913.00 |
913.00 |
-14.00 |
0 |
16 |
+0 |
Aug11 |
090918 |
911.00 |
926.00 |
911.00 |
911.00 |
-15.00 |
|
|
|
Sep11 |
090918 |
910.00 |
925.00 |
910.00 |
910.00 |
-15.00 |
1 |
2 |
+1 |
Total Volume and Open Interest |
119,476 |
426,886 |
-1,832 |
Soybean Meal(CBOT) |
Oct09 |
090918 |
299.00 |
300.50 |
289.50 |
290.00 |
-9.00 |
12,327 |
26,095 |
-1,023 |
Dec09 |
090918 |
293.00 |
294.60 |
284.50 |
284.80 |
-8.50 |
25,264 |
74,525 |
-461 |
Jan10 |
090918 |
290.50 |
290.50 |
282.80 |
282.80 |
-7.70 |
1,716 |
11,982 |
+413 |
Mar10 |
090918 |
287.00 |
288.00 |
280.30 |
280.30 |
-6.80 |
1,299 |
13,205 |
+132 |
May10 |
090918 |
284.00 |
284.00 |
277.80 |
277.80 |
-6.50 |
1,768 |
12,819 |
+645 |
Jul10 |
090918 |
284.00 |
285.50 |
277.80 |
277.80 |
-6.50 |
2,181 |
8,201 |
+241 |
Aug10 |
090918 |
282.50 |
282.50 |
276.80 |
276.80 |
-6.60 |
229 |
2,101 |
+27 |
Sep10 |
090918 |
280.00 |
288.00 |
272.30 |
272.30 |
-7.30 |
635 |
2,030 |
+44 |
Oct10 |
090918 |
270.00 |
271.00 |
262.80 |
262.80 |
-7.20 |
109 |
1,140 |
+5 |
Dec10 |
090918 |
268.80 |
270.00 |
261.30 |
261.30 |
-8.00 |
1,082 |
5,370 |
+370 |
Total Volume and Open Interest |
46,610 |
157,665 |
+393 |
Soybean Oil(CBOT) |
Oct09 |
090918 |
34.55 |
35.25 |
34.41 |
34.68 |
+0.13 |
13,136 |
26,891 |
+451 |
Dec09 |
090918 |
34.83 |
35.68 |
34.75 |
35.10 |
+0.14 |
29,719 |
122,119 |
-999 |
Jan10 |
090918 |
35.29 |
36.06 |
35.23 |
35.49 |
+0.14 |
1,826 |
25,522 |
+175 |
Mar10 |
090918 |
35.55 |
36.34 |
35.50 |
35.75 |
+0.15 |
2,619 |
15,801 |
+393 |
May10 |
090918 |
35.68 |
36.50 |
35.68 |
35.92 |
+0.16 |
670 |
10,006 |
+75 |
Jul10 |
090918 |
35.90 |
36.66 |
35.90 |
36.08 |
+0.17 |
404 |
8,219 |
-67 |
Aug10 |
090918 |
36.18 |
36.18 |
36.01 |
36.18 |
+0.17 |
24 |
848 |
+8 |
Sep10 |
090918 |
36.87 |
36.87 |
36.10 |
36.28 |
+0.18 |
7 |
452 |
+0 |
Oct10 |
090918 |
36.38 |
36.38 |
36.19 |
36.38 |
+0.19 |
11 |
432 |
+2 |
Dec10 |
090918 |
36.34 |
37.12 |
36.34 |
36.53 |
+0.19 |
377 |
8,784 |
-40 |
Total Volume and Open Interest |
48,793 |
219,076 |
-2 |
Canola(WCE) |
Nov09 |
090918 |
391.1 |
401.8 |
389.1 |
390.2 |
-6.2 |
8,137 |
65,009 |
-785 |
Jan10 |
090918 |
400.9 |
405.7 |
394.3 |
394.3 |
-6.1 |
2,848 |
24,473 |
+1,843 |
Mar10 |
090918 |
402.4 |
407.0 |
395.3 |
396.9 |
-5.5 |
81 |
2,408 |
-44 |
May10 |
090918 |
402.2 |
402.2 |
402.2 |
402.2 |
-6.3 |
10 |
585 |
+0 |
Jul10 |
090918 |
409.8 |
415.6 |
404.1 |
404.1 |
-5.7 |
75 |
890 |
+25 |
Total Volume and Open Interest |
11,151 |
93,492 |
+1,039 |
Corn(CBOT) |
Dec09 |
090918 |
328.00 |
329.25 |
316.75 |
318.00 |
-11.00 |
104,433 |
520,855 |
-344 |
Mar10 |
090918 |
340.75 |
342.25 |
330.00 |
331.50 |
-10.75 |
14,367 |
146,704 |
+2,566 |
May10 |
090918 |
350.25 |
351.75 |
339.50 |
340.50 |
-11.00 |
1,553 |
33,305 |
+381 |
Jul10 |
090918 |
358.75 |
360.25 |
348.25 |
349.00 |
-11.25 |
4,261 |
66,285 |
+55 |
Sep10 |
090918 |
367.75 |
368.75 |
357.00 |
357.25 |
-11.50 |
417 |
12,449 |
+48 |
Dec10 |
090918 |
377.00 |
378.00 |
366.75 |
367.25 |
-11.50 |
5,579 |
68,611 |
+346 |
Mar11 |
090918 |
384.50 |
391.25 |
379.00 |
379.75 |
-11.50 |
27 |
2,025 |
+13 |
May11 |
090918 |
389.00 |
398.25 |
387.25 |
387.25 |
-11.00 |
5 |
222 |
+0 |
Jul11 |
090918 |
397.50 |
404.75 |
393.00 |
393.75 |
-11.00 |
29 |
1,500 |
+18 |
Sep11 |
090918 |
387.50 |
398.50 |
387.50 |
387.50 |
-11.00 |
0 |
163 |
+0 |
Total Volume and Open Interest |
130,698 |
858,483 |
+3,079 |
Wheat(CBOT) |
Dec09 |
090918 |
461.50 |
465.25 |
456.25 |
457.25 |
-4.50 |
24,999 |
203,547 |
+1,226 |
Mar10 |
090918 |
481.00 |
485.00 |
476.00 |
476.75 |
-4.75 |
3,033 |
45,324 |
+765 |
May10 |
090918 |
493.50 |
496.50 |
489.25 |
489.50 |
-4.50 |
1,207 |
7,769 |
+91 |
Jul10 |
090918 |
507.00 |
508.50 |
501.00 |
501.50 |
-4.25 |
2,917 |
44,861 |
-23 |
Sep10 |
090918 |
521.25 |
522.50 |
516.75 |
516.75 |
-4.25 |
67 |
731 |
+5 |
Dec10 |
090918 |
545.00 |
545.50 |
539.00 |
539.00 |
-4.50 |
1,050 |
17,043 |
+297 |
Total Volume and Open Interest |
33,353 |
320,377 |
+2,399 |
Wheat(KCBT) |
Dec09 |
090918 |
473.75 |
477.75 |
471.00 |
472.00 |
-2.25 |
7,100 |
61,661 |
+280 |
Mar10 |
090918 |
490.50 |
494.25 |
487.25 |
488.25 |
-2.25 |
1,298 |
20,321 |
+206 |
May10 |
090918 |
502.00 |
507.00 |
499.00 |
499.75 |
-2.25 |
673 |
4,534 |
+490 |
Jul10 |
090918 |
511.75 |
517.00 |
510.75 |
511.50 |
-2.25 |
2,279 |
14,245 |
+407 |
Sep10 |
090918 |
526.50 |
527.50 |
523.25 |
523.25 |
-2.25 |
449 |
880 |
-18 |
Dec10 |
090918 |
545.50 |
546.25 |
539.75 |
540.50 |
-2.50 |
1,148 |
12,476 |
+154 |
Total Volume and Open Interest |
12,947 |
114,286 |
+1,519 |
Wheat(MGE) |
Sep09 |
090914 |
473.00 |
473.00 |
473.00 |
473.00 |
-2.50 |
0 |
101 |
+0 |
Dec09 |
090918 |
500.00 |
503.00 |
494.50 |
496.75 |
-3.75 |
4,004 |
20,482 |
+477 |
Mar10 |
090918 |
516.00 |
516.50 |
509.25 |
510.75 |
-5.75 |
2,009 |
9,406 |
-86 |
May10 |
090918 |
522.50 |
526.00 |
520.00 |
522.00 |
-4.25 |
556 |
2,945 |
+20 |
Jul10 |
090918 |
535.50 |
540.50 |
531.00 |
532.00 |
-6.75 |
513 |
6,252 |
-81 |
Total Volume and Open Interest |
7,520 |
43,482 |
+231 |
Oats(CBOT) |
Dec09 |
090918 |
214.00 |
216.00 |
212.50 |
213.00 |
-1.00 |
619 |
11,624 |
-174 |
Mar10 |
090918 |
228.00 |
228.25 |
225.50 |
226.00 |
-1.00 |
222 |
2,374 |
+185 |
May10 |
090918 |
235.00 |
236.00 |
235.00 |
235.00 |
-1.00 |
0 |
8 |
+0 |
Jul10 |
090918 |
244.50 |
245.50 |
244.50 |
244.50 |
-1.00 |
0 |
4 |
+0 |
Total Volume and Open Interest |
841 |
14,011 |
+11 |
Rough Rice(CBOT) |
Sep09 |
090914 |
13.00 |
13.33 |
13.00 |
13.00 |
-0.33 |
100 |
107 |
-59 |
Nov09 |
090918 |
13.28 |
13.51 |
13.23 |
13.47 |
+0.19 |
331 |
7,844 |
+38 |
Jan10 |
090918 |
13.50 |
13.73 |
13.50 |
13.70 |
+0.19 |
81 |
1,091 |
+36 |
Mar10 |
090918 |
13.78 |
13.94 |
13.78 |
13.94 |
+0.19 |
31 |
1,016 |
+1 |
Total Volume and Open Interest |
520 |
10,679 |
+118 |
Live Cattle(CME) |
Oct09 |
090918 |
85.900 |
86.050 |
85.430 |
85.550 |
-0.235 |
18,987 |
50,800 |
-3,157 |
Dec09 |
090918 |
85.350 |
85.650 |
84.650 |
84.900 |
-0.450 |
16,263 |
107,544 |
+1,070 |
Feb10 |
090918 |
86.650 |
86.650 |
85.650 |
85.730 |
-0.820 |
6,519 |
44,607 |
+781 |
Apr10 |
090918 |
88.500 |
88.500 |
87.930 |
88.000 |
-0.535 |
2,921 |
33,309 |
+1,465 |
Jun10 |
090918 |
85.135 |
85.300 |
84.800 |
84.980 |
-0.405 |
1,086 |
13,174 |
+861 |
Aug10 |
090918 |
85.330 |
85.600 |
85.300 |
85.400 |
-0.235 |
51 |
1,939 |
+45 |
Total Volume and Open Interest |
45,862 |
253,592 |
+1,097 |
Feeder Cattle(CME) |
Sep09 |
090918 |
96.800 |
97.250 |
96.600 |
97.250 |
+0.600 |
636 |
1,506 |
-249 |
Oct09 |
090918 |
96.730 |
97.200 |
96.180 |
97.035 |
+0.335 |
2,587 |
8,500 |
+231 |
Nov09 |
090918 |
97.050 |
97.500 |
96.550 |
97.430 |
+0.430 |
2,586 |
11,506 |
+854 |
Jan10 |
090918 |
97.980 |
98.600 |
97.550 |
98.550 |
+0.300 |
475 |
3,364 |
+113 |
Mar10 |
090918 |
97.850 |
99.100 |
97.850 |
99.100 |
+0.700 |
49 |
1,144 |
+15 |
Apr10 |
090918 |
99.500 |
100.500 |
99.200 |
100.500 |
+0.700 |
33 |
355 |
+16 |
May10 |
090918 |
100.000 |
101.000 |
99.750 |
101.000 |
+0.850 |
73 |
652 |
+20 |
Total Volume and Open Interest |
6,439 |
27,134 |
+1,000 |
Lean Hogs(CME) |
Oct09 |
090918 |
52.235 |
52.750 |
50.430 |
50.800 |
-1.380 |
10,170 |
22,064 |
-2,668 |
Dec09 |
090918 |
52.235 |
52.650 |
49.950 |
50.300 |
-1.735 |
16,580 |
68,437 |
+257 |
Feb10 |
090918 |
58.500 |
59.130 |
56.735 |
56.930 |
-1.400 |
3,801 |
26,586 |
-144 |
Apr10 |
090918 |
63.350 |
63.800 |
62.150 |
62.950 |
-0.050 |
1,043 |
13,767 |
+263 |
May10 |
090918 |
69.150 |
69.150 |
67.800 |
68.750 |
-0.225 |
32 |
910 |
+5 |
Jun10 |
090918 |
72.050 |
72.400 |
71.135 |
71.700 |
-0.380 |
756 |
7,782 |
+153 |
Jul10 |
090918 |
70.635 |
70.850 |
70.285 |
70.800 |
-0.600 |
54 |
1,797 |
+21 |
Aug10 |
090918 |
69.750 |
69.975 |
69.550 |
69.800 |
-0.200 |
75 |
1,330 |
+9 |
Total Volume and Open Interest |
32,536 |
143,104 |
-2,079 |
Class III Milk(CME) |
Sep09 |
090918 |
12.09 |
12.09 |
12.05 |
12.08 |
+0.03 |
33 |
3,620 |
-76 |
Oct09 |
090918 |
12.20 |
12.60 |
12.16 |
12.55 |
+0.39 |
136 |
3,855 |
-11 |
Nov09 |
090918 |
13.12 |
13.50 |
13.07 |
13.37 |
+0.35 |
118 |
3,806 |
-7 |
Dec09 |
090918 |
13.80 |
14.03 |
13.70 |
13.97 |
+0.27 |
79 |
3,846 |
+22 |
Jan10 |
090918 |
13.81 |
14.08 |
13.81 |
14.03 |
+0.22 |
54 |
1,601 |
-7 |
Total Volume and Open Interest |
534 |
23,817 |
-41 |
Cocoa(ICE) |
Dec09 |
090918 |
3047 |
3130 |
3025 |
3112 |
+38 |
4,465 |
59,804 |
+85 |
Mar10 |
090918 |
3076 |
3151 |
3050 |
3133 |
+34 |
1,079 |
35,491 |
-57 |
May10 |
090918 |
3115 |
3160 |
3103 |
3145 |
+37 |
379 |
9,730 |
+331 |
Jul10 |
090918 |
3151 |
3153 |
3135 |
3143 |
+34 |
3 |
4,249 |
+0 |
Sep10 |
090918 |
3075 |
3157 |
3075 |
3143 |
+32 |
1 |
3,371 |
-3 |
Dec10 |
090918 |
3155 |
3155 |
3148 |
3150 |
+29 |
0 |
1,983 |
+0 |
Mar11 |
090918 |
3145 |
3145 |
3097 |
3141 |
+25 |
0 |
3,809 |
+0 |
Total Volume and Open Interest |
5,927 |
122,119 |
+356 |
Coffee "C"(ICE) |
Sep09 |
090918 |
134.10 |
134.80 |
134.10 |
134.80 |
-0.25 |
14 |
6 |
-22 |
Dec09 |
090918 |
135.50 |
137.15 |
133.80 |
136.05 |
unch |
8,868 |
64,461 |
+98 |
Mar10 |
090918 |
138.15 |
140.00 |
136.85 |
138.95 |
unch |
2,002 |
17,532 |
+795 |
May10 |
090918 |
140.60 |
141.75 |
138.80 |
140.80 |
unch |
1,198 |
8,567 |
+167 |
Jul10 |
090918 |
143.00 |
143.00 |
140.50 |
142.50 |
-0.05 |
508 |
2,510 |
+160 |
Sep10 |
090918 |
144.50 |
144.85 |
142.20 |
144.20 |
unch |
1,118 |
3,259 |
+603 |
Total Volume and Open Interest |
14,658 |
98,703 |
+2,146 |
Orange Juice(ICE) |
Nov09 |
090918 |
102.65 |
104.50 |
100.30 |
103.65 |
+1.00 |
2,002 |
23,487 |
+464 |
Jan10 |
090918 |
106.25 |
107.55 |
103.55 |
106.80 |
+1.05 |
174 |
2,608 |
+383 |
Mar10 |
090918 |
109.40 |
110.85 |
109.40 |
110.00 |
+0.80 |
22 |
3,112 |
+1 |
May10 |
090918 |
114.00 |
114.00 |
113.00 |
113.00 |
+0.70 |
5 |
438 |
-3 |
Jul10 |
090918 |
116.60 |
116.60 |
115.70 |
115.70 |
+0.75 |
1 |
86 |
+1 |
Sep10 |
090918 |
117.45 |
117.45 |
117.45 |
117.45 |
+0.75 |
0 |
1 |
+0 |
Total Volume and Open Interest |
2,204 |
29,912 |
+846 |
Sugar #11(ICE) |
Oct09 |
090918 |
22.40 |
22.66 |
21.90 |
21.91 |
-0.75 |
57,997 |
120,713 |
-23,108 |
Mar10 |
090918 |
23.79 |
23.84 |
23.20 |
23.24 |
-0.69 |
74,040 |
331,944 |
+7,472 |
May10 |
090918 |
22.23 |
22.66 |
22.13 |
22.16 |
-0.57 |
11,419 |
71,669 |
+1,748 |
Jul10 |
090918 |
21.17 |
21.36 |
20.78 |
20.86 |
-0.52 |
4,717 |
114,497 |
+348 |
Oct10 |
090918 |
20.12 |
20.45 |
19.93 |
20.01 |
-0.45 |
1,765 |
73,485 |
-390 |
Total Volume and Open Interest |
152,062 |
810,487 |
-13,916 |
London Cocoa(LCE) |
Dec09 |
090918 |
1977 |
2025 |
1967 |
2018 |
+41 |
5,464 |
64,684 |
-547 |
Mar10 |
090918 |
1990 |
2044 |
1985 |
2038 |
+47 |
2,857 |
34,554 |
+281 |
May10 |
090918 |
2005 |
2066 |
2005 |
2059 |
+50 |
1,468 |
36,923 |
+834 |
Jul10 |
090918 |
1964 |
2010 |
1961 |
2010 |
+38 |
92 |
9,202 |
+92 |
Sep10 |
090918 |
1958 |
1994 |
1958 |
1981 |
+12 |
264 |
3,411 |
-250 |
Dec10 |
090918 |
1971 |
1971 |
1971 |
1971 |
+11 |
326 |
1,028 |
+269 |
Mar11 |
090918 |
1943 |
1973 |
1924 |
1970 |
+20 |
66 |
3,554 |
+66 |
Total Volume and Open Interest |
12,799 |
158,243 |
+0 |
London Sugar(LCE) |
Dec09 |
090918 |
578.70 |
585.60 |
574.70 |
579.90 |
-6.10 |
3,343 |
26,321 |
-107 |
Mar10 |
090918 |
599.00 |
604.00 |
595.70 |
597.90 |
-8.10 |
2,198 |
24,175 |
+859 |
May10 |
090918 |
585.00 |
589.90 |
584.20 |
585.90 |
-7.10 |
777 |
7,150 |
+302 |
Aug10 |
090918 |
557.00 |
562.00 |
557.00 |
559.80 |
-4.80 |
462 |
5,998 |
+248 |
Oct10 |
090918 |
537.90 |
537.90 |
537.90 |
537.90 |
-6.10 |
19 |
3,263 |
-14 |
Total Volume and Open Interest |
6,831 |
67,840 |
+1,320 |
Cotton(ICE) |
Oct09 |
090918 |
61.94 |
63.40 |
61.66 |
63.18 |
+0.52 |
63 |
586 |
-55 |
Dec09 |
090918 |
64.20 |
64.74 |
63.13 |
64.60 |
+0.42 |
7,280 |
102,192 |
+2,280 |
Mar10 |
090918 |
66.05 |
66.60 |
65.26 |
66.24 |
+0.05 |
1,156 |
26,577 |
-289 |
May10 |
090918 |
67.57 |
67.92 |
66.81 |
67.52 |
-0.11 |
153 |
2,890 |
-359 |
Jul10 |
090918 |
68.61 |
68.93 |
67.89 |
68.40 |
-0.36 |
113 |
3,554 |
+36 |
Oct10 |
090918 |
69.30 |
69.47 |
69.30 |
69.47 |
-0.57 |
9 |
70 |
+9 |
Total Volume and Open Interest |
8,928 |
140,041 |
+1,661 |
Lumber(CME) |
Nov09 |
090918 |
183.8 |
187.0 |
182.1 |
185.5 |
+3.5 |
1,159 |
6,728 |
+359 |
Jan10 |
090918 |
204.0 |
205.8 |
202.9 |
205.5 |
+1.7 |
255 |
2,448 |
+158 |
Mar10 |
090918 |
215.8 |
217.0 |
215.0 |
215.2 |
-0.6 |
49 |
138 |
+17 |
May10 |
090918 |
223.0 |
223.9 |
222.1 |
223.9 |
+4.8 |
4 |
15 |
+4 |
Total Volume and Open Interest |
1,467 |
9,331 |
+538 |
Crude Oil(NYM) |
Oct09 |
090918 |
72.40 |
72.66 |
71.27 |
72.04 |
-0.43 |
235,707 |
74,237 |
-18,081 |
Nov09 |
090918 |
72.87 |
73.12 |
71.71 |
72.49 |
-0.45 |
147,654 |
299,177 |
+13,323 |
Dec09 |
090918 |
73.27 |
73.65 |
72.25 |
73.04 |
-0.39 |
72,460 |
172,017 |
+6,066 |
Jan10 |
090918 |
73.85 |
74.12 |
72.86 |
73.61 |
-0.32 |
22,994 |
62,128 |
+6,317 |
Feb10 |
090918 |
74.05 |
74.47 |
73.70 |
74.11 |
-0.27 |
6,755 |
30,632 |
+1,697 |
Mar10 |
090918 |
74.68 |
75.05 |
74.24 |
74.62 |
-0.25 |
7,252 |
32,539 |
+769 |
Apr10 |
090918 |
75.10 |
75.17 |
74.90 |
75.10 |
-0.24 |
2,227 |
15,897 |
+1,018 |
May10 |
090918 |
75.38 |
75.60 |
75.38 |
75.60 |
-0.25 |
1,235 |
15,475 |
+454 |
Jun10 |
090918 |
76.36 |
76.56 |
75.76 |
76.10 |
-0.26 |
6,763 |
80,059 |
-177 |
Jul10 |
090918 |
76.55 |
76.79 |
76.25 |
76.47 |
-0.28 |
749 |
28,939 |
+143 |
Aug10 |
090918 |
76.70 |
76.77 |
76.55 |
76.77 |
-0.30 |
578 |
11,243 |
+163 |
Sep10 |
090918 |
77.10 |
77.10 |
76.88 |
77.09 |
-0.29 |
632 |
18,992 |
+62 |
Oct10 |
090918 |
77.21 |
77.42 |
77.21 |
77.42 |
-0.29 |
1,090 |
9,721 |
+121 |
Nov10 |
090918 |
77.78 |
77.78 |
77.78 |
77.78 |
-0.28 |
2,489 |
14,513 |
+1,128 |
Dec10 |
090918 |
78.15 |
78.65 |
77.50 |
78.14 |
-0.27 |
11,651 |
104,123 |
+209 |
Jan11 |
090918 |
78.32 |
78.32 |
78.32 |
78.32 |
-0.27 |
1,559 |
11,565 |
-14 |
Total Volume and Open Interest |
527,242 |
1,198,299 |
+13,577 |
e-miNY Crude Oil(NYM) |
Sep09 |
090819 |
70.225 |
72.800 |
68.050 |
72.425 |
+3.225 |
6,600 |
3,899 |
-443 |
Oct09 |
090918 |
72.400 |
72.650 |
71.350 |
72.050 |
-0.425 |
11,462 |
3,866 |
-928 |
Nov09 |
090918 |
72.650 |
73.100 |
71.800 |
72.500 |
-0.450 |
1,987 |
1,772 |
+65 |
Dec09 |
090918 |
73.000 |
73.625 |
72.300 |
73.050 |
-0.375 |
186 |
521 |
-88 |
Jan10 |
090918 |
72.950 |
74.000 |
72.925 |
73.600 |
-0.325 |
101 |
228 |
+67 |
Feb10 |
090918 |
74.100 |
74.100 |
74.100 |
74.100 |
-0.275 |
0 |
105 |
+0 |
Mar10 |
090918 |
74.625 |
74.625 |
74.625 |
74.625 |
-0.250 |
0 |
5 |
+0 |
Apr10 |
090918 |
75.100 |
75.100 |
75.100 |
75.100 |
-0.250 |
|
|
|
May10 |
090918 |
75.600 |
75.600 |
75.600 |
75.600 |
-0.250 |
0 |
2 |
+0 |
Jun10 |
090918 |
76.100 |
76.100 |
76.100 |
76.100 |
-0.250 |
0 |
9 |
+0 |
Total Volume and Open Interest |
13,736 |
6,592 |
-884 |
Heating Oil(NYM) |
Oct09 |
090918 |
183.50 |
184.84 |
181.78 |
182.79 |
-1.30 |
35,027 |
35,767 |
-1,639 |
Nov09 |
090918 |
186.70 |
187.92 |
184.89 |
185.86 |
-1.34 |
14,609 |
59,769 |
+980 |
Dec09 |
090918 |
189.54 |
190.95 |
188.30 |
188.90 |
-1.28 |
10,388 |
55,713 |
+807 |
Jan10 |
090918 |
192.59 |
193.88 |
191.74 |
192.14 |
-1.18 |
2,530 |
30,696 |
+320 |
Feb10 |
090918 |
194.65 |
194.99 |
193.81 |
194.35 |
-1.10 |
1,260 |
17,096 |
-259 |
Mar10 |
090918 |
197.00 |
197.42 |
195.50 |
195.98 |
-1.11 |
932 |
15,757 |
-17 |
Apr10 |
090918 |
198.00 |
198.65 |
197.23 |
197.23 |
-1.11 |
513 |
12,054 |
+3 |
May10 |
090918 |
198.96 |
198.96 |
198.58 |
198.58 |
-1.16 |
466 |
11,082 |
-159 |
Jun10 |
090918 |
201.14 |
201.33 |
199.86 |
199.93 |
-1.21 |
989 |
22,177 |
+170 |
Jul10 |
090918 |
201.58 |
201.58 |
201.58 |
201.58 |
-1.21 |
201 |
6,696 |
+107 |
Aug10 |
090918 |
203.30 |
203.30 |
203.28 |
203.28 |
-1.16 |
198 |
3,312 |
+36 |
Sep10 |
090918 |
205.28 |
205.28 |
205.28 |
205.28 |
-1.16 |
75 |
5,749 |
-38 |
Total Volume and Open Interest |
68,886 |
316,942 |
+524 |
Gasoline(NYMEX) |
Oct09 |
090918 |
184.75 |
185.34 |
182.20 |
183.24 |
-1.88 |
34,007 |
47,055 |
-3,545 |
Nov09 |
090918 |
185.32 |
185.65 |
182.36 |
183.66 |
-1.66 |
20,980 |
71,521 |
+3,206 |
Dec09 |
090918 |
186.00 |
186.01 |
183.71 |
184.49 |
-1.46 |
10,642 |
33,857 |
+923 |
Jan10 |
090918 |
185.80 |
188.25 |
185.80 |
186.70 |
-1.41 |
2,738 |
20,697 |
+619 |
Feb10 |
090918 |
188.00 |
190.26 |
188.00 |
188.95 |
-1.38 |
1,208 |
5,852 |
+238 |
Mar10 |
090918 |
191.17 |
192.45 |
191.17 |
191.21 |
-1.35 |
888 |
10,239 |
+296 |
Apr10 |
090918 |
204.03 |
204.90 |
203.60 |
203.71 |
-1.40 |
263 |
6,766 |
+221 |
May10 |
090918 |
205.15 |
206.15 |
204.61 |
204.61 |
-1.30 |
25 |
4,064 |
+1 |
Jun10 |
090918 |
206.50 |
206.50 |
205.16 |
205.16 |
-1.30 |
29 |
6,463 |
+29 |
Jul10 |
090918 |
205.01 |
205.01 |
205.01 |
205.01 |
-1.30 |
0 |
1,442 |
+0 |
Total Volume and Open Interest |
71,021 |
216,502 |
+2,079 |
e-miNY RBOB Gasoline(NYM) |
Oct09 |
090918 |
183.24 |
183.24 |
183.24 |
183.24 |
-1.88 |
0 |
1 |
+0 |
Nov09 |
090918 |
183.66 |
183.66 |
183.66 |
183.66 |
-1.66 |
|
|
|
Dec09 |
090918 |
184.49 |
184.49 |
184.49 |
184.49 |
-1.46 |
0 |
2 |
+0 |
Jan10 |
090918 |
186.70 |
186.70 |
186.70 |
186.70 |
-1.41 |
|
|
|
Total Volume and Open Interest |
0 |
3 |
+0 |
Natural Gas(NYM) |
Oct09 |
090918 |
3.453 |
3.838 |
3.453 |
3.778 |
+0.320 |
199,119 |
93,011 |
-9,071 |
Nov09 |
090918 |
4.432 |
4.696 |
4.402 |
4.655 |
+0.200 |
109,609 |
163,418 |
+3,241 |
Dec09 |
090918 |
5.127 |
5.355 |
5.120 |
5.323 |
+0.208 |
22,452 |
66,693 |
-384 |
Jan10 |
090918 |
5.390 |
5.600 |
5.369 |
5.568 |
+0.205 |
16,446 |
71,639 |
+887 |
Feb10 |
090918 |
5.430 |
5.621 |
5.413 |
5.606 |
+0.205 |
2,830 |
24,980 |
+140 |
Mar10 |
090918 |
5.375 |
5.593 |
5.375 |
5.578 |
+0.203 |
7,648 |
45,180 |
+1,094 |
Apr10 |
090918 |
5.417 |
5.580 |
5.375 |
5.563 |
+0.195 |
4,877 |
38,607 |
-298 |
May10 |
090918 |
5.485 |
5.613 |
5.445 |
5.613 |
+0.195 |
2,776 |
20,384 |
-748 |
Jun10 |
090918 |
5.554 |
5.693 |
5.530 |
5.693 |
+0.190 |
557 |
10,404 |
-94 |
Jul10 |
090918 |
5.655 |
5.805 |
5.633 |
5.798 |
+0.190 |
596 |
11,103 |
+100 |
Aug10 |
090918 |
5.780 |
5.888 |
5.713 |
5.888 |
+0.192 |
545 |
8,952 |
+59 |
Sep10 |
090918 |
5.800 |
5.968 |
5.800 |
5.968 |
+0.195 |
382 |
8,611 |
+18 |
Oct10 |
090918 |
5.990 |
6.134 |
5.950 |
6.128 |
+0.200 |
2,957 |
23,949 |
-298 |
Nov10 |
090918 |
6.400 |
6.508 |
6.382 |
6.508 |
+0.180 |
173 |
6,456 |
+35 |
Dec10 |
090918 |
6.750 |
6.895 |
6.720 |
6.878 |
+0.173 |
271 |
13,598 |
-45 |
Jan11 |
090918 |
7.000 |
7.103 |
6.949 |
7.103 |
+0.175 |
853 |
9,311 |
-9 |
Total Volume and Open Interest |
373,586 |
729,546 |
-5,094 |
Brent Crude Oil(ICE) |
Nov09 |
090918 |
71.53 |
71.79 |
70.51 |
71.32 |
-0.23 |
120,787 |
152,907 |
-3,325 |
Dec09 |
090918 |
72.18 |
72.48 |
71.25 |
72.00 |
-0.28 |
57,452 |
158,689 |
+2,814 |
Jan10 |
090918 |
72.62 |
73.11 |
71.96 |
72.66 |
-0.30 |
18,999 |
53,075 |
+2,238 |
Feb10 |
090918 |
73.29 |
73.69 |
72.78 |
73.28 |
-0.30 |
5,834 |
26,360 |
+437 |
Mar10 |
090918 |
73.52 |
74.32 |
73.42 |
73.90 |
-0.28 |
5,277 |
16,119 |
-928 |
Apr10 |
090918 |
74.05 |
74.93 |
74.05 |
74.52 |
-0.26 |
3,607 |
15,814 |
+806 |
May10 |
090918 |
74.70 |
75.52 |
74.66 |
75.12 |
-0.25 |
1,878 |
7,314 |
-71 |
Jun10 |
090918 |
75.66 |
75.97 |
75.18 |
75.66 |
-0.26 |
3,167 |
50,934 |
+245 |
Jul10 |
090918 |
75.68 |
76.10 |
75.68 |
76.10 |
-0.27 |
625 |
9,625 |
+127 |
Aug10 |
090918 |
76.49 |
76.49 |
76.49 |
76.49 |
-0.28 |
269 |
6,544 |
+5 |
Sep10 |
090918 |
76.87 |
76.87 |
76.87 |
76.87 |
-0.27 |
305 |
4,051 |
-62 |
Oct10 |
090918 |
77.25 |
77.41 |
77.10 |
77.23 |
-0.25 |
274 |
6,302 |
-8 |
Nov10 |
090918 |
77.51 |
77.51 |
77.51 |
77.51 |
-0.24 |
272 |
3,980 |
+81 |
Dec10 |
090918 |
77.77 |
78.21 |
77.20 |
77.75 |
-0.25 |
6,174 |
70,154 |
-588 |
Total Volume and Open Interest |
226,550 |
668,910 |
+2,714 |
Gas Oil(ICE) |
Oct09 |
090918 |
584.50 |
585.00 |
575.75 |
579.00 |
-7.75 |
47,633 |
81,190 |
+1,532 |
Nov09 |
090918 |
589.00 |
592.50 |
583.00 |
586.75 |
-7.25 |
41,644 |
77,372 |
+1,469 |
Dec09 |
090918 |
596.50 |
599.75 |
590.50 |
594.25 |
-7.25 |
23,788 |
88,399 |
+2,354 |
Jan10 |
090918 |
605.25 |
608.00 |
599.50 |
603.25 |
-7.00 |
5,526 |
50,448 |
-72 |
Feb10 |
090918 |
610.00 |
615.25 |
610.00 |
610.50 |
-7.00 |
2,013 |
24,080 |
+193 |
Mar10 |
090918 |
621.75 |
621.75 |
616.50 |
616.75 |
-7.00 |
1,746 |
23,345 |
-47 |
Apr10 |
090918 |
627.50 |
627.75 |
622.75 |
622.75 |
-6.75 |
1,163 |
13,632 |
+614 |
May10 |
090918 |
633.25 |
633.25 |
628.50 |
628.50 |
-6.50 |
1,373 |
14,131 |
+63 |
Jun10 |
090918 |
632.50 |
638.25 |
632.50 |
633.50 |
-6.50 |
2,630 |
37,929 |
+274 |
Jul10 |
090918 |
641.00 |
641.00 |
641.00 |
641.00 |
-6.50 |
318 |
12,194 |
-43 |
Total Volume and Open Interest |
129,916 |
537,426 |
+6,988 |
Ethanol(CBOT) |
Sep09 |
090903 |
1.587 |
1.587 |
1.587 |
1.587 |
-0.013 |
15 |
218 |
+10 |
Oct09 |
090918 |
1.630 |
1.630 |
1.615 |
1.615 |
-0.020 |
26 |
387 |
-2 |
Nov09 |
090918 |
1.604 |
1.610 |
1.600 |
1.600 |
-0.017 |
36 |
495 |
+13 |
Dec09 |
090918 |
1.597 |
1.605 |
1.597 |
1.603 |
-0.013 |
18 |
404 |
+6 |
Jan10 |
090918 |
1.603 |
1.610 |
1.600 |
1.606 |
-0.013 |
15 |
727 |
+4 |
Feb10 |
090918 |
1.615 |
1.615 |
1.610 |
1.613 |
-0.010 |
15 |
338 |
+0 |
Mar10 |
090918 |
1.610 |
1.625 |
1.605 |
1.620 |
-0.006 |
11 |
438 |
-1 |
Apr10 |
090918 |
1.610 |
1.610 |
1.605 |
1.608 |
-0.024 |
7 |
501 |
-1 |
Total Volume and Open Interest |
177 |
4,633 |
+61 |
WTI Crude Oil(ICE) |
Oct09 |
090918 |
72.34 |
72.64 |
71.36 |
72.04 |
-0.43 |
47,646 |
34,377 |
-2,347 |
Nov09 |
090918 |
72.74 |
73.11 |
71.80 |
72.49 |
-0.45 |
70,073 |
122,674 |
-444 |
Dec09 |
090918 |
73.28 |
73.63 |
72.34 |
73.04 |
-0.39 |
27,516 |
78,986 |
+2,355 |
Jan10 |
090918 |
73.29 |
74.04 |
73.11 |
73.61 |
-0.32 |
7,458 |
19,616 |
+1,265 |
Feb10 |
090918 |
73.62 |
74.50 |
73.61 |
74.11 |
-0.27 |
3,265 |
14,492 |
+68 |
Mar10 |
090918 |
74.14 |
74.94 |
74.14 |
74.62 |
-0.25 |
1,649 |
12,978 |
+377 |
Apr10 |
090918 |
74.70 |
75.43 |
74.69 |
75.10 |
-0.24 |
900 |
5,667 |
+47 |
May10 |
090918 |
75.21 |
75.95 |
75.21 |
75.60 |
-0.25 |
377 |
5,811 |
-21 |
Jun10 |
090918 |
75.74 |
76.49 |
75.72 |
76.10 |
-0.26 |
1,066 |
21,463 |
-219 |
Jul10 |
090918 |
76.47 |
76.47 |
76.47 |
76.47 |
-0.28 |
357 |
25,113 |
+0 |
Aug10 |
090918 |
76.77 |
76.77 |
76.77 |
76.77 |
-0.30 |
45 |
5,835 |
-10 |
Sep10 |
090918 |
77.09 |
77.09 |
77.09 |
77.09 |
-0.29 |
69 |
7,828 |
+19 |
Oct10 |
090918 |
77.42 |
77.42 |
77.42 |
77.42 |
-0.29 |
86 |
5,025 |
+3 |
Nov10 |
090918 |
77.78 |
77.78 |
77.78 |
77.78 |
-0.28 |
67 |
4,687 |
-6 |
Dec10 |
090918 |
78.06 |
78.55 |
77.82 |
78.14 |
-0.27 |
3,699 |
59,091 |
-297 |
Jan11 |
090918 |
78.32 |
78.32 |
78.32 |
78.32 |
-0.27 |
0 |
9,300 |
+0 |
Total Volume and Open Interest |
164,820 |
508,010 |
+827 |
US Dollar Index(ICE) |
Dec09 |
090918 |
76.515 |
76.930 |
76.485 |
76.670 |
+0.240 |
6,669 |
32,533 |
+833 |
Mar10 |
090918 |
76.900 |
76.915 |
76.900 |
76.915 |
+0.230 |
2 |
2,033 |
+1 |
Jun10 |
090918 |
77.180 |
77.180 |
77.180 |
77.180 |
+0.230 |
0 |
3 |
+0 |
Total Volume and Open Interest |
6,671 |
34,569 |
+834 |
Australian Dollar(CME) |
Dec09 |
090918 |
86.57 |
86.63 |
85.93 |
86.28 |
-0.34 |
75,801 |
108,031 |
+276 |
Mar10 |
090918 |
85.95 |
85.95 |
85.28 |
85.58 |
-0.34 |
38 |
118 |
+16 |
Jun10 |
090918 |
84.77 |
85.11 |
84.77 |
84.77 |
-0.34 |
|
|
|
Total Volume and Open Interest |
75,839 |
108,164 |
+292 |
British Pound(CME) |
Dec09 |
090918 |
164.50 |
164.53 |
162.29 |
162.71 |
-1.76 |
108,218 |
68,245 |
+2,708 |
Mar10 |
090918 |
163.40 |
164.51 |
162.39 |
162.77 |
-1.73 |
214 |
242 |
+144 |
Jun10 |
090918 |
162.81 |
164.53 |
162.65 |
162.81 |
-1.72 |
0 |
2 |
+0 |
Total Volume and Open Interest |
108,432 |
68,509 |
+2,852 |
Canadian Dollar(CME) |
Dec09 |
090918 |
93.90 |
93.94 |
92.86 |
93.49 |
-0.45 |
60,950 |
90,129 |
+58 |
Mar10 |
090918 |
93.30 |
93.93 |
92.91 |
93.48 |
-0.45 |
61 |
1,197 |
+30 |
Jun10 |
090918 |
93.15 |
93.92 |
93.07 |
93.47 |
-0.45 |
0 |
263 |
+0 |
Sep10 |
090918 |
93.20 |
93.91 |
93.11 |
93.45 |
-0.46 |
10 |
351 |
-10 |
Total Volume and Open Interest |
61,021 |
91,955 |
+78 |
Japanese Yen(CME) |
Dec09 |
090918 |
109.86 |
109.92 |
109.30 |
109.50 |
-0.26 |
94,362 |
109,555 |
+1,524 |
Mar10 |
090918 |
109.60 |
109.96 |
109.44 |
109.60 |
-0.26 |
1 |
76 |
+1 |
Jun10 |
090918 |
109.76 |
110.02 |
109.74 |
109.76 |
-0.26 |
0 |
1 |
+0 |
Total Volume and Open Interest |
94,363 |
109,653 |
+1,525 |
Swiss Franc(CME) |
Dec09 |
090918 |
97.31 |
97.38 |
96.70 |
97.26 |
-0.07 |
40,569 |
49,444 |
+1,474 |
Mar10 |
090918 |
97.37 |
97.46 |
96.88 |
97.37 |
-0.06 |
5 |
86 |
+5 |
Jun10 |
090918 |
97.53 |
97.58 |
97.20 |
97.53 |
-0.05 |
|
|
|
Total Volume and Open Interest |
40,574 |
49,531 |
+1,479 |
EuroFX(CME) |
Dec09 |
090918 |
147.42 |
147.44 |
146.46 |
147.20 |
-0.27 |
210,889 |
155,200 |
+5,405 |
Mar10 |
090918 |
147.04 |
147.46 |
146.48 |
147.19 |
-0.27 |
27 |
640 |
-13 |
Jun10 |
090918 |
147.20 |
147.45 |
146.70 |
147.20 |
-0.25 |
0 |
52 |
+0 |
Total Volume and Open Interest |
210,916 |
155,893 |
+5,392 |
Mexican Peso(CME) |
Oct09 |
090918 |
749.0 |
750.2 |
749.0 |
749.0 |
-1.2 |
|
|
|
Nov09 |
090918 |
746.0 |
747.2 |
746.0 |
746.0 |
-1.2 |
|
|
|
Total Volume and Open Interest |
15,662 |
51,532 |
+271 |
Brazilian Real(CME) |
Oct09 |
090918 |
551.85 |
552.45 |
551.85 |
551.85 |
-0.60 |
|
|
|
Nov09 |
090918 |
549.15 |
549.65 |
549.15 |
549.15 |
-0.50 |
|
|
|
Dec09 |
090918 |
546.55 |
546.90 |
546.55 |
546.55 |
-0.35 |
83 |
3,057 |
+83 |
Jan10 |
090918 |
543.20 |
543.55 |
543.20 |
543.20 |
-0.35 |
|
|
|
Total Volume and Open Interest |
83 |
3,057 |
+83 |
30-Year T-Bonds(CBOT) |
Sep09 |
090918 |
121~240 |
121~250 |
120~170 |
120~220 |
-0~260 |
10,330 |
5,790 |
-9,691 |
Dec09 |
090918 |
120~030 |
120~130 |
119~030 |
119~090 |
-0~260 |
210,605 |
741,573 |
+18,140 |
Mar10 |
090918 |
119~120 |
119~120 |
118~150 |
118~150 |
-0~260 |
0 |
156 |
+0 |
Total Volume and Open Interest |
220,935 |
747,522 |
+8,449 |
10-Year T-Notes(CBOT) |
Sep09 |
090918 |
118~310 |
119~000 |
118~080 |
118~105 |
-0~180 |
5,410 |
30,574 |
-276 |
Dec09 |
090918 |
117~130 |
117~195 |
116~230 |
116~270 |
-0~180 |
833,857 |
1,075,107 |
+20,456 |
Mar10 |
090918 |
115~270 |
116~130 |
115~270 |
115~270 |
-0~180 |
|
|
|
Total Volume and Open Interest |
839,267 |
1,105,681 |
+20,180 |
5-Year T-Notes(CBOT) |
Sep09 |
090918 |
116~087 |
116~098 |
116~048 |
116~048 |
-0~050 |
14,475 |
17,054 |
-1,661 |
Dec09 |
090918 |
115~064 |
115~085 |
115~010 |
115~017 |
-0~051 |
497,278 |
792,030 |
+22,246 |
Mar10 |
090918 |
115~009 |
115~060 |
115~009 |
115~009 |
-0~051 |
|
|
|
Total Volume and Open Interest |
511,753 |
809,084 |
+20,585 |
2 Year T-Notes(CBOT) |
Sep09 |
090918 |
108~123 |
108~126 |
108~114 |
108~114 |
-0~010 |
2,579 |
28,149 |
+54 |
Dec09 |
090918 |
108~046 |
108~051 |
108~029 |
108~032 |
-0~012 |
195,307 |
752,483 |
+9,170 |
Mar10 |
090918 |
108~032 |
108~044 |
108~032 |
108~032 |
-0~012 |
|
|
|
Total Volume and Open Interest |
197,886 |
780,632 |
+9,224 |
Eurodollars(CME) |
Dec09 |
090918 |
99.540 |
99.550 |
99.505 |
99.515 |
-0.025 |
216,957 |
981,525 |
-2,784 |
Mar10 |
090918 |
99.340 |
99.355 |
99.280 |
99.290 |
-0.050 |
229,203 |
978,313 |
-14,433 |
Jun10 |
090918 |
99.030 |
99.030 |
98.930 |
98.940 |
-0.070 |
296,665 |
783,855 |
+15,655 |
Sep10 |
090918 |
98.650 |
98.660 |
98.535 |
98.545 |
-0.085 |
255,997 |
652,363 |
-3,038 |
Dec10 |
090918 |
98.240 |
98.260 |
98.115 |
98.130 |
-0.095 |
277,733 |
822,874 |
-10,676 |
Mar11 |
090918 |
97.840 |
97.885 |
97.735 |
97.750 |
-0.095 |
162,609 |
432,675 |
+3,400 |
Jun11 |
090918 |
97.500 |
97.530 |
97.375 |
97.390 |
-0.095 |
138,204 |
427,353 |
-3,243 |
Sep11 |
090918 |
97.185 |
97.215 |
97.055 |
97.075 |
-0.095 |
129,968 |
256,251 |
-1,725 |
Dec11 |
090918 |
96.880 |
96.915 |
96.755 |
96.770 |
-0.100 |
64,224 |
194,037 |
+2,795 |
Mar12 |
090918 |
96.645 |
96.685 |
96.525 |
96.535 |
-0.105 |
62,531 |
142,257 |
-2,565 |
Jun12 |
090918 |
96.435 |
96.470 |
96.305 |
96.320 |
-0.105 |
48,476 |
126,485 |
+917 |
Sep12 |
090918 |
96.270 |
96.290 |
96.130 |
96.145 |
-0.105 |
37,403 |
82,712 |
+646 |
Dec12 |
090918 |
96.095 |
96.110 |
95.960 |
95.975 |
-0.105 |
15,155 |
52,529 |
-1,916 |
Mar13 |
090918 |
95.985 |
96.000 |
95.850 |
95.865 |
-0.105 |
15,863 |
59,975 |
-1,155 |
Jun13 |
090918 |
95.860 |
95.885 |
95.740 |
95.750 |
-0.105 |
12,492 |
31,262 |
+2,418 |
Sep13 |
090918 |
95.755 |
95.780 |
95.640 |
95.645 |
-0.105 |
11,098 |
42,346 |
-172 |
Dec13 |
090918 |
95.640 |
95.660 |
95.520 |
95.525 |
-0.110 |
5,650 |
27,854 |
+103 |
Mar14 |
090918 |
95.520 |
95.590 |
95.455 |
95.455 |
-0.110 |
5,638 |
25,116 |
-8 |
Total Volume and Open Interest |
2,024,757 |
6,349,089 |
-11,527 |
30 Day Federal Funds(CBOT) |
Sep09 |
090918 |
99.840 |
99.842 |
99.840 |
99.840 |
unch |
2,887 |
37,926 |
-445 |
Oct09 |
090918 |
99.820 |
99.825 |
99.820 |
99.820 |
unch |
5,874 |
47,641 |
+958 |
Nov09 |
090918 |
99.810 |
99.815 |
99.810 |
99.810 |
unch |
6,390 |
56,120 |
+2,906 |
Dec09 |
090918 |
99.805 |
99.815 |
99.800 |
99.805 |
unch |
4,416 |
53,879 |
+529 |
Jan10 |
090918 |
99.780 |
99.785 |
99.770 |
99.775 |
-0.005 |
6,161 |
45,574 |
+2,400 |
Feb10 |
090918 |
99.715 |
99.720 |
99.700 |
99.705 |
-0.010 |
7,014 |
58,176 |
+2,005 |
Total Volume and Open Interest |
49,942 |
423,523 |
+9,512 |
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 |
090918 |
99.515 |
99.525 |
99.515 |
99.515 |
-0.015 |
0 |
1,037 |
+200 |
Mar10 |
090918 |
99.535 |
99.550 |
99.535 |
99.535 |
-0.045 |
0 |
814 |
+0 |
Jun10 |
090918 |
99.535 |
99.550 |
99.535 |
99.535 |
-0.030 |
|
|
|
Sep10 |
090918 |
99.520 |
99.520 |
99.520 |
99.520 |
-0.030 |
|
|
|
Dec10 |
090918 |
99.480 |
99.480 |
99.480 |
99.480 |
-0.030 |
|
|
|
Mar11 |
090918 |
99.395 |
99.395 |
99.395 |
99.395 |
-0.030 |
|
|
|
Jun11 |
090918 |
99.335 |
99.335 |
99.335 |
99.335 |
-0.030 |
|
|
|
Sep11 |
090918 |
99.335 |
99.335 |
99.335 |
99.335 |
-0.030 |
|
|
|
Dec11 |
090918 |
99.140 |
99.140 |
99.140 |
99.140 |
-0.015 |
|
|
|
Mar12 |
090918 |
99.105 |
99.105 |
99.105 |
99.105 |
-0.015 |
|
|
|
Total Volume and Open Interest |
0 |
1,851 |
+200 |
3-Mth Euro-Yen(SGX) |
Dec09 |
090918 |
99.52 |
99.52 |
99.51 |
99.51 |
-0.01 |
360 |
5,678 |
+87 |
Mar10 |
090918 |
99.54 |
99.54 |
99.54 |
99.54 |
-0.01 |
50 |
4,146 |
+0 |
Jun10 |
090918 |
99.54 |
99.54 |
99.54 |
99.54 |
-0.01 |
50 |
2,052 |
+0 |
Sep10 |
090918 |
99.52 |
99.52 |
99.52 |
99.52 |
-0.02 |
150 |
1,084 |
+0 |
Dec10 |
090918 |
99.48 |
99.48 |
99.48 |
99.48 |
-0.01 |
50 |
574 |
+0 |
Mar11 |
090918 |
99.39 |
99.39 |
99.39 |
99.39 |
-0.02 |
50 |
562 |
+0 |
Jun11 |
090918 |
99.33 |
99.33 |
99.33 |
99.33 |
-0.01 |
0 |
52 |
+0 |
Sep11 |
090918 |
99.33 |
99.33 |
99.33 |
99.33 |
-0.01 |
0 |
51 |
+0 |
Total Volume and Open Interest |
710 |
15,671 |
+87 |
Japanese Gov't Bonds(SGX) |
Dec09 |
090918 |
138.60 |
138.76 |
138.43 |
138.58 |
-0.02 |
1,416 |
13,578 |
-185 |
Mar10 |
090918 |
138.35 |
138.35 |
138.35 |
138.35 |
-0.02 |
|
|
|
Jun10 |
090918 |
138.35 |
138.35 |
138.35 |
138.35 |
-0.02 |
|
|
|
Total Volume and Open Interest |
1,416 |
13,578 |
-185 |
Euro-Bund(EUREX) |
Dec09 |
090918 |
120.67 |
120.97 |
120.08 |
120.44 |
-0.02 |
792,874 |
920,505 |
+32,480 |
Mar10 |
090918 |
120.60 |
120.63 |
119.96 |
120.15 |
unch |
120 |
66 |
+14 |
Jun10 |
090918 |
119.84 |
119.84 |
119.84 |
119.84 |
-0.02 |
0 |
1 |
+0 |
Total Volume and Open Interest |
792,994 |
920,572 |
+32,494 |
Euro-Bobl(EUREX) |
Dec09 |
090918 |
115.03 |
115.19 |
114.70 |
114.86 |
-0.02 |
581,887 |
669,209 |
+8,879 |
Mar10 |
090918 |
114.53 |
114.53 |
114.53 |
114.53 |
-0.01 |
|
|
|
Jun10 |
090918 |
114.16 |
114.16 |
114.16 |
114.16 |
-0.02 |
|
|
|
Total Volume and Open Interest |
581,887 |
669,209 |
+8,879 |
3-Mth Euribor(EUREX) |
Sep09 |
090914 |
99.230 |
99.230 |
99.230 |
99.230 |
unch |
5,624 |
14,192 |
-2,056 |
Dec09 |
090918 |
99.235 |
99.235 |
99.225 |
99.230 |
+0.010 |
1,296 |
16,010 |
-766 |
Mar10 |
090918 |
99.075 |
99.080 |
99.045 |
99.050 |
unch |
4 |
3,723 |
+1 |
Total Volume and Open Interest |
1,349 |
27,996 |
-748 |
Long Gilt(LIFFE) |
Sep09 |
090918 |
118~22 |
118~22 |
118~22 |
118~22 |
-0~02 |
2,906 |
33,289 |
-2,642 |
Dec09 |
090918 |
117~18 |
117~18 |
116~29 |
117~02 |
-0~02 |
86,392 |
242,092 |
-12,472 |
Total Volume and Open Interest |
89,298 |
275,381 |
-15,114 |
3-Mth Short Sterling(LIFFE) |
Dec09 |
090918 |
99.48 |
99.50 |
99.47 |
99.48 |
+0.01 |
84,948 |
428,585 |
+12,427 |
Mar10 |
090918 |
99.17 |
99.18 |
99.15 |
99.17 |
+0.04 |
105,308 |
357,717 |
-2,012 |
Jun10 |
090918 |
98.68 |
98.69 |
98.65 |
98.67 |
+0.05 |
116,742 |
371,993 |
+4,213 |
Sep10 |
090918 |
98.14 |
98.16 |
98.10 |
98.12 |
+0.04 |
94,311 |
281,665 |
-7,005 |
Dec10 |
090918 |
97.61 |
97.64 |
97.56 |
97.58 |
+0.02 |
83,896 |
290,031 |
+10,579 |
Mar11 |
090918 |
97.17 |
97.19 |
97.08 |
97.11 |
+0.01 |
53,171 |
193,644 |
+6,351 |
Total Volume and Open Interest |
606,904 |
2,330,038 |
+32,880 |
3-Mth Euribor(LIFFE) |
Dec09 |
090918 |
99.225 |
99.245 |
99.215 |
99.230 |
+0.010 |
146,135 |
669,255 |
-10,872 |
Mar10 |
090918 |
99.065 |
99.085 |
99.040 |
99.050 |
unch |
97,774 |
489,715 |
-2,160 |
Jun10 |
090918 |
98.760 |
98.795 |
98.730 |
98.750 |
+0.010 |
117,707 |
455,931 |
-16,951 |
Total Volume and Open Interest |
776,787 |
3,076,783 |
-17,924 |
3-Mth Aus T-Bills(SFE) |
Dec09 |
090918 |
96.23 |
96.29 |
96.23 |
96.26 |
+0.02 |
12,915 |
318,879 |
+2,647 |
Mar10 |
090918 |
95.63 |
95.70 |
95.61 |
95.68 |
+0.05 |
9,772 |
174,652 |
-1,563 |
Jun10 |
090918 |
95.12 |
95.20 |
95.10 |
95.18 |
+0.06 |
4,938 |
96,563 |
-869 |
Sep10 |
090918 |
94.80 |
94.86 |
94.79 |
94.84 |
+0.04 |
2,658 |
68,710 |
+46 |
Dec10 |
090918 |
94.58 |
94.65 |
94.57 |
94.63 |
+0.04 |
1,510 |
44,194 |
-436 |
Mar11 |
090918 |
94.43 |
94.48 |
94.42 |
94.47 |
+0.04 |
698 |
23,096 |
+401 |
Jun11 |
090918 |
94.25 |
94.31 |
94.25 |
94.30 |
+0.03 |
367 |
18,573 |
+148 |
Sep11 |
090918 |
94.08 |
94.15 |
94.08 |
94.13 |
+0.04 |
1,395 |
8,467 |
+1,340 |
Dec11 |
090918 |
93.95 |
93.97 |
93.95 |
93.97 |
+0.04 |
118 |
3,899 |
+65 |
Mar12 |
090918 |
93.83 |
93.84 |
93.83 |
93.84 |
+0.05 |
2 |
1,455 |
+0 |
Total Volume and Open Interest |
34,375 |
759,078 |
+1,781 |
10-Year Aus T-Bonds(SFE) |
Dec09 |
090918 |
94.61 |
94.67 |
94.58 |
94.67 |
+0.05 |
17,552 |
304,374 |
+5,470 |
Mar10 |
090918 |
94.67 |
94.67 |
94.67 |
94.67 |
+0.05 |
|
|
|
Total Volume and Open Interest |
17,552 |
304,374 |
+5,470 |
3-Year Aus T-Bonds(SFE) |
Dec09 |
090918 |
95.08 |
95.16 |
95.06 |
95.15 |
+0.05 |
53,748 |
329,648 |
+5,681 |
Mar10 |
090918 |
95.15 |
95.15 |
95.15 |
95.15 |
+0.05 |
|
|
|
Total Volume and Open Interest |
53,748 |
329,648 |
+5,681 |
Gold(CMX) |
Oct09 |
090918 |
1014.5 |
1018.5 |
1006.7 |
1009.4 |
-3.2 |
3,844 |
20,560 |
-1,037 |
Dec09 |
090918 |
1014.5 |
1019.5 |
1007.4 |
1010.3 |
-3.2 |
111,116 |
337,920 |
-6,779 |
Feb10 |
090918 |
1016.8 |
1020.0 |
1010.0 |
1011.6 |
-3.2 |
1,701 |
22,092 |
+539 |
Apr10 |
090918 |
1018.5 |
1020.9 |
1010.1 |
1012.7 |
-3.2 |
536 |
22,471 |
+171 |
Jun10 |
090918 |
1020.0 |
1023.0 |
1011.7 |
1014.1 |
-3.2 |
87 |
12,390 |
-70 |
Aug10 |
090918 |
1022.1 |
1022.1 |
1014.5 |
1015.7 |
-3.2 |
117 |
7,344 |
-176 |
Oct10 |
090918 |
1018.4 |
1018.4 |
1017.6 |
1017.6 |
-3.2 |
7 |
3,839 |
-131 |
Dec10 |
090918 |
1025.6 |
1025.6 |
1017.6 |
1020.0 |
-3.1 |
222 |
11,936 |
+152 |
Feb11 |
090918 |
1022.9 |
1022.9 |
1022.9 |
1022.9 |
-2.9 |
0 |
1,012 |
+0 |
Apr11 |
090918 |
1026.2 |
1026.2 |
1026.2 |
1026.2 |
-2.7 |
0 |
447 |
+0 |
Jun11 |
090918 |
1029.8 |
1029.8 |
1029.8 |
1029.8 |
-2.5 |
0 |
8,129 |
+0 |
Total Volume and Open Interest |
117,828 |
470,834 |
-7,338 |
Silver(CMX) |
Sep09 |
090918 |
1712.5 |
1722.5 |
1704.3 |
1704.3 |
-20.0 |
115 |
254 |
+1 |
Dec09 |
090918 |
1729.0 |
1740.0 |
1692.0 |
1706.5 |
-20.0 |
28,058 |
92,990 |
-1,684 |
Mar10 |
090918 |
1721.5 |
1733.0 |
1706.0 |
1710.0 |
-20.1 |
1,583 |
11,539 |
+783 |
May10 |
090918 |
1722.0 |
1722.0 |
1712.0 |
1712.0 |
-20.1 |
6 |
2,297 |
-1 |
Jul10 |
090918 |
1716.0 |
1716.0 |
1707.0 |
1714.0 |
-20.1 |
44 |
2,786 |
-10 |
Sep10 |
090918 |
1716.0 |
1716.0 |
1716.0 |
1716.0 |
-20.2 |
0 |
2,930 |
+26 |
Dec10 |
090918 |
1729.0 |
1729.0 |
1715.0 |
1720.0 |
-20.2 |
37 |
3,559 |
-122 |
Total Volume and Open Interest |
29,908 |
124,378 |
-928 |
Platinum(NYMEX) |
Oct09 |
090918 |
1342.1 |
1347.1 |
1330.0 |
1338.2 |
-3.3 |
3,849 |
19,131 |
-793 |
Jan10 |
090918 |
1347.6 |
1351.2 |
1335.4 |
1343.8 |
-3.3 |
1,774 |
10,575 |
+906 |
Apr10 |
090918 |
1349.2 |
1349.2 |
1349.2 |
1349.2 |
-3.3 |
1 |
124 |
+1 |
Total Volume and Open Interest |
5,624 |
29,830 |
+114 |
Palladium(NYMEX) |
Sep09 |
090918 |
305.30 |
305.30 |
304.15 |
304.15 |
-1.25 |
34 |
292 |
+7 |
Dec09 |
090918 |
307.95 |
308.70 |
301.70 |
304.50 |
-1.25 |
820 |
22,454 |
+277 |
Mar10 |
090918 |
305.45 |
305.45 |
305.45 |
305.45 |
-1.25 |
1 |
241 |
-2 |
Total Volume and Open Interest |
855 |
22,987 |
+282 |
Copper(CMX) |
Sep09 |
090918 |
288.00 |
288.00 |
277.05 |
277.10 |
-10.90 |
156 |
2,171 |
-119 |
Dec09 |
090918 |
290.55 |
291.25 |
278.15 |
278.50 |
-11.10 |
18,581 |
89,801 |
-126 |
Mar10 |
090918 |
290.80 |
291.00 |
279.85 |
279.90 |
-10.95 |
1,066 |
13,001 |
+178 |
May10 |
090918 |
286.70 |
286.70 |
279.90 |
279.90 |
-10.70 |
53 |
2,299 |
-15 |
Jul10 |
090918 |
280.50 |
280.50 |
279.50 |
279.50 |
-10.60 |
15 |
1,971 |
+0 |
Total Volume and Open Interest |
20,585 |
121,690 |
+378 |
DJIA Index(CBOT) |
Dec09 |
090918 |
9726 |
9783 |
9687 |
9733 |
-4 |
1,532 |
8,043 |
+876 |
Mar10 |
090918 |
9711 |
9711 |
9675 |
9675 |
-6 |
65 |
828 |
+0 |
Jun10 |
090918 |
9616 |
9629 |
9616 |
9616 |
-13 |
|
|
|
Sep10 |
090918 |
9578 |
9578 |
9578 |
9578 |
|
|
|
|
E-mini DJIA Index(CBOT) |
Sep09 |
090918 |
9800 |
9859 |
9745 |
9854 |
+55 |
|
|
|
Dec09 |
090918 |
9736 |
9786 |
9683 |
9733 |
-4 |
157,110 |
62,374 |
+3,230 |
Mar10 |
090918 |
9655 |
9730 |
9655 |
9675 |
-6 |
3 |
144 |
+0 |
Jun10 |
090918 |
9616 |
9616 |
9616 |
9616 |
-13 |
|
|
|
Total Volume and Open Interest |
157,113 |
62,518 |
-38,446 |
S & P 500(CME) |
Dec09 |
090918 |
1062.70 |
1067.00 |
1056.20 |
1061.00 |
-1.80 |
33,216 |
342,597 |
+6,402 |
Mar10 |
090918 |
1061.50 |
1062.50 |
1055.50 |
1056.60 |
-1.90 |
131 |
4,275 |
+4 |
Jun10 |
090918 |
1052.80 |
1058.70 |
1051.70 |
1052.80 |
-1.90 |
70 |
181 |
+0 |
Sep10 |
090918 |
1049.80 |
1055.70 |
1048.70 |
1049.80 |
-1.90 |
|
|
|
Total Volume and Open Interest |
33,448 |
347,058 |
-114,039 |
S & P 500 E-Mini(Globex) |
Dec09 |
090918 |
1063.00 |
1067.75 |
1056.00 |
1061.00 |
-1.75 |
2,477,295 |
2,287,204 |
+68,866 |
Mar10 |
090918 |
1058.00 |
1062.50 |
1052.25 |
1056.50 |
-2.00 |
158 |
265 |
+57 |
Total Volume and Open Interest |
2,477,453 |
2,287,478 |
-811,563 |
NASDAQ 100(CME) |
Dec09 |
090918 |
1719.50 |
1731.00 |
1713.30 |
1721.30 |
+1.30 |
3,183 |
18,246 |
+1,822 |
Mar10 |
090918 |
1720.30 |
1720.30 |
1719.00 |
1720.30 |
+1.30 |
5 |
1 |
+0 |
Jun10 |
090918 |
1719.30 |
1719.30 |
1718.00 |
1719.30 |
+1.30 |
|
|
|
Total Volume and Open Interest |
3,188 |
18,247 |
-16,098 |
NASDAQ 100 E-Mini(Globex) |
Dec09 |
090918 |
1720.30 |
1730.50 |
1712.80 |
1721.30 |
+1.30 |
338,889 |
280,134 |
+17,049 |
Mar10 |
090918 |
1717.00 |
1728.30 |
1716.80 |
1720.30 |
+1.30 |
4 |
10 |
-3 |
Total Volume and Open Interest |
338,893 |
280,145 |
-140,187 |
S & P Midcap 400(CME) |
Dec09 |
090918 |
704.50 |
704.50 |
696.00 |
696.30 |
-4.10 |
19 |
2,441 |
-1 |
Mar10 |
090918 |
694.30 |
694.40 |
694.30 |
694.30 |
-4.10 |
|
|
|
Jun10 |
090918 |
692.30 |
692.40 |
692.30 |
692.30 |
-4.10 |
|
|
|
Total Volume and Open Interest |
19 |
2,441 |
-1,390 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Dec09 |
090918 |
10440 |
10490 |
10400 |
10450 |
-5 |
9,965 |
32,712 |
-327 |
Mar10 |
090918 |
10455 |
10460 |
10455 |
10455 |
-5 |
|
|
|
Total Volume and Open Interest |
9,965 |
32,712 |
-327 |
Nikkei 225(SGX) |
Dec09 |
090918 |
10370 |
10435 |
10255 |
10345 |
-20 |
104,971 |
168,374 |
-783 |
Mar10 |
090918 |
10365 |
10365 |
10365 |
10365 |
-20 |
3 |
516 |
+0 |
Jun10 |
090918 |
10385 |
10385 |
10385 |
10385 |
-20 |
0 |
320 |
+0 |
Total Volume and Open Interest |
105,074 |
175,770 |
-533 |
CAC 40(EURONEXT) |
Sep09 |
090918 |
3819.5 |
3854.5 |
3811.0 |
3843.5 |
+8.5 |
164,078 |
403,826 |
-112,626 |
Oct09 |
090918 |
3813.5 |
3854.5 |
3811.5 |
3827.0 |
-8.0 |
86,163 |
310,466 |
+30,878 |
Nov09 |
090918 |
3812.5 |
3838.0 |
3812.0 |
3812.5 |
-8.5 |
27 |
208 |
+12 |
Total Volume and Open Interest |
252,764 |
754,824 |
-83,040 |
Hang Seng Index(HKFE) |
Sep09 |
090918 |
21583 |
21770 |
21531 |
21618 |
-104 |
78,740 |
91,967 |
-1,226 |
Oct09 |
090918 |
21590 |
21755 |
21530 |
21600 |
-110 |
1,406 |
1,966 |
+122 |
Total Volume and Open Interest |
80,238 |
98,319 |
-1,100 |
DAX(EUREX) |
Sep09 |
090918 |
5720.0 |
5744.5 |
5702.5 |
5736.5 |
-1.0 |
174,565 |
53,021 |
-20,970 |
Dec09 |
090918 |
5718.5 |
5764.0 |
5703.0 |
5718.0 |
-21.0 |
87,256 |
151,639 |
+12,071 |
Mar10 |
090918 |
5720.5 |
5757.0 |
5706.0 |
5719.5 |
-21.0 |
14,858 |
4,169 |
+1,147 |
Total Volume and Open Interest |
276,679 |
208,829 |
-7,752 |
FT-SE 100(EURONEXT) |
Sep09 |
090918 |
5148.50 |
5171.50 |
5141.00 |
5171.00 |
+2.00 |
170,914 |
115,851 |
-51,062 |
Dec09 |
090918 |
5120.00 |
5168.00 |
5108.00 |
5140.00 |
+2.50 |
103,019 |
619,448 |
+21,080 |
Mar10 |
090918 |
5070.00 |
5101.50 |
5070.00 |
5094.50 |
unch |
98 |
1,619 |
+11 |
Total Volume and Open Interest |
274,031 |
737,081 |
-29,971 |
SPI 200(SFE) |
Sep09 |
090917 |
4665.0 |
4722.0 |
4664.0 |
4691.0 |
+29.0 |
9,454 |
76,269 |
-102,815 |
Dec09 |
090918 |
4730.0 |
4734.0 |
4668.0 |
4683.0 |
-45.0 |
36,621 |
233,582 |
+12,929 |
Mar10 |
090918 |
4680.0 |
4688.0 |
4668.0 |
4668.0 |
-45.0 |
162 |
4,516 |
-73 |
Total Volume and Open Interest |
36,783 |
239,636 |
-63,413 |
GSCI(CME) |
Oct09 |
090918 |
470.00 |
472.00 |
469.00 |
469.00 |
-3.80 |
536 |
16,285 |
+263 |
Nov09 |
090918 |
474.50 |
478.10 |
474.50 |
474.50 |
-3.50 |
0 |
1 |
+0 |
Dec09 |
090918 |
482.50 |
484.10 |
481.00 |
481.00 |
-3.00 |
|
|
|
Total Volume and Open Interest |
536 |
16,286 |
+263 |
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. |
|
|